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Probability Theory and Stochastic Processes (PTSP) : Bhasker Dappuri

This document outlines the course objectives, outcomes, and content for a course on Probability Theory and Stochastic Processes. The course aims to provide an understanding of random signals and processes, their utilization in communications and signal processing, and their spectral and temporal characteristics. It covers topics like probability, random variables, operations on single and multiple random variables, random processes, temporal and spectral characteristics of random processes, noise sources, and information theory. The course is divided into five units covering these topics in detail.

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Yashwanth Bittu
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0% found this document useful (1 vote)
192 views55 pages

Probability Theory and Stochastic Processes (PTSP) : Bhasker Dappuri

This document outlines the course objectives, outcomes, and content for a course on Probability Theory and Stochastic Processes. The course aims to provide an understanding of random signals and processes, their utilization in communications and signal processing, and their spectral and temporal characteristics. It covers topics like probability, random variables, operations on single and multiple random variables, random processes, temporal and spectral characteristics of random processes, noise sources, and information theory. The course is divided into five units covering these topics in detail.

Uploaded by

Yashwanth Bittu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 55

Introduction

Probability Theory and Stochastic Processes


(PTSP)
EC305ES

Bhasker Dappuri

Department of Electronics & Communication Engineering


CMR Engineering College
Hyderabad

August 20, 2020

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 1 / 55
Introduction

Probability Theory and Stochastic Processes

• Course Objectives:
• This gives basic understanding of random signals and processes
• Utilization of Random signals and systems in Communications
and Signal Processing areas.
• To known the Spectral and temporal characteristics of
Random Process.
• To Learn the Basic concepts of Noise sources.
• Course Outcomes:
• Understand the concepts of Random Process and its
Characteristics.
• Understand the response of linear time Invariant system for a
Random Processes.
• Determine the Spectral and temporal characteristics of
Random Signals.
• Understand the concepts of Noise in Communication systems.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 2 / 55
Introduction

UNIT - I

UNIT - I
• Probability Random Variable: Probability introduced through
Sets and Relative Frequency: Experiments and Sample Spaces,
Discrete and Continuous Sample Spaces, Events, Probability
Definitions and Axioms, Joint Probability, Conditional Probability,
Total Probability, Bayes Theorem, Independent Events, Random
Variable- Definition, Conditions for a Function to be a Random
Variable, Discrete, Continuous and Mixed Random Variable,
Distribution and Density functions, Properties, Binomial, Poisson,
Uniform, Gaussian, Exponential, Rayleigh, Methods of defining
Conditioning Event, Conditional Distribution, Conditional Density
and their Properties.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 3 / 55
Introduction

UNIT - II
• Operations On Single Multiple Random Variables −
Expectations: Expected Value of a Random Variable, Function of
a Random Variable, Moments about the Origin, Central Moments,
Variance and Skew, Chebychevs Inequality, Characteristic Function,
Moment Generating Function, Transformations of a Random
Variable: Monotonic and Non-monotonic Transformations of
Continuous Random Variable, Transformation of a Discrete Random
Variable. Vector Random Variables, Joint Distribution Function and
its Properties, Marginal Distribution Functions, Conditional
Distribution and Density − Point Conditioning, Conditional
Distribution and Density − Interval conditioning, Statistical
Independence. Sum of Two Random Variables, Sum of Several
Random Variables, Central Limit Theorem, (Proof not expected).
Unequal Distribution, Equal Distributions. Expected Value of a
Function of Random Variables: Joint Moments about the Origin,
Joint Central Moments, Joint Characteristic Functions, Jointly
Gaussian Random Variables: Two Random Variables case, N
Random Variable case, Properties, Transformations of Multiple
Bhasker Dappuri (Random Variables,
ECE, CMR Engineering Linear
College) Transformations
Probability of Processes
Theory and Stochastic Gaussian Random
August 20, 2020 4 / 55
Introduction

