flay e Introduction The words probably, likely, possibly are common in our everyday conversation. We say, “I shall p get first class”, “It is likely to rain today’, “It is possible that the price of sugar will rise”. Each one of these statements indicates the chance of an event. We human beings are interested to know as much possible about the events that are going to happen in future. The science of probability tries to measure probability or likelihood of such events. The theory of probability and random processes (which we shall discuss later) is an essential ematical tool in the design of digital communication systems. The subject plays an important role in areas of electronics such as the design of the receiver that processes information, the evaluation of performance of communication system, in the digitisation of the source output etc. . Definitions of Probability While discussing probability we will use certain terms with specific meanings. Atrial or an experiment or a random experiment : Any phenomenon or an operation or a process under observation or consideration which has a number of possible outcomes is called a trial or an “experiment. The word ‘random’ indicates the lack of predictability of the outcome of an experiment. “For example tossing a coin or tossing a die is an experiment. An event : Any result or an outcome of an experiment is called an event. Mutually Exclusive Events : Two events are said to be mutually exclusive if both cannot happen simultaneously. In other words two events are said to be mutually exclusive if when one happens the other cannot happen. In the toss of coin, heads and tails are mutually exclusive events. Equally Likely Events : Events are said to be equally likely if we have no reason to expectone particular event in preference to any other. In the toss of a die 1, 2, 3, 4, § and 6 are equally likely events. Exhaustive Events : A group of all possible outcomes of an experiment is called exhaustive. Favourable Cases : The cases in which a desired event can be said to have occurred are said to be favourable to that event. ‘A -priori or Classical or Mathematical Definition of Probability Definition : If an experiment results in any one of n exhaustive, mutually exclusive and equally likely ‘and if mf them are favourable to an event A, then the probability of A denoted by P(A) is equal ratio m/n.Random Signal Analysis (0-2) Probability This definition is sometimes called A-priori (based on reasoning or not based on experience) o Classical or Mathematical definition because it is not based, @n experiment but on reasoning and intuition, {by A-posteriori or Empirical or Statistical Definition of Probability Ifa trial is repeated under identical conditions, then the limit of the ratio of the number of times the event occurs, to the number of trials, as the number of trials becomes infinitely large, is called the probability of that event. Thus, if trial is repeated n times and if A occurs m times then the limit of the ratio m/n as n tends te infinity is called the probability of A and is denoted by P(A). P(A)= tim (2) ase\n (It is assumed that the limit is finite and unique). This definition is called A - posteriori (based on experience) or Empirical or Statistical definition. () Sample Space : The aggregate or the set of all possible outcomes of an experiment is called sample space, the outcomes i.e. the members of the set themselves being called sample points. _4/ Axiomatic Definition of Probability Let Ebe a random experiment and Sbe the sample space. We define the probability P(A) of event Af S satisfying the following axioms : 1. P(A)20 (Axiom 1) 2. P(S)=1 (Axiom 2) 3. P(AUB)= P(A) +P(B) (Axiom 3) % if Aand Bare any two exclusive events (i.e. they are disjoint sets). Explanation : The first axiom states that the probability of any event is greater than zero, which means the probability of any event cannot be negative. ‘The second axiom states that the sum of the probabilities ofall events is equal to one. This togethe! — with the first axiom states that the probability of an event must be less than or equal to one. The third axiom states that if two events are mutually exclusive then the probability that either of ‘occur is equal to the some of their probabilities. For our study the classical definition is sufficient. We give that definition in terms of sets again reference. Definition : if sample space Shas n points which are equally likely, mutually exclusive and exhai ‘and an event A of Shas m points then the ratio m/ nis called probability of A and is denoted by P(A) (Fig (@)] sin) EO) ; a) —«| : Fig. (a) Fig. (¢)—— tu m _. number of points in A number of point in 3 Thus P(A)= iple = Write down the samples spaces corresponding to the following experiments and show them tically whenever possible. ( The value of a voltage waveform at time t. (W The lifetime of a computer memory chip. (iil The number of attempts required before a message is transmitted through a noisy channel (tv) Two numbers are chosen between 0 and a (a > 0), (v) Anumber Xis chosen between 0 and a and then a number is chosen between 0 and X. [Ans.: ){X]-20} ) (x W|Osysxsa,a>0} ay = (@,0) 0 = 6 — . @ (i) (wy) 0 @o * We shall now prove some theorems on probability of events using these axioms. It should be noted nat while proving these theorems we can use only the axioms and the theorems proved earlier. Also we that the left hand sides of the theorems give symbolic expressions of the verbal statements and the hand sides give the formulae for evaluation of these probabilities. « We need the following two results known as Laws of Distribution. AU(BOC)= (AUB) (AUC) Aa (Bu C)=(ANB)U(Anc) Theorems On Probability of Events Theorem 1 : Probability of an impossible event is zero .