ENGINEERING DATA ANALYSIS (PROBABILITY)

CHRISTOPHER ISAAC L. RAZO, M.SC.

UNIVERSITY OF SANTO TOMAS || FACULTY OF ENGINEERING

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PROBABILTY
SAMPLE SPACES AND EVENTS
If we measure the thickness of pieces of wood, we are conducting an experiment.
Repetitions can differ slightly because of small variations.
An experiment that can result in different outcomes, even
though it is repeated in the same manner every time, is called a
random experiment.
340

320

300

280

260 y = 14.861x + 176.07

R² = 0.9662
240

220

200
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 Select a piece of wood and measure
PROBABILTY its thickness

SAMPLE SPACES (S)

To model and analyze a random experiment, we must understand
the set of possible outcomes from the experiment (sample spaces).

Sample spaces (S) as simply the positive real

Continuous
line because no negative thickness can occur

If it is known that all woods will be between 10

to 11 mm thick

If it is known that all woods will be considered

only whether low, medium or high for thickness
If whether, the part conforms to the desired
Discrete
quality of the wood.

Discrete sample space – consists of finite or countable infinite set of outcomes

Continuous sample space – contains an interval of real numbers.
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 Select a piece of wood and measure
PROBABILTY its thickness

SAMPLE SPACES (S)

To model and analyze a random experiment, we must understand
the set of possible outcomes from the experiment (sample spaces).

Sample spaces (S) as simply the positive real

Continuous
line because no negative thickness can occur

If it is known that all woods will be between 10

to 11 mm thick

If it is known that all woods will be considered

only whether low, medium or high for thickness
If whether, the part conforms to the desired
Discrete
quality of the wood.

Discrete sample space – consists of finite or countable infinite set of outcomes

Continuous sample space – contains an interval of real numbers.
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 Two woods are selected
PROBABILTY
SAMPLE SPACES (S)
Interest:
a) Only whether or not the parts conform to the desired
specification
b) Number of conforming parts in the sample

Consider an experiment in which the thickness is

measured until it fails to meet the specifications.
Discrete

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 With and Without Replacement
PROBABILTY
SAMPLE SPACES (S)

If the batch consists of three items {a, b, c} and our

experiment is to select two items without replacement

If the batch consists of three items {a, b, c} and our

experiment is to select two items with replacement

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PROBABILTY
SAMPLE EVENTS (E)
An event is a subset of the sample space of a random experiment
• The union of two events is the event that consists of all
outcomes that are contained in either of the two events.

• The intersection of two events is the event that consists of

all outcomes that are contained in both of the two events.

• The complement of an event in a sample space is the set

of outcomes in the sample space that are not in the event.

VENN
DIAGRAM

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PROBABILTY
SAMPLE EVENTS (E)
Example
Consider the sample space S = {yy, yn, ny, nn} in the previous
example. Suppose that the set of all outcomes for which at least
one part conforms is denoted as E1.

Both parts do not conform

Null Set

Sample Space

If E5 = {yn, ny, nn}

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PROBABILTY
SAMPLE EVENTS (E)
Example

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PROBABILTY
SAMPLE EVENTS (E)
Example

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Probability is used to quantify the likelihood, or chance, that an
outcome of a random experiment will occur

Whenever a sample space consists of N possible outcomes that

are equally likely, the probability of each outcome is 1/N .
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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example
Assume that 30% of the laser diodes in a batch of 100 meet
the minimum power requirements of a specific customer. If a
laser diode is selected randomly, that is, each laser diode is
equally likely to be selected, our intuitive feeling is that the
probability of meeting the customer’s requirements is 0.30.

Let E denote the subset of 30 diodes that meet the

customer’s requirements. Because E contains 30 outcomes
and each outcome has probability 0.01, we conclude that the
probability of E is 0.3. The conclusion matches our intuition.

For a discrete sample space, the probability of an event E,

denoted as P(E), equals the sum of the probabilities of the
outcomes in E.
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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example

a b

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example (Addition Rules)
The Table lists the history of 940 wafers in a semiconductor Wafers in Semiconductor Manufacturing
manufacturing process. Suppose one wafer is selected at Classified by Contamination and Location
random.

Let H denote the event that the wafer contains high levels of
contamination.

Let C denote the event that the wafer is in the center of a

sputtering tool.

