Probability Sanaa ae Sa i eS 1. Introduction ‘You were introduced probability in the X-th standard and you have studied laws of probability,’ Bayes’ theorem probability distributions, particularly Binomial distribution in Xll-th standard. In chapter we shall briefly review probability and then study once again Bays’ Theorem in det we shall study probability distributions in general. 2. Terms used in Axiomatic Theory ‘The limitations of classical theory of probability are removed by putting the theory in axiomatic form. This approach was suggested by A. N. Kolmogorov, a Russian mathematician in 1933, It should be noted that as in any other axiomatic theory (e.g. Geometry) we start with certain undefined terms, state certain axioms about them and then deduce theorems about these terms. Strictly trom the axioms by rules of logic. Before developing the axiomatic probability theory we ‘explain below certain peculiar terms used therein. Andrey Nikolaevich Kolmogorov (1903 - 1987) ‘well-known Russian mathema-tician known for his great Contributions to the fields of probability theory, topology, intuitionistic logic, classical mechanics and others. In 1922 he constructed a Fourier Series that diverges almost everywhere. His pioneering work “About The Analytical Methods Of Probability Theory” was published in 1931, in which year ho become professor at Moscow University. In 1933 he published “Foundations of The Theory of Probability” laying the foundation ‘of modem axiomatic theory. in 1939 he become a member of U.S.8.R, Academy of Sciences. He along with British mathematician Chapman developed “The Chapman- Kolmogorov Equations” in Random processes. He was a = founder of algorithm complexity theory known as “Kolmogorov Complexity Theory". A quotation of Kolmogorov. “Every mathematician believes that he is ahead of all others. The reason why they do ‘not say this in public is they are intelligent people”, (1) Sample space , The aggregate or the set of all possible outcomes of an ex the outcomes i.e. the members of the set themselves being calle denoted by S or Q and sample points by w,, ws, Ws, .... Thus, periment is called sample spaca, cd sample points. Sample space is Q= (Wy, Woy Wa,‘Applied Mathematics -1V on Probablity ‘Example 1: Ina random experiment of tssing@ coln the sample pints aro ts outcomes a tread (H) and a tall (T) and the sample space is + Me 7). Example 2: In a random experiment of tossing a dice the sample points ro 1.2, 9,4, Sand {6 tho sample space is 021 1.2,3,4,5,6). Example 3: In throw of two colns the sample points are (H, H), (H, 7), (7, H).(T, T).and the sample space is = (CH MDH, TAT HDT TD (2) Event ‘subset ofa sample space i called an event. 0 _ isteach stant ri =u). T nett (i) Inattvow ofa co =(1,2,3,45,6),therargarunberot vents. [qT 2 Aretha (he As=(8,4,5,5), aA86 Applied Mathematis-W 6 rot ty For our study the classical definitions sufelent, Wa give that defn in tarms of be iva In tarms of ate again Detntion: a sample space Shas n points which are equally likly and mutualy exclusive ‘and an event has mpoints then the ratio m/s called probabity of A ands denoted by P(A) (9.5.1 (a) Si) Sin) Sa) No) Q\ 7 le ” eo @ Fig. 51 1, umber of points A Ld PUA) * number at point in S Note 9 By= (1.2), Be= (1,9) ~ © = (9, 2,9), Ca (1,254 We have shown the first three (uD) Ina throw ofa coin anda die there are again a number of events Ay= (41.20) (H. 1), (H, 9). (4.8) B= (7 (T20 By=((T, 1). (7,8) (T.8)) on 3. Axiomatic Definition of Probability the probability P(A) for Let Ebe a random experiment and Sbe the sample space. We define he ‘every element A of § (Le for every subset A ofthe sample spaco 5) satisying th fllowing axiom 1.P(A)20 (axiom 1) 2.P()=1 (Axiom 2) 3.P(AUB)= PIA) + P(B) (Axiom 3) 1A and Bare any two exclusive events (Le. they are disjoint set). Explanation : Tho it axiom states that the probably of any event is greater than 2210, ‘which means the probability of any event cannct be negative. ‘Toe second axiom stalas tha the sum of al the prebabiltos is equal to 1. This together wit ‘ho fret axiom states that the probablty ofan event must be less than or equal to 1 Le. P(A) St. “Te thrd axdom states that Iftwo events are mutually excusive, then the probably that ete! ‘of hem wil cecur ls equalto the some of tel probabilities. ‘Wie shall bo concemed wih only such random experiments In which all sample points ae ‘equally fly. And to find the probability ofan eventin sucha random experiment we need to know the numberof points n sample space S and the number of points inthe event A. 4. Laws of Probability ‘There aretwo laws. The probabilly of Aor 8 Le. P(A B is given by the aw of addtion and the probabilty of A and B Le. P(A B) {is given by the law of mulipcaton, ‘Theorem 1: For any two events A and B the probability that exactly 8 wil occur is given by P(BNA)= PLB) PANE) and that exacly A wil ours given by Pian = PA Plan whore A denotes ha complement ofA and & dence the complement of 2. Poot: To prove this result wo fit exprass the event Bas the union of two exclusive events A Band An8 B=(ANBUANB Slice the evens onthe ch. are exlsia Ag PI= PIA) Pn) [By Axlom 3) PIBA)= P(E) ~ PLANE) Silty, wo can prove that es PUAN) = PA ~ PLAN) ine 08Applied Mathemtics-1V oo ‘Theorem 2: (tive Theorem) (Two Evens) «Probably that atonst one ofthe events A and B wil P(AUB) = P(A)+ P(B)-P(ANB) root: We ist expres the event Ac istha uran oft excuse events Aand An Avan Aun P(AVB) = PIAA NB) But the events onthe ch ro mutual xcs. P(AL 8) = P(A)+ PAB) [By Axiom 3} =P(A)+P(B)~P(ANB) [By Theorem2] CCorolary 1:11 and B are two mutualy exclusive events hen the probability tha thr Ag ‘wit happen is the sum ofthe probabtios of Aand Be. PAU B)=P(A)+ PIB) Proot : Since evens are exclusive An B=@, P(An6)= P(o)» 0 {By Theorem 1] Hen rom the above theorem, AUB) = P(A)+ PCB) Corolary2:11A, B,C .., Kare mutual excusve evens such that their union i the whole o sample space then PUA) + PCB) + P(G) +m # PUK) =1 Proot : Sica AU BU CU... UK=S P(AuBuCu...UK)=P(S) ‘Since, events are mutually excusiv, wo go, om above, ®)X I) POA) + PCB) + PUG) + on PUK) = POS) | But P(S)=1 [By Axiom2)] “. POA)+ P(B)+ P(C)+ Note ua The group of all possible evens A 6, G,.., Kol the sample space S euch that P(A) + P(B)+ P(C) + one PUK) 21 scaled exhaustive. gneiss taco H, inhetssola de .2,0.45,6areeausie cveris. occurs given by AB Rng Fig.53 +P(K)=1 ‘Theorem 3: Addition Theorem (Three Events): A,B, Care any three events then the ‘probability that a east one of thom wil occur Is given by P(AUBUC)= P(A) + P(B)+ P(C)-P(AnB) P(BNC)=P(CNA)+ PANBNC), root : We prove this theorem by considering the union of A and (BU C) and apriying the, + ‘above theorem. P(AU(BUC))=P(A)+ P(BUC)-P(An(BuC)) 6) Probability PiBuc)=P(8)+ P(C)- P(anc) An(BUC)=(AnB)U(ANC) 2. PAn(BUC)) = PIANB)U(ARC) = PUAMB) + P(ANC)- PAN B) tan Cc), PUALBUC) = PIA)+P(B)+P(C)~P(BAC) =P(BAC)-P(AMB)-P(ANC) + P(AN BNC) corollary tA, B, Care thre events which are pairwise exclusive then PUBUC)=P(A)+ PIB) + PIC) root : Since, A, B ar exclusive Am B= &. Since, P(®) = 0, P(A B) = 0. Simiaty, P(Bn€)=0, P(CnA)=0, PANBAC)=0, P(CnA)=0, P(ANBAC)=0. cto oe 26 PUAvBUC)=P(A) + P(B)+ PIC). Example: Thoohores A, Band Careina ace. Altice as aly e Fig.58 towinas Band Bistwice as likely to win as C. What are the prebablies cf her wining ? Sol. : Let P(C) = xthon P(B) = 2xand P(A) = 4x. But the sum o all probabilis is 1, PUA) + PLB) UO) =1 4 » Pub=S, 1 Aeoarexet axed ‘Complementary Events tis clear hat AUA=S Le. the union ofthe event and its complement is the whole of sample space Sand A Ax Le. the event A and ts complement are exclusive. ‘Theorem 4: Pa) =1— Pa) 5). But P(S)= 1 and A, A Proof : Since AUA=§, LAVA) are excuse, ByAxiom2, PAU A) = PLA) + P(A) ® P(Ays PO PLA)=1- P(A) Note nfo Since Aand A are exclusive, we have AUA=S and ANA=0. ‘Corollary: Probabiy of an event i always loss than or equal to one. * i Past root : P(A) |= PAA). But PCA) 20 by axiom 1, PIA)s1 .‘Applied Mathematics -1V eo Probabiag, De Morgan's Laws ‘Since an event is a subset of sample space, De Morgan's are laws aro applicable to evens, ‘Thus, we get P(AUB)= P(ANB) PAnB)= PAY BD ‘Augustus De Morgan was bom in Madurai, Tamil Nadu, His father was a colonel nthe Indian army. His family retumed to England when he was 7 months old. When in schools he mastered Latin, Greek and Hebrew and developed strong interest in mathematics. He was fellow of he Astronomical Society anda founder cof London Mathematical Society. De Morgan greatly influenced the development of mathematics in the 18th century. He was a prolife writer and wrote over 1000 ances in more than 15 Journals, in addition to a number of books known fr clay, fogleal presentation and minute details. He made origina contrib mathematical induction and gave ist precise detnion of init in he Book “The Difforentil And cabs Find he probably that aca rawn wi bo lack or ICM? Sob: Let A the card is picture and B= the card is black. “There are 6 black pictures: ‘Augustus De Morgan (1606 ~ 1871) Now A and Bare not mutually exclusive events, cs POAUB)= P(A) + PLB) PAN DD 22,2 8825. wa" 6252 92 13 Note ....AD se more easly solved by counting the number points in tho ‘Many examples of his type can dosireteent Inthe above example Aw B= (Back or Fete Cards) has 26 + 12-6 = 92 pons 328 2 PAVIA 7g 2: Two cards are drawn from a pack of ards. Find the probability that they will be both red or both pictures. Sol.: Let A= (both red) and ‘B= {both pictures) Annee Pasa ove, There are six red picture cards. sevies athens M en vosttny mana see. PIAL B)= PUA) + AB) - PAB), Mg GN & 8), Let n=the number ‘number of points in A hen, PtA)= 2h, PB)= TE and PAN) a ow, suppose in al we know the result pail La the pobabity now tat has occured along wih A? Sy tno et Anasercuedtvecuconeattetial ect USne an at. (and lr) Aro sem a0 Hence te iy thal wil osu when ASS ohm ent ce conn prey of Burne cnn OA ue cocured. hie donchod by P(B/ A). Me, pera = know that Ahas occurred Wh Thus, venaton: at Aané Boe any wo oes ina sarge sina ST aa aa secur pen at Anas real ercred seated coneionl Po by (BA). ‘ity the probaiy that A wil occur gan tat B MAE already occur conaional probably of Andis denoted by P(A/®)- cage Serganenusoncmnnscer cinerea class 0 grinin bo folowing tbe Failed 2 red Is called the Total 38“Applied Mathematics -IV ) Prarey = Hoot poltsin An [No of points in Aout of B on Ai) oe ‘No. of points in B __ Similarly, we can find that No, of points in BA B1A= eae ‘No. of points in A No. of points in B out of A or __ No.of points in Bout of A eee ‘No. of points in A Further, we see that, (1) ean be wren as pare = Sot paetsin Ano) (Ne. eteitin ~ Tho. ofpoets in B)7No. of poitsin S$ PIANB) PUAIB)= (AB = Fey ADB ‘Similarly, from (3) we can get P(BIA)= A “From these we get PAN B)= ALAIE)x P(E) and which is called the law of multiplication o probability ‘Theorem 5 : Multipiication Theorem It Aand Bare two events and neither given by IAN B)= PIBIA)* PA) null