UNIT - III
• Random Processes − Temporal Characteristics: The
Random Process Concept, Classification of Processes,
Deterministic and Nondeterministic Processes, Distribution
and Density Functions, concept of Stationarity and Statistical
Independence. First-Order Stationary Processes, Second-
Order and Wide-Sense Stationarity, (N-Order) and
Strict-Sense Stationarity, Time Averages and Ergodicity,
Mean-Ergodic Processes, Correlation-Ergodic Processes,
Autocorrelation Function and Its Properties, Cross-Correlation
Function and Its Properties, Covariance Functions, Gaussian
Random Processes, Poisson Random Process. Random Signal
Response of Linear Systems: System Response −
Convolution, Mean and Mean-squared Value of System
Response, autocorrelation Function of Response,
Cross-Correlation Functions of Input and Output.
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 5 / 55
Introduction

UNIT - IV

• Random Processes − Spectral Characteristics: The Power


Spectrum: Properties, Relationship between Power Spectrum
and Autocorrelation Function, The Cross-Power Density
Spectrum, Properties, Relationship between Cross-Power
Spectrum and Cross-Correlation Function. Spectral
Characteristics of System Response: Power Density Spectrum
of Response, Cross-Power Density Spectrums of Input and
Output.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 6 / 55
Introduction

UNIT - V

• Noise Sources Information Theory: Resistive/Thermal


Noise Source, Arbitrary Noise Sources, Effective Noise
Temperature, Noise equivalent bandwidth, Average Noise
Figures, Average Noise Figure of cascaded networks, Narrow
Band noise, Quadrature representation of narrow band noise
its properties. Entropy, Information rate, Source coding:
Huffman coding, Shannon Fano coding, Mutual information,
Channel capacity of discrete channel, Shannon-Hartley law;
Trade -off between bandwidth and SNR.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 7 / 55
Introduction

Reading : Probability Theory and Stochastic Processes


• TEXT BOOKS:
1 Probability, Random Variables Random Signal Principles -
Peyton Z. Peebles, TMH, 4th Edition, 2001.
2 Principles of Communication systems by Taub and Schilling
(TMH),2008
• REFERENCE BOOKS:
1 Random Processes for Engineers-Bruce Hajck, Cambridge
unipress,2015
2 Probability, Random Variables and Stochastic Processes −
Athanasios Papoulis and S. Unnikrishna Pillai, PHI, 4th
Edition, 2002.
3 Probability, Statistics Random Processes-K. Murugesan, P.
Guruswamy, Anuradha Agencies, 3rd Edition, 2003.
4 Signals, Systems Communications - B.P. Lathi, B.S.
Publications, 2003.
5 Statistical Theory of Communication − S.P Eugene Xavier,
New Age Publications, 2003
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 8 / 55
Introduction

Reading : Probability Theory and Stochastic Processes

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 9 / 55
Introduction

Unit - I

• Probability Random Variable:


• Probability introduced through Sets and Relative Frequency:
• Experiments and Sample Spaces, Discrete and Continuous
Sample Spaces, Events,
• Probability Definitions and Axioms,
• Joint Probability, Conditional Probability, Total Probability,
• Bayes Theorem,
• Independent Events,
• Random Variable- Definition, Conditions for a Function to be a
Random Variable,
• Discrete, Continuous and Mixed Random Variable,
• Distribution and Density functions, Properties,
• Binomial, Poisson, Uniform, Gaussian, Exponential, Rayleigh,
• Methods of defining Conditioning Event, Conditional
Distribution, Conditional Density and their Properties.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 10 / 55
Introduction

Set Theory
• THE BASIC CONCEPTS OF SET THEORY
• Set: A set is a well defined collection of objects.
• Objects are called elements or members of the set.
• Uppercase letters are used to denote sets.
• The set theory was developed by George Cantor (1845-1918).
• Assumptions:
• The word set is synonymous with the word collection,
aggregate, class and comprises of elements.
• Objects, elements and members of a set are synonymous
terms.
• Sets are usually denoted by capital letters A, B, C, , etc.
• Elements of the set are represented by small letters a, b, c, ,
etc.
• If a is an element of set A, then we say that a belongs to A.
• We denote the phrase belongsto by the Greek symbol 
(epsilon). We say that aA.
• If b is an element which does not belong to A, we represent
this as b 6 A.
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 11 / 55
Introduction