The event is the event that a wafer is from the center of the
sputtering tool or contains high levels of contamination

(or both). University of Santo Tomas 15

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example (Addition Rules)
What is the probability that a wafer was either at the edge or Wafers in Semiconductor Manufacturing
that it contains four or more particles? Classified by Contamination and Location

Let E1 denote the event that a wafer contains four or more

particles, and let E2 denote the event that a wafer is at the edge

P(E2) = 0.28
P(E1) = 0.15

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example (Addition Rules)
What is the probability that a wafer contains less than two Wafers in Semiconductor Manufacturing
particles or that it is both at the edge and contains more than Classified by Contamination and Location
four particles?

Let E1 denote the event that a wafer contains less than two
particles, and let E2 denote the event that a wafer is both from
the edge and contains more than four particles. P(E1) = 0.60

P(E2) = 0.3

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PROBABILTY
RANDOM SAMPLES FROM A BATCH
A digital communication channel has an error rate of one bit per every thousand transmitted. Errors are rare, but when
they occur, they tend to occur in bursts that affect many consecutive bits. If a single bit is transmitted, we might model
the probability of an error as 1/1000. However, if the previous bit was in error, because of the bursts, we might believe
that the probability that the next bit is in error is greater than 1/1000.

In a thin film manufacturing process, the proportion of parts

that are not acceptable is 2%. However, the process is sensitive
to contamination problems that can increase the rate of parts
that are not acceptable. If we knew that during a particular shift
there were problems with the filters used to control
contamination, we would assess the probability of a part being
unacceptable as higher than 2%.

Mouse trap chain reaction

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PROBABILTY
RANDOM SAMPLES FROM A BATCH
In a manufacturing process, 10% of the parts contain visible surface flaws and 25% of the parts with surface flaws are
(functionally) defective parts. However, only 5% of parts without surface flaws are defective parts. The probability of a
defective part depends on our knowledge of the presence or absence of a surface flaw.

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PROBABILTY
CONDITIONAL PROBABILITY
Example
Table 2-3 provides an example of 400 parts classified by surface
flaws and as (functionally) defective. For this table the conditional
probabilities match those discussed previously in this section.

For example, of the parts with The parts without surface flaws
surface flaws (40 parts) the number (360 parts) the number defective is
defective is 10. 18.

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PROBABILTY
RANDOM SAMPLES FROM A BATCH
Example
Suppose that a batch contains 10 parts from tool 1 and
40 parts from tool 2. If two parts are selected
randomly, without replacement, what is the conditional
probability that a part from tool 2 is selected second
given that a part from tool 1 is selected first?

50 possible parts to select first and 49 to select second

Let E1 denote the event that the first part is from

tool 1 and E2 denote the event that the second part is
from tool 2.

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PROBABILTY
RANDOM SAMPLES FROM A BATCH
Example

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PROBABILTY
RANDOM SAMPLES FROM A BATCH
Example

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example (Multiplication Rules)
The probability that an automobile battery subject to high
engine compartment temperature suffers low charging current
is 0.7. The probability that a battery is subject to high engine
compartment temperature is 0.05.

Let C denote the event that a battery suffers low charging P(C|T) = 0.7
current,

Let T denote the event that a battery is subject to high engine

compartment temperature. P(T) = 0.05

The probability that a battery is subject to low charging current

and high engine compartment temperature is

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example (Multiplication Rules)
P(F|H) = 0.10
Suppose that in semiconductor manufacturing the probability is 0.10
that a chip that is subjected to high levels of contamination during
manufacturing causes a product failure. The probability is 0.005 that a P(F|H’) = 0.005

chip that is not subjected to high contamination levels during

manufacturing causes a product failure. In a particular production run, P(H) = 0.20 P(H’) = 0.80
20% of the chips are subject to high levels of contamination. What is the
probability that a product using one of these chips fails?
P(F) = ?

Let F denote the event that the product fails.

Let H denote the event that the chip is exposed to high levels of P(F) = P(H)P(F|H) + P(H’)P(F|H’)
contamination. = (0.20)(0.1) + (0.80)(0.005)
= 0.0235

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example (Multiplication Rules)
In a particular production run, 20% of the chips are
subjected to high levels of contamination, 30% to
medium levels of contamination, and 50% to low levels
of contamination. What is the probability that a product
using one of these chips fails?