then the probability th P(An B)= PAX PBIA)| OF PAN B) = PB) P(AIB) where P(A/B) and (87 A) denote the conatonsl probabie® Proof : Let the ‘umber of points in A bem and hose in Bbe car b)bo rg niet nbo tea umber pans nS pa-, a= Atm) AOB(m2) Am) ABMs) key | A 8 ‘B(m,) Fla. 5. No, of pointsin B — at both of thom will occur is which aro greater than Zero ‘mp, Lot the numberof poinsin ‘Applied Mathemates -1V in Probab Tenth probity of Bon Ah se Sn Abas heppned, we have casi hs sac ae essa ts Besser ih Aono mo 2 P(o/ay= No. stpoin AG ‘olpoints in A my m Now, P(Anb)= 22 = Ot, DE PAM B)= PIAKP(BIA) Sirilay, we can prove that P(A.n B) = P(B)x P(A! B). +1: There aro 11 tickets ina box bearing numbers 1 to 11. Thre teks are drawn one afer the her without replacement. Fad tho proba that they aro crawn nthe ove beeng {) even, odd, even number, i) odd, od, ven number ‘qu.u. 1997), Sol Tiss an example on contol probably. Out ol 1 kes are oven and 6 ae (even, odd, oven) = Peven) « Pox) P(even) 4 Pod, odd, even) = P (os) Pod) Plover) 5 ean? Inabag erro 4 wht ond Bacal ural ar dwn een random sa a sry fat als awn ae terse Seer colours ? Sol: Try. ent: nace er oo athe gts aro tal than 18 mi uremore 80% ofthe tens rt eg sec a eon tet Far grab tat to dnt was 2 DOF? (uv 2,0) Sol: So arerienc pose era 100 eet nih oa “Than wo ean easly prepare te flowing tte ator than 1-8] bese than #8 | Total 6 384 “400 ea 600 78 1000 eth student sci of 22Probab ‘Applied Mathematics -1V 19, 6. Parltion of Sample Space Defiion: The events Ay, Ap, Ay af salt representa parton of sample space Sy © Ao Ay=0 forall 12) and (i) AyU AZ UA Ui Ay tn words : Tho evens Ay, Aas Ay cexhaveive Le. when the experiments pedarmed one and ony one ofthe vents Au and must occu. For example, in tossing of a die the events Ay = (1, 2), Az = (3, 4. 5}, ‘Ag = (6) represent a parition ofthe sample space S. However. By =(1, 2,3} 1B = (8,4), By = (4.5.6) do nt represan a partion (why 7). Also, C; = (1), 18.4), C= (6) donot opresont a pation. vty 2) bigs (:Aonslc enact cal chance than 6 has. 8 in tum is 4/ 5th as likely as C to get the contract. What is the probability for ‘each to get the contract ? (MU. 2004), ‘Sol. : Lat P(A), P(B), P(C) denote the probabilities that A, 8, Cwil get the contract respectively, Furthor, lot P(C) = x Then, aR Fig. 5.9 ‘Since one o A,B, C must get the contract, the three evens paion the sample space Sesdxe in| reheedeet 2 tes 4 ~ P=, PB) ra-5 i Ena soulmate pe tPA) 27) = SP(C), find () P(AW B), () P(BUC). Sat sta PtA)=xben A0)= and Mey=E Sine A Band Comparten 8. Tes ae shave overt 1 Ps P(B)+ P(t My. = Beet 2 xed xx keer *3t3 it 8 2 2 PURE, P=, PIO= =. Since, the events are mutually exclusive. 4.8 nh 2 wd Pleve)= ABs A)= 342 Example 4: If the events A, B and C form a partition of the sample spece $ and ‘3P(A) = 2P(8) =6P(C), find P(AU B). : vee Paso dol [Ane.:5/61 as ‘Aoplled Mathematics en . Probability mabe: he evr A.B C and Df partion th sample space Sand the rtbiter Aand Caren, avn lst ana arabe Deen aly a8 B find P(AU BUC). todo ‘Theorem on Total Probability Let A A Ay nev Ay be parton of Sand Bb some avent defined on Then, P(B)=P(B/A)x P(A) + P(B/A)x PUA) +... P(BIA)x PUA) Wo aceeprthiethooram without roo. twa donot the probable P(A) by pan the condtonalprobabiies 'P(B1-A)by phen, the ebove theorem canbe tated as P(B)= Pi P's + PzP'2+ PaP's+ =~ PaP'a [anes 1/27 EGAP i Fig. Remark ‘The above theorem is known asthe theorem on total probabil. In some problomsitmay be ‘Pa = Probabiity he speaks ale =2 ; p'y= Probably of not ac pe Ppi+ Pah (orsyive)__ 8s ~ BTA IG + INST 3410" 13 (he speaks truth when ace has occured) = + Alot of IC chips is known to contain 3% elective chips. Each chip is tested belore but the tasters not completely reliable tis known that: (Tester says the chip is good / The chip is actully ood) = 095 and P (Tester says the chip Is defective / The chp is actualy detective) = 0-96. Wa tosted chip is dectared defective by the tester. What isthe probability that it a actualy * defective? Py = Chip is defective = 0-03 ster says the chip Is defective The chip is detective = 096Probab ‘Applied Mathematles-10 ™ Pe = Chip is good = 097 Be By Bayes’ Theorem, 'P (Chip ts dofecvo / Testor says tis detective) binary . or «ph ehae pamcooercarOes” exes Aue amet mnt ams me by 0 1. Due to noise, sometimes a transmitted 1 is received as 0. and vice versa. a ee ovat nerontey cores rzowed e009 ar he probity a an ne a oan ho poaby leaerting OO, te seescoiy at pF | fs rocoved. a0 is received, (i) a 1 was transmtied given that 1 was a a re ted wac zoe, (err has rue. Sat We we gon at levanemiad = O45 = P(Te) = 1 =p = 055 PU no Urocnved she 00 was vneiod #09 PURI) oa wzehed when Owe tare Tioeeot a Pie) ot Ob eced when rios=02, (RP) Pat RIT) Fig. 511 Now, wo calculate the requ proabites as flows: NW P(1 is received) = P(1 is received when 1 is transmitted) | ‘+P ie received when O's ansmited) & P(Ra) = PURI T,) PCT) + PCR! Te)“ PCT) 08x05 +01 x45 = 0485 TW_ Pols rocco) = ? (015 ecived when is trannies) + POs recived when 1 is transmitted) (Ro! Te) PUT) + (Ryd) PUT) 09045402055 = 0815 PUR) = | sein Coy Probability ‘Now, by Bayes! Theorom 'P(1 was tanamited given that 1'was received ie, Penrmy= PiU) PUT) _ 08x05 PUR) 0450907 | nq, PO was tanned an ao was cae = Plo IT) PCT) 0:9 x0.48 PCTo Ro) = PURO /TG)- PUT), 09 045 a) sis 7H (0 was received when 1 i transmitted given that 1 was ‘wansmited) + P (1 was received when 0 was tansmited ‘ven that 0 was transmited) = P(Rol Ti): PUT) + PCR 1Ta)* PCT) = 02055 +04 x045 = 0155. Exam 92 boxers toe baad cle A, Band C. Tho probabil hata hed wit is 1/3, whan Bis tossod, tis 2/3 and when Cis tossed, itis 9/4, | + Ione ofthe consis chosen at random and is tossed 3 times, head resuted twice and \ tall once. Wha ste probably that the coln chosen was A” ‘Yp), Whats the probabity of geting head when a coin solcted at random is tossed once ? (c)) What s the probeblty that wo would get two heads in the fst three tosses and a head, ‘again inthe fouth tos with the same coin ? Aq Peeron= Sol: We have _p,=Probability of choosing A a= Probability of choosing B a= Probability of choosing C _by = Probability of going 2 heads in thee tosses with the coin A - Piet nee “PP Pet 2 PSPs (13929) TRIO) + U3) - (479) +(078)-(ETTOA (219) 28 = Biay+ (419) +7164) 627‘Applied Mathematics-"V i i i E ete 3 ithe coin was B, probability of getting head. ‘= (Prob. of choosing B) x (Prob. of olving head) W122 3 tthe coin was C, probabilty of getting head «= (Prob. of choosing C) x (Prob. of giving head) 1301 a4 +, Tha req probabity =2+2+1— 7. (c)_ Nom, ting wo head inthe ft te oses anda headin th fourth os wth A = P(Choosing A) xP (Gating wo heads in tee tosses wah A) "P(Geting a headin th fourth xe wh A) 2 3 area Apa-pa'-g=3"a\3 ~ at ‘And getting two heads in the first hroo tosses and a-headin the fourth toss with © + Ploquired Probability = eg 10: Abag cv fe ba es ow a at on. Two a wo Cen ta incu thane peoaiy bras ewe? cum scl: Sncewobate nna wee by macnn ow or wor we Be sites ovat tasty i fet Aeon Moom mem tt opti fe cceenecal Let py=P(Ay) Pe=P(Az). Pa=PIAd) Py= PLAY) + nehen=d Now, two bails out of § ean be drawn in °C, ways. et 2 = P(éavng wo bal vie bala wt = 22 «2 Ce ed Mathematics tv vel (a9) P= Peng 00 wa bats wn Baa wit «2 2 *O = P(reving 2 wits bate when Abate are wh = 2°. Me Sea Ps = P (Growing 2 white bats when Stalls are whit) = £2 °C ++ By Bayes theorem Required Probab “® 21 PAPI Paes Babs PPE (014).(20/20) 120) (7A) -(B120) (0) -(F2TBD) +01 a) (OTD) 2 m4 #6412420 402° fate 18 Ther ae bee boa enn ng respec 1 wt 2, 9 lack bles sto. sre ah ca, anos A cts eden eo a rom om Thotws bal wand beefed anda we Fie a those have come from box 1, box 2 and box 3. ai a cae Sol lace there ar thee bores, say. A, Aa Ay, then PUA)=PUa)=PA)= $s pre pi=pa=d {Let Be tho event that one balls white and the ater is red. Then, p's P(BIA) = a's P(BIAg) = O42 Pa'= P(BIAs) = ‘By Baye's Theorem, P(A) 2—__ PP _ P1D1'+ Ba Ba'* Ps D3" Poyiey= NN) tas TTRVaBy + ray ary NRT) "74s Pape! (1/3)(6/15) _ 6 Pty /e)= P22 _ ANG, seated ‘Pi P1'+ P2 P2'+ Pa Pa’ TAS n Pps" (13) (NS) _ 3 (ay) = ———P2P3*_ 09) vata 1 P1'+ Pe Po'+ Pa Pa’ 145, WProbab, Dae ttn ee nts oven a. na btm Areata ao go alerve. id the probably nat k was proguced by te factor, Sol: p= Pitemis produced by A)= 08 a= Pitom is produced by B)= 05 ‘pa P (Ramis produced by O)=02 | Lot De te event thatthe iter is dct then p= P(DIA)=08, p= P(OIB) Now the required events A/D. expr 08 PiPi* Papa Paps: | OBXOBrOSXOSFOZ KOT a TH+ 0-25 FOO” OST THEXERCISE - IT Ng P(A) =07, P(6)=08, P(AIB)= 04, nd P(B/A). 215 Ay and Ay eo two muualy excusve and exhaustive events of samp spaco on es rayon = 05, id P(B). sen eenl ott ‘Abag contains to coins one of which fase con wth healon and th one 23 ComBanon ac to tana oh ogo esd gave a bead What probably thatthe true coin was taken and tossed? Ane. :1/ ‘Abag contains two dio, one of which fs regular and far and tho othr ifs with onal toc A doe waccav om th bag an tossed. gave 6. What the rbaby the dice obtained was the fale one ? (ans. :6/ SS bor cay, machines AB praca spc 25%, 95% and 40%. a output 3%, 4% and 2% are doce, A bl fs draum at random from a days production andi found defective. What is the probability that it was produced by machines A, B,C? (M.U. 1997, Ans, :25/69, 26/69, 16/68 Tic imandacing tn poten a pe fo pas ith ly pron o 1000 ait 2000 units. According to past experience iis known that he ration of defective ous, ‘produced bythe tree plants are reepecvly C005, 0-008 and C010. Ia pipe i selected at random rom a days ouput and was found to be defoctive, whats probability that it eame trom the fret plant? Ans. A given lot of 1. chips contains 3% defective chips. Each chip I tested before de “Tho tester itself nt totally refabe, such that P (lester shows the chip is good / chip is ‘g00d) = 0-96 and P(tstr shows chip is defective / hii actualy deleciva)= 094. a tostd is shown to be defective, what isthe probabilty that itis actually defective 2 [Ans, : 041 + 8. Abinary communication system transmits and also receives data as ‘0 and ‘t". Due ‘nolse a transmitied 0’ is somatimes received ast" and a transmited tis some times received ‘0’. Tho probability that a transmitted ‘is correctly received as ‘is 0-95 and the probability tha} transmitted 't"is correctly received as “is 0-90, probability of transmit ta signs a ty of transiting ‘is 0-45. Ita sign ‘applied Mathematics -1W 620) pix P(DIQ)=04 (AID) = gettobenate.1 oo ay Peay 0) Pent areas © Prost tte re 0 Pombty feta tee ee (0, POMONY fla stam oon en VAnsey cominetang tea 04825, (09565, (iv) 8860, (¥) 00775} snechatetial he erent eat a clin Th char at te engi auly lapsed. Whats the prebabiny tar erg ag aut 12085 cthrviso ti 90. The hover od nhc aaa See a Ts ea une eur ct nd wn ba eae aan Tieden: oma gue one othe unsis eles rntnandena da Ya nama bai. hat pee ing Tans. : 1/2) There are three ums having the following compesitions of black and white bali : ‘Um 1:7 white, 3 black bal, Umm 2: 4 white, 6 black ball, Urn 9: 2 whit, 8 black bas (One of the urns is chosen a random with probabities 0 se ee AS chosen um two balls are drawn at random without replacement. Calculate the probabiltes that poth those balls are white Tan “Ja es bos A, 8 conan 05,20 bibs espe The pocenage stent waaitnetons at Sonistpsstos tenietacas aan eee ee Weinbepaainynaacta hae eer Aman is equally likely to choose any one of three routes C;, Co, Cy from his house to the save ta hapmantcc aay eae ee ef oe neste (isa tecossa caer nation hetak oka eee ee mn Alcor main nots gartc ent oan sats oni tenes canara ee ame AT TTOR RE ieee seus thet eaalon chee mmeneniscanst eo astastisscctuiric once wax ensomana saan eneety nate “Ye Aan hates cl A,B: isnbasd Th probaly hat hed leu an 8 Cee i cnanensanestenicusaan caters Guana etl trains h gre totter ester ak Fede pasate Soman “a arrnas tae sa Dantes os dda tou ecme20m0 coral Bag It contains 1 blue and @ red bal. anne een dana tn tb le wn bund in Oe eee eeu imal‘Applied Mathematics -1V an ‘eh nm re oats i ‘um B, Um A contains 3 black and 5 "hel A Waa ir ‘What i the probability bal noth cases selection mage replacement. (au. 2002) Ans.:975e) Son ‘Another um 8 contains three red and fig acorn nose aM Caretorlorad fomumA ote esteem forte um ois tenato e e Wha tice bathe bean vanstored? 