GEC410-
Probability and
Statistics
GEC410-Probability and Statistics Module 1
Module 1
By
Dr. T. J. Akingbade
Department of Mathematics, Covenant University,
Nigeria.
1/1
GEC410-
MODULE 0: Course-Breakdown & Instruction Probability and
Statistics
Kit Module 1
The summary of the lecture notes are given in modules with
exercises and classwork. More examples and solutions will be
treated in the class during the lectures.
2/1
GEC410-
Course Overview Probability and
Statistics
Module 1
Probability and Statistics are important scientific concepts
that make up a knowledge field known as statistical
engineering. The course is intended to equip the students
with basic statistical skills that is indispensable in analyzing
engineering concepts and to incorporate uncertainty and
variability in engineering design, analysis and decision
making.
3/1
GEC410-
Course objectives I Probability and
Statistics
Module 1
At the end of the course, student should be able to:
i Define probability with various examples.
ii Understand probability space and theorems.
iii Define and understand conditional and independence
probabilities with worked examples.
iv Define random variables, discrete and continuous
distribution with worked examples.
v Understand Bernoulli, Binomial and Normal distribution
and their applications.
vi Understand the various scale, location, rate and shape
parameters that define a given probability distribution.
4/1
GEC410-
Course objectives II Probability and
Statistics
Module 1
vii Understand and apply the concept of reliability in the
understanding of failures and timeline of engineering
systems.
viii Define statistical inference (point and interval
estimation) and its numerous applications in statistical
engineering.
ix Determine hypothesis testing and their test methods on
means proportion and variance and their usefulness in
quality assurance and decision making.
x Understand Chi-square test of goodness fits and its
usefulness in quality control.
xi Determine simple linear regression, causation,
interpretation and industrial applications.
5/1
GEC410-
Module 1: PROBABILITY DISTRIBUTIONS Probability and
Statistics
Module 1
Topic 1: Basic definitions and concepts.
Topic 2: Discrete probability distributions and their
characteristics
Topic 3: Continuous probability distributions and their
characteristics
6/1
GEC410-
MODULE 2: STATISTICAL RELIABILITY Probability and
Statistics
Module 1
Topic 4: Reliability of some selected Discrete
Distributions
Topic 5: Reliability of some selected Continuous
Distributions
Topic 6: Sampling methods and Central Limit Theorem
7/1
GEC410-
MODULE 3: STATISTICAL INFERENCE, Probability and
Statistics
REGRESSION CHI-SQUARE TEST Module 1
Topic 7: Estimation
Topic 8: Hypothesis Tests
Topic 9: Simple Linear Regression
Topic 10: Chi-Square test of Goodness of Fit.
8/1
GEC410-
Ground Rules Probability and
Statistics
Module 1
* Punctuality to Class: 3 MINUTES lateness can only be
entertained.
* No use of laptop, i-pods and/or other electronic devices in
the class (unless you are asked to).
* Dress code must be correctly adhered to.
* 75% attendance (minimum) required for eligibility to
semester examination.
* No eating / drinking in the class.
9/1
GEC410-
TOPICS in Module 1: PROBABILITY Probability and
Statistics
DISTRIBUTIONS Module 1
Topic a: Basic definitions and concepts.
Topic b: Discrete probability distributions and their
characteristics.
Topic c: Continuous probability distributions and their
characteristics.
10 / 1
GEC410-
Definitions of basic terms and concepts Probability and
Statistics
Module 1
Introduction to statistics.
Review of set and set properties.
Sample space and events.
Discrete and continuous sample space.
Mutually exclusive events.
Dependent and independent events.
Remarks on random experiment.
Definition(s) of Probability.
11 / 1
GEC410-
Review of set and set properties Probability and
Statistics
Module 1
Definition of set, Set membership.
Listing and property methods.
Subset and equal sets.
Cardinality of set.
Equivalent sets.
Power set.
Special sets.
Set operations: union, intersection, disjoint,
compliment, e.t.c.
12 / 1
GEC410-
Definition: Statistics Probability and
Statistics
Module 1
Statistics is the science that deals with the collection,
organization, analysis, interpretation and presentation of
data in order to make valid or informed decision.
13 / 1
GEC410-
Types of Statistics Probability and
Statistics
Module 1
Descriptive Statistics.
Inferential Statistics.
Descriptive statistics refers to the procedures for organizing,
summarizing and describing information, which is called data.
Inferential statistics involve the process of drawing inferences,
making prediction and forming generalizations about a population
using data gathered from a sample taken from population.
Inferential statistics help researchers answer research question ,
test hypotheses and make prediction.
14 / 1
GEC410-
Variable & Types of Variables Probability and
Statistics
Module 1
Variable simply means any quantity or item that can change
(increase or decrease) over time.
Quantitative variable (Discrete or Continuous).
Qualitative variable.
Quantitative variable: A variable whose observation has
numerical value e.g. age, height, size, weight, BP, etc.
Qualitative variable: A variable whose observations vary in
kind but not in degree or are mainly categorical with no
notion of numerical strength, e.g. sex, complexion, blood
group, etc.
Question: Classify Student’s MARKS and REMARKS.
15 / 1
GEC410-
Random and Deterministic Experiment Probability and
Statistics
Module 1
An experiment or trial is any procedure that can be infinitely
repeated with a well-defined set of possible outcomes, known
as the sample space.