¢. P(®) = 0. ‘An event which has no sample points Is called an impossible event and is denoted by ©. Wehave SU@=S « P(SU%)=P(S) But S and © are exclusive events. P(S)+P(®)=P(S) [By Axiom 3] P(o)=0. ‘Thus, we have two important results, [P0#1=1 ]1 800 Fp. (), page 1.2) (By Axom 2} and Complementary Events : The events Aand A where A is the complement of A in S are called [See Fig. (c), page 1-2)Random Signal Analysis — 1-4) Proof: Since AU A = S, (AVA) = A'S) But P(S)=1 and A, A are exclusive By Axiom 2, P(S) = P(AVA) = P(A) + PIA) PYA)+ PIA) = 1 P(A) = 1- P(A) ‘Since Aand A are exclusive, we have AU A= and ANnA=o. Corollary : Probability of an event is always less than or equal to one. Proof : P(A) =1~ P(A). But P(A) 2 0 by axiom 1 2 P(A)S1. Remark : Not Both and Both Not A and B: Note that for the events A and 8 ‘that not both will ‘and ‘that both will not happen’ have significantly different meanings. The first is symbol 9 AB and the second is symbolised as An B. De Morgan’s Law's : Since an event is a subset of sample space De Morgan's Laws are ap yevents. Thus, we have 11: What is the chance that a leap year selected at random will contain 53 Sundays’? : Aleap year has 52 complete weeks and 2 more days. These days can be Monday and ‘and Wednesday, Wednesday and Thursday, Thursday and Friday, Friday and Saturday, S ,,Sunday and Monday. Let the required event be denoted by A. a ‘are 7 outcomes and 2 are in A. “ n=? and m=2 m_2 Pia= a8. Play of two dice, a person loses if the sum obtained ratio of his probability of losing to the probability of see , ) dice are thrown simultaneously there are 36 cases as shown below, . (1,1), (1,2) (1,3) (144), (1,5), (1, 6), i 1), (2,2), (2,3), (2,4), (2,5), (2,6), 3, 1), (3,2), (8,9), (3, 4), (8,5), (8, 6), oe Ns (4,2), (4,3). (4,4), (4,5), (4,8), MDs (6,3), (6.4), (6,6), (6,6), 4), (6,5), (6, 6).signal Analysis (1-5) Probability ‘ne sum 5is obtained in 4 ways -(1, 4) (2,3), (3,2), (4, 1). The sum 11 is obtained in 2 ways -(6, 6), 5). m=44+2=6, n=36 cs P(winning) = 2 = & n 36 - losing) 56/36 5 ‘of probability of losing to probability of = Piloeing)s eie28) = Probabiity of winning = Frwinning) 6/36 6 3; Seven persons including A and B stand in a line for a photograph. Find the probability that je exactly two persons between A and B. (M.U. 2001) Seven persons can stand in a row in 7C; ways = 7! ways. * ne7l ifthere are two persons between A and B, there are the following 4 cases Ake Bek & KAKKB KH KRAKKB wwe eA KKB Butin these 4 ways A and B can interchange the positions. Hence, there are 2 ways. The remaining persons can interchange the positions in 5C; ways = 5! ways. = The number of favourable cases m= 4x 2x5 |. m_4x2x5! Ale ebro 4: A fair dice is thrown thrice. Find the probability that the sum of the numbers obtained is 10. A dice can be thrown 3 times in 6 x 6 x 6 = 216 ways. 2 n=2t6 We can calculate the number of favourable cases as follows. (1, 4, 5) in 3! = 6 ways, (1, 6, 3) in 3! = 6 ways, (2, 4, 4) in ges ways, =3 ways, (3, 3, 4) in == 3 ways. 2,5, 3) in 3!=6 ways, (2, 6,2) in q 21 ‘Total No. of ways of getting the sum 10 with three dice = 6 +6 +3+6+3+3=27. DAT cl “agar erT LY 5 : Let xbe one of the first hundred natural numbers chosen at random. Find the probabilty that 2 is greater than 50. + We want P( +122 > 50) = p(x? 50x: 100>0) ‘The roots of the equation x? ~ 50x + 100 = 0 are 209 and 47-91. P(x+ 12> 50} px—200)(x- 47.99> 0] =P (x>209and x> 47-91) or P(x <2-09 and x< 47-91)] = P(x> 47-91) + P(x < 2-09) = P(x= 48, 49, ..., 100) + P(x= 1,2)Rondom Signal Anatysis 0-6) Fovourable Cases = 53 +2 = 55, Total Cases = 100. Pat. SS logs ~ n 100 Example 6 : A bag contains 50 tickets numbered 1, 2,3, .., 60. Now 5 tickets are drawn at random Srranged in ascending order (xy < x < Ay < X < Xs). What is the probability that x5 = 20 7 Solution : Five tickets out of 50 can be drawn in °C. ways. =%c, Since x is 90 and tickets are arranged in ascending order x;, tickets from 1 to 29 can be drawn in 2°, ways. By the same reasoning xy, x5 must come from 31 to s ‘Thus, these two tickets can be drawn in “°C, way, All the four tickets can be drawn in 2c, x 20 ways m= C2) (C2) ‘Solution : The first biscuit can be given to any one of mchildren in mways. The second biscuit can also ‘given in mways. Two biscuits can be given in m? ways. In this way n biscuits can be given to mehildren’ mxmx_. ntimes = m? ways. ‘The ‘r’ biscuits got by a particular child can be chosen from ‘n" biscuits in °C, ways. When Fe es Osc, the remaining (n— 9 biscuits can be given to m= 1 eilren in (m1) ways by the reasoning as in the above paragraph, 7 % The number of ways of distributing the biscuits in this manner ="C,-(m=1)0-" ie ity < Ces(m— 1)" Reauired Probability ee mple 8 = A box contains tags marked 1, 2, 3, .... Two tags are drawn trom the box at r ou replacement. Find the probability that the two tags will bear consecutive numbers. (1, 2), (2, 3), (3, 4), Now, two tags can be chosen in "C, ways,eee IS 3, Abag contains § white and 6 black balls, Three balls are drawn at random. Find the probability that (i) all the balls drawn