410. Thore are three boxes A, & and C. The probability of geting a wh 11a, tumbaborBio2/ Send tome box ‘toc tesn al random and ee bals are ram Komi het foun at toc bom wre wit (Wha te probably at he boxAwas chase? (titatal iene abox edad radon, watt pobebity awl wit vate pebaby bat we would gt wo webinar ee draws nda Wh inte rt rew? (int: Be Saved x ©) or acorambinryconmurcten chan peat a asa ths wie pray at ears recaied as ‘O's the that () a1" is recelved, (i) at? was transmitted givey ‘of transmiting a "Is 0-4, find the probability that () a part eel Random Variable In tho provious chapter we leamt how to find the probability ofan outcome and the taws o probability. We saw thatthe outcome ofan experiment can be anything : may bo colour (lack ‘white-red ..) ofa ball, a gendor (male-female) ofa chil, a suit (lub- ri seco A a ihe er wea anna ‘t X(t Rlscaeds tne samplo spaco tothe ral no tee The random vatabla X can be dscreto or cont fit,“ ending upon the nature of ts domain. mous Fig. 5.12 Remarks 0 “In simple words a variable used to dence te numeral vaue ‘operant clad he rndon vata eosea ee ame XXis a function and stl we calita varie. ‘We are nt intrested in the fnctona nature of Xbut the values of X. 4, Xmust be single valid 12 fr every eof S there coresponds ex comesponds exacty one value of X. Diterent lames ct may lead tesa veo (See xa 2) But values of X cannot be asigned tothe same sample point. 5. We shall denote random variables by capil laters X,Y, Z, ... and shall denot the unknown values ofthese random variables by smal lebter , 2, Ma Ys You 24 Zy =x tC. This an important estintion and students should note carat, ‘With this notation iis meaningless to wite P (x2 10) say since x-eing a value of X thor is oris nat 210. Instead wo shauid wito P(X 10). Exaile: Suppose exerinen Eistaescon ‘Then S% (HT). X's the random vate dnaing the number of heads then wo have rotten teere eat Sample space Gy Pett voProt posted atanats- 20 . a pce 1o2: sppoctno experimen Ets Gann twos = UH, HD. T)AT. HDT, TI XI norman alae cocig erates x CH, Hy=2, XH, N= X(T, H) = 1. X(T, T= ¢ 7 [See Fig. 5.14] on fale Fig. 5.14 Example 3: Suppose the experiment is to recon, Bia? the temperature at a plac. 1X denoted the temperature then Xcan take value from -279° F to 212° F say. [S00 Fig. 6.16] ex -279F Fig. 5.15, Example 4: Suppose the experiment ito record the time required to complete a sofware project. : WX denotes the time then X can take any value ® (Mheoreticaly) trom 0 to». [ See Fig. 5.16] In examples 1 and 2, Xtakes discrote values and in examples 3 and 4, X takes continuous} all values betwoen a specified interval n the fist caso Xis called a discrete random variable ‘the second case it s called continuous random variable. (©) Definition Let Xbo a random variable. I Xtakes ito or countably infrite values X, A then Xie called a discrete random variable. (©) Definition Let Xbe a random variable. If Xtakes uncountably infinite values ina given interval then Xig called a continuous random vartsble. . | 9. Probability Distribution of a Discrete Random Variable ‘As wo know already, with every possible outcome ofan experiment tere willbe associated probably, We shale interested inthe values othe random varabloX long wit the probabiles Ij the valuo of X and P(x) i the probability of x; then set of pars (x, P(x) is called tt Probability ditibution. | othe possible vaio! Definition : Let Xbe a discrete random variable. Let», % of X th each oss outcome x wo aso a number p(x) =P (= called the probabil of % The numbers p (i), = Must satis the following conditions : 2 Eplx=t i P(x)20 fora sid Mathematics -1y 625 ‘The function pi cle thy Probablty pity density function (pagy ey fnetion senay nth oP Ol weno vase Rasa mas funetion (p.m.f) or ‘Tho probably dstbuten ot a % Ett pas, salad robabilites Ps Bp, By... po oe Fandom varia wn Pe Pe Pa Bin ae and ge BR AMS es ‘ven nab fom a oe POT oo, exaige 1 + State tue o false with jusitcaton (@)A random variable Xtakesvalies9, = robabilty 380, 1,2anda 7 ; then p(X = x) = A=" canbe its probabil (0) A random variable takes values 0,1 at "Zand p(s)=**" iss probabity dtibuton. Se, the probity canot be negate, P(X «x)= ==! cavtbe a probity Putting x= 0, 1, 2,3, nb), we get 2 1 PO=3, Pin=2, PY ‘Athough al probabilities are postive, the sum of lhe probabtes is 2 (greater than 1), Hence, P(X = x) =%*1 2) also camot be a proabilydetouion. wat Extagie 2.: From the past experience t was found thatthe daily demand at an autogarage Dally Demand : 5 = 6 oT Probably —: 0250850 Chock i this isa probably distibuon. Find also the probably that over a ptid oto ‘ay the numberof demands would be tt or 12. Sol: Since tho sum ofall probabilies = 025 + 0-65 + 0-10= 1, tsa probability cstibution, P(t requests over two days) 'P(6 requests on tho ist day and 6 onthe sacond) + P(G request on tho st day and Son the second) (025 x 065) + (065% 025) 0-625 + 01625 = 0825‘Anpled mathemats 1 Probability requnts over to €2)9) a Pia pee aque te rt ay and7 6 “sP(G equsts nthe fst Pr renens nthe fet ay ard. 2003) * (025 010) + (085x065) + (0410029) (0:05 + 04224 + 0025 = 07975. a eobabsitysarosont mumbo teats (x) aaned wien oo 6: Two unbiased dic ar i exabgle3 Fird ne of numba | 4,2 aero WU nc ietoseed aires. . - “ct 1a 24= 1 ostoomes which are sted below Ga eT zs tae Sol: vn acon stoned, aw an 2 Goes wo singe ato diiiaterrtees ren? Pe, A, THT, AT TT, HO a oval yopae spectively a8 shown by thick arows. | Tai, THAT, THTH, THTT, TWH, THRETTTH, TTT. : cua nests emmy Pron aise ang «4 Ty alemalivety and lasly 8 Hs and 8 Ts altomatey) Hence, the probabisty distributor oe oa robe hat X os btwoor sand, Pukex) 1/168 4116 6/18 4/18 1/18 See eaten 4 wie down priya the sum of cums appear 2PUtca rhea Patenseueas item toss of wo unbiased ic. % Cae eet ‘ol: When two ic ae town, we getthe sum atrunbers as shown below by sant dated ines, gs PIGSXS9) = P(X=3,4,5,6,7,80r8) 1) 1.2) (1,3) (4 (1,9) 0,8) 0 £02 69 OO 09 = PUK=3) + PUK 8) at Ped) 2) 2H 29 BA BS) 234 hee. OA BS 29 F wet ee ah 0.8 0.5 0.4 B58) gion Tepe) ms encanta 0 except he points of fe F | 120, 1,2.At these points thas tho values (0) =22,P() = 4e—t0e, P(2) «52-1. 6069 ee ao (9 Determine 6, (i) Find P(X< 1), P(1 =. miabeny eX re smallest ale of for wich | (ora. eno S55"), a Sol: (9 Shoe E p(x)= 1, wo get wera 1 sortetke 20 et? 10k= keto 2 kG T= HEED eo MOk= 1) e+ 1) HO . k= 1/10, keannot be~ 1- = The probably srbton of Xi ae x eee W) P(X<5), pores) 2 0 wo 240 arto smo s7to0 2700 17/100 Find DK DPX), Gi) PIX 5, since E PO= 1. sess Now, P(A/8)= PASE ; 1 KA 24 SKE HED sey 45 * 10: Anum contains 4 white andre bls, Find the probability istibuion ofthe g) umber of rebbals in tree draws made sucessvly with replacement rm the ur. (HU, 2007) eorera Sol. : Wo got the following probabil. Ehabed —— @ PU <502 sy vehg «ehh 1,9 (BY PG ( ‘aking gate of beh dos 10 (log 3 ~ log 4) =~ log 3 in (04771 - 0-6021) <- log 3 a a 2, =(01250) <= O4TT ams roan al with wel ete wh ey sess gai 28 (exercise HS RP 125,101,857 PS 118 aH PA DY {Ane :(94725, (12125) Very whether tu folowing functions can bo considered as pum. andi so tng Pex= 1 or3). Gio reasons. a8 e29.1284 @ Pant a4 Axe 2 {Ans :() Yes, 2/5; (W) Yes, 2/3; il) No; i) Nol the pt P(x= x) ofa ice random vate which assumes values Xp, % thal Ps) = 2P (x2) = 9° (2), obtain the probably distribution of X. [Ans.() Pla) =2/11, Gi) P(ag)=3/ 1, (il) P(x) = 6/11 Presuing the daly demand tobe independent tn the probably that over a wo ae 2d tHe number of requests al a service station wit be () 9, (i) 10, ifthe past record show that the Soman was 4 8 or 6 wh pobbitos O80, 040 o O10 respec (Hint : The event can occur as (I) (4, 5). (5, 4); (il) (4, 6), (6, 4), (5. 5).) 2-2 ene 120,423 [Ans.: (90.40, (9028). '5. Find the probably distribution and the probity mass function of the number of pol obtained whan afl os tossed. (ans, POX= 3) = 178, f=1,2,3,4,5.6] Find he probably ston and he pt runber cvs ccs sett Hitec Ana. PU 1) = 9, 120,423) es PX a he Bh 42 aatheratles-1V pe probably 2enstytuncion gg x waa emit FR=DTK 3k SES Find P(X<4), P< X56), ers . Arandom variable Xhas he oy X_|1 2 kok ak PUX<8), Gi) PLAS 5, Png PIX=) 8 > dK, Gil) oe ies Poses” :Oket74 1. A soroto random variable Xas he * 649764, a3 22, y eae "a 29122) FRAT OT oat Find D&O POZ2, PE2exe LU. 2009), 40, Given the Sowa peti teenage ee 172, Gip27s} lex po ot ate pe mien lee eee oP (fede) Find P (X26). (0) UX), Ow Find PUXSH)» 172, 15 2), where kisa positive intogr, war (LU. 1986, 2003, 05), (Ans. c=04, 9019, cost, Gu) k= 4, (v6.77) 1, Inthe example 9 above, find WPCA SXS1/-25X59), ()PUXS2/0¢x4) iN PUKS1/X=2) oa, 9, a tame 3, 0 2, cin $8.4 12, Arandom vaio Xtakes vas-2,-,0,1,25ubat 00> Pex05) Sok: Sioe0- f(x) = 1. Foal 109) en hoary fx) = x0" 20 for x20. t Now, . o 7 po * ’ fe) pobabity dens uncon. Graph of. Graph of pas. Now, its dstbution function is given by 7 Fig. 620 Feny= [fonda fxoPar=-[o"*]" [asatoves From the graph of F(x) we seta F(x) condouous a al pots Inudng x= 0 and x= - 4(x) Is obtained by differentiating F (x). ae aoe(6-42) .— Probabitty Applied Mathematics -1V 41, The distribution function of a random ¥ 0, x<-4 Faye |Xtt, -1sxs9 1, 9t Find the p.c.t. Draw the graphs of both pdt. andc.d.f. pote o(30 0, otherwise , i ¥ [Ans.: () FX) = t-or{texet], x20 » otherwise 0, x<0 X12 Osxst (i = : 0 FO =toy-o5x2-4 15x52 1, x2 0 - xsi ay n= Ss F(x) = aor 1sxs3] 1, x23 4. Acontinuous random variable X has the following probability density function a tye, 25x10 Wess Determine the constant a, distribution function of X and find the probability of the event 4 [Ans.:( f(x)=xe™, (i) P(Os XS1)= Ai)- Fo) = 2} Theory 1. State and prove Bayes’ Theorem. 