CIV303 Engineering Mathematics III
Engineering Mathematics III
Lecture 1: Introduction
CIV 303 Eng. Math. III 1
Recommended
Readings
ERWIN KREYSZIG
Advanced Engineering
Mathematics
2006
John Wiley & Sons Inc
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Assessment
Type: Theory based course
Continuous Assessment 30%
Examinations
Mid-term examination 20%
Final examination
50%
100%
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Planned teaching
Planned teaching schedule
schedule
1. Probability and statistics
2. Probability and statistics
3. Probability and statistics
4. Sequences and series
5. Sequences and series
6. Numerical analysis
7. Numerical analysis
8. Numerical methods in linear algebra
9. Numerical methods in linear algebra
10.Numerical methods for ordinary differential equations
11.Numerical methods for partial differential equations
12.Optimization
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Why Learn Probability?
Nothing in life is certain. In everything we do, we
gauge the chances of successful outcomes, from
business to medicine to the weather and to the
engineering.
A probability provides a quantitative description of
the chances or likelihoods associated with various
outcomes
It provides a bridge between descriptive and
inferential statistics
Probability
Population Sample
Statistics
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Basic Concepts
Basic Concepts
Probability: what is the chance that a given event will
occur?
Probability is expressed in numbers between 0 and 1.
Probability = 0 means the event never happens;
probability = 1 means it always happens.
The total probability of all possible event always sums
to 1.
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Probabilistic vs Statistical Reasoning
Suppose I know exactly the proportions of car makes
in California. Then I can find the probability that the
first car I see in the street is a Ford. This is
probabilistic reasoning as I know the population and
predict the sample.
Now suppose that I do not know the proportions of
car makes in California, but would like to estimate
them. I observe a random sample of cars in the street
and then I have an estimate of the proportions of the
population. This is statistical reasoning
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What is Probability?
We used graphs and numerical measures
to describe data sets which were usually
samples.
We measured “how often” using
Relative
Relative frequency = f/n
frequency = f/n
• As n gets larger,
Sample Population
And “How often”
= Relative frequency Probability
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Experiment vs. Event
An experiment is the process by
which an observation (or
measurement) is obtained.
An event is an outcome of an
experiment, usually denoted by a
capital letter.
The basic element to which probability is
applied
When an experiment is performed, a
particular event either happens, or it
doesn’t!
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Basic Concepts
An event that cannot be decomposed is
called a simple event.
Denoted by E with a subscript.
Each simple event will be assigned a
probability, measuring “how often” it occurs.
The set of all simple events of an
experiment is called the sample space, S.
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Example
Simple events: Sample space:
11 E1
S ={E1, E2, E3, E4, E5, E6}
22 E2
S
33 E3 •E1 •E3
44 E4 •E5
55 E5 •E2 •E4 •E6
66 E6
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Basic Concepts
An event is a collection of one or more
simple events.
S
•E1 •E3
•The die toss:
A •E5
–A: an odd number B
–B: a number > 2 •E2 •E6
•E4
A ={E1, E3, E5}
B ={E3, E4, E5, E6}
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Unions and Intersections
where Ø is the empty set(set with no elements) and we
call A and B mutually exclusive.
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Unions and Intersections
Example:
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The Probability
of an Event
The probability of an event A measures “how often”
A will occur. We write P(A).
Suppose that an experiment is performed n times.
The relative frequency for an event A is
Number of times A occurs f
n n
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The Probability
of an Event
P(A) must be between 0 and 1.
If event A can never occur, P(A) = 0. If event
A always occurs when the experiment is
performed, P(A) =1.
The sum of the probabilities for all simple
events in S equals 1. P( S ) 1
•• The
The probability
probability of of an
an event
event AA isis found
found by
by
adding
adding the
the probabilities
probabilities of
of all
all the
the simple
simple events
events
contained
contained in
in A.
A.
f
• If we let n get infinitely large, P ( A) lim
n n
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Finding Probabilities
Probabilities can be found using
Estimates from empirical studies
Common sense estimates based on equally
likely events.
• Examples:
–Toss a fair coin. P(Head) = 1/2
– Suppose that 10% of the U.S. population has red hair.
Then for a person selected at random,
P(Red hair) = 0.10
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Using Simple Events
The probability of an event A is equal to
the sum of the probabilities of the simple
events contained in A
If the simple events in an experiment are
equally likely, you can calculate
n A number of simple events in A
P ( A)
N total number of simple events
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Example 1
Toss a fair coin twice. What is the
probability of observing at least one
head?
(head/ tail)
1st Coin 2nd Coin Ei P(Ei)
H
H HH
HH 1/4
H P(at
P(at least
least 11 head)
head)
H
TT HT
HT 1/4 == P(E
P(E11)) ++ P(E
P(E22)) ++ P(E
P(E33))
H
H TH
TH 1/4 == 1/4
1/4 ++ 1/4
1/4 ++ 1/4
1/4 ==
TT 1/4 3/4
TT TT 3/4
TT
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Example 2
A bowl contains three M&Ms®, one
red, one blue and one green. A child
selects two M&Ms at random. What is
the probability that at least one is red?
1st M&M 2nd M&M Ei P(Ei)
m RB
m RB 1/6
m
RG
RG 1/6 P(at
P(at least
least 11 red)
red)
m
BR
m BR 1/6 == P(RB)
P(RB) ++ P(BR)+
P(BR)+
m P(RG)
BG
BG P(RG) ++ P(GR)
P(GR)
1/6
m == 4/6
m GB
GB 4/6 == 2/3
2/3
1/6
m
GR
GR
1/6
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The mn Rule
If an experiment is performed in two stages,
with m ways to accomplish the first stage
and n ways to accomplish the second stage,
then there are mn ways to accomplish the
experiment.
This rule is easily extended to k stages,
with the number of ways equal to
n1 n2 n3 … nk
Example: Toss two coins. The total number
of simple events is:
22 22 =
= 44
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Examples
Example: Toss three coins. The total
number of simple events is:
22 22 22 =
= 88
Example: Toss two dice. The total number
of simple events is: 66 66 == 36
36
Example: Toss three dice. The total number of
simple events is: 66 66 66 =
=
216
216
Example: Two M&Ms are drawn from a dish
containing two red and two blue candies. The
total number of simple events is:
CIV 303 Eng. Math. III
44 33 == 1212 22
Permutations
The number of ways you can arrange
n distinct objects, taking them r at a
timen is n!
Pr
(n r )!
where n! n(n 1)(n 2)...(2)(1) and 0! 1.
Example: How many 3-digit lock combinations can
we make from the numbers 1, 2, 3, and 4?
The order of the choice is 4!
4
P 4(3)(2) 24
3
important! 1!
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Examples
Example: A lock consists of five parts and can
be assembled in any order. A quality control
engineer wants to test each order for efficiency
of assembly. How many orders are there?
The order of the choice is
important!
55!
P 5(4)(3)(2)(1) 120
5
0!
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