will be white, (ii) all will be black, (ili) one white and two black, (Iv) two white and cone black. [Ans. : (1) 2/33, (li) 4/33, (ill) 5/11, (I) 4/41) Two fair dice are thrown simultaneously. Find the probability that the sum obtained will be + (@ odd or a perfect square, (ii) even or a multiple of three, (i) a multiple of three or four, (iv) a prime or a perfect square, (v) less than eight or even, (vi) divisible by three or five or seven. (Hint:Sum : 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12 Frequency: 1, 2, 3, 4, 5, 6 5, 4 3 2 1 ‘and count the number of sample points in the desired event ) [Ans. : (7/12, (ii) 2/3, (ill) 5/9, (iv) 11/18, (W) 5/6, (WI) 25/96) Find the probability that there will be : (9 5S Sundays in (a) a leap year, (b) a non-leap year, (@ 5 Sundays in the month of February of a leap year, non-leap year, {@ 5 Sundays in the month of October, (@) 5 Sundays in the month of November. (¥) 53 Thursdays or 53 Fridays. (M.U. 2003) [Ans. : (i) 2/7;1/7, (i) 1/7; 0, (ill) 3/7, (iv) 2/7, (¥) 3/7) From a pack of cards two cards are drawn. Find the probability that @ both are black, (ii) both are red, (@) one is black and one is red, (iv) one is a picture and the other is red, (@) both are pictures, (vi) one is picture and the other is an ace. [ Ans. : (I) 25/102, (ii) 25/102, (ili) 26/51, (iv) 2/17, (v) 11/221 (vi) 8/221) A, Band Care bidding for a contract. A has exactly half the chance that Bhas, B in tum is 4/5 as kely 2s Co win the contract. What is the probability for each to win the contract if the contract is to be given to cne of them 7 (M.U. 2004) { Ans. : xbe the chance of C,then 2x+Sx+x=1 x3) ‘a captain and a vice ‘A. committee of five is to be selected at random from 10 batsman 5 bowler captain at random. Find the probability that the selected team will include : () both captain and the vice captain, (il) captain but not the vice captain, (il) none of the captain and vice captain. [ Ans. : (1) 5/68, (ii) 15/68, (tll) 93/68} ‘Abox contains 2 white, 3 red and 5 black balls. Three balls are drawn at random. What is the probability that they will be of different colours. [Ans.: 1/4) If from @ group of 3 men, 2 women and 4 children, four persons are chosen at random. Find the ‘probability that exactly two of them will be children. [ Ans, : 10/21) |. Eight boys and three giris are to sit in a row for a photograph. Find the probability that no two girls are together. [ Ans, : 28/55) Safe cnet co one Ok cten oor aphoogech nx, nde parents will occupy the two chairs at the contro, [Ans,: 1/15}——_ Random Signal Anatysis (1-8) Probabinty 18. Itthe letters ofthe word REGULATIONS are arranged at random, what s the probability that there wi be exactly four letters between R and E? (Ans, 14 Ifthe leters ofthe word MISSISSIPP! are arranged at random, whats the probabilty that 4's come together ? (Ans. 4/465) 15. Letters ofthe word EQUATION are rearranged at random. Find the probability that an arrangement will (start with E and end with O, (i) start and end with a vowel, (ii) start with a vowel and end with a consonant, ((v) start and end with a consonant. (Ans. :() 1/56, (1) 5/14, (lil) 15/56, (v)3/28) 4. Laws of Probability ‘There are two laws. The probability of A or B i.e. P(A U B) is given by the Jaw of adaltion and the Probability of Aand B i.e. P(A B) is given by the /aw of multiplication. To prove these laws we need the following theorem. Theorem : For any two events A and 8 the probability that exactly B will occur is given by P(BMA)=P(8)-P(ANB) and that exactly A will occur is given by P(ANB)=P(A)- P(ANB) Proof : To prove this result we first ‘express the event Bas the union of two exclusive events An B and ANB. B=(ANB)U(ANB) ee Since the events on the chs. are exclusive P(B)=P(ANB)+P(AnB) [By Axiom 3) P(BOA)=P(6)-P(AnB) = Similarly, we can prove that P(4mB)=P(A)-P(A 8). AB ahold ‘Theorem 4: Addition Theorem (Twe Events) Probability that at least one of the events A and B will occur is given by P(AUB)=P(A)+P(B)-P(AnB) A B Proof : We first express the event Av Bas the union of two exclusive events Aand ANB, " AUB=AUANB)) .. P(AUB)=PIAU(ANB)) But the events on the r-h.s. are mutually exclusive. RnB - + P(AUB)=P(A)+P(AnB) [ By Axiom 3]fandom stoncl Anaiysis 09) Proof : Since events are exclusive Am B= o. P(ANB)=P(®)=0 [By Theorem 1) A B Hence, from the above theorem, P(ALB)=P(A)+ PB) OCS 2:HA BC ogre peta Sea ‘exclusive events such that their P(A) + P(B) + P(C) +... + P(K) = pSnee AUBUCU....UK=S P(AVBUCL.....UK) = P(S) events are mutually exclusive, we get, from above, P(A)+ P(8) + P(C)+.....+ P(kK) = P(S) BR P(S=1 [ By Axiom 2] : P(A) + P(B)+ P(C)+.....+ P(K)=1 # ~The group of all possible events A, B,C, .... Kof the sample space S such that ; P(A) + P(B) + P(C) ++ PUK) =1 called exhaustive. e.g. in the toss of a coin H, T; in the toss of a dice 1, 2, 3, 4, 5, 6 are exhaustive Corollary 3 : P(A B)2 P(A) + P(B)-1 Proof: Since P(AUB)<1. P(A) + P(B)- P(ANB)S1. P(ANB)z P(A) + P(B)-1. ‘Theorem 5 : Addition Theorem (Three Events) It, B, Care any three events then the probability that at least one of them will occur is given by PIAL BUC)= P(A) + P(B) + P(C)- (ANB) ~P(BN C)~ P(COA) + PAN BNC). Proof : The theorem can be proved using the theorem 4. 