QUA1031 Data Analysis

Topic 3 Probability Concepts

Presented by Nick Burn Abbott Point-of-Care

Probability Concepts
Introduction
The term "probability" can be used to express the degree of belief in a particular event.
there is a 3 ! chance of sho"ers today# there is a $ ! chance that our favorite sports team "ill "in a match# there is a %! chance of producing a nonconforming product#

The concept of probability forms the foundation for the development of statistical methods that help us ma&e decisions.

Probability Concepts
'efining Probability
The probability of an event is al"ays represented by a fraction bet"een (ero and one. ) probability of (ero is an impossible event. ) probability of one is a sure event.

The probability of an event =

# of successes # of outcomes

The number of successes is the number of times a particular event is observed. The number of outcomes is number of possible events that can occur.
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Probability Concepts
'efining Probability *xample
Consider the toss of a fair coin. There are t"o possible outcomes+ ,eads -,. or Tails -T.. If "e count a ,ead as success+ then there is only one "ay for this event to occur. /o+ the probability of observing a ,ead is 0+ or .$.

Probability Concepts
Probability 'istributions
) table+ formula+ or graph that gives the probabilities of all possible events is called a probability distribution. Consider t"o independent tosses of a fair coin. There are four possible outcomes1
, and , , and T T and , T and T

*ach of these outcomes has a probability of occurring of .%$ -234..

Probability Concepts
Probability 'istributions
The probability of a particular outcome -, or T. can be tabulated.
P-X 5 , or T. 5 234 5 P-X 5 2 , or T. 5 %34 5 P-X 5 % , or T. 5 234 5 .%$ .$ .%$

These probabilities can be charted as a function of X1

0.6 0.5 0.4 0.3 0.2 0.1 0 0 1 2

The sum of the probabilities must al"ays be 21 P-X. 5 2

Probability Concepts
Probability 'istributions *xercise
6et Y represent the sum of dots on t"o dice. 7or this experiment+ Y can be any number bet"een % and 2%. Complete the table belo" and then dra" the probabilities in the space on the next page.
y No. of ways to get y P(Y = y) 2 1 3 2 4 3 5 6 7 8 9 10 11 12

Probability Concepts
Probability 'istributions *xercise

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2%

Probability Concepts
Probability 'istributions
) probability distribution1
'etermines the relationship bet"een the probabilities of occurrence of values in the population of interest. ) mathematical model describes different probability distributions. <eorge =ox has been >uoted as saying that+ all models are false+ some are useful.# This means that "e have to ma&e sure that the model that is used properly describes the information being analy(ed.

There are t"o types of probability distributions1

'iscrete 'istributions Continuous 'istributions

Probability Concepts
Probability 'istributions 'iscrete 'istributions
Probability distributions "here the variable being measured can only have specific values+ such as the number of defects in a sample is called a discrete distribution. )n example of a discrete probability distribution is sho"n belo" "here the vertical axis sho"s the probability for each discrete value sho"n on the hori(ontal axis. )ll discrete probability distributions "ill have the sum of the probabilities e>ual to 2.

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Probability Concepts
Probability 'istributions =inomial 'istributions
The =inomial 'istribution is a 'iscrete 'istribution ?any real life experiments consist of observing a number of identical independent trials. 7or example+ each item leaving a manufacturing facility has t"o possible outcomes. The item can either be defective or non@ defective. The follo"ing conditions define the use of the binomial distribution.
2. The experiment consists of n identical trials. %. *ach trial results in one of t"o outcomes @ a success or failure. 3. The probability of a success is p. The probability of a failure is -2 @ p. 5 q 4. The trials are independent. $. The variable of interest is y+ the number of successes observed in n trials.
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Probability Concepts
Probability 'istributions =inomial 'istributions
P"#$

# 0 1 2 * * n-1 n %&e Bino'ia( )istribution

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Probability Concepts
Probability 'istributions =inomial 'istributions
The probability distribution for a binomial variable is1

y n! ( n y) P( y) = p 1 p ) ( n y ) ! y! (
p 5 probability of success on a single trial -i.e.+ good parts. -2 @ p. 5 q 5 probability of failure -i.e.+ bad parts. n 5 number of trials y 5 number of successes in n trails -i.e. good parts. A means factorial "here nA 5 n-n 2.-n %.-n 3. B -4.-3.-%.-2.