Examples of Sets:
1 Describe the set of vowels.
• If A is the set of vowels, then A could be described as
A = {a, e, i, o, u}
2 Describe the set of positive integers.
• Since it would be impossible to list all of the positive integers,
we need to use a rule to describe this set. We might say A
consists of all integers greater than zero.
3 Set A = {1, 2, 3} and Set B = {3, 2, 1}. Is Set A equal to Set
B?• Yes. Two sets are equal if they have the same elements. The
order in which the elements are listed does not matter.
4 What is the set of men with four arms?
• Since all men have two arms at most, the set of men with four
arms contains no elements. It is the null set (or empty set).
5 Set A = {1, 2, 3} and Set B = {1, 2, 4, 5, 6}. Is Set A a subset
of Set B?
• Set A would be a subset of Set B if every element from Set A
were also in Set B. However, this is not the case. The number
3 is in Set A, but not in Set B. Therefore, Set A is not a
subset of Set B
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 12 / 55
Introduction

Important sets

• Some important sets used in mathematics are


• N: the set of all natural numbers = 1, 2, 3, 4, .....
• Z: the set of all integers = ....., -3, -2, -1, 0, 1, 2, 3, .....
• Q: the set of all rational numbers
• R: the set of all real numbers
• Z+: the set of all positive integers
• W: the set of all whole numbers

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 13 / 55
Introduction

Types of Sets
1 Empty Set or Null Set
2 Singleton Set
3 Finite Set
4 Infinite Set
5 Cardinal Number of a Set
6 Equivalent Sets
7 Equal set
8 Disjoint Sets
9 Overlapping sets
10 Definition of Subset
11 Super Set
12 Proper Subset
13 Power Set
14 Universal Set
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 14 / 55
Introduction

Empty Set or Null Set:

• Empty Set or Null Set:


• A set which does not contain any element is called an empty
set, or the null set or the void set.
• Denoted by φ and is read as phi.
• In roster form, φ is denoted by {}.
• An empty set is a finite set,since the number of elements in an
empty set is finite, i.e., 0.

• Examples
1 The set of whole numbers less than 0.
Clearly there is no whole number less than 0. Therefore, it is
an empty set.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 15 / 55
Introduction

Singleton Set, Finite Set & Infinite Set:

• Singleton Set:
• A set which contains only one element is called a singleton set.

• Finite Set:
• A set which contains a definite number of elements is called a
finite set.
• Empty set is also called a finite set.
• Example: The set of all colors in the rainbow.
• Infinite Set:
• The set whose elements cannot be listed, i.e., set containing
never-ending elements is called an infinite set.
• Example: Set of all points in a plane

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 16 / 55
Introduction

Cardinal Number of a Set & Equivalent Sets:


• Cardinal Number of a Set:
• The number of distinct elements in a given set A is called the
cardinal number of A.
• It is denoted by n(A), and read as the number of elements
of the set.
• Example : B = set of letters in the word ALGEBRA
B = {A, L, G, E, B, R}
Therefore, n(B) = 6
• Equivalent Sets:
• Two sets A and B are said to be equivalent if their cardinal
number is same, i.e., n(A) = n(B).
• The symbol for denoting an equivalent set is ⇐⇒
• Example: A = {1, 2, 3} Here n(A) = 3
B = {p, q, r} Here n(B) = 3
Therefore, A ⇐⇒ B

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 17 / 55
Introduction

Equal Sets & Disjoint Sets:

• Equal sets:
• Two sets A and B are said to be equal if they contain the
same elements. Every element of A is an element of B and
every element of B is an element of A.
• Example: A = {p, q, r, s}
B = { p, s, r, q }
Therefore, A = B

