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week03.ppt

3-1 Introduction

  • Experiment
  • Random
  • Random experiment

3-1 Introduction

3-1 Introduction

3-1 Introduction

3-1 Introduction

3-2 Random Variables

  • In an experiment, a measurement is usually

denoted by a variable such as X.

  • In a random experiment, a variable whose

measured value can change (from one replicate of

the experiment to another) is referred to as a

random variable.

3-2 Random Variables

3-3 Probability

  • Used to quantify likelihood or chance
  • Used to represent risk or uncertainty in engineering

applications

  • Can be interpreted as our degree of belief or

relative frequency

3-3 Probability

  • Probability statements describe the likelihood that

particular values occur.

  • The likelihood is quantified by assigning a number

from the interval [0, 1] to the set of values (or a

percentage from 0 to 100%).

  • Higher numbers indicate that the set of values is

more likely.

3-3 Probability

  • A probability is usually expressed in terms of a

random variable.

  • For the part length example, X denotes the part

length and the probability statement can be written

in either of the following forms

  • Both equations state that the probability that the

random variable X assumes a value in [10.8, 11.2] is

0.25.

3-3 Probability

Complement of an Event

  • Given a set E, the complement of E is the set of

elements that are not in E. The complement is

denoted as E’.

Mutually Exclusive Events

  • The sets E1 , E2 ,...,Ek are mutually exclusive if the

intersection of any pair is empty. That is, each

element is in one and only one of the sets E1 , E2

,...,Ek .

3-3 Probability

Probability Properties

3-3 Probability

Events

  • A measured value is not always obtained from an

experiment. Sometimes, the result is only classified

(into one of several possible categories).

  • These categories are often referred to as events.

Illustrations

  • The current measurement might only be

recorded as low, medium, or high; a manufactured

electronic component might be classified only as

defective or not; and either a message is sent through a

network or not.