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Probability Concepts
Probability 'istributions =inomial 'istribution *xample
) lot of 3 i@/T)T 2 analy(ers contains $! defectives. If a sample of $ analy(ers is tested+ find the probability of observing at least one defective. P- .1 Probability of (ero defects P-at least one defective. 5 2 @ P- .

5! ( 5 0 ) 0 P ( 0) = 0.05 1 0.05 ( ) = 0. ! ( 5 0 ) !0!

P-at least one defective. 5 2 @ .994 5 .%%8

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Probability Concepts
Probability 'istributions =inomial 'istribution in ?initab
Cor& the previous example using ?initab
Dpen a ne" ?initab "or&sheet -7ile+ Ee"+ ?initab Cor&sheet. and enter the numbers + 2+ %+ 3+ 4 and $ in column C2. Clic& on Calc+ Probability 'istributions+ =inomial.
*nter $ for the Eumber of trials.# *nter . $ for the *vent probability.# Clic& on the Input column# radio button and select column C2. Clic& on either the Probability# or Cumulative probability# radio buttons. Clic& DF.

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Probability Concepts
Probability 'istributions =inomial 'istribution in ?initab
?initab Dutput
Cu'u(ati+e )istribution ,unction
Binomial with n = 5 and p = 0.05 x 0 1 2 3 4 5 P( X <= x ) 0.77378 0.97741 0.99884 0.99997 1.00000 1.00000

Probabi(ity )ensity ,unction

Binomial with n = 5 and p = 0.05 x 0 1 2 3 4 5 P( X = x ) 0.773781 0.203627 0.021434 0.001128 0.000030 0.000000

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Probability Concepts
Probability 'istributions =inomial 'istribution in ?initab
*xercise ) production process operates "ith %! nonconforming output. *very hour a sample of $ units of product is ta&en+ and the number of nonconforming units counted. If one or more nonconforming units are found+ the process is stopped and the >uality control technician must search for the cause of nonconforming production. *valuate this decision rule.

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Probability Concepts
Probability 'istributions Continuous 'istributions
) probability distribution such that the variable being measured is expressed as a continuous value li&e the length or diameter of a part.

a b

The probability of a value bet"een a and b is a function of the type of probability distribution. )ll continuous probability distributions are arranged so that the total area under the curve is 2 unit.
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Probability Concepts
Probability 'istributions Eormal 'istribution
The Eormal 'istribution is a bell@shaped+ symmetrical curve. The percentage of observations that can be expected to fall "ithin certain areas under the Eormal Curve as described by the dra"ing belo". The entire area under the curve is e>ual to 2 unit+ or 2 !.

1 f ( x) = e 2

1 x 2

5 mean of the variable x 5 standard deviation of the variable x

(3) (2) () 6 .26!5.46!!.73(+) (+2) (+3)

1!

Probability Concepts
Probability 'istributions Eormal 'istribution
The mean+ + and the standard deviation+ + are the best &no"n and most "idely used t"o parameters of the normal distribution. This distribution is fre>uently a good fit for dimensions of manufactured parts+ populations of living organisms+ and other naturally occurring events. The central limit theorem suggests that the normal distribution may be a good model for the sample means from any distribution -i.e. non@normal distributions..

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Probability Concepts
Probability 'istributions /tandard Eormal 'istribution
7inding probabilities for a Eormal 'istribution depends on the location -mean+ . and dispersion -standard deviation+ . of the process. This can be simplified by using the /tandard Eormal 'istribution "hich has a mean of (ero and a standard deviation of one. The standard normal distribution uses the (@statistic+ "hich has a table of associated probabilities. The standard normal distribution has some very nice properties. It1
Codes out the mean of the distribution under study such that the sample mean is (ero. It divides the sample standard deviation into the spread of the sample data such that the standard deviation of the ( statistic is 2. . The (@value is calculated and loo&ed up in the ( Tables to translate the value into a probability or percentage figure.
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Probability Concepts
/tandard Eormal 'istribution
The data is coded into (@values using1

x z=

or+ more usually+ by

x X z= "