1: if An B=, prove that P(A) < P(B). :Wehave P(AUB)=P(A)+P(B)- P(ANB) But as An , P(ANB)=0 2% P(AUB)=P(A)+ P(B) But P(AUB)s1 P(A)+P(B)S1 P(A)s1-P(B)s P(B) [By Theorem 2, page 1-4] 2: If Ac Bthen prove that @ PAnB)=P@)-PIA, Mi) PIA)S PB). We have B = AU(AMB) But Aand An B are exclusive eventsRandom Signal Analysis (0-10) Probab P(B)= P(A) +P(ANB) P(AMB)=P(B)-P(A) But, P(A 8) is probability of an event (A > B), Hence, P(AnB)20. P(B)-P(A)20 P(B)2 P(A) Example 3: If A, 6 are any two events then the probability that exactly one of them will occur i PUANB) UAB) = P(A) + (8) - 2P(A mB). Solution : Since ANB and AmB are mutually exclusive, PUANB)U(ANB))=P(AnB)+P(AnB) = P(A)- P(A B) + P(B) - P(ANB) [ By Theorem 3] = P(A) + P(B)- 2P(AB) Example 4 : For any two events A, 8, P(ANB)= P(A) P(A)+P(B) 5 and P(AnB)2 1-P(A)-P(B) Solution : Left as an exercise. 1. From a set of 16 cards numbered 1 to 16 one card is drawn at random. Find (i) the chance that the ' ‘umber obtained is divisible by 3 or 7, (ii) not divisible by 3 and 7. [Ans. : () 7/16, (iT9/ 16) 2 There are 12bulbs in a basket of which 4 are working. A person tries to ft them in 3 sockets choosin 3 of the bulbs at random. What is the probabilty that there will be (i) some light, (i) no light in the room 7 (Ans. : (i) 41/55, (li) 14/55) Example 1 : Find the probability that a card drawn from a well-shutfied pack of cards will be black o picture 7 Solution Let A = the card is picture and B= the card is black. Now A and 6 are not mutually exclusive events. There are 6 black pictures. 26 6 AD oa BAAS) «= “ PUALB)= P(A) + PLB) PUAN B) = 12 4 28 i @ is given by} " Random Signal Analysis ay Probability Note «...40 Many examples of this type can be more easly solved by counting the number of points in the " desired event. In the above example AU B {= Black or Picture Cards} has 26 + 12 - 6 = 32 points. 32_ 8 + PIAUB)= ar. Example 2 : Two cards are drawn from a pack of cards. Find the probability that they will be both red or _ both pictures. " Solution : Let A={ both red} and B= { both pictures } ; 6, 12, C: ie P(A) = <2, P(B)= = wage PB)” ae But A and B are not exclusive. There are six red picture cards. 6 s PAnB)= wt. 2 Bee 4. Abox contains 4 white, 6 red and 5 black balls and 5 balls of other colours. Two balls are drawn from the box at random. Find the probability that: P(AUB)= P(A)+ P(B)- P(ANB) () both are white or both are red, (i) both are red or both are black, (ji neither is red nor black, (iv) none of the two is red, (v) atleast one is red. [ Ans. : (I) 21/ 190, (ii) 5/38, (ili) 18/95, (iv) 91/ 190, (v) 99 / 190] 2. _ From a pack of 52 cards three cards are drawn at random. Find the probability that (i) all three will be aces or all three kings, (i) all three pictures or all three aces, (v) at least one is a picture, (v) none is a spade, (vi) at most 2 spades, (vii) at least one spade. [ Ans. : (i) 2/5228, (ii) 56/5225, (iil) 38 / 85, (iv) 47/85, (v) 703 / 1700, (vi) 839 / 850, (vii) 997 / 1700) From a group of 6 boys and 4 giris a committee of 3 is to be formed. Find the probability that the committee will include ) none is a picture, (0 all three boys or all three girls, (ii) at most two girls, (iii) at least one girl. [Ans. : (i) 1/5, (i) 29/30, (iii) 5/6) Conditional Probability Consider the general case of conditional probability. (See Fig. on page 1-13). Let n = the number of in S, m, = number of points in A, m= number of points in B, m2 = number of points in A and B both. Then, P=, P(e) = 2 and P(Ang)= 22.Now, suppose in a trial we know the result partially i.e. we know that A has occurred, What is the probability now that 8 has occurred along with A? ‘Since we know that A has occurred the outcome of the trial is one of those points in A / (and not n). And of these, m,> are in B. Hence, the probability that B has occurred, when A hi ‘occurred is (m2 / m,). This is called conditional probability of 8 under the condition that A has occurred. It is denoted by P(8/ A). m2 ‘Thus, P(B/A) = — ™ Definition : Let 4 and & be any two events in a sample space S. The probability that B will occur, given that A has already occurred is called the conditional probability of B and is denoted by P(B/ A), Similarly, the probability that A will occur given that Bhas already occurred is called the conditional probability of A and is denoted by P(A/ B). Ex. : Suppose there are 100 students in a class and the results of an examination of the class are given in the following table. Let us define two events A, Bas follows : A= a student has passed, = a student is a male student. ‘Suppose 2 student is selected at random and is known to be a male student. What is the probability that this student has passed ? In symbols, we want to find P(A/ B). ‘Since the student is a male student, the sample space of B has 60 points. Of these 28 have passed ie. Abas now 28 points. Hence, 2 Praie)= 2 ~ But, from the table we see that 28 is the number of points in A > B and 60 is the number of points in B. — No. of points In An B “ea No. of points in A out of B No. of points in B 0) or P(AIB) = ‘Similarly, we can find that ._ No. of points in Bn A 781" He. olpoints in A or Z P(psay~ Ne cipomtain Bout ot ARandom Signal Analysis 13) Probability Further, we see that, (1) can be written as (No. of points in A> 8) / No. of points nS _ P(A 8) P(AIB) = (No. of points in B)7No. of points in S_P(B) Similarty, from (3) we can get P(8/a)= P1498) P(A) From these we get P(ANB)=P(A/B) xP (6) and P(ANB)=P(B/A)x P(A) "which is called the law of muttipication of probability “Theorem 7 : Multiplication Theorem if Aand B are two events and neither is null