P(F) = P(H)P(F|H) + P(M)P(F|M) + P(L)P(F|L)

= (0.20)(0.10) + (0.30)(0.01) + (0.50)(0.001)
= 0.0235

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example (Multiplication Rules)
What is the probability that a product is both defective
(D) and has surface flaws (F)?

P(F) = 40/400
P(F ⌒ D) = 2/400
P(D) = 2/400

P(F ⌒ D) = P(F) P(D)

= (40/400) (2/400)
= 1/200

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PROBABILTY
INTERPRETATIONS OF PROBABILITY First pick Second pick
Independence 50/850 49/849
OR
A day’s production of 850 manufactured parts contains
50 parts that do not meet customer requirements. Two First pick Second pick
parts are selected at random, without replacement, 800/850 50/849
from the batch.

Let A denote the event that the first part is defective P(B) = (50/850)(49/849) + (800/850)(50/849)

P(A) = 50/850 P(B) = P(A)P(B|A) + P(A’)P(B|A’)

Let B denote the event that the second part is

defective.

What is P(B)?

P(A’) = 800/850
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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Series and Parallel Circuits
The following circuit operates only if there is a The following circuit operates only if there is a path of
path of functional devices from left to right. The functional devices from left to right. The probability that each
probability that each device functions is shown on device functions is shown on the graph. Assume that devices fail
the graph. Assume that devices fail independently. independently.What is the probability that the circuit operates?
What is the probability that the circuit operates?

P (T or B) = (1- 0.13)(1-0052)(0.99)
P (T or B) = 1 – P[(T or B)’]
= 0.987
= 1 – P(T’ and B’)
= 1 – 0.052
= 0.9975
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PROBABILTY
BAYES’ THEOREM
Bayes’ Theorem
Recall Multiplication Rule

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example (Multiplication Rules)
P(F|H) = 0.10
Suppose that in semiconductor manufacturing the probability is 0.10
that a chip that is subjected to high levels of contamination during
manufacturing causes a product failure. The probability is 0.005 that a P(F|H’) = 0.005

chip that is not subjected to high contamination levels during

manufacturing causes a product failure. In a particular production run, P(H) = 0.20 P(H’) = 0.80
20% of the chips are subject to high levels of contamination. What is the
probability that a product using one of these chips fails?
P(F) = ?

Let F denote the event that the product fails.

Let H denote the event that the chip is exposed to high levels of P(F) = P(H)P(F|H) + P(H’)P(F|H’)
contamination. = (0.20)(0.1) + (0.80)(0.005)
= 0.0235

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example (For Bayes’ Theorem Approach) Probability Level of Probability
Suppose that in semiconductor manufacturing the probability is of Failure Contamination of Level
0.10 that a chip that is subjected to high levels of contamination 0.1 High 0.2
during manufacturing causes a product failure. The probability is
0.005 that a chip that is not subjected to high contamination 0.005 Not High 0.8
levels during manufacturing causes a product failure. In a
particular production run, 20% of the chips are subject to high
levels of contamination. Consider the conditional probability a 𝑃(𝐻⌒𝐹) 𝑃 𝐹𝐻 𝑃(𝐻)
P(H|F) = =
𝑃(𝐹) 𝑃(𝐹)
high level of contamination was present when a failure
occurred is to be determined.
P(H|F) = ? 0.10(0.20)
=
0.0235
Let F denote the event that the product fails.

Let H denote the event that the chip is exposed to high levels
= 0.83
of contamination.

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Bayes’ Theorem for if P(B) is written using Total Probability Rule

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PROBABILTY
INTERPRETATIONS OF PROBABILITY
Example (For Bayes’ Theorem Approach)
Because a new medical procedure has been shown to be
effective in the early detection of an illness, a medical
screening of the population is proposed. The probability that P(D|S) =𝑃(𝐷⌒𝑆) = 𝑃 𝑆𝐷 𝑃(𝐷)
the test correctly identifies someone with the illness as 𝑃(𝑆) 𝑃(𝑆)

positive is 0.99, and the probability that the test correctly

identifies someone without the illness as negative is 0.95. The
incidence of the illness in the general population is 0.0001. You
take the test, and the result is positive. What is the probability
that you have the illness?
P(D|S) = ?

Let D denote the event that you have the illness,

Let S denote the event that the test signals positive

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