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# PROBABILITY

## Probability is quantified as a number between 0 and 1 (where 0

indicates impossibility and 1 indicates certainty).

The higher the probability of an event, the more certain we are that
the event will occur.

Definition 1:
The set of all possible outcomes of a statistical experiment is called the
sample space and is represented by the symbol S.
Definition 2:
An event is a subset of a sample space.
Definition 3:
The complement of an event A with respect to S is the subset of all
elements of S that are not in A. We denote the complement, of A by the
symbol A'.
Definition 4:
The intersection of two events A and B, denoted by the symbol A B, is the
event containing all elements that are common to A and B.

Definition 5 :
Two events A and B are mutually exclusive, or disjoint, if AB is, if A and B
have no elements in common.
Definition 6:
The union of the two events A and B, denoted by the symbol AB, is the
event containing all the elements that belong to A or B or both.
Union both/or
Intersection- and
The relationship between events and the corresponding sample space can
be illustrated graphically by means of Venn diagrams. In a Venn diagram
we let the sample space be a rectangle and represent events by circles
drawn inside the rectangle

Theorem 1:
If A and B are two events, then

P A B = P A + P B P(A B)
Theorem 2:
If A and B are mutually exclusive, then
P AB =P A +P B

P(A) P(A B)

P(B)

Theorem 3:
For three events, A, B and C
P AB =P A +P B + P AB P A P B +P AB

Theorem 4:
If A and A' are complementary events, then
P A + P A = 1

VENN DIAGRAM
S
5

7
4

6
3

Legend
A B C

S = *1,2,3,4,5,6,7+

A = *1,4,5,7+
A = *2,3,6+

B = *2,5,6,7+
B = *1,3,4+

C = *3,4,6,7+

C = *1,2,5+

A B = 1,4,5,7 2,5,6,7
A B = *1,2,4,5,6,7+

A B = 1,4,5,7 2,5,6,7
A B = *5,7+

A C = 1,4,5,7 3,4,6,7
A C = *1,3,4,5,6,7+

A C = 1,4,5,7 3,4,6,7
A C = *4,7+

B C = 2,5,6,7 3,4,6,7
B C = *2,3,4,5,6,7+

B C = 2,5,6,7 3,4,6,7
B C = *6,7+

## A B C = 1,4,5,7 2,5,6,7 3,4,6,7 = *1,2,3,4,5,6,7+

A B C = 1,4,5,7 2,5,6,7 3,4,6,7 = *7+

Definition 7
If an experiment can result in any one of N different equally likely outcomes, and if
exactly n of these outcomes correspond to event A, then the probability of event A
is
n
P A =
N
The probability of an event A is the sum of the weights of all sample points in A.
Therefore:
0 P A 1

and P S = 1

## Some Properties of Probability

Property 1:
P AB = P BA =P A +P B P AB
Property 2: (A and B are mutually exclusive)

P A B = P B A = P A P(B)
Property 3: (A and B are mutually exclusive)

P A B C = P B A = P A P(B) P(C)

## Example: Under the load F, the probabilities of failure of the individual

members A,B, and C of the truss shown in the figure are P(A) = 0.05, P(B) =
0.04, and P(C) = 0.03, respectively. The failure of any member(s) will
constitute failure of the truss. Assuming that failures are independent.
P A = 0.05

P A B = 0.05 0.04 = 0.0020

P B = 0.04

## P A C = 0.05 0.03 = 0.0015

P C = 0.03

B
P B C = 0.04 0.03 = 0.0012

A
C

P A B C = (0.05) 0.04 0.03 = 0.00006

B
F

.
P ABC =P A +P B +P C P AB P AC P BC +P ABC
P A B C = 0.05 + 0.04 + 0.03 0.0020 0.0015 0.0012 + 0.00006
P A B C = 0.11536

Definition 8:
For any event A, all of the elementary properties of probability P(A) covered in
the notes, extend to conditional probability P(A|B), for any other event B.
= +

Definition 9:
The conditional probability of B, given A, denoted by P(B|A) is defined by
P AB
P BA =
P A

provided 0 P A 1

P AB =
Property:

P AB
P B

provided 0 P B 1

## P(A |B) = 1 P(A|B)

Definition 10:
Two events A and B are statistically independent if and only if
P BA =P B

or

P AB =P A

or

P A B = P(A) P(B)

dependent.

## Events are said to be dependent if one event affects the other.

Events are said to be independent if either events does not affect one another.

Example: Consider a 100-km highway, and assume that the road condition and
traffic volume are uniform throughout the stretch, so that the accidents are
equally likely to occur anywhere on the highway. Define the events:
A = an accident in kilometers 0 to 30
B = an accident in kilometers 20 to 60
30

20

30
P A =
100

60

40
P B =
100

0
30

20

100 km

60

What is the probability that the accident will happen in event A given B?
10
P(A ) 100 1
P A|B =
=
=
40
P(B)
4
100
What is the probability that the accident will happen in event B given A?

