Probability Methods in

Engineering

Dr. Safdar Nawaz Khan Marwat

DCSE, UET Peshawar

Lecture 1

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 Resource Material
 Course Book
 Probability and Random Processes for Electrical Engineering by A.
Leon-Garcia, 2nd or 3rd Edition.
 Reference Books
 Introduction to Probability by D. Bertsekas & J. N. Tsitsiklis
 Introduction to Probability, Statistics, and Random Processes by
Hossein Pishro-Nik (online)

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 Course Group
 Joining the group is important
 https://groups.yahoo.com/group/2017_PME_spring
 Yahoo! Group
 Slides
 Assignments
 Announcements
 Course content
 Discussions
 Email
 [email protected]
 Teaching method
 Combination of slides and white board
 Interaction about concepts encouraged
 Interruption to ask questions during lectures allowed

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 Tentative Grading Criteria
 Exams
 Final Exam: 50%
 Mid-Term Exam: 25%

 Sessional
 Attendance: 10%
 Assignments: 7.5%
 Quizzes: 7.5%

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 No mobile phone usage during class

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 Course Objectives
 Introduction to Probability
 Axioms
 Probabilities using Counting methods
 Conditional Probability
 Law on total Probability
 Bayes’ Rule
 …
 Random Variables (RVs)
 Cumulative Distribution Function (CDF)
 Probability Density Function (PDF)
 Mean and variance
 …
 Random Processes
 Stationary
 Integrals
 Power spectral density
 …

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 Course Objectives (cont.)
 Basis for numerous technologies
 Wave propagation
 Wireless communication
 Communication theory
 Information theory
 Pattern recognition
 Radar and sonar signal processing
 …

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 Course Objectives (cont.)
 Very important course
 Disadvantages of weak probability concepts
 No scope in research fields
 Poor analytical skills
 Fear of interview questions
 Inability to conceptualize techniques
 No major role possible in engineering problem solving
 Minimum contribution towards nation building
 Incapable to carry out feasibility studies for mega projects

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 Assessment Test
 A fair die is rolled thrice. What is the probability of getting
 A six in the first attempt
 Sixes in first two attempts
 Sixes in all three attempts
 All odd outcomes
 All outcomes greater than 4
 What is the number of all possible outcomes?

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 Randomness
 What is Randomness?
 Chaos
 Uncertainty
 Doubt

 Humans desire some level of ‘certainty’

 Examples
 Solar system
 Weather forecast at Chitral Airport
 Traffic situation on University road

 Engineers quantify ‘certainty’

Source: Computer Vision Research Group, CIIT Lahore, Pakistan

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 Model of a Physical System
 Model: Approximate representation of a physical situation
 Simulation model: Imitation of a real system
 Mathematical model: Set of assumptions about how system works
o Deterministic model: Deterministic model offers repeatability of results, (e.g.
Ohm’s Laws)
o Stochastic model: Characterize randomness and uncertainty

Source: S. N. K. Marwat, PhD Thesis, University of Bremen, Germany

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 Random Experiment
 Random Experiment: The result varies in random manner
 Sample Space: Set of all possible experiment results
 Outcome: A single element of sample space
 Event: A subset of sample space

 Example: An urn containing three balls, one is drawn

 How probable it is that a ball withdrawn at random is labeled ‘1’?
 Can you quantify this ‘chance’?
 Everyone of you should be able to write the sample space for this
experiment!

S={ }
1 2 3

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 Random Experiment (cont.)
 Is withdrawing all the three balls equi-probable (or is any
ball more likely to be drawn)?

 If ‘1’ means ‘sure occurrence’ and ‘0’ means ‘no chance of

occurrence’, what number can be given to the chance of
getting ‘ball 1’?

 What is the chance of withdrawing an odd-numbered (or

even-numbered) ball?

Let the nature answer this

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 Random Experiment (cont.)
 Take a ball from the urn
 Record the outcome
 Put it back in the urn
 Do the experiment ‘n‘ times

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 Random Experiment (cont.)
 Number of times‘kth’ outcome occured (or frequency of k’) in
a total of ‘n’ trails

N k (n)
 The relative frequency of ‘kth’ outcome

N k ( n)
f k ( n) 
n

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Random Experiment (cont.)

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 Random Experiment (cont.)
 Statistical Regularity: Averages obtained in long sequences
yield same value
 Probability defined by von Mises as limiting case of relative
frequency

N k ( n)
lim f k (n)  lim  pk
n  n  n

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 Properties of Relative Frequency
 Number of occurrences of an outcome in n trials
 A number between zero and n

0  N k ( n)  n

 Relative frequencies are

 A number between zero and one
 Divide the above equation by n to get

0  f k ( n)  1

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 Properties of Relative Frequency (cont.)
 Sum of number of occurrences of all possible outcomes
 Must be n

N
k 1
k ( n)  n

 Sum of all relative frequencies

 Must be 1

f
k 1
k ( n)  1

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