Chen ( is substituted for x in the formula for the Eormal 'istribution+ "e have the simplified formula for the /tandard Eormal 'istribution1

f (Z) =

1 2

z2 2

%&e .tandard Nor'a( )istribution

0 68.26% 95.46% 99.73%

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Probability Concepts
/tandard Eormal 'istribution
The G table in the in the )ppendix provides the area under the normal curve to the left of the (@value -7-(..+ for (@values H . 7or z I + P-Z J z. 5 F-z. P-Z I z. 5 2 @ F-z. -6eft Tail. -Kight Tail.

7or z J +

P-Z J z. 5 2 @ F-LzL. -6eft Tail.

P-Z I z. 5 F-LzL. -Kight Tail.

z
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Probability Concepts
Eormal 'istributions *xample 2
The tensile strength of paper used to ma&e grocery bags is an important >uality characteristic. It is &no"n that the strength+ x+ is normally distributed "ith 5 4 lbs3inch% and a standard deviation of 5 % lbs3inch%. ) customer purchasing these bags re>uires a strength rating of at least 3: lbs3inch%. Chat proportion of bags meets this customersM re>uirementsN The probability that a bag made from this paper "ill meet or exceed the re>uirement is P-x I 3:. or P-z I @2..

x I 3: 4

z I @2
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Probability Concepts
Eormal 'istributions *xample 2
Problems li&e this can be solved using tables of cumulative standard normal z@values F-Z. area from @ to zB
z 0.0 0.1 0.2 0.# 0.! 0.5 0.$ 0. 0.% 0.& 1.0 1.1 1.2 1.# 1.! 0.00 0.5000 0.5#&% 0.5 &# 0.$1 & 0.$55! 0.$&15 0. 25 0. 5%0 0. %%1 0.%15& 0.%!1# 0.%$!# 0.%%!& 0.&0#2 0.&1&2 0.01 0.50!0 0.5!#% 0.5%#2 0.$21 0.$5&1 0.$&50 0. 2&1 0. $11 0. &10 0.%1%$ 0.%!#% 0.%$$5 0.%%$& 0.&0!& 0.&20 0.02 0.50%0 0.5! % 0.5% 1 0.$255 0.$$2% 0.$&%5 0. #2! 0. $!2 0. &#& 0.%212 0.%!$1 0.%$%$ 0.%%%% 0.&0$$ 0.&222 0.0# 0.5120 0.551 0.5&10 0.$2&# 0.$$$! 0. 01& 0. #5 0. $ # 0. &$ 0.%2#% 0.%!%5 0.% 0% 0.%&0 0.&0%2 0.&2#$ 0.0! 0.51$0 0.555 0.5&!% 0.$##1 0.$ 00 0. 05! 0. #%& 0. 0! 0. &&5 0.%2$! 0.%50% 0.% 2& 0.%&25 0.&0&& 0.&251 0.05 0.51&& 0.55&$ 0.5&% 0.$#$% 0.$ #$ 0. 0%% 0. !22 0. #! 0.%02# 0.%2%0 0.%5#1 0.% !& 0.%&!! 0.&115 0.&2$5 0.0$ 0.52#& 0.5$#$ 0.$02$ 0.$!0$ 0.$ 2 0. 12# 0. !5! 0. $! 0.%051 0.%#15 0.%55! 0.% 0 0.%&$2 0.&1#1 0.&2 & 0.0 0.52 & 0.5$ 5 0.$0$! 0.$!!# 0.$%0% 0. 15 0. !%$ 0. &! 0.%0 % 0.%#!0 0.%5 0.% &0 0.%&%0 0.&1! 0.&2&2 0.0% 0.5#1& 0.5 1! 0.$10# 0.$!%0 0.$%!! 0. 1&0 0. 51 0. %2# 0.%10$ 0.%#$5 0.%5&& 0.%%10 0.%&& 0.&1$2 0.&#0$ 0.0& 0.5#5& 0.5 5# 0.$1!1 0.$51 0.$% & 0. 22! 0. 5!& 0. %52 0.%1## 0.%#%& 0.%$21 0.%%#0 0.&015 0.&1 0.&#1&

Bor "ith soft"are li&e ?initab.

