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Probability concepts and the basic theories

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Probability concepts and the basic theories

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Probability concepts

Probability frequently used in a loose sense implying a certain

event has a good chance of occurring

In this sense it is a qualitative or subjective measure

Probability has a strict technical meaning a scientific 'measure of

chance

i.e., it defines quantitatively likelihood of an event or events

Mathematically a numerical index that can vary between zero

(absolute impossibility) to unity (absolute certainty)

Probability Concepts contd.

Very few events associated with extreme values of probability scale

Most have probability indices between these values

Each event have at least two possible outcomes

favourable outcome or success

unfavourable outcome or failure

Probability of success and failure deduced as follows:

(2.1)

Probability Concepts contd.

Example

Probability of getting a head or a tail in a single toss of coin

In this example s = f = 1

Probability of getting a head or a tail in a single throw = 1/2

Example

Probability of getting a 4 from a single throw of a dice

If a 4 is called success, then s = 1, and

f = 5 since there are five ways of not getting a 4

Probability of getting a 4 is 1/6 and the probability of not getting a 4 is 5/6

Probability Concepts contd.

Example

Probability of getting a total of 9 spots in a single throw of two dice

Successful outcomes:

(3+6),(4+5),(5+4) and (6+3) = 4 ways = s

Failed outcomes:

(1+ 1), (1+ 2), (1+ 3), (1+ 4), (1+ 5), (1+ 6)

(2+1), (2+2), (2+3), (2+4), (2+5), (2+6)

(3+1), (3+ 2), (3+ 3), (3+ 4), (3+ 5)

(4+1), (4+2), (4+3), (4+4), (4+6)

(5+1), (5+ 2), (5+ 3), (5+ 5), (5+ 6)

(6+1),(6+2), (6+4),(6+5),(6+6) = 32 ways = f

Probability of not getting a total of 9 spots = 32/36 = 8/9

Practical Engineering Concepts

from a knowledge of geometry (shape of coin or dice)

Permits precise value of probability to be defined and evaluated

without further experimentation

geometry, design or mathematical specification for most

engineering applications

Requires experimental evidence to determine probabilities

Practical Engineering Concepts contd.

concept of probability and empirical concept of evidence

interpretation of probability by using data collected from

experimental methods:

(2.5)

f = number of occurrences of a particular outcome

Practical Engineering Concepts contd.

particular piece of equipment being on outage or failed

on outage or failed at some future time is known as its

unavailability

(2.6)

Venn diagrams contd.

Venn diagrams

events to give probability of overall system behaviour

rules are expressed mathematically in terms of set theory

concepts

of concept, called Venn diagrams

Venn diagrams contd.

Rectangle represents total probability space S

Rules for Combining Probabilities contd.

does not affect probability of occurrence of other event

Example

Since which face of the dice is uppermost does not affect outcome of

tossing a coin

Rules for Combining Probabilities contd.

Two events are mutually exclusive (or disjoint) if they cannot happen at

the same time

Example

When throwing a single dice, events 1 spot, 2 spots, 3 spots, 4 spots, 5

spots, 6 spots are all mutually exclusive because two or more cannot occur

simultaneously

Rules for Combining Probabilities contd.

Two outcomes of an event are complementary if, when one outcome

does not occur, the other must

From the Venn diagram, (also from Eq. 2.1) if two

outcomes A and B have probabilities P(A) and P(B),

then:

Example

When tossing a coin, outcomes head and tail are complementary since:

Rules for Combining Probabilities contd.

Events which occur conditionally on the occurrence of another event or

events

Mathematically P(A|B)

Vertical bar is interpreted as GIVEN

'conditional probability of A occurring GIVEN that B has occurred'.

repeated' is equivalent to B, some of which will lead to occurrence of A and B

together

Rules for Combining Probabilities contd.

Number of ways A and B can occur represented as

(2.8)

and its derivatives is given

in conjunction with

subsequent rules

Rules for Combining Probabilities contd.

Simultaneous occurrence of events A and B is the occurrence of BOTH

A AND B

connection with Rule 4 and conditional probability

and is represented as:

Events are independent

Events are dependent

Rules for Combining Probabilities contd.

(a) Events are independent

If two events are independent, then probability of occurrence of each event is

not influenced by probability of occurrence of other.

Therefore from Equation 2.8, the probability that they both occur is:

Example

Consider two components A and B. Probability of A being good 0.9 and B being

good 0.95. Probability of both components being good is:

Rules for Combining Probabilities contd.

(b) Events are dependent

If two events are not independent, then probability of occurrence of one event

is influenced by probability of occurrence of other.

Equation 2.8 can still be used but not simplified as in the case of independence

Example

Probability that both a red card (A) and a face card (B)

occur

P(A) =26/52

Given that A has occurred, sample space for B is 26 states

of which 6 states are those of a face card

Therefore P(B|A) = 6/26 and, so

Rules for Combining Probabilities contd.