• Disjoint Sets:
• Two sets A and B are said to be disjoint, if they do not have
any element in common.
• Example: A = { x : x is a prime number }
B = { x : x is a composite number}.
Clearly, A and B do not have any element in common and are
disjoint sets.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 18 / 55
Introduction

Overlapping Sets & Subset:


• Overlapping sets:
• Two sets A and B are said to be overlapping if they contain at
least one element in common.
• Example: A = { a, b, c, d } B = { a, e, i, o, u }

• Subset:
• If A and B are two sets, and every element of set A is also an
element of set B, then A is called a subset of B and we write it
as A ⊆ B or B ⊇ A
• The symbol ⊂ stands for ’is a subset of or ’is contained in’
• Every set is a subset of itself, i.e., A ⊂ A, B ⊂ B.
• Empty set is a subset of every set.
• Symbol ⊆ is used to denote ’is a subset of’ or ’is contained in’.
• A ⊆ B means A is a subset of B or A is contained in B.
• B ⊆ A means B contains A.
• Examples: A = { 2, 4, 6 }, B = { 6, 4, 8, 2 }, A is a subset of
B
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 19 / 55
Introduction

Super Set & Proper Subset:


• Super Set:
• Whenever a set A is a subset of set B, we say the B is a
superset of A and we write, B ⊇ A.
• Symbol ⊇ is used to denote ’is a super set of’
• Example: A = {a, e, i, o, u}
B = {a, b, c, ............., z}
Here A ⊆ B i.e., A is a subset of B but B ⊇ A i.e., B is a
super set of A.
• Proper Subset:
• If A and B are two sets, then A is called the proper subset of B
if A ⊆ B but B ⊇ A i.e., A 6= B.
• The symbol ’⊂’ is used to denote proper subset. Symbolically,
we write A ⊂ B.
• Example: A = {1, 2, 3, 4}, Here n(A) = 4.
• B = {1, 2, 3, 4, 5}, Here n(B) = 5.
• All elements of A are present in B but ’5’ of B not present in A.
• So, we say that A is a proper subset of B. Symbolically, we
write it as A ⊂ B
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 20 / 55
Introduction

Power Set & Universal Set:


• Power Set:
• The collection of all subsets of set A is called ’power set of A’.
• It is denoted by P(A). In P(A), every element is a set.
• If A = {p, q} then all the subsets of A will be
P(A) = {φ, {p}, {q}, {p, q}}
Number of elements of P(A) = n[P(A)] = 4 = 22
• General, n[P(A)] = 2m , m is the number of elements in set A.
• Universal Set:
• A set which contains all the elements of other given sets is
called a universal set.
• The symbol for denoting a universal set is ∪ or ζ.
• Example: If A = {1, 2, 3}, B = {2, 3, 4}, C = {3, 5, 7}
then ∪ = {1, 2, 3, 4, 5, 7}
Here A ⊆ U, B ⊆ U, C ⊆ U and U ⊇ A, U ⊇ B, U ⊇ C
• If P is a set of all whole numbers and Q is a set of all negative
numbers then the universal set is a set of all integers.
• If A = {a, b, c}, B = {d, e}, C = {f, g, h, i} then ∪ = {a, b,
c, d, e, f, g, h, i} can be taken as universal set.
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 21 / 55
Introduction

Operations on Sets

1 Union
2 Intersection
3 Difference
4 Complement

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 22 / 55
Introduction

Union

• Union of two given sets is the smallest set which contains all
the elements of both the sets.
• To find the union of two given sets A and B is a set which
consists of all the elements of A and all the elements of B
such that no element is repeated.
• The symbol for denoting union of sets is ’∪’.
• Properties of the operation of union
• A∪B = B∪A (Commutative law)
• A∪(B∪C) = (A∪B)∪C (Associative law)
• A ∪ ∅ = A (Law of identity element, is the identity of ∪)
• A∪A = A (Idempotent law)
• U ∪ A = U (Law of ∪) ∪ is the universal set.
• Note: A ∪ ∅ = ∅ ∪ A = A
union of any set with the empty set is always the set itself.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 23 / 55
Introduction