2, Define the following terms giving suitable examples (a) Random variable (0) Discrete random variable (¢) Continuous random variable (@ Probability density function (e) Distribution function 3. State the properties of probability density function. 4. Stato the properties of distribution function. | trite‘Applied Mathematles-1V 2) Mathematical Expectation Guay qiotation : In thia chapter wo shall sighty deviate from our previous notation. Instead of F Seam sat 322 by Px) wo shall donot it eimply by py This wile found more convoriestechie | doaling wih expectations. I : | “ey Dotivon: tt x0 «contin }0us random varlable with probabilty density function f pectation of X, denoted by E(x) (fit exists) is defined by £0 = [x-fnde | where, [7A yae=1 i tho intogral is absolutely convergont 1. Introduction | wotes 0 ; 3s. Lat Xbe he number of heads obtinedn aig, ‘Suppose two coins are tossed twenty times. | ve Maes heen tee X then, takes values 0, 1 and 2. Suppose futher that no heads, heads , (2). Then the mathematical ex bi 1X assumes only a finits number of values then E(X) = 5 px and can be considered es erage number of heads per toss “weighted averago" ofthe values xj, xa... aquith Weights Prine ns oe, ‘obtained 4, 10, 6 times respectively. Then, the average 2 Hall values x, I nthon E(x) = (1 / 1) Ex) 410+ 1009+ 912) ‘and-can bo seen tobe simple arithmetic moan of the n valu0a x), Xp, Xp “G+ 104: Gre should guard oneself trom being mistead by the term ‘expectation’. E(X) does not give ‘This isthe average value and is not necessarily a possible outcome ofthe toss, Us ho value of X, we can expect in a single tral. inthe Example 4 below E(X) 27/2 le not The ratios 4/20, 10/20, 6/2010, 1, 2haxds tothe total numba of tosses aro the relay | ‘even a possible value of Xwhen a dole tossed. requencios of X= 0, 1,2. Ifthe experiments repeated very largo numberof mes, we know tha, | those relative frequencies tend tothe probabilies 1/4, 1/2, 1/4 of 0, 1, 2 heads because int, {oss of two coins we have the following. space: HTH TT ‘Sample space: HH Probability =: 1/4 9 124 The average calculated with probabilities in place of relative frequencies above Ie called ‘expected value or mathematical expectation and is denoted by E(X). Thus, | & coittomenetnin sme ee Seton conn coset | O Ee=Epe=cEp-c ts Epj=1 © Fe=Letind=of tnarne [: Kreraee] Exigplo 1: far colnis tossed tines. A person rcolved € X? the gets Xheade. Find his ‘sum ofthe products of the values and their probabilities expectation’ >Say' By “RAS (WLU. 2004) = Pt ent Ht. ‘Sol: When a ccin is tosséd tree times, the sample space is _inis means, a person who throws two coins over and over again will get one head por toss on HHH, HHT, HTH, HTT, THH, THT, TH, TT lwo of X can be obtained by multiplying te | ‘The probability eistibuton of x: taking the sum. This leads us to the following x ee coe ee | lable X. | P(X=x) : U8 3/8 3/8 us , ‘Now, X? takes the following values 2. Expectation of a Random Variable (2) Definition robabiliies p,, po, ord ae F gh E(X) (ifitexists) is Pot): ve 9/8 3/8 We Eo | EON= ER =p x04 Sts Sas Lo : yo) sae ; i io Ep. 3 MZ pyxis absolutely convergent,‘Applled Mathematics oa ‘Mathematical Expectation B-@ 2 Bdagoles:Abox contains nichts numbered 1,2,» mika are drawn at random tmthobSe Whats tho expectation lhe sum ftherunbers onthe eke dawn? QU. 2001) Sol: Lat dente the rambo onthe th kt awn. Thon $2% + ¥en te dares tho produc of ho pots etn = €0%9-€04)..-€0%)=(2}(3} EueEax 40= 90+ 4x von, EUX)=Ban Le 2h an ahys2e med etg)= F(x) = aed “ A 2 a Three ums contain respectively 3 green and 2 white bails, 5 green and 6 white bate 2 4 white bls One balls drawn om each Find tha expect number ot whit ball dean. ‘ALU. 2007, 09) Sol: X dndts tho number of white bals dawn from an um then the expectation of X18 as totows 7 EW) =p mim + Pm rakes wo value. X= 1 wht bls dawn and X= Oi goenball is ran. a ‘um: =tx240x8-2 5 Fromtistum: — E(X)=1x240x$=2 | From second um: 8 yo 4 Tho required expectation = EX) +E ven JP Example 4: Find the expectation of () the sum, Il the product of the number of points ont tow of nds, —— (AU, 2004 0) | 107: Abox contans 2" tickets of which °C cets bear the number r{¢= 0, 1,2, mM ‘Acgup of th kets fs dawn. What Is the expectation ofthe sunt of thelr numbers? Sol: Let Xj, Xu Xm be the variables dencting the number onthe rs, sega. mth chek, | UtSie the sum ofthe number onthe kets drawn then S=2X; ond E(8)=2 EX) Now, Xs rancom vaable which can take anyone ofthe value, 1,2, wth probable | 5 MLA, on Gl 2". . | + EM)= Ee | foc #199O, 425943285 tant Ca]opted Mabemstc-V os nin=1), 5, n10= 910-2), n= 9 5, 010=94 a pfenees 8 E(S)=EE(%) =m Cor. 1: Iftwo tckots are drawn then putting m= 2, we got (Sum) =2+ (LU. 2005 Exan)e 8: A box contains ‘a white bal and black bal. balls are drawn from th box at random Fit the expected value o the numberof white balls. (MU. 2005) Sol. : Let X;be the variable denoting the result ofthe /th draw. (Lot Xj= 1 if/th ball drawn fe white and X= 0 /th bal drawn Is black. Since, 'c balls are drawn the sum of the white ball wll be nein Sa Xt. Now. POX = 1) P(draing a wit bal) = 2 ) = P drawing a back bal) =? - : P= E(%) = 1+ P(X = 1) 40+ P(X =0) = ons, aD aeb ae * ES) = EG) + EQ) + + EXD, ae are Examiig9 A oe trou uta fe bein, nd te epectten eh nant o Probabilty of ting 5 in tho frst toss = 1/0, rsaiy ota Sn end = 5/0) -1/0 6 Zeta forte nti 6/6) 6/6)1 6) ane, E(X) = 1 (176) +2 (6/6) (1/6) +3 (5/6 (1/6) + r = (1/0) 2080849 whore, x=5/6 = 1/8) (1=xy2=(4/6)11 ~(6 76)? =6 “Applied Mathematics -1V 6) ‘Mathematical Expectatior + . exatne 10: A and B throw afar lo fora stake of € 44, which ia won by th playor who throws tre TA stare fet, And tow expectations. seen can win th game, nthe eet how orn tho tid throw or nthe ith throw and so on. C 4,(8)(5 1.(8)(8)(2)(2)-d+-—- rrawmnra~3+(5\(5)-8+(s)(a)le)le)'s af. (28), (28) Prawn (33) o( P(Awinning) (@ winning) 6 Expectation of A= p+ x= or 5 Expectation of B= p-x= 7 11: A, B, C, Dcut a pack of cards successfully in the order mentioned. The person _ wo re AS Cian ec varemenane : Sol. : Probabilty of cutting a spade = 23 = +. Let A denote the success of A and A denote failure of Aand so on. m4 Probability of 4's success = P(A)+ P(ABCD A+ P(ABC 1 =H 44=8 20. Probabilly of &s success =P(AB)+P(ABCD-AB+ ie =o -3[22} as 16 | 1= (617256) |" 16| 175 |" 175" Probability of C's success eee a4 Probabilly of D's success . 1-14 (B+ PON = 1-[ Es By BS) Ze,p > a pgp en Mathematical Ep ectag _ iw a Mathematical eapectatlon yrobabiltios of A, 8, C,D = emepeeteaiates meneame « rovnesfele)-of eiqaexe Serato, E(Os Peng TEST =tfo-0- (180-265 enn: ein dnt i an | woe ape ann pnd i wet Te seo | slatted tn EDT tan atm toon tn | vce sas : : : PUX=x) = dp ap ; ers. f Aa] i chon vonaypatcutossn teeth theramberatshues X=oandteprotaby | Sob: Now [oa nacan{foe- tarot] ae$ san ENTE rete are ey a kedet a bed Ie qpandsoon. a cs EQ) =E p= P+ BIN+ PR)+ PPO + By definition 3 cpftean tad ]-wtar? B= | ene fattnere fir 8ate—nee | 2 afae_ x] _afse_t6}_3 16 txanle 3: Tho dy consol elt pve (nillen ts random vara, * an-3fe “a8 se)3.8 vith probably bution function refi forx>0 example 15: Find Kandthen E(X) forthe pl ors} t= k(x- 2), Osxstk>o Find the value off; the expectation o x and tho probability that on a given day the lectic| w= |r is ‘consumption Is more than expected value. (M.U. 2003, 04, 16) . Sol : We musthave -raer[Z-2] aft tent Pieacet be. kf xe act |, kes By definition From an um cotsring 3 edb and2 wht bal, aman ito draw balls at random witout replacement: He gets € 20 foreach red ball and € 10 foreach whita bell he draws, Fld his = : Tan€ 32} a. Wo uns coral renpctoy wit ae ack ba: 2 white and Hack bls ne bal ‘rawn from each um. Find the expect number of white bals drawn. [Ana.:-41/40] S PoC = 2 x0 ae | Nag Aand B toss afar coin atomataly. Ono who gots head fist wins % 12. A stats, Find thole 3 : |S athomatical expectations. {Ane.:£8,4] “it (f) Flo-o+o+sqestl mathemati Expectation casei a wing the game and gets © 28. If A bead seventies acl. Te fat ene oH eng an East ther maibemateal expecalons. . A a en erteumtres te 20) AB ine € 740. A tats fi te ome (ans. © 920,240, 180) % e?-9/12) cos the numberof throws (QU, 2001, 04) (ans. © 7) of numberof heads. 3/2, Var(X)=3/4] ‘naticketis dawn. Xdonotes rawn, find the mean and variance of X: ans. :@ (n+ 1)/2. - trong an orinary esto receve € 1/2 whee oe to get first 3. Find his expectation. ‘expectation and the variance (WLU. 2004) [ Ans. Ye Aplaye required 0, Theo for coins are tossed. Find tho From a box containing ntickets bearing numbers 1.20 10. the number on the ticket Tana, 2 xn(n/2, Var X)=0P “1/21 ‘areca indeiitoy. He ocavesUPee8 12 ‘as capoctvay Ite oir fa toparipate Ane: 2601 Mack balls He is of sh ame coeur an 1 ball Jour ospocivey, rina tis expecta uo 2 2 spyes pan 2, Pa Bi © ane: yee Pages Pa tags A camino random asta cay sncn f= KI A1MWEES ET 16.1 uv.2005) Ane.:ke Zi 3: gd k P(xsd)and E00. na game of chance a man s allowed to throw 8 3. tho throws ahead at the tst, 2nd, Sr ore is € 2, find tho expected value of is net 93H cof each cot 3. Expectation of a Function of a Random Variable X aac mend te cane of expacan of ram vat tw non ot random variable. with probabitios rnin Let Xbe a corte random vaabe taking vals 4 F2--— A jon of g(X) {iit exist) Is ise, ou Py and g (X) boa function of Xthen mathematical expectall dotined by ELg N= E09 0) 2. Definition: Let Xbe a continuous random variable wth p-.. such hat p(X) random variable then Eg ()] (ent) ls defined by Eto(XN= [7 902) fl) de f(x), lot g(X) be @ function ‘piled Mathematics (10) (Mathematical Expectation | met# 4. gk) = ax Ten Elg X= Ela x" = E pan = az pen” = a(x") aed lg XO) = Eta X"1= [7 axa) = af 21x) ce = AEX") ' eg E(@X)=0 EX) ep (aX = 2X4, (0X0 EX) 2 Htg(X) =aX +b then Elg (XI]= ElaX+ b= a E(X) +b ‘8 Ifshould be noted that, E(X@)#[E (XII and E(1 /2# 17 E00) 4, Poting a= 1, EU) =Zpix" and (X")= [x fixer Inpartular E(X)=Ep)x? and E0C)= [A Mee E(X2) Is denoted by po! f P1xyde Ey: nr 0 4. Maawandariatee mb {we know th probabity dons fur eae vetlitaet prety ey kon dt coins manne meen on pi=Mean=E(X)= 205 of w= [xfs Worthen tnd wy’ EX%)=Enxt ot wa’ [Monde Now, var(x)= E(X- RP = E[X- E00 = [x -axeun+{e0o}] = €(32)-2€00- £004 [E00F Var. (X) = E(X?) LEQ | APY fut E(X?) = yy! and E(X) =" Var. (X) = 24? i ‘ype |: Examples on Mean and Variance of a Discrete Probability Distribution | Example : If X denotes the smaller ofthe two numbers that appear when a pair of 2 Ee eee jaron ncaa ella ‘Sol: Refer othe table of Ex. 4 page 5-26. . ‘Wo see thatthe number 1 appears as smaller (cluding equality) ofthe two numbers enna ee ecae “The probabiity distribution of X's as given below. xo: 4 2 8 4 8 6 p(x=a) 111/98 9/96 7/98 5/96 9/36 1/98| septate Tyo Sr 2 eenezem Bone Zar gsr gs” 6 Le . 