Rule 6 - Occurrence of at least one of two events

Occurrence of at least one of two events A and B is the occurrence

of A OR B OR BOTH

Mathematically known as > union of two events

expressed as

Events are independent but not mutually exclusive

Events are independent and mutually exclusive

Events are not independent

Rules for Combining Probabilities contd.

(a) Events are independent but not mutually exclusive

Two ways to deduce appropriate equation

Analytical approach

Venn diagram approach

Analytical technique

Rules for Combining Probabilities contd.

Venn diagram approach

otherwise be included twice in P(A)+P(B)

From Eq. 2.9:

Example

Probability that component A or B or both good (previous example):

P(A good U B good)=P(A good)+P(B good) - P(A good).P(B good)

= 0.9 + 0.95 - 0.9 x 0.95 = 0.995

Rules for Combining Probabilities contd.

(b) Events are independent and mutually exclusive

In the case of events A and B being mutually exclusive, probability of

their simultaneous occurrence P(A).P(B) = 0

Therefore from Eq. 2.12 i.e.

Venn diagram

Event A and event B do not overlap

Intersection of the two events is zero

So,

If there are n independent and mutually exclusive events

Rules for Combining Probabilities contd.

Example

Evaluate probability of getting a total of 9 spots in

a single throw of 2 dice

4 different ways of getting a total of 9 are mutually

exclusive

(3+6),(4+5),(5+4) and (6+3)

Each way has a probability of occurrence of 1/36

So, probability of getting a total of 9 spots in a

single throw is:

P(9) =1/36 + 1/36 + 1/36 + 1/36 = 4/36 or 1/9

Rules for Combining Probabilities contd.

(c) Events are not independent

If two events A and B are not independent then from Eq. 2.11 and 2.13

(2.11) (2.13)

Example

Probability that drawn card is red (A), face card (B),

or both (A AND B)

Therefore

Rules for Combining Probabilities contd.

Rule7 - Application of conditional probability

Concept of conditional probability was introduced in Rule 4 when it was

considered that an event A was dependent on another event B

This principle can be extended to consider occurrence of event A which is

dependent upon a number of mutually exclusive events Bi

From Eq. 2.8 (2.17)

For each Bi:

Combining:

(2.18)

Rules for Combining Probabilities contd.

(2.18)

as illustrated by consideration of four such events in Figure

(2.18-a)

Rules for Combining Probabilities contd.

Example

An item manufactured at two plants. Plant 1 makes 70%, plant 2 makes

30%. From plant 1, 90% meet standard and from plant 2 80%.

Evaluate,

(a) out of every 100 items purchased, how many will be up to standard

(b) given that an item is standard, what probability it was made in plant 2?

(a) Using the concept of Eq. 2.17, consider

A> event that item is up to standard

B1> event that item made in plant 1

B2> event that item made in plant 2

Then,

P(A)=0.9x0.7+0.8x0.3=0.87

So, out of every 100 purchase 87 will be standard

Rules for Combining Probabilities contd.

(b) Probability that item comes from plant 2 given that it was standard,

is P(B2|A)

This is a direct application of Eq. 2.17

From part (a), probability that component is standard AND comes from

plant 2, and probability that it is standard,

P(A)=0.87.

Therefore

Rules for Combining Probabilities contd.

If occurrence of event A dependent upon only two mutually exclusive

events, success and failure, designated as Bs and Bf then Eq. 2.19

becomes

system failure (or success). Thus Eq. 2.20 can be written:

success:

Rules for Combining Probabilities contd.

Example

A system has two components A and B. System fails only if both A and

B fail. Deduce probability of system failure if QA and QB are

probabilities of failure of respective components.

In this derivation, system cannot fail if B is assumed to be good and can only

fail due to failure of A if B is assumed to be bad. Same result could have

been obtained from Eq. 2.9 since

deduce complementary result for system success

Probability Distributions

Random variables

So far, problems solved mainly using knowledge of design,

geometry or specification of events, experiments or systems

In practice this knowledge not readily available

Series of experiments must be performed or data collected to

deduce system behaviour to apply probability theory to reliability

evaluation

Empirical determination of data do not lead to

a single value of probability and frequency of occurrence of an event, or

a single outcome from a series of events

Most likely a whole range of values or outcomes will emerge

Probability Distributions contd.

To be able to apply probability theory to occurrence of these events,

they must occur randomly in time and/or space

randomly varies in time and/or space, e.g.

failure rate of a component

value of a resistor

Probability Distributions contd.

Discrete random variable

Can have only a discrete number of states or countable number of

values

toss of coin only two discrete states possible

throw of dice only six discrete states possible

Can have an infinite number of values

Does not mean range must extend from - to + only an infinite

number of possibilities of the value

an electric current can have any value between 5 - 10A but no others

a continuous random variable

Probability Distributions contd.

Density and distribution function

by special experimentation, or

Probability Distributions contd.