then the probability that both of them will occur is given by P(ANB) = P(A) x P(B/A) | or P(ANB)=P(B)x P(A/ B) where P(A/ B) and P(B/ A) denote the conditional probabilities which are greater than zero, Proof : Let the number of points in A be m, and those in Bbe mp. Let the number of points in (A B) __ bem,zand let nbe the total number of points in Ss A(m,) AM B(m,2) Atm) AN Bim) Sn) ee S(n) Fig. (A) Bom.) Fig. (8) py=™, prey= Me To find the probability of 8 when A has happened, we have to consider the sample space of A which ‘has m, points, In this sample epace only B.can occur (along with A) which has mz points. No. of points in AB _ m2 P(BIA)= Ne of pontsinA 1m - me Now, P(A B) = mR a 2 P(ANB)= P(A) P(B/A) ‘Similarty, we can prove that P(A B) = P(B) x P(A/B) Deductions 4, If Aand B are exclusive events, prove that if,A has occurred then 8 cannot occur and lt B has “occurred then A cannot occur i. iA and B are exclusive, prove that P(A/ B) = and P(B/ A) = 0. gtRandom Signal Analysis a-14) yp). PIADB) Proot: P(a/e)= “> Since, A, Bare exclusive P(AN B)=0 ». P(A/B)=0, ‘Similarly, pieia)- PACA) 0, 2. Ac Bthen P(B/A)=1 and P(A/B) = ae Proof: Since Ac B, AN B= A = P(ANB)= P(A) B alec PA Oe ae 3 1A Baro. two events hen P(A{5) = = O}—F1An 8) Proof: Pal 6) = PARE) P= PUAN) [ By theorem (3), page 1-8] 4. IA, Bare any two events, then P(B/A) = 1- P(B/A). (M.U. 2004) Poot: pin PBOA, PU-PAne oe =P BIA) Remark : Although we have proved above some theorems on conditional probability, the problems on ‘conditional probability can be solved by considering the sample space and the event ie, the {otal number of cases and the favourable cases arising out of the particular problem, ple 1 : There are 11 tickets in a box bearing numbers 1 to 11. Three tickets are drawn one alter the without replacement. Find the probability that they are drawn in the order bearing (i) even, odd, even ber, (ii) odd, odd, even number. +This is an example on conditional probability. Out of 11 tickets, 5 are even and 6 are odd. here are 5 even tickets out of 11, P (first ticket even) = 6/11. ‘Now, there are 10 tickets in the box and 6 are odd. P (second ticket odd) = 6/10. Now, there are 9 tickets in the box and 4 are even, P (third ticket even) = 4/9. re alternately of different colovirs 7— a 0-15) Probatility, ‘There are two possibilities. The balls may come out as (A) white - black - white - black or (B) - white - black - white, Since, the balls are not replaced, 3: In a.certain college 4% of the boys and 1% of the girls are taller than 1:8 mts. Furthermore ‘of the students are gir's. Ifa student selected at random is taller than 1:6 mts, what is the probability ythe student was a boy ? : For convenience suppose there are 1000 students in the college. ‘Then we can easily prepare the following table. Less than 1-8 | Total 384 400 594 600 Total | 22 978 1000_| Since the student selected at random is found to be taller than 1°8, the student is one of 22. But cut 22 students 16 are boys. Independent Events ‘Two events are said to be independent of each other if the occurrence or non-eccurrence of one not affect the occurrence of the other in any way. For example, it a coin is tossed twice the result of ‘throw is in no way affected by the result of the first, it the occurrence of one event affects the of the other the events are called dependent. Suppose a box contains only one white bail anc ‘black balls. Suppose two balls are drawn one after the other without replacement. Suppose A's the ‘getting a black ballin the first draw and Bis the event getting the white bal in the second draw. Then of B depends upon A. B can cour only i A has occurred. It A has not occurred 8 cannot 1A, Bare independent events then the conditional probability of Awhen Bhas happened is the samme 1/A) and gleo the conditional probabiity of B when A has happened ls samo as P (8), This facts used independence of two events. Definition ‘Two events A, B are said to be independent (P(A) #0, P(8) +0) it Law (For Independent Events) "Fortwo events A and 8 which are independent the probabity that both and 8 wil cocurle given DY:Random Signal Analysis 0-16) Proof : We know that P(A 0 B) = P(A) x P(B/A) But since the events are independent, P(8/ A) = P(B) P(An B)=P(A)x P(B) Note ....40 ‘Sometimes this law is taken as the definition of independent events. (b) Independence and Exclusiveness Independence and exclusiveness of two events A and B are two entirely different con For exclusiveness the condition is P(AnB)=0 ‘and for independence the condition is P(A B) = P(A) x P(B) If A and B are exclusive events they cannot be independent. If Aand Bare exclusive, P(A B) = 0. But since P(A) #0 and P(B) # 0 we cannot have P(A” 5} and P(A) x P(B) equal. Hence, 4, 6 are not independent. If A.and Bare independent, they cannot be exclusive. If A and Bare independent P(A B) = P(A) x P(B). But since P(A) #0 and P(B) #0 we can get P(An B)=0. Hence, A, Bare not exclusive. :If P(A) =0-3, P(B) = 05, find P(A U B) when (i) A, Bare exclusive (i) A, B are independer on: (i) If A, Bare exclusive P(A B)=0 P(AUB)= P(A) +P(B)- P(ANB) =03+05-0=08. (ii) If A, Bare independent P(A B) = P(A) x P(B) P(AUB)= P(A) + P(B)- P(A) x P(B) 203 +05 03x 05 = 065. that P(A B) has two different values under the two conditions, showing that it are two different concepts. ) Independence ‘are any three events then they are said to be mutually independent if they are adit Ais independent