1 5 42) +O) £08) one Sate Zerrm gO) 88 2B easort 1k von= cot) tera eoett- ez = 97 cent a piven : 02 k Ot 2k OF 2 fd kha moan ad ates etter: We musthave 0 skeouet en be babi itn Gee ee) a pio 8/25 1110 0/25 1/10 6/25 gqmebn dor bed tee - “10 25 25 10" 25° 250 re Zaye Ziyeor kine kennedy (XA) = Ep x =F +z O B75 6" 30 a Vatanee =o? £00) [en 2 - BE 250” 625 625" ‘Example 3: Find the value of kom the following data. x: 0 1% 1% ee 27 Pad: “5 x ‘Aso find tho distbution function and th expectation ofthe cistbution, Sol : Shee Epy= 1. ko8,2,.14 sBethes B-11k+ 420 2 (k=O b= 8 ke80r8 Butwhen k=9 P(x=0)=2=5=—2 whichis impossible, =. k= 8. «The pal and dstrbuton function aro 0 49. 8 215 164 (7/20 215 13/20 1 x)= Ep =Z(0)+-010)+Z 05) Far) + gl = 28278 (au. 1997, 2001) Be nem 5 mathematical Epectatg om = ‘applied Mathomatics-1V 2) Mathematical Expectation Example 4 If tho mean ofthe fllowing strbution Is 16 find m, mand varanco 2 12 16 2 2% vem a wa the (uuu. 2006, 16) on t2m+t6n=8 2 --(@) Maly (1) by 3 and subtract fom (2), pamesn= aed 2 Sedna? ; ameane 2 aed 2 mene! gvos m 4 2 mene 3 oh 4 “To ind valance, consider P= A104) + 20a + Se2sep+ 4 1 (676) = | (8) = Besa = L100) + F044) +5 258) +5 (40) + (970) = 278 Var (X) = £(X2)-[E (XO? = 278-108 =20. es nly and randomly ono by oe. Find the moan and the variance ofthe numberof tials tepled io open the door, if unsuccessful koys are kept aside, (uu. 2016) Sol.:Itunsuccosshl keys are kept asida, sho wll got succossin the frst alo second tral or third tal and s0 on, the random variable X ofthe succossful tal wil take valuos 1,2, 3 z P (Success in the first trial) 41 6 ‘P (Fair inthe first tial) = torah et il th ays lint. Tere are now (1 1) ys 1 Pens xe a) = =; , +P (Failure inthe ist tral and succass In tho second trial) -(-4f, s et Le a, 7 (Fate In tho frst tral, alu In the second tal and success Inthe third tra) -(-a-ale) : “Thus, tho probably of success at any tral remains constant = eS 7wiped Fs 7 Le 2e2-_-taZasneen] t = a “Tope Exams on Mem an Winco Conti Petty Dstt Emmet Fe mer of the Gentoo V2 nt Aart Sak: Since Pix} 2 prety Geos Lewes Brame [y+ enae=1 ‘Schtng ts auatins (amt i ww ges = 2 B= —2. = Tegal in fis) =2-2q 05x55 mosest nent tates 8 a ed areste 2 Pre set em S 8 papemniy Fifer 1-2 RE", EERE —— =a st: eke apenet et eae*, 2 sn = mania Genin fee seer nemeeti-t erie[eunenfee exh efeee ate wns EOD EF ott =A coin ceo tae va eS fe)=t 2k eck um 2" forename ge eer aes ene actos a sees em__ ltt” i” i... § pote atoms 19 Mathematical Becta, | | ppp wre athemstatesectaon wee ffo-can]e Ze ] 2 Nance win ROO | ree hermanohelon slacno let) zane 4:1 Xie a conn aan eo wi pcabty dns etn hen by naa), 05st w|i Find () i) meen, (i) variance (uu. 2016) : : sense foi probate fron sab:(wonne [kir-A)ée=t | exo Acetone ast ons be SKS? | t=) 2 22x54 14 2 tapes fd | eto xeace— A) | Find k, P(t s x58) and the mean. | sak sFerpat wo mae f_fadde=t =A fo? styare | lcd fone fenton dent ve A 1 * . et + ler) . Ae anle | * {Leto zl, “4 t-seeded ~ Epecaje esa exes 19-08 rc el 28 | pyr WE TREE 1 (iy Vatana i) =p_'-njte 3 sonar. akSake6ket 1 12k= ee 4 5 Fide vate ofthe hnten _ puexsay=f Sach t {e = otherwise ‘isa probability density function. Also find P(0 0 tol” Suze Find (i) (29, (i) E(X%), (i) Var (%), (v) S.0. of X. (MU. 2005) sod. ay 3, ow 2 anes BZ. GD Ze OF “The length of mo (in minutes) a ld speaks on telephone is found tobe a random variable with probability density funtion Find A and th probably that she wll speak for () more than 10 minutes, (I) los than § ‘minutes, (i) betwen § and 10 minutes. (MU. 2004), (anes) A=Z, +. y =, wm 252. “The probability density function ofa random variable is given by 3) 2h", Oc xc Find tho mean and standard deviation of X. (UU. 2002) [ Ans. : (I), (Ho! ‘Applied Mathematis-1V ” a 1“ 6. 18, wm 1B (620) ‘Mathematical Expectation ‘A random variable Xhas the pal. (x)=. xem (ay. 2004) crs Dtrmine kand the dstibvton function Evaluato() P(x 0) () Maan, (i) Variance. =o, vaianeo does nat exist} x<0 probably dons function and ()obtalndstibuton function F(x) pH i ‘prove that () f(x) uu 099 x0 ecient i 35s FU =I- 8 ‘A coninuou random vale X kas vas between 2 and 5, dena unin 2/27, 16/271 feayen( re) Pd and Pc UU. 190) Ane | Th dibton non of condmous and varie Xie gen by FUg)at—(14 8) 220. Fin te dant hncon naan snd vaiane. (Ane: fo)=a0"% x2 0;2521 eontnaov random abl ase prbaby dnc neon x)= 22, 05.51 Fod and buch bat) POXS#)= POZA) PRS B= OO. tans: a=¥172, (i) b= 95) sy prbaity deny con ofa cena randori dk mean and vaane, be osxst wo-{ texs2 ‘conte random vibe Xe tho prebabily ders fnton gen by zac 05x52 uu zn to, Fe! e626) (au. 1996) sand, be (Ane: a=3,b=-5 1 It tho mean ofthe ditrbuton Is 3, find the constants a and b, “Tho probably dens function ofa random varabe is given by xed ° sy=| 248 2exs4 8 0 x4 (WLU. 2001, 02) | Ans. : Find the moan and variance. t[t=x] 0sxs2 0 elsewhere Js aprobablty deny function. Find ts mean and valance, fi) Prove thatMathematis-V oan athens, 20. Aconiovous random variable X'as te folowing probaly density ction osxst Hix)=}(2-xP 18x52 0 oherise Find (0 x51) and the mean ofthe cistibution. (NLU. 1996) [ ANS. : 39+ 21. The probabil density unetion ofa continuous random variable Xis given by 1x) = x29), 05452. Find k, mean and variance. (WLU. 1997, 99) [ Ans. 3 eee 5. Laws of Expectation ‘We shal now develop some laws or theorems hat wl snp th clelasons ot mathomatcl expectation of functon of random variables. These ues hep us to calculate expectations intema ‘of known or easly computable expectations. “Theorem 1: if Xie aciscrete random vaiable such that x20 for al then E(x)20 Proot Sine, Xp alnon-negae and Since, P,P, Epimz0 E(x)20 ‘Theorem 2: i Xie a escroto (or continuous) random vara, a and b aro constants then EleX+ B= aE) +b Proot : Wo shall prove the raul fr dscrete random vaiable and leave the continuous case toyou Let Xtako values xy, wih probablas py, Pa, Py Tenby defnon, E(ex+d) = Zp(ane) Pr (any +B) By (+B) + on By nt 8) UX + Ba + n+ rt) + BLP Pat aE (X)+b rare also non-negative +P) Cor. 1: Puting E(t)=0 Le, expectation ofa constant isthe constant itself. (Cor. 2 : Puting b= 0. (ex) = 2 E(X) Lo. for calculations the constant ean be taken out. Cor.3: Pung a= 1, b=~R, E(X-¥)=0, ‘Theorem 3: Theorem of Addition (a) Diserote Varlates. ‘The expectation ofthe sum (or diference) of stores) of bal vector 2) of two (discrete) variates fs equal tothe sum (oF popled athematcs-1¥ (2m mathematic ection Ineymbats Fea n=EO=) Wo shal acopt th est witout prot. (0) Theorem of Addition (Continuous Variates) ‘The expectation of the eum (reference) of two continuous varats is equal othe sum (or 0,k>0 (tc Find the mg. and hence, the mean and variance. ‘Sol: Wo have Mal =E(0)= Let ker dea kl Ak Ygenee aT las k iT te Non Meat a) EE 2 ty'= Coolfilent ot ‘Example 9: If random variable has the moment generating function Mf, ‘moan and the standard deviation. ‘Sol. : We havo Mott arcwi("3)39) Matenstalbetcay, 9 oped mathe 7 ot 4 — “Mathematical Expectation yan = E(X) =! 73 A variable X' eae a ng= € (2?) = Cootlent of 37~ 9° a . cyfeBeded 3 SD=5: FoltenototX a Vartxy=na'=H 5-59 3 fe Sa 1 Ate tet au np =f™, x00 4. Arrandom variable takes values 14 with probabilities @ &r p respectively, such that fe maa SSETERES Sa eect cer trom et eee 28 ae cam nos ab vpeterwel—nipens tg } 2 = [om smanestrsten wads med] 2 4. Find the mo tho random vale having probabity 2 ‘A random variable X-has the mg. given by Ma! Ey Fine standard deviation FX % Osxet ‘density function 7 tos tgafe-x 15x02 a ee : [ma 8. Aandom variable Xhas the probability citibution 1204.28 Theory (LU. 2008) 4, Define mathematical expectation. Pika n= 2%. ‘rind the moment generating function of Xand then find mean and valance, rans.:0 Z0+0, 5-7) 2. Define expectation ofa funtion of a random variate X. ‘4. Arandom variable X has the following probablity distribution. ls Captains (0) when Xis a continuous Fv. x 10 12 3 2 apemabheehaoen Pikex) : 116 v9 113 8 (9 Expectation ot a random variable, Compute () Moment generating function about the origi, (I) fst two raw moments. ia aca (au. 1088) detenetge ed 3 Explain the flowing terms tans: Otadotetoteto™, OM 3 g-]) —— Momontsabut dh, (Monet Generating Funston. (a4u. 2002) |5. A.random variable X has the following probability ditibution. 5. Prove that V(X) = E(X?)~ (EQ)? eo) | 6 1xIearandom vate and Y= aX bsbow tat Puan) 1 13 v8 118 Qnremx+d, @ of =Fo? Find (the moment generating function, () fd mean and variance. tthe y donates th moan and dnoles to standard vin. 24) 7. Prvethat Yax+t) =< Vie about aad explain how you wil fans: Litse'ee, 01.51 Define Moment Generaing Function ofa random varie X {Get moments from I. ©. Detlve th formula for rth moment about ay pint and rth moment about he mans 40. L(t) =og M(t) whero M()Isthemgt. ofa scot random = L'(0) and variance = L variable, then prove that moan (aU. 2006) detersress eS SSS Som e Standard Distributions Some standard Distributions Introduction 7 Intis chapter we shall stud some standard prob <ésrbutions is ho foundation forthe development of further tples. ‘dscete while the thd is continuous. ty eistbuons. Study of such theoretic, “The fet two dlstrbutlons arg 2. Binomial Distribution ‘Tis was dcovred by dames amu in 1700 and it exresosprobabities of events ot totus (Scho + ty = vo pats) nature Le, whic resin oly Wo ways, sucess of tau, {@ TeDerve Binomial Distibuton: Conider an experiment hich aut in thor success xfer. Let tbe ropeatod nies, tho probably pt svevessremsring constant oer ime ard let ¢= 1 ~p, the probability of failure. Tho probably of successes and oreo (0-x) ales in aialin a particular order ay, SSS tne) ad thn FF. (n=) Bes, a8 Given by he mutton hore on probbiy, is = ppp... (xtimes) x Qqq.... (n= x) times Fe | But x sucesso can occur In °C, way andthe probity ofeach ofthese way i the same vi. o~* Hence th probably ox sucess in any onder by heaton theorem is "cut Hence, p(x) = "C,p* q~? ‘Thies Binomial troton sont intin Aton i ow ron etuton etiyt | 04,2 ane PORK = "OPP X501,2,3...0 and q2t—p ‘The two constants» and pare called te parameters ofthe distbuton ame o's da are qua ata, e may cl al ecier| ‘gating infected by a disease’ or ‘premature dolivery’ a ‘success 1), Yate a Remarks. * . The eum ofthe probabiilg | EPO FOE =o Me peggy =(a+ pyar aot BP (uu. 1998) 20 (c) When do we got binomial ditbution? ‘Asis clear from the proviousciscussion, we gota cess a slid 92a binomial distribution when the folowing () A tras epoated mimes where nis a fit number, (@) Each tal resus ony in two ways-sucess or fue 3 () These possiiies are mutualy excuse, exhaustive but not necessary equally key (@) Mp and qe the probabities of success and fare then p+ = 1. {0 The ves arndopndet, ie, the pba ot cee n each il rman constant (6) Uses : Natural, we can use binomial estibuton when these conditions aro satisfied. ‘Thus, la problems involving (the tossing of a coin-heads oral, i) he result ofan exarination- svcess o fale, i) theres ofan eletion-sucess oa, (i) the rsut of inspcton ofan article-dfective oF