Union

• If A = {1, 3, 7, 5} and B = {3, 7, 8, 9}. Find union of


two set A and B.
A ∪ B = {1, 3, 5, 7, 8, 9}
No element is repeated in the union of two sets.
The common elements 3, 7 are taken only once.
• Let X = {a, e, i, o, u} and Y = {∅}. Find union of two
given sets X and Y.
X ∪ Y = {a, e, i, o, u}
Therefore, union of any set with an empty set is the set itself.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 24 / 55
Introduction

Intersection
• Intersection of two given sets is the largest set which contains
all the elements that are common to both the sets.
• Intersection of two given sets A and B is a set which consists
of all the elements which are common to both A and B.
• The symbol for denoting intersection of sets is ∩.
• Properties of the operation of intersection
• A∩B = B∩A (Commutative law)
• (A∩B)∩C = A∩ (B∩C) (Associative law)
• ∅ ∩ A = ∅ (Law of ∅)
• U ∩ A = A (Law of ∩)
• A ∩ A = A (Idempotent law)
• A ∩(B ∪C) = (A∩B) ∪ (A∩C) (Distributive law) Here ∩
distributes over ∪
• A∪(B∩C) = (A∪B) ∩ (A∪C) (Distributive law) Here ∪
distributes over ∩
• Note: A ∩ ∅ = ∅ ∩ A = ∅ i.e. intersection of any set with the
empty set is always the empty set.
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 25 / 55
Introduction

Intersection

• If A = {2, 4, 6, 8, 10} and B = {1, 3, 8, 4, 6}. Find


intersection of two set A and B.
A ∩ B = {4, 6, 8}
Therefore, 4, 6 and 8 are the common elements in both the
sets.
• If X = {a, b, c} and Y = {∅}. Find intersection of two
given sets X and Y.
X∩Y={}

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 26 / 55
Introduction

Difference

• If A and B are two sets, then their difference is given by A - B


or B - A.
• If A = {2, 3, 4} and B = {4, 5, 6}
A - B means elements of A which are not the elements of B.
A - B = {2, 3}
• In general, B - A = {x : x ∈ B, and x ∈
/ A}
• If A and B are disjoint sets, then A - B = A and B - A = B

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 27 / 55
Introduction

Difference

• A = {1, 2, 3} and B = {4, 5, 6}. Find the difference


between the two sets: (i) A and B (ii) B and A
The two sets are disjoint as they do not have any elements in
common.
(i) A - B = {1, 2, 3} = A
(ii) B - A = {4, 5, 6} = B
• Let A = {a, b, c, d, e, f} and B = {b, d, f, g}. Find the
difference between the two sets: (i) A and B (ii) B and
A
(i)A - B = {a, c, e} Therefore, the elements a, c, e belong to
A but not to B
(ii) B - A = {g} Therefore, the element ’g’ belongs to B but
not A.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 28 / 55
Introduction

Complement
• In complement of a set if S be the universal set and A a
subset of S then the complement of A is the set of all
elements of S which are not the elements of A.
• Symbolically, we denote the complement of A with respect to
S as A.
• Properties of complement sets
• A ∪ A = A ∪ A = ∪(Complement law)
• (A ∩ A) = ∅ (Complement law) - The set and its complement
are disjoint sets.
• (A ∪ B) = A ∩ B (De Morgans law)
• (A ∩ B) = A ∪ B (De Morgans law)
• (A) = A (Law of complementation)
• ∅ = ∪ (Law of empty set) - The complement of an empty set
is a universal set.
¯ = ∅ ( universal set) - The complement of a universal set is
• ∪
an empty set.
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 29 / 55
Introduction

Complement

• If S = {1, 2, 3, 4, 5, 6, 7} A = {1, 3, 7} find A.