of B > G, Bis independent of CA, Cis independent of A 8 condition gives, TCn(ANB)] = P(C):P(AN8) = P(C)- P(A) P(B) [ ¥ A, Bare independent. }Signal Analysis lisation : If Ay, Ap, Ag wo. Ay are events then they are said to be mutually independent if ) PLA, Ag) = P(Ay)* P(A) § P(A Ag) = PAs) * PAs) he. P(A Aj) = P(A)’ P(A)) for al | j, 1# and P(A, ARO sees Ap) = P(g) P(Ad) os PAR) d be noted that the condition P(A BM C)= P(A)* P(B)* P(C) not ensure pairwise independence and also the pairwise independence alone does not ensure P(AM BAC) = P(A): P(B)* P(C). prove some theorems on conditional probability and independence. (A) then P(A/B) = P(A). [ See note below } P(AnB) Pe) [ See page 1-4, De Morgan's Laws] ~[P(A) + P(B)- P(ANB]) =1- P(A) P(B)+P(A)+P(B) [+ A, Bare independent } =[1- P(A] -PE)[- P(A] =[1-Pral[i- P) =P(A)-P(B) P(AnB) _ PAA) PE) _ pa). P(e) P@) ‘this theorem states that if “A and B are independent then a J independent events then P(A V'B) = 1- P(A)- P( aM _ P(AUB) = P(A) + P(B) ~ PAM B) P(An B)= P(A): P(B) P(A) + P(B)~ P(A) P(B) = P(A) + P(8) (1 PAD) P(A) + P(B) P(A) = 1~ P(A) + P(B): P(A) -P(B)) = 1- P(A): PB) Independent then A, B are also Independent. that P(A B) = P(A) P(B).BE rin—ruarisy (A Baw ncopntens KGY Y, = & P(AMB)= P(A)[I- P(8)) A vy A, B are independent. AnB=A ‘Remark : if A, Bare independent thon as proved above P(A B) = P(A)+ P (B). But it A, Bare exclusive te ‘then since ANB = A, P(A B) = P(A). [ See the above figure | _ Theorem 4: If A, 8, Care mutually independent events, then AW Band Care also independent, Proof: We have to prove that P((AU 8) \C} = P(AUB) + P(C). Now, bhs. =P[CO (AU 8)] =PU(CnA)u (CB) [ Distribution. See page 1-4} = P(CNA)+P(COB)~P(CO ANB) =P(C)-P(A)+P(C)-P(B)- P(C)- P(A) P(B) [Since 4, B, Care mutually independent, = P(C)[P(A)+ P(B)- P(A) P(B)) = P(C)[P(A) + P(B)-P(AnB)) =P(C)-P(ANB) =rhs. | um contains four tickets marked with numbers 112, 121, 211 and 222 and one ticket is 2, 3) be the event that /-th digit of the ticket drawn is 1. Show that the events Ay, Aa, A; dent but not mutually independent. Ay = (112, 121), AQ= {112,211}, Ag = {121, 211) Ayo A= {112}, AY AQ={121), Ag Ag= (211). are P(Ay= 2 = 5 = P(g) =P(Ad)jorn signal Analysis 0-19) Probability Let A, B Ce the events such that x= 1, y= 1, 2= 1 respectively pow that athough P(A BC) = P(A) PB) - P(C) ovents are not pairwise independent pion :wehave P(A) = P(I,1, 1) PUY, 1,0) + P{1,0, 1) wea mt 8 1% 16 16 similarly, Pe)=3. PC)= 5 P(ANB)= PUA, 1, 1)4 PU, 1,0)= 42-5 16° 16 16 5 5 aQ= ony ‘Smitarly, PBN) =]. PICNA= P(ANBOC)= PUA a> P(AN BO C)= P(A): P(B)- P(C) = P(ANB)# P(A): P(B), P(BOC)+# P(B)- P(C) P(CnA)#P(C)- PIA). =. The events are not pairwise independent. 3: Suppose A. B, C are three events such that P(A)= P(B)= P(C)= 2. EP(ANB)=P(BNO= P(CnA)= P(AD BAO) =x then prove that A, B, C are pairwise independent but not mutually independent. #P(ANB) = P(BNG)=P(Cn A= P(AN BOO = zig then prove that A B, Care mutually independent but not pairwise independent. 1 See the figure. ‘i (2) We have by data PiAnB)= 2 -PA-POBI= 5 c PBOO)= =P B)- PIC) = 4 igs Sik Pen A= = PIO) -PA= b+ 5 = 36 and PUAN Bno)= x. 1 1 But, P(A). PIB) -P(O)= 5 wet PAN BOD +: A,B, Care pairwise independent but not mutually independent, 1 We nave da oe pean ei ig # POA PIB) eed oa 4 PIBNO)= aig # PIB): P= 3-5" 351 6 ue 4 = P(8)-P(C)= ate : 26 eat a A.B Care mutually independent but not pairwise independent. Exercise - IV There are 100 students in a class of which 36 are boys studying Statistics and 13 giris are not ‘Studying Statistics. If there are 55 girts in all, find the probability that a student selected at random is not studying Statistics given that the student is a boy. [Ans.: 1/5) A machine is made of three components A, 8, C. The probability of failure of Ais 0-01, of Bis 0-1 and of Cis 0-02. Find the probability that the machine will work, [ Ans. : 087318} A bag contains 5 white and 8 red balls. Two drawings of 3 balls are made such that (i) the balls are replaced before the second draw, (ji) the balls are not replaced before the second draw. Find the probability that the first draw gives 3 white balls and the second gives 3 red balls. 2 5C,x 50, x ny (Ane: oA ge a A card is drawn from a pack of cards. Find the probability that it will be (i) a picture, given that it isa spade, (i) 2 spade given that itis a picture. (Ans. : (i) 3/13, (ii) 1/4) Let S = (1, 2, 3, 4) and assume that each point has the probability 1/4. Let A = (1, 2), 8=(1, 3}, C= (1, 4). Show that the events A, B, Care pairwise i A box contains eight tickets with numbers 111, 112, 121, 211, 122, 212, 221, 222 and one ticket is Grawn trom the box at random. Let A)(/= 1, 2, 3) be the event that the éth digit on the ticket drawn in 1. Show that A;, Az, As are pairwise independent. In a factory there are 100 workers as shown below : A box contains four tickets with numbers 111, 121, 211, 221 and one ticket is drawn from the box8! random. Let 4;(i= 1,2, 3) be the event that the /-th digit on the ticket is 1. Show that the events Ay, Ai Az are pairwise independent. o "PIA) =k, P(B) = 0-4, P(AUB) = 07, find kit A, Bare (i) exclusive, (i) Independent. TL Ans, : (103, (ti) 08) ItA, 8, Care mutually exclusive and exhaustive events, such that 3P(A 2P(B) =6P(C), P(AUB), P(BUC). gna as Asie a Ea,Miscellaneous Examples 1: A, B, Care mutually exclusive events defined on a sample space S. Giving reasons show that ‘7 the following assignments of probabilities Is not a possible one. () P(A) = 024, P(AUC) =02 (li) P(A) = 06, P(A B) = 05 :We have P(Aw C) = P(A) + P(C)-P(ANC) @ Since A, B, C are mutually exclusive events P(ANC)=0 P(AUC)= P(A) + P(C) 02 = 0-24 + P(C) 1» P(C)=-004. But the probability of any event cannot be negative. Hence, the above assignment is not possible. (i We have P(AnB) = P(A) -P(ANB) Since A, B, Care mutually exclusive P(AN B)=0. - PIA 7B) =P) By data 0-5 = 0-6 which is impossible. Hence, the above assignment is not possible. 