non-defective, (iv) habit ofa person-smoker or non-smoker ete. binomial ‘darbution can be used if other condlons ae also eased. (e} Mean and Variance: The frst wo moments about he origin are obtained as flows. (WLU, 2003, 05) Wt = E)= Epa 5 "Opie tox HMPA 4% pelt Og PPE Dat phen ort CAD EDs ut lon vol a(n ng 2epe = rola +) I: pea=t] We = E(X*)=E per = DC ptah toe But can bo witen as 2 = x+.x(x-1) 2 We = ELK x(x~ 01°, pha” Eee a+ FXO" But the frst tem on the rhs. is np as shown above. ‘ Sg) mp4 [O+%Cy pg” 40+" pig?" 42+ 1+"Cp pia? 43-2 "Caphq> = mp2, ON ppt 9-2 MO BOR 2 page 3 nt a $43. iPo ppp aera 5 aerate ate one - BPE n(n =910=210=9) pha... + a na (= OD Pe. erpentn= atte at ah ] arora aptav ey nee nl = not +(0= l= n0lt~ P+ 0) = mola nol= 90+ ee lial THean= ap end Variance = 08 . Fancion abst: yin ma BORG i (9 Moment Generating Mit) = E(0)= Ee =2°C,0'¢" ncoletaree*) [Note that £%C, 1 = "Gq" +"Ca"""be "Cpa? 17 Diferenaing My (and puting ¢=0, wo get the required moments Now, Sasnn= a+ ete! = eta pe] "Cy af (pe!) A) (ae) feo, = np(a+9)= 09 EZ nyor= rofeen-nias eo?! +a roy] oe = mpateg+ pol fon 1p+(a+ pe} . [ae ae (a) Adatve property of Binomial Distribution: : (110% 104 Blaomia! variate with parameter n, and p, and X, another Binomial vita wi parameter ng and pe then X, + X, In general ls not a Binomial variate, Proot: Since, %, are Binomial wih parameters m, py and Mp Pa "Ma l= (+ OS Mg) (Qa + peal) Slee, Xand ¥ ae independent Marl) = MaMa 0 = (0+ Bel »(4n + pyely® = mp(a+ p)fla-19+9+ PI] ho (np p+ 1)= npinp+ q) = npa + eF SomeStandordDistbutoy, | applled Mathemates-1y @. Pd) Some tandardDisibutions this cannot be expressed Mrccemarcapeaeemt ef a ke ta snonial dietbulon doesnot possess ade propo Pt# Boma vata, nctner words, (However I> Ba. wo get the act propery (2) 1X; aX; are tv Binomial Binomial variate wth perametrs tne nett PAPA anda pan Ky Kelt Wonave, Mi =(+ 50, Mee (as pays Mycol = MM) $94 DP sae pele = (a+ pelyneme «X48. Binal vari wth Parameters (n+), ample: Fins meant he proabiy ee he yon cl runt thats ined ‘gol: Wo have p= 1/2,n=3 4 Means £0) = m= 3x3 15 2 : What isthe expectation of heads it an unbiased coin is tossed 12 mos ? ‘Sol. : Since the expectation of xin a binomial ditibution ts given by E(X) = np and n= 12, p= 1/2. We could expect 12 x(W/2) Le. heads. ee me 103: I Xis Binomilycstbuted with E(X) =2 and Var (X) = 49, find the probabity seition OX. (OU. 2004, 16,17) Sol: We have E(X) = mp2 and Var (X) = npq= 4/3. Hence, the distribution is PUK 29) =", pg 0,2} (2 Putting x=0, 1, 8, wo got tho following probably distribution of X. o 12 3 4 6 6 P(X) ="C,pqr*os Some standard, | wv ples aber ‘and the variance is given by | venpq where, ¢=1"P Ve np(t~p)= "P= "2 | w av. Formasna, Gon0 ard Soy =—¥0 ow, 2% n=2op and 2 =—2n aay ve o oF | Bg gues n-tmpad + a(t~2e)=0 @ \ | a 1-2p=0 oa neo a samurai Banal tenet Feb | 1 Hence, the vatianes Is maximum when P= 3 and of aleast ona succes. (QL. 2010) Sol.: Wohave E(X)=np=4, V(X)= pq: , MAMA gad Sein) os | 4 n=6 ie genet «The dstrbutn is h (atleast one success) = 1 ~ P(0 success (Compare Ex. 3 with Ex. 5.) xahpe 6: Find Binomial Sstbuon It mean 4 and vance fs3. (NLU 2005) ete ean =p = tend weae = p98 14 + Bat 2s peieg | 2 Poe a)ateaetgrato,(1} (2 ‘Sol: We have popes Mathematics ty | SomeStandardpisibutions Oy t= 905 lo ug 20a fo: PON Wve pO 7) wpgg nt HHO Raa 799 OEE Mitt rodaiy P(nan wil mote p07) = 95, oD (MLV. 2009, 07) Weheve n=10:paoee ae a= 095, ory 4 PUX=x)="0, 045) (oa ye P(at loa c 7M) = Pe PoKa8)Pixe ays PULerm =F, %C(065)"(0035)2-" ‘Example 8:"n a Binomial distibuton, tatag any in ie sntone he meanisS andthe standard devin is Find the Sol: Fora Beil detiton the mean == 5 an aan» pq an. te56) a8 “Thi she probability of ale and ct Hane, the atomic wong, nn ameetcamet be rar an 1 Example 9: With usual noaion ind pot Binomial distibulon i n= 6, 9P(X= (X22). (04. 2001, 04) Sol: We have P(X = x)="Cypq* a6, pt gi# Since, 9 P(X= 4) = P(X=2) 9904 pS gf4 8p gh? °Cy=8C., Opt aq? a(t-p? 4 OP at-2pept 2 ap ezp-t20 - p-n@prn=0 «pet expen! 1 3 pay ond g=3, Example 10:1XieBronialydauswtpanndus and show aome Standard Dist smatics-1V on Some Stat button, Applied mathematics = ‘var (X) = "Pd Binomial detbution €(xD= "9 and Vel) —_ " o vec) = var (X) + EOE = 090497 P and E(X) v= From (1). (Xp =A (apne at ot) 22 nes oP oC \aial 7 = Bla pt aaet oh. example 11: What s tho mean and valance ofthe Binomial Distibuion (03+07)", g=037 Here, p=07, q=03, = 10. 2. Mean=np=10x0-7=7 2 Varlanee = npg 10x 03x 07 = 241. mass production methods. From tho past example 12: A act timeout an atlo or "20 ms ‘out of every batch of 100. Find the cexporiance ts fund hat 20 atcios on an average ae rejected peer od (AU. 1997) ta arin vtune nano’ lee ace. sol enunbrerocedareeshabacise Boni vrai 100and p= 02 Honco, the mean ofthe distibution = np = 100 x2 = 20. Variance = Jnpq = J100x0.2%08 = Vid = 4. Example 13 : Tho ratio ofthe probability of 3 successes in S independent trials tothe probability of2 evocosses in independent tials is 14. Whats the probability of 4 successos in 6 independent tls ? {(M.U. 2005, 10) Sol: Fora Binomial dstibution PUX=x)="C,p*a"-* When n=5,x=3, P(X=3)=5, 0°? Whenn=5,x=2, P(X=2)="C,p*q? The rato ofthese probabilities Is 14. Pika 9) Spe 1 P(X=2) epg 4 ‘Since, §Cy = °C, we get 1. apat-, f adp=t-p Sp= a qet-pat ast-pae 2 roxenate(2) (3) . Wenneoadens, ecrennta(!) (SF. applied Mathematlcs-ry — Example 16: A base Some Standard isrbutions of heads s 0.5 [1 (qu eed n Serdpiba ey tones. Prove tnt sorbet Pihead =p =. quip ‘he probabity of geting oven | Pleven head) = (0,2 4,6, 5 “WU. 2008) » SOP stage | Now, Oral eke vragene soap (at ome an ay By aon ICP SCA E S.No eg_ gp lste(q- | + Required Probabty = 2114(9~ pp, example 15: tmtings are | that the number of things recaved by mon aa en an women show hath probity | jeter =-or - | 2L ray (MLV, 2004, 05) Sol: There are‘a' men ands women. Hance, Hence the probaiy that a ma tating is p= 2 prbabity hat aman willbe celacted for giving istbuted among . ‘Tho probability that a woman willbe selectod for giving that things q=—P_ where p+ q= 1 a+B ‘Now, the probability of giving rthings tomen = "6, pq", r=1, 2,3, ‘Since, men are to get odd numberof things, r= 1,3, 5, 2 -P(men receiving odd numberof things) = P(t) + P'S) + PS) + =P Cptg™ 14 Cp G34. (Even powers in (q+ p)" are cancelled by (q p)" and odd powers are added.) | Example 16 : A communication system consists of 1 components, each of which functions independently with probability p. The total system willbe abe to function effectively it atleast one- half ofits components are functioning. For what value of pis a 5-component system moro Tkaly to ‘operate effectively than a 3-component system ? (WLU. 2004, 09) ‘Sol, Hore, we have a Binomial distribution with parameters m and p. fe PUK = x) Mg PEGA 2041, Beaveroc29,0140°8) | --componont sytem wi wrk $ tcotgrte 3 taete 3 a s «Gop 4G phat SG A ZORP A aa ‘s (Op*(t= pF + Spttt~p)+ pz 1OA~ PI 109? = 20 + top'-+spt—s9P ptt +26" #2 6p? ~ 15p* + 126° - 9p? 20 ap? ep? spt +4p-1120 2p~120 [rs P20 (P- 1720) 2 ped ee ngind vate, ap (p- 1 (2p- 20 10-17: It has oon climed that 60% of al solar heat instalation th uy Bt etic pv aeatan rs Acre wat re proba tt oui reid by alone ono third in () our of ve instalatns,() abeast our of fie sailors, ‘Sol: Fora Binomial distrbution P(X=x)="Cxpa""* Wenave n=5,x=4,p=06, q=04. Os Pld) =80, (08) (04)! (—_Prateas 40 5 istaiatons) = P(X=40r5) P(x=4) + P(K=5) 5, 06) (04)! + 5C5(06)° (04) = 0259 + 0078 = 0897 Example 18: The incidence ofan cezupatona disease nan industry s such tha the workers have 20% chance of suring fromit. Whats the probability that out of 6 workers chosen at random 4rmore wil bo suring from the dsease 7 (MU, 2005) Sol: Wehave p= 20% = 22 002, q) = p= 08, n=6 . Porenateeterate(2) (8) 4 PUR «PU =A) 4 PX =8)+ P(X =6) “J alg eG Some Standard Ditibutons agolled Mathematics ty Example 19: Th pbabay era Ame re ar Pe tt ‘gol: We have p. rma plan wi ike is 7 il stiko to targets 1. yo bomb ht he tg, i at east nmr ote eh , 8) rante( (2 S81 281806 sre 25 65 e250 ~ =1P)) on}, 128 oe _ ‘3125 15625 ~099%2 = ost, 0.82 Example 20 : Tho ‘oe ‘Probab that at any mament one flphone ne out of 10 wil be busy () What is the probabity hat oas aro busy ? (i) Find the expects numbor of bsy ines ard also nd th 3 and also tnd be probabiy otis numbor. (G9 Whats the probabty that aos are busy? ™ Sol: We have, p=02, q=08, n=10, By Binomial istibuion, P(X= 2) = "0, q?-* No, (02}(08)"-* 0 ) = "C (02) (oes Expected mumbo busy tes mean = = 10% 2, P(X=2)= "0, (027 (09)? il) Probability ofall ines busy = P(X= 10) = !%Ci9 (02)! (08)? = 02", Example 21: In a precision bombing atack there fsa 50% chance that any one bom® will ‘tke the targot. Two direct hits are required to destroy the targt completely. How many bombs ‘ust be droppad to give at least €9% chance of destroying the target ? (WU. 2009, 04) Sol: We have p= 1/2 and q= 12. Tho probably dstibuon of X, he number fons iting he argats ag (1V (1 vveen ro) For completely destroying the target X must be greater than or equal to 2. . P(X22)2099 U1 -P(Xs 1)] 2099 thera pen 20rT a Standard oan Some Pista, (fron GT Ey -ey 2 Mz 0410080 esses wx puraonare 3) (5) + - [HG » (f ea(tf sc ee ee nett. “Thus, by Wal and err, were find that = Hence, minimum 11 bombs aro requled to destroy the target ample 22: Seven sms. How many mes dO YOU ope 168 fy | ota semyaeenmern arises z _ ease 1 ol. : Probably of gating (3 or 5) ina sings toss = 5 “Trials a binomial cistibution with n= 7, p= 119, q=2/3- | rarcanteten*ol) (3) Sica The expected number of imes of geting (90r 5) at last 4 tines = 729 TF = 128.8 uot 0 ties 9 Cito ac, ow mary woud you oxeto han Example 2 boys and 1 gif? 1 Sol. Here PIBov)= p= 3, PIGI)=q=3, m=9 r=? |> aie somo Standard Distribution, (m-20 0, ‘The statement I cont. | applied Mathematics -1v 726) Some standard Distributions Ear hire fem has two, car on each day la stityted ee {01% on wtich() nether care sed, fy sands cars wich tte ut ay by day-Tho numba of do Poisson variate with mean 1-5, Calculate the proportion of Some demand ave, mt oH yy ‘sot’: We have P(x) “ Probably that there iso demand is P= 0)n 97 OS oy + 20,12, «a Probabity that some demands refused means there was demand for moro than two ears. PUX> 2) = PIX=3)+ P(Xa a) = I[P C=) PUR He Poe ea —[o-5 (USP, ons (5)! a1 a = 1 [02291+ 09947 + 02510] 0.1012. 2+ Proportion of days on which ()nelther car is usod ie 0.2291, (i) some domand is refused is 0-1912. Coe tnd the neanom Variable X follows Poisson istibution such that P(X = 1) =2P (X= 2), find the mean and the vatance ofthe dstbution. Also fd (3 au. 2002, 05, 16) ‘Tho moan and the variance = 1, Nom P(x) em oct. Example 7 : A hospital switch board roceives an average of 4 emorgoncy calls ina 10 minutes Intorva. What is the probability that () there are atleast 2 emergency calls, (i) there are exactly & ‘omergency call in an interval of 10 minutes ? Sol: We have P(x) = 2 Hore, ma, ® P(X $2) = P(X =0)+ P(X=1)+ P(X =2)D ae ied Mathematics -1V , some standard Distributions soo! 25 Some standard Distributions PE29)=1- Pacey catculato ) PO ens a1~ J ater 2 oa +&e } a 1-250"? 