We observe that 2, 4, 5, 6 are the only elements of S which
do not belong to A.
Therefore, A = {2, 4, 5, 6}

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 30 / 55
Introduction

Algebraic laws on Sets

1 Commutative Laws
2 Associative Laws
3 Idempotent Laws
4 Distributive Laws
5 De Morgans Laws
Venn Diagrams: Pictorial representations of sets represented by
closed figures are called set diagrams or Venn diagrams.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 31 / 55
Introduction

Commutative Laws & Associative Laws:

Commutative Laws:
• For any two finite sets A and B;
(i) A ∪ B = B ∪ A
(ii) A ∩ B = B ∩ A
Associative Laws:
• For any three finite sets A, B and C;
(i) (A ∪ B) ∪ C = A ∪ (B ∪ C)
(ii) (A ∩ B) ∩ C = A ∩ (B ∩ C)
Thus, union and intersection are associative.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 32 / 55
Introduction

Idempotent Laws & Distributive Laws:

Idempotent Laws:
• For any finite set A;
(i) A ∪ A = A
(ii) A ∩ A = A
Distributive Laws
• For any three finite sets A, B and C;
(i) A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C)
(ii) A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C)
Thus, union and intersection are distributive over intersection
and union respectively.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 33 / 55
Introduction

De Morgans Laws:

• For any two finite sets A and B;


(i) A - (B U C) = (A - B) ∩ (A - C)
(ii) A - (B ∩ C) = (A - B) ∪ (A - C)
• De Morgans Laws can also we written as:
(i) (A ∪ B) = A ∩ B
(ii) (A ∩ B) = A ∪ B
• More laws of algebra of sets:
(i) A - B = A ∩ B
(ii) B - A = B ∩ A
(iii) A - B = A ⇔ A ∩ B = ∅
(iv) (A - B) ∪ B = A U B
(v) (A - B) ∩ B = ∅
(vi) (A - B) U (B - A) = (A ∪ B) - (A ∩ B)

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 34 / 55
Introduction

De Morgans Laws

• Definition: The complement of the union of two sets is equal


to the intersection of their complements and the complement
of the intersection of two sets is equal to the union of their
complements.
• For any two finite sets A and B;
(i) (A ∪ B)’ = A’ ∩ B’ (which is a De Morgan’s law of union).
(ii) (A ∩ B)’ = A’ ∪ B’ (which is a De Morgan’s law of
intersection).

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 35 / 55
Introduction

Venn Diagrams:

• Pictorial representations of sets represented by closed figures


are called set diagrams or Venn diagrams.
• Venn diagrams are used to illustrate various operations like
union, intersection and difference.
• A rectangle is used to represent a universal set.
• Circles or ovals are used to represent other subsets of the
universal set.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 36 / 55
Introduction

Venn Diagrams

Union of A and B
Intersection of A and B
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 37 / 55
Introduction

Venn Diagrams

Difference : A-B
Difference : B -A
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 38 / 55
Introduction

Venn Diagrams

Complement of set A
A ∪ B when A ⊂ B
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 39 / 55
Introduction

Venn Diagrams

A ∪ B when neither A ⊂ B nor B ⊂ A and


A ∪ B when A and B are disjoint sets

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 40 / 55
Introduction

Venn Diagrams

(A ∪ B)’ and (A ∩ B)’

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 41 / 55
Introduction

Venn Diagrams

B’ and (A - B)’

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 42 / 55
Introduction

Problems - Set Theory

1 Let A and B be two finite sets such that n(A) = 20,


n(B) = 28 and n(A ∪ B) = 36, find n(A ∩ B).
• Using the formula
n(A ∪ B) = n(A) + n(B) - n(A ∩ B).
then
n(A ∩ B) = n(A) + n(B) - n(A ∪ B)
= 20 + 28 - 36
= 48 - 36
= 12