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Probability Concepts
Eormal 'istributions *xample 2 using ?initab
?initab may be used to ans"er this >uestion.
Clic& on Calc+ Probability 'istributions+ Eormal
Clic& on the Cumulative probability# radio button *nter 4 in the ?ean# "indo" *nter % in the /tandard deviation# "indo" Clic& on the Input constant# radio button and enter 3: in the "indo" Clic& DF
Cu'u(ati+e )istribution ,unction
o!mal with m"an = 40 and #tanda!d d"$iation = 2 x 38 P( X <= x ) 0.158655

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Probability Concepts
Eormal 'istributions *xample 2 using ?initab
The result is .2$:9+ "hich is the area to the left of 3:1 P-x 3:.

x 3: 4

To get the area to the right of 3:+ subtract .2$:9 from 2. to get 2 @ .2$:9 5 .:423.

x I 3: 4
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Probability Concepts
Eormal 'istributions *xample %
) second customer of the grocery bag manufacturer only "ants paper bags that meet a specification bet"een 38 and 4% lbs3inch %. Chat proportion of bags meet this spec -area in red.N
'(' = #$ P(#$ x !2) )(' = !2

34 3

36 2

38 1

40 0

42 1

44 2

46 3

lb3in% z@value
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Probability Concepts
Eormal 'istributions *xample % using ?initab
?initab may also be used to ans"er this >uestion.
*nter the values 38 and 4% in column C2 in a ne" ?initab "or&sheet. Clic& on Calc+ Probability 'istributions+ Eormal
Clic& on the Cumulative probability# radio button *nter 4 in the ?ean# "indo" *nter % in the /tandard deviation# "indo" Clic& on the Input column# radio button and enter C2 in the "indo" Clic& DF
Cu'u(ati+e )istribution ,unction
o!mal with m"an = 40 and #tanda!d d"$iation = 2 x 36 42 P( X <= x ) 0.022750 0.841345

2!

Probability Concepts
Eormal 'istributions *xample % using ?initab
To find P-38 x 4%.+ subtract . %%: from .:4231
P-38 x 4%. 5 P-x 4%. P-x 38. 5 .:423 . %%: 5 .:2:$

*
34 3 36 2 38 1 40 0 42 1 44 2 46 3
lb3in% z@value

34 3

36 2

38 1

40 0

42 1

44 2

46 3

lb3in% z@value

This re+ tail area ,ets subtracte+ out.

'eavin,34 3 36 2 38 1 40 0 42 1 44 2 46 3
lb3in% z@value

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Probability Concepts
Probability 'istributions Eormal 'istribution *xercises
) process tightens i@/T)T Control 7luid caps to a specified tolerance of tor>ue. The data follo"s a Eormal 'istribution. The customerOs specification is 2 P % in lbs of tor>ue. The process averages 2 .3 in lbs and the standard deviation is .9 in lbs.
'ra" a picture of this processO Eormal Curve. Indicate the P2Q+ P%Q+ P3Q limits. 'ra" in the customerOs specification limits. Rsing ?initab+ determine "hat the probability is that the process "ill create results outside customer specifications

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Probability Concepts
Probability 'istributions Eormal 'istribution *xercises
)n operation must produce a part that meets a length re>uirement of 22.$ P .3 cm. ) sample of 2 parts are measured+ "ith S 5 22.$3 and Q 5 . ;.
'ra" a picture of the curve for this operationT include P2+ % and 3Q values. Rse ?initab to determine the percentage of product that is outside of the re>uirements.

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Probability Concepts
Probability 'istributions Eormal 'istribution *xercises
) customer has a specification re>uirement for the machining of bore diameters of 2.%$ P .2$ cm. This customer "ants to &no" "hat percentage of machined parts lie bet"een 2.2$ and 2.3$ cm. Chat is that percentage if the process is running at S 5 2.%3+ Q 5 . 9N

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