Probability

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Probability The calculated likelihood that a given event will occur

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Probability. The calculated likelihood that a given event will occur. Methods of Determining Probability. Empirical Experimental observation Example – Process control Theoretical Uses known elements Example – Coin toss, die rolling Subjective Assumptions Example – I think that. - PowerPoint PPT Presentation

Transcript of Probability

Page 1: Probability

ProbabilityThe calculated likelihood that a given event will occur

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Methods of Determining Probability

Empirical

Experimental observationExample – Process control

TheoreticalUses known elements

Example – Coin toss, die rolling Subjective

AssumptionsExample – I think that . . .

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Probability Components

ExperimentAn activity with observable results

Sample SpaceA set of all possible outcomes

EventA subset of a sample space

Outcome / Sample PointThe result of an experiment

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ProbabilityWhat is the probability of a tossed coin landing heads up?

Probability Tree

Experiment

Sample Space

Event

Outcome

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ProbabilityThe number of times an event will occur divided by the number of opportunities

Px = Probability of outcome x

Fx = Frequency of outcome x

Fa = Absolute frequency of all events

xx

a

FP

F

Expressed as a number between 0 and 1fraction, percent, decimal, odds

Total probability of all possible events totals 1

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Probability

xx

a

FP

F

What is the probability of a tossed coin landing heads up?

How many possible outcomes? 2

How many desirable outcomes? 1

1P

2 .5 50%

Probability Tree

What is the probability of the coin landing tails up?

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Probability

xx

a

FP

F

How many possible outcomes?

How many desirable outcomes? 1

1P

4

What is the probability of tossing a coin twice and it landing heads up both times?

4

HH

HT

TH

TT

.25 25%

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Probability

xx

a

FP

F

How many possible outcomes?

How many desirable outcomes? 3

3P

8

What is the probability of tossing a coin three times and it landing heads up exactly two times?

8

1st

2nd

3rd

HHH

HHT

HTH

HTT

THH

THT

TTH

TTT

.375 37.5%

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Binomial Process

Each trial has only two possible outcomesyes-no, on-off, right-wrong

Trial outcomes are independent Tossing a coin does not affect future tosses

x n x

x

n! p qP

x! n x !

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Bernoulli Process

x n x

x

n! p qP

x! n x !

P = Probability

x = Number of times an outcome occurs within n trials

n = Number of trials

p = Probability of success on a single trial

q = Probability of failure on a single trial

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Probability DistributionWhat is the probability of tossing a coin three times and it landing heads up two times?

2 13×2×1× 0.5 0.5P =

2×1 1×1

x n-x

x

n! p qP =

x! n - x !

P = .375 = 37.50%

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Law of Large Numbers

Trial 1: Toss a single coin 5 times H,T,H,H,TP = .600 = 60%

Trial 2: Toss a single coin 500 times

H,H,H,T,T,H,T,T,……TP = .502 = 50.2%

Theoretical Probability = .5 = 50%

The more trials that are conducted, the closer the results become to the theoretical probability

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Probability

Independent events occurring simultaneously

Product of individual probabilities

If events A and B are independent, then the probability of A and B occurring is: P = P(A) x P(B)

AND (Multiplication)

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Probability AND (Multiplication)What is the probability of rolling a 4 on a single die?

How many possible outcomes?

How many desirable outcomes? 16 4

1P

6

What is the probability of rolling a 1 on a single die?

How many possible outcomes?

How many desirable outcomes? 16 1

1P

6

What is the probability of rolling a 4 and then a 1 using two dice?

4 1P = (P ) (P )1 1

= •6 6

1.0278

362.78%

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Probability

Independent events occurring individually

Sum of individual probabilities

If events A and B are mutually exclusive, then the probability of A or B occurring is:

P = P(A) + P(B)

OR (Addition)

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Probability OR (Addition)What is the probability of rolling a 4 on a single die?

How many possible outcomes?

How many desirable outcomes? 16 4

1P

6

What is the probability of rolling a 1 on a single die?

How many possible outcomes?

How many desirable outcomes? 16 1

1P

6

What is the probability of rolling a 4 or a 1 on a single die?

4 1P ( P ) ( P ) 1 16 6

2

.3333 33 3 %6

. 3

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Probability

Independent event not occurring

1 minus the probability of occurrence

P = 1 - P(A)

NOT

What is the probability of not rolling a 1 on a die?

1P 1 P 1

16

5

.8333 83 3 %6

. 3

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How many tens are in a deck?

ProbabilityTwo cards are dealt from a shuffled deck. What is the probability that the first card is an ace and the second card is a face card or a ten?

How many cards are in a deck? 52

4

12

4

How many aces are in a deck?

How many face cards are in deck?

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Probability

What is the probability that the first card is an ace?

4 1.0769 7.69%

52 13

12 4.2353 23.53%

51 17

Since the first card was NOT a face, what is the probability that the second card is a face card?

Since the first card was NOT a ten, what is the probability that the second card is a ten?

4.0784 7.84%

51

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ProbabilityTwo cards are dealt from a shuffled deck. What is the probability that the first card is an ace and the second card is a face card or a ten?

1 4 4= • +13 17 51

A F 10P = P (P + P )1 12 4

= • +13 51 51

1 16= •13 51

.0241 2.41% If the first card is an ace, what is the probability that the second card is a face card or a ten? 31.37%

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Bayes’ Theorem

I I

1 1 2 2 n n

P A • P E A

P A • P E A + P A • P E A + +P A • P E A

The probability of an event occurring based upon other event probabilities

IP A E =

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LCD Screen ExampleLCD screen components for a large cell phone manufacturing company are outsourced to three different vendors. Vendor A, B, and C supply 60%, 30%, and 10% of the required LCD screen components. Quality control experts have determined that .7% of vendor A, 1.4% of vendor B, and 1.9% of vendor C components are defective.

If a cell phone was chosen at random and the LCD screen was determined to be defective, what is the probability that the LCD screen was produced by vendor A?

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LCD Screen Example

P A D =

P A P D A

P A P D A + P B P D B + P C P D C

P = Probability

D = Defective

A, B, and C denote vendors

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LCD Screen Example

.60 .007

.60 .007 + .30 .014 + .10 .019

P A D

.0042.0042 .0042 .0019

.0042

.0103

.4078 40.78%

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LCD Screen Example

If a cell phone was chosen at random and the LCD screen was determined to be defective, what is the probability that the LCD screen was produced by vendor B?

If a cell phone was chosen at random and the LCD screen was determined to be defective, what is the probability that the LCD screen was produced by vendor C?