2195 Gy daintion of condtional pray, O47 = 0-888 iy 10% 4 X54 4) 2p P= 1 an XH 2 POG +> yey Porcentte = 11% + Xisa Pol 3 + Xia Poison vate wth parameta: Poon variate with parmstorm = mye =t #2325 Pls aye PXe Now, X; #8 Poisson variate with, memer2t9=5,%+%t Kiva rmerinen srnegl DL Example = 3 ity that X+ Y= va oe pe rt arm 5 Since are with parameter + Example 13 : An insurance Siewert Example 18a reurance company und hat oy 001% of the populations noted in a roma iim OY cota 1000 policy holders were randomly selected from the pan 1 ation, what isthe probabil that no more Uren reo ioe from 8 secon vatee wth a0 2 ve © of scents ae invalved in such accident ‘Example 10: It X, Yare indeper 7 (MU, 2002) ax--2¥. dé vaianco are ocl. H Sot : We have mean an ‘ot: For Poisson vat? m= np = 1000 00001 = 01 Si ax v2 van Ma (0) 2 PUK = x= orn OE 29244 = % ove 1) = P(X = 2) and x independant Plsson var suc that POX = 2 PIXS2) = P(X=0)+ P(X= 1) PUX=2) ae steer reren-e [IP Ly Bar tet te parameter of Xand Ye mand = w mm s Puce n= P(x=2) ames Example 14 : Find the probability that almost 4 dafective bulbs willbe found in a box of 200 : em me—m)no 8 mae bubs ifit is known that 2 percent of the bubs are defective. (Given "= 6-018), 5 20 mom? =0 man Sol: Since probability of a defective bul is small we can use Poison estibuton etme © oe < rs poy =2)=Per=2)anes Fy age cc ae me - om? = 0 eM me(3-m)=0 * m=9 | . | 2 Var (x)= am 22; Var) i Since, Xand Yar independént veex-ay) =4vin+9¥0) (2) +9 (3) =95. ‘orsm=' | ample 121%, Yo X10 tes indepsndentPsson vate wth paramehors ised eps nd PLO + 3 and PL = 1706 22 a} ‘at : Ry ative propory of Poisson dsbuton 2= X; +X + Xie also a Poisson distibution wilt | barat m= m+ m+ = 6. , i 8 aa 18 onsrr 7 - | oan some standard Distt, pyped Matbemati ny , ee shemate- ; / sooo pate vo of Pita 5-82 xey —o xan 8; Using Potaan tsn em Gut. any oH cas sans ample 15: Us snes 8c (012 (aH 9865027 Cri ten Comparing tren Poraayeexee Oem say tho above probbles a0 I cnn oy the above + Etc can =P . faery ands ; = We p(0)~ pang Wo se that = 20, + PO. 1.2.3 accion) = 2°?*00400. “rons ees wo Poco dation wher@ m= OP : Se) =O) prt 8 Onan, Now. Bini es = 00484 9490+ P13) Hence, m= 200 x 002 06. + plea seo on Corresponding Poison siaton sven DY Expected mrt vr yg = Or Fa = b=, ere than, a 000 0 cites PUX=0)= : a a if =8707 = 77 pan, not ee 2 PUX= 2s P(X=9) 2 St Example 18: Ina certain : one 0.089283 = 0.1338 blade to be detective, Tho binges 29 M9 et aes, a taste appoints nna ante pes eae 9 ay {xml 16: Ft a att os lth ib ean ate badesin consonant of 1003 paca ont O ce, oh nen ace oF #200180). (AU. ven P22 gant M8 delecve, wo de babe tisk a2 prt ote bus ae dt. (Given *= 9008) 7 ent ion an Sol: Since proabilly ofa defective bubs femal we can uso Polson a mays We have, . m= np=200x0024 : rs xi (0) n+ pi2)+ pLa)+ PIA An ota? ont xa? ont xa! ra aT sample taxi chvors in a city flows ‘Example 17 : The numberof acidonts in a year atibutod to taxi cr iy -isson distrnuon wih mean 3, Out 1,000 taxi divers, find approximately the numbor of divers Example 19: Fa Poisson dst ity () mo aceidet ina ear, () mare than 3 ocedents ina year. (Given : 6°" = 0367S, pepe Poisson ction othe flowing dia 2 = 01352, «= 00498) an ee Frewencee sa gh oS rencles = 128, 53, 44, 3, Sol For a Piston vate ture im (200,61, 00) xn | Sa Flting Poisson Cstouton means feding expected fomuancis of X=0, 1,23, 4 . PU na) 04.2, . Nom, mean = 24%.» ‘We are given m= 3 * 24 eee | * Mean = 123(0) + 59(1) + 14(2)+ 218) +114) * P(Xa x)= 420,42... | 100 Fe = 05 - 0 * PU) SXF os a1 ooh |/ sented tenis Some Standard Distributo 30 2. Poisson datibution of X3s x mt 5 (05 nar at pixene, 7 Expected frequency = Nx p(x) 32002 rutin 10,1. 9,4 we goth petosteqarens a 121, 61,182, Cr puting x= 0in(1). Pix =o)= 0 OE. ss Expected tequercy 1(0)= Np = 200 x 6085 = 121- 60 = 15. 2521-61 puting x=0, 10)= 2% ting x= 1,12) os Putting x= 2, 19) %3-15=3 Putting x= 3, (4) => -3=1. Exampie20 Later were recivedinan ofc oneaco 00 days, Fit Poisson san nee (Given: 4 = 00183). and find the expected Irequencies for x= 0 and 1 Numberofetrs 20,1 2 % & 5 HAH S10 Frequency T1418, 2 2, 2.8 6 2% Ot. BOLE Ge 1444 1S net B= 100 Ela, 10415 xDP nt HD $00 g Th 106 00 _ P(xe ms 4 2 piO)=6 Now, expected fequoncy (0)= Np= 100 x 0018S = 1-89 =2 $(199)=790=7 ut fixed er-digt ero probobiity p= 0-01. Caleulato te (@ Poisen Example 21 : A transmission channel has a probably of more than 1 err ia 10 rceived digs using () Binomial Distribution, Distibuton. ‘iso find the m.gin each ese S01) Binomial Distribution: We have PUx= x)= "xp 4" *= 10%, (0.01) x(0.96)"°-* ORS a1 PUXS N= 1 = P(X=0)~ P(X= 1) = 1~ "cq (0-01)? (099)'*- "c, (001)' (o-99)° = 10904-00135 = 000425 au. 2006) ga -_ yy a il yematles ps w a, olsen DISbIOn hye 1 PUK = a) orm mF Greet lOge 2 PUN I~ Pt Some sand br Dsebtions ate = 1-901 (049 or =1~ 09048 936 a GF. of Drona Detngen pa Mol) (9+ pa by Hore, 9299. P=OO1, ne ig = Mo(t)=(099+ 004. gy on) MF. of Poeson Ditton ye, moto = o"""-9 a Here, M=O1, 2. Molt) ghey eamp22: tis known at 6005. the produced tape na fe ‘centaning (at least, racy ct {oo pckets Using (2) Boma tinaton, gh ye 2 de OM naan PUX= x)=, (005) (oa5f-2 = 205 (005? (0857-005 "Cy (005)" (095)"* 0.08, P(X=2)=2C, (005) 095)" «019 "No.of packets‘contalning at last 2 dtectve =NU1~POX=0)- PUK= 1] = 1000 [1 ~ 0:98-0:38} = 280 No.of packets containing exactly 2 dalectie = NP(X=2)= 100004 No. packets containing at most 2 delete LP(X=0)+ PUX= 1) + Poe2 = 1000 036 +038 +019}=980 By Potsson Distribution Shoe, m= np = 20.x005 = om xl 190Some Standard Distribution, a7: [No.of packets containing atleast 2 defective [1 P(X=0)- POX HI) 1000 1-037 -0S7} = 260 No.of packets conaining exally 2 dete Ns P(X =2)= 100 x 0.1839 = 100 No.of packots containing amost 2 defective = NL P(X=0)+ P(E 1) + PX=2I = 1000[ 097 + 037 + 01630 ]= 924. Remar econ Dai “ha Seen on page 7-20 when nis lage Binomial Disbuton tends to Poisson Distibulon jy EXERCISE - 11% a Poisson dstibuton wit mean 4 and variance 6? Give reasoning fer your (8) 1."Canwe have a Poisson citibuton wih saat 2. Find the mean and variance ofthe following dstbtion Pw ‘3, The mean end tho vatiance of a probabityWistrbuion is 2, Wito down the distribution 2 x(ayt {Ana Mean= vaianco=3] (0, 2002, 08) [ Ans. : POX = x)= KE OAQ aad 4. ina Poisson eititation P (x= 9) is 2/2 of P(X= 4). Find the mean and the standard deviation. (wu. 2007) { Ans. : m=8 46) 15. In Poiason dstibtion the probably px) or x= Os 2 percent. Find he mean othe dieaaion (ans. = 24857] {IX 9 Pason vate and P(X=0)=6(X =), rd P(X=2). (anu. 1989), [Ans. : Nat 77 tha random variable X folows Pesson distibuton such that P(X=2)=9 P(X=4) +90 P(X=6),find the mean and the variance of X. (Ans. : mean = variance : a) U1 Xis@ Poisson velo chia PUXe = PUK i fag EC, (2000) (an ‘5. Thoprobebity hata Possonvaabl takes a potve valuois 1 = Find vara sec probably at Kes between 18 ard 18, i _. yy ams tavenats-y iit: POC 0). af Matas Persexcnay ag =P. 40. 1Xi8 a Polson vay cxancivo vant Xs 7 wh HX Y 0 Panta, i 42, Xand ¥ ao Poisson va ale vy, 43. Xand ¥ ae PU N= Pg egei 14.10 mean ofthe ai ne te i a ena Pore 9a 0) (126%, pray ge 15: tft variance othe Pi , pereeurence relation, ‘16 In sampling a large number of | cht mt Silcives() using the Binema ures 22 | fans: p= 04 3 son cstibutonis 1.2. a "2 ote, } =, etn kero "ud you expect to contain (4, 2004, 15) oso, 17 WM Ko % a0 twos indepen Pessoa WPL + Xe X53] and PD tp powaree 2.3 mata 11106 + e+): wee shaman ec Ta ct | ae now oe eee ‘tao wl bo 2 or loc ube ae (i) m=np= 0101, No = (Ana: 01398} Probab hat it of: lian) Pen dtu (Ans. oat, a 04 ® 1. Inacortain ne the probability tar i Press Sl heal pried anette dct. Fd ‘tat ina sample of 40 lola mos wile dle. (en:¢*0c8) (aoa: map 40x35 «2 po = 0875] elective. Ther ae in 2 bor 100 ales ofthis typ. ution, find the probably thal the bx cnaine one or more delecive =0-9048),, (Ans, :00852] mi 8 1000 that an an son di ‘es (Given: gre ngsore Standard Distribution, toma ad aston ners cat em OO gon ane (901004, O29) 1 tpan an aV0208 9 30 nor ge number of seal i amps are Ne Wor we rr 8 ae is a Poiseon vavito win rant onthe roadie ana roen roc wt ore wil bo lee ten 4 (qu 1996) [Ane 04a) teund ina Box of 200 fies “MU. 2002) Het ag: m= np= 200 002 = 407081) sing tiled in 8 min ace ete ho probabity hating ident every year. (MU. 2001) ey iy 2002400; 02 secur 1.2. be probabiios of 2A 08) ae avin next yor 18 0-001. roy gaat a probability that out of 100 =u 2 Hamnenceer a1. Beton tho hour of and 4p. a2 rs on a particular Mate of acca or tan 2 ze certain ol ‘2 oven na 65. The number re parameter 5 Find th Bt fuses will bo during a year is 1/24 ‘mine employing 200 rit [Ans. 0-008} alls por minute com the average numberof phone calls p ng curs of 2 and 9. ee pebiy tra ing @ particular minute be ine br gies cas Pre 2003) [ Ans. () 00821, (i) 6009] aa ae ecbamy al on whore 100 mispins ser obabity detbuton approprato to dosrive the situa no zene ebay ngs aa fok Fore tibutn id te probaby a ae ected et random wl contain alas misprints? (Gin: = 02679) 18. Amanufactre of pins knows that on an average inal beneo ot 10 and guaanoes hal nomrethan 4 pins willbe detective, Whats the probabiy Tiare box wilmgettho guarantees quay? 7 Ane: 044] 414 Suppose that loca appliances shop has found from experince that the demand fr ube soit eugly cistbuted as Poason wih a mean ol 4 tube ight por waok. If tho shop koops 6 ‘etc sai weak wate pay lhe and wil oxcood he feg tat week feta: 6 sate , (MU, 1998) (Ans. : 03066) 16. Itisknown hath acral plan thre ar onan average 4 indus sit ‘ 304 industrial accidonts por Fro prebaiy hat ina gion month ere wb lee han¢aecdonta (Gen: «= 00189). [ Ans. : Poisson m= 1, 0-0803] 5% of his product is defective. Ho sas (Ans. : 04395) ‘0-269, 0-0867, 0-026) - yemnatics -1V ea aes 726) wl o Some standa cctonts O20 Paral ey Standard iiotions 16, spat tat there wil Be exact twp acncg MME aan et acne 11 a eion ara dolor m® BP dlc, Yn ia: a2 gos bubs manufactured ty compere 1007 tame Poti that (nono, 8 W are det in. + (2)0-3679, (li) 0-2642 | : a Shy tha na pack of 100 tate a , a tat Rone wo buna ming Peso eetuon fd average ra Ia en weed? 7203 per wook. What is a omaceaee — semper nto ag Nn 0° N20} Accidents per day, nt Poisson etbuton find tho arias ( three. oF more ‘Ans. :() 04355, i) 0.0283) ot, inhow many lots can pase coterie lots Can wo expect (87 or more good ea ooo Bus. 5% es 1048S fas than 97 good 97) Ans. :() 62. (i) 368 } 7a machine the cumber of detectives 'y WOUId bo expected to contain 3 a ore ret age nt manda ® using () Binomi isfae pats, By using () Binomial strbuton 3) ems BP (Mu. 2008) Ana. (9 1000 2 {Are = (0 1000 25C3(0-1)°(09)"7= 190, «ay 090.672 2 18. Afi product - cles, 0-1 percent of whic “ar 7700) fe employs two mechanics. On how many days in one yeur(o) eo {)s0me demand is retusod 7 (Given : 6" = 02291), 5. Ina certain factory producing certain articles the 11st, The ails aro supped in paces of 20 Fd spencer eee sing no detective, one delectvo, wo dlectvesn acu fsotne nee (MU. 1996) [ Ana: 19200, 768,15: souk Atndactuerccofsin res tpovata nannergesetretcuese ses tase hem inboxes of 100 and guarantes that no moo han ares wba defect. In now exes out of 1000 he will meet the guaranteed quality ? Ans. : 440] fra a certain factory tuning out blades thao i a nal chance 1/260 fo lad to bo oy \lades are supplied in packots of 10. Calculata the approximate num of packots pian’ (2 n© detective, (i) one defective (i) wo defective tages ina consignment o 10,000 19 (a) Binomial Distribution, (b) Poisson approximation to Binomial dstibution. . ans. :(@) (9607. (i) 386, (i) 7: (0) (9608, () 364, C8 Tha Setaln factory producing certain atcles the probabil that an ale is defective is W articles aro supplied in packets of 10. Find approximately he number of packets ina [Ans. (a) 81-4, (b) 69:8] a ap,applied Mathematics -1V oy e on Some Standard Diba, 1 defoctve and (i) Wo detect consignment of 2,000 packets containing () no delete (0) 2 {fEdn ving () Biron Dstrouon, 6) Poison ‘o Bnomial tbo, o {Ans (a) 19506, 48, i) 6 (0) (19508, G1 480, cy 1. Fta Piss deibuon othe owing tt fea e ieusteat asad fr 192, 100, 24, 3 1. tans m=O, Fequencles: 194, 87,24, 4 5) 2. Fit Poison dtibuton oh folowing ta. ite ataniee cua mal fr 1m, 0 15 21 20 (04. 