10
P(B A) 100 1
P B|A =
=
=
30
P(A)
3
100

Example: For the purpose of designing the left-turn lane (for eastbound
traffic), the 60 random observations of the numbers of cars waiting for left
turns at the cross-section, yielded the following results:

No. of cars
0
1
2
3
4
5
6
7
8

No. of Observations
4
16
20
14
3
2
1
0
0
60

Relative Frequency
4/60
16/60
20/60
14/60
3/60
2/60
1/60
0
0

## E1 = more than 2 cars waiting for left turns

E2 = 2 to 4 cars waiting for left turns

P E1

14 3
2
1
20
=
+
+
+
=
60 60 60 60 60

P E2

20 14 3
=
+
+
60 60 60

37
=
60

## The number of cars waiting for left turns,

E1 E2 = *3,4+

17
P* E1 E2 + =
60

P E1 E2 = P E1 + P E2 P E1 E2
20 37 17
=
+

60 60 60
40
=
60

## The settlement problem of a steel frame maybe idealized as follows. A and

B represent two footings resting on a soil. Each footing may either remain
at original level or settle 5 cm. The probability of settlement in each
footing is 0.1. However, the probability that a footing will settle, given that
the other has settled is 0.8.
P A = P B = 0.10

P A B = P B A = 0.80

E1 = AB
E2 = AB
E3 = AB
E4 = AB

## A settles and B settles

A does not settle and B settles
A settles and B does not settle
A does not settle and B does not settle

## What is the probability of E3?

P E1 = P A B

P E3 = P B A

P E1 = P A|B P(A)

P E3 = P B|A P(A)

P E1 = 0.80(0.10)

P E3 = 0.02(0.10)

= .

= .

## What is the probability of E4?

P E2 = P A B

P E4 = P A B

P E2 = P A|B P(B)

## P E4 = 1 (0.08 + 0.02 + 0.02)

P E2 = 0.20(0.10)

P E4 = 1 0.12

= .

= .

## What is the probability that E2 or E3 will happen?

P E = P E2 + P(E3 )
P E = P A B + P(B A)
P E = P A|B P() + P B|A P(A)
P E = 0.20(0.10) + 0.20(0.10)
P E = 0.04

## What is the probability that footing A or B will settle?

P A B = P A + P B P(A B)
P A B = 0.10 + 0.10 0.08
P A B = 0.12

## Total Probability Theorem

If Bi , where i = 1,2, , n is a set of mutually exclusive, the probability of event B
that concurrently occurs with the Bi , equals the sum of the products of the
conditional probability of A given Bi , and the marginal probability of Bi .

P A = P A B1 P B1 + P A B2 P B2 + P A B3 P B3 +

## Example 2.21. Timber strength. Consider the timber strength data

and the frequency distribution given in the table. The sample space
can be represented by the foregoing mutually exclusive, collectively
exhaustive events .

B1 = 0 x < 25 N/mm2
B2 = 25 x < 45 N/mm2
B3 = 45 x < 65 N/mm2
B4 = x 65 N/mm2
x = modulus of rapture, N/mm2

P B1 = 11/165
P(B2 ) = 116/165
P B3 = 34/165
P B4 = 4/165

Class Upper
Limit (N/mm2)

Class Center
(N/mm2)

Absolute
Frequency

Relative
Frequency

2.5

1/165

10

7.5

15

12.5

20

17.5

1/165

25

22.5

9/165

30

27.5

18

18/165

35

32.5

26

26/165

40

37.5

38

38/165

45

42.5

34

34/165

50

47.5

20

20/165

55

52.5

9/165

60

57.5

5/165

65

62.5

70

67.5

3/165

75

72.5

1/165

## Class Intervals (N/mm2)

1/165

17.5

72.5

67.5

62.5

57.5

52.5

47.5

42.5

37.5

32.5

27.5

9/165

9/165

3/165
1/165

12.5

5/165

7.5

22.5

1/165

2.5

20/165

38/165
34/165

26/165

18/165

Realtive Frequency

## Frequency Computation for Modulus of Rupture of Timber

P B1 = 11/165
P(B2 ) = 116/165
P B3 = 34/165
P B4 = 4/165

P B1 B2 B3 B4 = P B1 +P B2 +P B3 + P B4

P B1 B2 B3 B4

11 116 34
4
=
+
+
+
165 165 165 165

P B1 B2 B3 B4 = 1

## Suppose an engineer is interested in estimating the probability that the

modulus of rupture ranges from 40 to 50 N/mm2, that is, the event.
A=

40 x < 50 N/mm2

P A|B1 =

P A B1
0
=
=0
11
P B1
165

P A|B3 =

20
20
= 165 =
34
34
165

P A B3
P B3

P A|B2 =

P A B2
P B2

P A|B4 =

P A B4
P B4

34
34
= 165 =
116 116
165
0
= 165 = 0
4
165

P A =0

11
34
+
165
165

54
P A =
165

116
20
+
165
34

34
+ 0
165

4
165