2: If A and B are two events such that P(A) = 0-3, P (8) = 0-4, P(A > B) = 02 Send P(AUB), (i) P(A/B), : We have i) P(A/B), (wv) P(AUB). @ P(AUB)=P(A)+ P(B)- P(ANB) =034+04-02=05. 5p = PAOD) _ PIB P(ANB) _ 04-02 _ oe 2(9) PB) Azan P(AnB) _ P(AUB) py — c Pe) Pe) [ By De Morgan's page 1+) (ii) | P(A/B)= (iy) P(AUB)= P(ANB)=1~ P(AD B)= 1-0-2 = 0-8. [ By De Morgan's Laws, page 1-4] 3: In throwing a fair dice, A = (The outcome is greater than 3), = (The ouicome is an even |. Find P(A), P(B), P(A/B), P(A, 8). (wu. 2008 :We have A = (4, 5, 6), B= (2, 4, 6}. Then An B= (4, 6) eee a 2.4 s=s-, sot P(A sles PAW 53° PB=5"5: (A0B)= 575 y; pate eg ia 8 PU nB)=P(B)-P(AnB)= 4 ~ balls and seven red bails. Two bails are Grawn at rancom 4 Suppose an um contains five white the run without replacements. () What is the probability that both balls are white ? (i) What is the probability that the second ball is red? (LU. 2004)Solution § 0 be drawn as the first white and the second white ae s Petite) =< 5 Pleecond white) = 4 12 P (combined event) = © Alternatively Two balls GULGEIZean be drawn in |? ‘Two white balls out of 5 Gan'Be drawn in °C, ways. 5 5-4 5 Required ProbanmRy S yyct = 54 = (il) Second red ball can be drawn in two ways A= the first is white and the second is red = the first is red and the second is red. ce ys PIA) P(8)=—-— ears 77 R P a jequired Probability ee 55 Example 5 : The authorities of an university wish to form a committee of 4 engineers for inspecting the functioning of engineering colleges. 3 Electronics, 4 Mechanical, 2 Civil and 1 Computer Engineers showed interest to work 2s committee members, Find the probabilty that the committee consists of () one engines of each branch, (ii) at least one Electronics Engineer. Solution : There are in all 10 persons of whom 4 are to be selected. This can be done in '°C, ways. oe @ When one Engineer of each branch is included. This can be done in °C, x *C, x2C, x 1C, ways. 30 x4 32Ce 2G *C x7G x1 _ Bx4x2x1 | mad Lae TOxDNesE ox ex IES. (W When at least one Electronics Engineer is included. Electronics Engineer Other Engineers No. of ways 4 3 8C, x70, = 105 2 2 3C,x7Ca= 63 2 1 Syxtoye 27 Required probability, P (B) 5 ‘4 1 ae 210° 42° 6" Example 6 : The odds are 7 to 5 against a person A who Is now 30 years old living til he is 70 years the odds are 210 2n favour of B who is now 40 years old living til he is 60, Find the probability that at ‘one of the two will survive 40 year hence. ? meSignal Analysis (0-23) Probability =: We first note that odds in favour of an event A are p to q means P(A) = p/ (p+ d) and odds ‘an event 6 are rto smeans P(B) = s/ (r+ s) sae z P(Asurvives) = —>— = > fies) = Now, P( Vesa ap + PlAdes)= 5 are P(Bsurvives)= 2-2 -2 « a5 P(Bdies) = = P(at least one survives) = P(AU 8) —P(A0B)=1-P(AnB) [By De Morgan's Laws} -P(A)-P(6) [ - A and B are independent } — P(Adies) x P(B dies) [Or P(AU B) = P(A) + P(B)- P(A) - P(B) = 13/20.] 7: Abiased coin is tossed till a head appears for the first time. What is the probability that the (M.U. 2006) a single toss, + Let pe the probability of getting a head and qbe the probability of getting a p+ag=1. 'P (getting head on an odd toss) = P(Hin the first toss) + P (H in the third toss) + P(H in the fifth toss) +... + p+qap+ qaqgp +..... = pli+q?+qs tnd z [or. r=@, Sa= oe (Qi-g (+oP 144° + ifthe coin is fair p = q = 1/2 and the probability of getting a head first on an odd number of toss is 2/3. pair of dice is rolled n times. Find the probability that (a) seven will not appear at all, ‘ix will appear at least once. (c) Also find the minimum number of times the pair of dice must be ‘ensure that the probability that double six will appear at least once is greater 1/2, 2,(8) When a pair of dice Is thrown the sample space has 36 points. ? (4, 1), (1,2), (1, 9, (1,4), (1,9 (1, 8), (2,1), (2,2), (2,9) (2,4), (2, 8), (2, 8) (8,1), (3,2), (8, 9). (8,4), (3,5), (9, 6), (4,1), (4,2), (4, 9), (4, 4) (4, 8) (4, 8) 1), (5,2), (5, 9), (5.4), (5, 5). (5, 6), (6, 1), 6, 2). (6, 9), (6, 4), (6, 5), (6, 6) these 36 cases 6 cases viz. (6, 1), (5, 2), (4, 3), (3, 4), (2 5), (1, 6) are favourable : E P(A)= P(geting 7) = £=2.P(A) = Ptnot geting 7)= 1-2 = 2 P (Not getting 7 even once in n throws) = six appears in a single throw only once i P (Getting double six) = 35 P (Not getting double six in a single throw) = 7 ce (vot geting double six even once in terms) = (2 : : pGeting double scat ast nce) = 1-(3) (©) If this probability is to be greater than 1/2, te ont oe sy ty 1-|— ee a Be (3) 2S 1-( Jog2 > n[ log 35 - log 36] E -) Se Jog36 — log 35 “=. The pair of dice must be thrown at least 25 times. rnemere: in te-same manner we can show tat the numberof times ade mus be thrown, so thal wl show 6 at least once is 4. ‘Show it. Example 9: Two trains Pand Q arrive at Shivaji Terminus at random between 9 am and 9.30 am. Train P stops for 5 minutes and train Q stops for 6 