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 43 / 55
Introduction

Problems - Set Theory

1 If n(A - B) = 18, n(A ∪ B) = 70 and n(A ∩ B) = 25,


then find n(B).
• Using the formula
n(A∪B) = n(A - B) + n(A ∩ B) + n(B - A)
70 = 18 + 25 + n(B - A)
70 = 43 + n(B - A)
n(B - A) = 70 - 43
n(B - A) = 27
Now
n(B) = n(A ∩ B) + n(B - A)
= 25 + 27 = 52

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 44 / 55
Introduction

Problems - Set Theory

1 In a group of 60 people, 27 like cold drinks and 42 like


hot drinks and each person likes at least one of the two
drinks. How many like both coffee and tea?
• Let
A = Set of people who like cold drinks.
B = Set of people who like hot drinks.
Given
n(A ∪ B ) = 60
n(A) = 27
n(B) = 42 then;
n(A ∩ B B) = n(A) + n(B) - n(A ∪ B )
= 27 + 42 - 60
= 69 - 60
=9
Therefore, 9 people like both tea and coffee.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 45 / 55
Introduction

Problems - Set Theory


1 There are 35 students in art class and 57 students in
dance class. Find the number of students who are either
in art class or in dance class.
When two classes meet at different hours and 12
students are enrolled in both activities.
When two classes meet at the same hour.
• n(A) = 35, n(B) = 57, n(A ∩ B) = 12
(Let A be the set of students in art class. B be the set of
students in dance class.)
(i) When 2 classes meet at different hours
n(A ∪ B) = n(A) + n(B) - n(A ∩ B)
= 35 + 57 - 12
= 92 - 12 = 80
(ii) When two classes meet at the same hour, A∩B = ∅, n (A
∪ B) = n(A) + n(B) - n(A ∩ B) = n(A) + n(B) = 35 + 57 =
92
Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 46 / 55
Introduction

Problems - Set Theory


1 In a group of 100 persons, 72 people can speak English
and 43 can speak French. How many can speak English
only? How many can speak French only and how many
can speak both English and French?
• Let A be the set of people who speak English.
B be the set of people who speak French.
A - B be the set of people who speak English and not French.
B - A be the set of people who speak French and not English.
A ∩ B be the set of people who speak both French and English
Given, n(A) = 72 n(B) = 43 n(A ∪ B) = 100
Now, n(A ∩ B) = n(A) + n(B) - n(A ∪ B)
= 72 + 43 - 100 = 115 - 100 = 15
Therefore, Number of persons who speak both French and
English = 15
n(A) = n(A - B) + n(A ∩ B)
n(A - B) = n(A) - n(A ∩ B) = 72 - 15 = 57
and n(B - A) = n(B) - n(A ∩ B) = 43 - 15 = 28
Therefore, Number of people speaking English only = 57
Number of people Probability
Bhasker Dappuri ( ECE, CMR Engineering College)
speaking French only = 28
Theory and Stochastic Processes August 20, 2020 47 / 55
Introduction

Basic Problems
• A die is rolled, find the probability that an even number is
obtained.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 48 / 55
Introduction

Basic Problems
• Two coins are tossed, find the probability that two heads are
obtained.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 49 / 55
Introduction

Basic Problems
• A card is drawn at random from a deck of cards. Find the
probability of getting a queen.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 50 / 55
Introduction

Basic Problems
• A coin is thrown 3 times .what is the probability that atleast
one head is obtained?

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 51 / 55
Introduction

Basic Problems
• Find the probability of getting a numbered card when a card
is drawn from the pack of 52 cards.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 52 / 55
Introduction

Basic Problems
• There are 5 green 7 red balls. Two balls are selected one by
one without replacement. Find the probability that first is
green and second is red.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 53 / 55
Introduction

Basic Problems
• What is the probability of getting a sum of 7 when two dice
are thrown?

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 54 / 55
Introduction

Basic Problems
• Two cards are drawn from the pack of 52 cards. Find the
probability that both are diamonds or both are kings.

Bhasker Dappuri ( ECE, CMR Engineering College) Probability Theory and Stochastic Processes August 20, 2020 55 / 55

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