Example

A machine cuts extruded copper into lengths of approximately 6 m

A random sampling gives 20 of these cut lengths 5.97, 5.97, 5.98, 5.98,

5.98, 5.99, 5.99, 5.99, 5.99, 5.99, 6.00, 6.00, 6.00, 6.00, 6.00, 6.01, 6.01,

6.02, 6.02, 6.02

Data representation frequency distributions and probability mass function

frequency of occurrence of each convenient if amount of data very large

specific length of copper plot easier to interpret

(5.965-5.985, 5.985-6.005, 6.005-6.025)

Probability Distributions contd.

Probability can be deduced from data using concept of relative

frequency of probability described by Eq 2.5.

(2.5)

n = 20

Frequency of occurrence of each length/group of lengths divided by

20 probability of occurrence of each length/group of lengths

Ordinate axis scaled in terms of probabilities

Resultant graphs probability mass functions (or probability

density functions)

All possible outcomes of sample space included summation of

probabilities must equal unity, so

(2.22)

Probability Distributions contd.

Further method of presenting same set of data (cumulative) probability

distribution function

Obtained by

ordering values of random variable in

ascending (or descending) order

starting with probability of occurrence

of smallest (or largest) value

cumulate probabilities of occurrence of

each value until all such values

cumulated

All possible outcomes of sample space

considered in summation

Therefore, final value of probability

reached by probability distribution

function must be unity Probability distribution functions

(a) Separate data (b) Grouped data

Probability Distributions contd.

Advantage

Indicates probability of a random

variable being less than or equal to

some predefined value

Example

Probability of a length of copper being less

than or equal to 5.99 m is 0.5

Could have been deduced directly from

data

summating number of lengths

5.99 m dividing this number by total

number of lengths

Probability Distributions contd.

Example data treated as discrete

random variable

Discreteness occurred because of

limited sample size

Larger sample size discontinuous

steps diminish distribution tend to

be a continuous curve

For continuous random variable

probability distribution function is a

continuous curve

starting from zero and becoming

asymptotic to unity, or reaching unit

depending upon the random variable

Probability Distributions contd.

In case of discrete random variable,

distribution function obtained by

summating, i.e. integrating, density

function

function f(x) can be deduced by

differentiating probability

distribution function F(x) of a

continuous random variable

(2.23)

Continuous random variable

or, (a) Probability distribution function

(2.24)

(b) Probability density function

Probability Distributions contd.

(2.24)

variable gives probability of random variable being less than or

equal to predefined value x1

variable being between or equal to these two new limits, i.e.

(2.25)

Probability Distributions contd.

An interesting feature deduced from Eq. 2.25 Probability of

occurrence of any given value of x is zero, i.e.

Consider an express train travelling at 160km/h

Train moves zero distance at any given point in time

But moves an increasing distance as time interval increases

Similarly, a random variable has zero probability of occurrence at

any given value of variable

But has an increasing probability of occurrence as variable interval

being considered increases

Probability Distributions contd.

Random variables follow one of a number of standard distributions

Binomial

Poisson

Probability Distributions contd.

Typical standard

continuous distributions

Normal (Gaussian)

Lognormal

Exponential

Weibull

Gamma

Rayleigh

Probability Distributions contd.

Mathematical expectation

by one or more parameters rather than as a distribution

mathematically moments of a distribution

or population mean

Probability Distributions contd.

Probability of occurrence relative frequency of occurrence

each with a probability of occurrence pi defined as

(2.26) where

to an integration

(2.27) where

Probability Distributions contd.

Example

A die tossed many times. What is the expected number of dots on

upper face?

Expected number of dots (3.5) physically impossible to obtain in a single

throw of die

Mathematical expectation and expected value is therefore not something

that is 'expected' in ordinary sense but is only long term average as number

of trials is increased to infinity

Implies it is not the most frequently occurring value or most probable

May be even physically impossible

Probability Distributions contd.

Example

Probability that a 30 year old man will survive a fixed time period is

0.995. An insurance company offers him a $2000 insurance policy

for this period for a premium of $20. What is the company's

expected gain?

value for the company to make a profit

Probability Distributions contd.

Variance and standard deviation

Expected value probably most important distribution parameter in

reliability evaluation

Underlying shape of distribution lost when only this parameter

deduced

Amount of 'spread', or dispersion, of a distribution measured by

second moment of distribution Variance V(x)

In general, kth central moment of a distribution is defined as

(2.28)

Therefore,

(2.29)

Probability Distributions contd.

Eq. 2.28 and 2.29 lead to two possible methods for evaluating variance

Since, from these equations and concept of expected values given by

Eq. 2.27

(2.27)

(2.30)

or

(2.31)

by integrations

In practice, variance not frequently used

Its positive square root > standard deviation more commonly

used

(2.32)

Probability Distributions contd.

dispersion exists from average (mean), or expected

value

close to mean

High standard deviation indicates that data points are spread out

over a large range of values

Probability Distributions contd.

Example

Evaluate variance and standard deviation of lengths of copper

measured in previous example.

In this example, variable x is length of copper therefore, from

Eq. 2.31 (2.31)

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