An experiment is said to be random if it has more than one
possible outcome, and deterministic if it has only one. A
random experiment is otherwise known as observation. The
result of deterministic experiments is predictable with
certainty and is known prior to its conduct.
For instance, if a stone is dropped from a window, it is
known, undoubtedly, that the stone will go down.
16 / 1
GEC410-
Sample space and Events Probability and
Statistics
Module 1
The set S of all possible outcomes of a random experiment
is referred to as SAMPLE SPACE of the experiment.
Members of S (i.e. individual outcomes) are called SAMPLE
points or elementary events. Hence, any subset of a sample
space is called an event. In statistics, we often make
reference to probability of an event.
Example: If two coins are tossed once, we have the following
possibilities:
HH, HT , TH, TT .
Each of these forms an event, while:
S = {HH, HT , TH, TT }
is called a sample space.
17 / 1
GEC410-
Discrete & Continuous Sample Spaces Probability and
Statistics
Module 1
A sample space of an experiment is said to be discrete if it
is finite or countably infinite.
Note: the sample points of a discrete sample space can be
listed in a sequence.
A sample space S is said to be continuous if it is not
discrete OR if its sample points can be set in a one-one
(1 − 1) correspondence with the points of an interval of the
real line.
18 / 1
GEC410-
Remark: Probability Probability and
Statistics
Module 1
In any particular performance of a random experiment, one
cannot say with certainty that a specific outcome will occur.
Instead, the likelihood nature of such occurrence is
considered or spoken of. Hence, the following definition(s).
Definition: Probability
The probability of an event is the likelihood that the event
will occur when the experiment is performed.
19 / 1
GEC410-
Definition Probability Probability and
Statistics
Module 1
The mathematical or ’a priori’ probability,
Let m be the number of exhaustive, mutually exclusive, and
equally likely cases of an event and suppose that n of such
are favourable to the happenings of an event A, then the
mathematical probability of the event A, written as P(A) is
defined as:
n
P(A) = .
m
20 / 1
GEC410-
Axioms of Probability Probability and
Statistics
Module 1
For any event A of a sample space S, we have the following:
(i) 0 ≤ P(A) ≤ 1.
(ii) P(S) = 1
(iii) P(A0 ) = 1 − P(A)
(iv) P(A) = 1 ⇒ A is a sure event
(iv) P(A) = 0 ⇒ A is an impossible event.
(v) If A and B are two events in S, then:
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
21 / 1
GEC410-
Exercise Ia Probability and
Statistics
Module 1
(Ex i) Suppose two coins are tossed together. Then,
find (a) the corresponding sample space
(b)the probability that at least a head will appear.
(Ex ii) A coin is tossed 3 times. What is the probability
of getting
(i) 1 head (ii) 2 heads (iii) at least 2 heads (iv) at most
2 heads (v) 4 tails.
22 / 1
GEC410-
Definition: Mutually Exclusive(disjoint) & Probability and
Statistics
Exhaustive Events Module 1
Two or more events of a random experiment are said to be
mutually exclusive or disjoint events if the occurrence of
one excludes the occurrence of the others. For instance,
once toss of a coinwith head as the outcome excludes the
simultaneousoccurrence of the tail (meaning the two events-
head and tail cannot occur together). Hence, they are
mutually exclusive.Two events A and B are said to be
exhaustive if they makeup the whole probability space.
23 / 1
GEC410-
Definition: Mutually Exclusive & Exhaustive Probability and
Statistics
Events Module 1
The events A and B are said to be:
a mutually exclusive if:
P(A ∪ B) = P(A) + P(B), P(A ∩ B) = 0
b Exhaustive if:
P(A ∪ B) = 1.
c Note that:
P(A ∪ B) = P(A) + P(B) − P(A ∩ B).
24 / 1
GEC410-
Remark on mutually exclusive events Probability and
Statistics
Module 1
The notion of mutually exclusive events can be extended to
more than two events, say, A1 , A2 , A3 , ..., An with the
outcome given as:
n
X
P (A1 ∪ A2 ∪ A3 ∪ ... ∪ An ) = P(Ai ).
i=1
The events, A1, A2, . . . , An, are mutually exclusive when the
intersection of each pair is null
25 / 1
GEC410-
Example a: Exclusive and Exhaustive Probability and
Statistics
Module 1
a) In a certain competition, the probability that John,
Paul, Peters winning are 0.3, 0.2 and 0.4 respectively.
Find the probability that:
i John or Peters wins
ii John or Paul or Peters wins
iii Someone else wins.
Ans: (i) 0.7 and (ii) 0.9 (iii) 0.1
Hint Only one person wins ( Mutually exclusive).
Someone else implies NOT one of them.
26 / 1
GEC410-
Example b: Exclusive and Exhaustive Probability and
Statistics
Module 1
Ex2: Let S = {x : x ∈ [1, 10], x ∈ N }
A = {x : x < 7}
B = {x : x > 5}
Then find: i) A ∪ B
ii)P(A ∪ B)
iii) Are A and B mutually exclusive or Exhaustive?
Ans: (i) A ∪ B = S
ii) P(A ∪ B) = P(S) = 1
iii) A and B are exhaustive events.
27 / 1
GEC410-
Ex: Exclusive and Exhaustive Probability and
Statistics
Module 1
Exercise:
Let A and B be two events such that
2 3 5
P(A) = , P(A ∪ B) = and P(A ∩ B) = .
3 4 12
Find P(B)
28 / 1