2001 Ans: me 0506, Froquonces : 121, 61, 15, 3, 4. The folowing mistakes per page wer beeen a Bok, Novotmistakes : 0, 2 3 4 Tot Nootpages : 211, 90, 19, 8) 0 325 Fit Polson dstibuson. (Mv. 1997, 2001) [Aans.:m=044, Frequencies :209, 92, 20, 3, 1) 4 Fit a Poisson dstrbution to the folowing data, No.ot defects per piece: 0, 1, & Total a4 No.of pieces 43, 40, 25, 10, 2 120 (Mv, 1967) [Ans.:Mo.ofdofects per piece : 0, 1, 2 3 4. Total No.of pieces : 42, M4, 24, 8 2 120] ‘5, Fit Polsson distribution to the folowing data XG 4 2 3 4567 1 314, 835, 204, 88, 23, 9, 3, 0. (Mu. 2008) [amet 0 1k & 4 eT f 2 205, 354, 212, 85, 28, 6, 1, 1] 6. Fila Polason cstbution to the folowing data. Kio 4 % 345878 fo: 85, 186, 192, 9, 97, 2 4 0, 1 (MU. 2004, 07, 09,15) fam: X: 0 4 23 4 5678 1: 70, 137, 195, 69, 44, 17, 6 2, 0} 7. Fira Poisson dstbuton tothe following dat Xi 0 4 2% 4 8 Tol 1 2, 188, 6%, 2m 5, 1 400 (ou, 2002, 02,0419 Oo 4 8 84 8 Tol LIM 1% 2% 6 2400) : ‘ | ee ethers 10 ee Oy soma stn 7 + al BsDU0N I ono he Otay oe ea aN ete, = en aorta pt a a es srr SaeDen erent Sn, irs batt toned gan tena ee ‘pofintion : A continous mm Sain ein, + 2 Fedor ‘t trios ort ted 90 and td a a ma oe Ta on yee as noe etsy | ety etton Tew teen hy x) =a In this caso algo we consider ee ee ems SMV. Fig. 73% = O° 7. Since standard normal curv is syrmetical bout the pasts enough to fd the aroas, ‘oth right. The areas tote lt ots at etal dts wb emu “The total aroa under the curve isnt. Hees, beausa ol symmaty the area under NV. Loto right of tho yas OS. 3. Tofind tho probably that wlio bowoon a3 <9) No fnd the cortesponding values of S.N.V.Z (from 2-2 Sarnia intima noe" “Tha required probability i this see P(x, s XS m) = PlasZs2) area tween Z= 2 and Z= 206 the SN-cun DronJ os) Some tandar w ma, oped Mathemats- puter 2/250 2, consider the standard, variance Moma, Linn anormal ‘ arm a xacgnetiaqutielt 2°25 92. Wen X=m Z=0 aw mode =m... tho mean mdvide he, aos For SIV. area fom Oto 2 in gru mis oa =modan= variate mean Wo know that for Noma ae i Hence, te area! et two aq pas, Hees th we ‘ar08 0-25 we fin frm ho 4-068 sity, = m= 921 = y= meer; ‘Quartile Devition enamine (1 repaint Oy gah it = “They are given in terms ofthe properties ofthe normal ie pansinm sea ny I emo eae sen torn ete pea ee Beeps esate enna Nar meen eee an ee eee ect Saas nee ee Fie ere eee ae het G=m-o850 o [Qam-20 Q=msosns or =mi2o Hoes misao tersiatoneen 9-20 ant ms Zo 5 Fata te on ct cal a sy 12 Mormalgistibuton can als be oad te Somes 3° tO taon rename Sea ray Se a, w [He] a0._ 2/990 2,5 anon, MD” Fo PE 4 Mo. re moan deviation ian by and Noro 19 te, a= Ha = 80%, wy get pie aun sd e oma ce Stat, (9 The areabobenn x= m~ oud remote (0) The ae bowoon x=m-20ud seme oie, (@ The area betoon = m-Soandremednewree hy 08 inde he nal V8 ance pn, y ) {.-co47n-+) Leh Fig. 7.4(0) ZEEE aaron {0 Normal Approximation To The Binomial Distt |eanbe proved, although we do not tall Xisa Boia van wih param rand plie iempand 8,.= Jno whore q= 1p) then "1 endard Normal Variate if n> = (..iage) ander pet is sma Now 0 bee distribution can be used in pace ol arate woo 40H prison ton wo 2 es 3y on bante tg ésbntlon a0 96 and 44 Fig, rid quartns ofa em, xan: To et a entrain da mn devin, Lewd qemZe swore Qrm-Zoard eg ‘eg 0-20 2 Ta, 10-20 2 2, emsde 26 ws Meme no ‘Example: Find probabil random vale go start roma Stibton wil tho on 8 value etoon O67 a 128 Sat: P(O8T 2128) tea betwen Z= 087 and Z= 128 (area om Z= 010 2= 128) (aoa om Z= 010 Z= 087) 02867-09078 = 02018, Oca iy Fig. 75 Exangle 4: Fede probity ata andon vale o eas von) 07 and 28, ()- 0 and gg ee No in, 50 Ant hove ean, ton 22-054 1004; geen Pe sameas 2= 01072094 eaten 2-019 7-062 602%, 28 ancl ae POM 26042) 01314 e204 685 notes 7 wou oy ‘me Mantas se 106 Fx BMY 00805 war : tts vee ats, plesXS45)=P(-0165 22057 = Area between (Z= ~ 6-14 and 7057 = Area botwoon (2. 0 and 2» 014) ++ Area botwoen (20 and 2» 07) = 00557 + 02187 «02714, 15, Zo = 28 4 PE 15SXS59)= P1145 7508) += Area botwoen (221-14 and 2= 08) = Area bebwoen (2 0 and = 114) ~t 008 z + Areabeoan (2 05nd Z= 96 Fe.77 (6 =09729-+07881 = 096, Example 6: Zi standart noma vat, dc ouh hat MP eq=001. |WXis a normal variate wih mean 120 and standard deviation 10, tnd ¢ such that 0 PO%> ¢)=002, WPX 149) ample §: A manulacurer knows ttm his experiance thatthe resistance of essere Produces Is normal wih 1 = 100 ohms and standard deviation @ = 2 ohme ‘What percentage ol resistors will have resistance between 96 ohms and 102 ohms 7. (UU. 1996, 10) Sol: We have SN, Z=X=m . X=100 te cate: etsy xn rey tt . seem Sta ny ot nano ge ent ty at he belons tap Sh wo “ouu-zom ‘Sol: Wehave Z_%-m | X-3000 v : ‘We want to find Z, such that 7 Plas aed woos “ee Sica 05-008» 045, an conmpndng oes beeen arate on nen +s X= 3000 _ La ra 78008 5 Nemes on tete ta, Sol: Let X dnote the hamator ofthe cantops. Xi normaly (Sstbuted wth mean n (unknown) and etandard deviation uv ‘9 = 005. We are given that a P(Z>2)=005 gas Now, 05-005 = 045 and coesponding to O45 the entry inthe area tabo ls 1-64 ey coma ent itn fe vn Eure arom a th sar rst tr (Qolxeny extn PE) 08 Waxe op eatbal PUSH eOTS Whe ke aaah Sarason bette Obes oe ata Ze “s Now, from the table wo find that corresponding to Z= 0-47 the are under S.N.V. ls 0-18. corresponding fo area = 05 ~ 082 = ives 047 = 25% X-m X- foreT ‘Some Standard Distr, os) ns opted Mathematics a . ee row) peers 023 0 zroe1 Fi. 7110) onssponding 0 area 073-05 = 029, ‘061 the aroa under S.NNV.is0-29, baer x 9.721 (0) fd 222 (Since 07aie oaterban 08, we v0 stom hablo wo od at conosr 2 : 2 ee Xa 25 45x061= 2605 2 P(X 82805) = 078 {soo Fg. 711 0)1 (0, Snco 024i ss tan 05, wo hav 0 fod Z = 21 oecpondng or 05 - 024 =028. \Now, from the table, ‘wo find that corresponding (0 2071, taro under he SALV8 O28 ‘Since, wo want Xie than the dead val, wo rus take Z; on the lot hand area ie. 2; =-O71- om x8 x 2 BX gee -07 A P(Xs2445)=024 [See Fig. 10.11 (€)] cca eae _coineeninneenremrao wil bo () between 60 and 75, () move than 78. (WLU. 2003, 16) 7 11 0 x Fig. 7.11 (0) Sol. : We have SIN. Z=: o-7 © Wen x=60, 2: Wen x75, 2 (60 5X575)=P-2<2<1) a 7 = Noa beeen (2-2 and Z=1) nett = Area tom (2= 010 Z=2) + area tom = 0t0z= =047724.00419 «08185, ones Py athematies-1V 0 059 Some Standard Distbutons gota 4 Number of stants geting mas between 60 and 75 += Np= 1000 x0-8185= 618 y PUX2TS) = PUZEN) = Arsaoth ight Z=1 = 05~ (area betwoon Z=O.and Z= 1) =05-09415 = 01587 4 Numba of students geting moro than 75 marks 2 N= 1000 x0-1887 = 159 @ {Example 5: In an inteligonce test adinisiored to 1000 studons, the averege was 42 and standard deviation was 24, Find the numberof students () exceeding the score 60 and) between (MU. 2016) a0 and 54. Sol. : We have SN. Z: By data, m= 42 and o= 24 X=42 X-m ade 0-0 0 Wom x00, 2-252-12059 (P(Zz50) = area to the right of 033. = 05 - (area between Z= 0 and Z= 0-33) 205 -01293 = 05707 Lead (When X= 90 and X= 54, we get 0-02 4-0 72022005 ws 268808 (en 7554) =arabeteen 22-051 2-05 : 2 ara between Z= and 2= 05) =2(04816)= 03800 ‘Number of students getting more than 50 marks Nps 1000 x 03707 = 574 Number of students gting marks betwoon 30 and 54 1 Np= 1000 0883 = 989 and 25 and (atu. 2005) 1 30 and 25 and variances 18 and Tew example 1: 1%, and Xa to npendnt random varias win means 2 avincos 16 and 12 andl Y=8X;~2Xe id P00 YS 0. ico, Ne ae independent norma vaste with moa xy —2Xeis lo normal vi wh 088 m= ay R402 %e #90014 205) pag? =9(18)+4(12)= 182 50 = 40 and variance 0? = ao?Some Standard Dist, "along os) agpantin m7 0 yen Y SNV.2= 5" Fe 2 hen Y=60, 25557 0 vison ¥=80, 29755288 0 146 2 75269) Fia.71 4 IDs YS8 = PUMSZERE ag a aa avn 2 a 22012214) Ziq tom 2#0102=2 = 04get - 04251 = 00730. santo Xan Yr0 BOS NOMAD wy zane: ome Fil be PEIN aay nea vats eh Se ard Yt ler i : av se ee amended eiaten Br =f le. MVD} [860.5890 740} v-2 28K. cc Now Pand Yt ary 1.7 or) =PqX-vlzt) =Pqujet7=1—PqUls*7 ni-perrsust7) enn 2 Ed ae Tas -008 0 008 100 tndon Unt, Z= AF = 008 Fig. 7.15 +. POand Yai ifr by 7 orm) =1-P(-108525- 008) 21 =(aeafam 22008 0 Z= 148) 1 =[(area tom 2= 01022 103)~ (ara tom 2= 010 Z= 008) 1=(03485- 0319 = 1-03786 0234 Example 3:1 Xand ¥ ae wo ndpenent random variates (3,4) and (8,8), fd be obey ht pot (XY) wl betvoen ha Ines SX + 2Y= 8 and SX + BY= 15. Sok See X80, and Yi W(,9)y advo = 8K - i by te propery femal ton U= 5X6 37 pina DaSk8+9x8=39 and 0m SBXTESDNS =25, ‘he lt Ye beeen he fine X+3Y = 8 and SX Y= 15) = PLB US 15) mati ppplied Mathematics -1y 759 Some Standard Dstibutons ithe point as botwoen the two lines) rea between Z=—096 and Z=— 124 ‘area between Z= 096 and Z= 124 = (aoa rom 2=0 to z= 1:28)~ (area lm z= 010 r= 096) = 09925-03915, 0061 “1 058 0008 10 X Fig. 716 Example 4X and Vare ho independent nomal random vates such hat thet means are @, 12 and standard deviations are 2 and 443 respectively find the value a such that PUAX- ¥) 20] = PUX® 202 3a) ‘Sol: By ative propery of normal istibuion ‘moan, m=2x8-1x12=4 ‘and. standard deviation, 0 = 2°24 1? (ava) = Vibe 48 =8 lea NV. with moan 4 and 8 Ve X+2Y's a nomal vaat with mean m= 1x84+2.x 12 22 and standard deviation = Paz 2? (aay = Mav te = 14 Visa SNN. wih mean 32 and $0. = 14 Now, PU2X~ ¥) 2a) = P((X+2")2 3a) 2 PWUs2a)=P(V28a) oe of GES) Taare 20S amt) fp Bo ofzs2=4)- (za) By symmaty of normal distrbtin i P(Z2 2) =a hon P(ZS~ z) =a /=2X- Yie anomal vat wih (estes s)-e[2< x| 2a-4 _ a-%2) 8 «1 zs-% zy, a2 aw 2 Va~ 282 1204 128 aOR? ane Fig. 7.7 ——