minutes. Assuming that the trains arrive independently of each Sor. fd the probability that () the trains Pand Q arrive in the interval (th, f) and (Fp, te) respectively, (@ {G, {il) the two trains meet. Assuming that the trains meet, find the probability that P arrived before Q. Solution : If xand y denote the times of arivals of the trains P and Q, then (x, y) is the outcome of the c fe s at yam. Thus, the outcomes are the points of the ‘square 24.605SMANB)s (@) If Partives betore Q, x < Y and the point | area ofthe shaded triangle is halt of that the ace, the shaded area of the Second figure, Since the P(A)- Pygy ~ (e~t (a= ty) P (Aartives betore Bali {b) If the two trains meet in ey Rei Sd ve SX VEG and ‘ oax=y Le. gaa Now, x= y+ Gis the line ABand y= x45 is the * reoalaae ‘shaded area of the third figure. This area = ORDCO+ OABRO 2 2 (2-3)-(2-) 2 ~(2 yes) (saxon 2x24) 35 ; - = Shaded area _ 5909/2 _ =: P (The two trains meet) ~Toalae = a? = (©) Assuming that the trains meet to find the probabilty that Parrved before ©, we note that the Space is shaded area of the third figure. If P arrived before Q, the event space is CRO. Area of sample space COABRD (3030 _ 25x25 (2 e@-20228) ae 2) 2 2 ~ 532 as above. 25 _ 275 fea ofthe event space = 207.90 _ 2525 _ 275 275/2 _ 275 + Required probability = £5 7> = 599 + The last part of the problem is the conditional probability. there black balls. A box i white 7 black balls, in box 2 there are 4 white and 6 soded a ae and pee a Find the probability that the ball will be white. There are two events (1) box 1 is selected and a white ball is drawn (2) box 2 is selected and a ball is drawn, ( P(A) = P(Box 1 is selected and a white ball drawn) = P(Box 1 is selected) x P (drawing a white ball)Example 11 : An um A contains 8 cards bearing numbers 1 to 8. Another umn B contains 9 cards bearing numbers 1 to 9. An run is selected at random and a card is drawn. If the card bears an odd number one more card is drawn from the same um. Ifthe card bears an even number the second card is drawn from the other um. Find the probability that both cards show (i) even numbers, (ii) odd numbers. (M.U. 1997) Solution : in the first place there are two possibilities either um A is selected or un Bis selected. (i) Um Ais selected : Probability of selecting urn Ais 1/2 and getting an even number 1/2. Nowa ticket is drawn from um B. Probability of getting an even number from Bis 4/9. Probability of thus getting two even numbers = 1.4.4.1, Urn Bis selected : Probability of selecting um Bis 1/2 and getting an even number is 4/9.Now2} ticket is drawn from um A. Probability of getting an even number from Ais 1/2. Probability of thus getting two even number = Required probability = 5 + 5 = 5- r (ii) Urn Ais selected : Probability of selecting uri Ais 1/2 and getting an odd number is 1/2. Now, N another ticket is drawn from A. Probability of getting an odd number again is 3/7. 3 Probability of thus getting two odd numbers = Um Bis selected : Probability of selecting urn B is 1/2 and getting an odd number is 5/9. another ticket is drawn from urn A. Probability of getting an odd number is 4/8 = 1/2. 16g 5 Probability of th two odd numbers = 2-2.1- 5. lity of thus getting two odd numbers = 5+ 5 +> = a 5 eS £5. 167, Required Probability = = + =". ‘equi robability an = Example 12 : A can hit a target 2 times in 5 shots, 83 times in 4 shots, C2 times in 3 shots. They volley. What is the probability that at least 2 shots hit the largest ? 1 Solution : We have P(A) = Prob. of Anitting = 2 4 0 8 P(A) = Prob, A not hitting =1-2-3. Simaty, —P(6)= 2, PB)=4; PC)=2, PG)= +1. weil vas Three shots will hit when A, B, C all the three hit. z = f P(B hits) = P(A) « P(B)- P(C) =‘random Signal Analysis 27) Probability Two shots can hit the target in the following ways, P (2 hits) = P(A) P(B)*P(G) + P(A)» P(B) +P (C) + P(A) + P(B)- P(C) aca oem eee 6 16 189s Re ‘Example 13: There are two bags, The first contains 5 red and 7 white balls and the second contains 3 red ‘and 12 white balls. One ball is taken out at random from the first bag and is put in the second bag. Now a pall is drawn from the second bag. What is the probability that this last ball is red ? (M.U. 2001) ‘Solution : There are two possibilities. The ball transferred from the first bag is white or the ball is red. () When the first ball transferred from the first bag to the second is white, probability of this event is 7/12. Now, there are 13 white and 3 red balls in the second bag. Probability of drawing a red ball now = 2 To 7 P(combined event) = 5% 75 = G4. \sferred from the first bag to the second is red, the probability of this event il) When the first ball tran: is 5/12. Now, there are 4 red balls and 12 white balls in the second bag. 1 Probability of drawing a red ball now = 4 ae a 48 peas Fs" Required probabilty = < + 45 ~ ia 51 P (combined event) = 55% jects A, B, C and D. He estimates his chances of ist pass in A and in at least (M.U. 1998, 2000, 02, 05) _ 14: A student takes his examination in four sul inAas 4/5, inBas3/4, in C as 5/6 and D as 2/3, To qualify he mu ‘other subjects. What is the probability that he will qualify ? When he qualifies, one of the following events must take place. E, : He passes in A and in B, in, in D. E>: He passes in A and in B, in C but notin D. E,: He passes in A and in B, in D but not in C. ,: He passes in A and in C, in D, but not in B. Probabilities of these events are