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Probability and Random VariablesConditional Probability
The probability of occurrence of an event E;, given that Ez has already occurred is called
conditional probability of occurrence of E, on the condition that Ez has already occurred.
P(E, OE)
P(Ez) "
Note 1. If Ey and E are independent events, then
P(E;/Ez) = P(Ex)
It is denoted by P(E,/E2) i.e, P(E,/E2) = En +¢
Theorem of Total Probability
If Ey, Ez, Ez, .., Ey be a set of exhaustive and mutually exclusive events and A is another event
associated with (or caused by) F;,then
P(A) = PCE) PCA/ED)Example 1. A bolt is manufactured by 3 machines A,B and C. Machine A turns out twice as many
items as machine B and machine B and C produce equal number of items. 2% of bolts produced by
A and B are defective and 4% of bolts produced by C are defective. All bolts are put into 1 stock
pile and 1 is chosen from this pile. What is the probability that it is defective ?
Solution.Example 2. Three groups A,B,C are contesting for positions on the Board of Directors of a
Company. The Probabilities of their winning are 0.5,0.3, 0.2 respectively. If the group A wins,
the probability of introducing a new product is 0.7 and the corresponding probabilities for
group B and C are 0.6 and 0.5 respectively. Find the probability that the new product will be
introduced.
Solution.Example 3. The probability that certain electronic component fails when first used is 0.10. If it
does not fail immediately, the probability that it lasts for one year is 0.99.What is the probability
that a new component will last for one year ?
Solution.Example 4. Ina coin tossing experiment, if the coin shows head, 1 dice is thrown and the result is
recorded. But if the coin shows tail, 2 dice are thrown and their sum is recorded as result. What
is the probability that the recorded result will be 2?
Solution.Baye's Theorem or Inverse Probability : If Ey, Ez, .., Ey, are mutually exclusive and exhaustive
events and E is any event, such that P(E;) > 0 {where 1 2)}.and
1
(iii) the smallest value of 4 for which P(X <2) >5.Continuous Random Variables
If X is arandom variable (RV) which can take all values (i.e., infinite number of values) in an
interval, then X is called a Continuous RV.
For example,
The length of time during which a vaccum tube installed in a circuit functions is a continuous RV.Continuous Random Variables
Probability Density Function
1 1
If X is a continuous RV such that o(« gaxsXexty ar) = f(x) dx,
then f (x) is called the probability density function (shortly denoted as pdf )of X, provided f(x)
satisfies the following conditions + pee
@ f@) = 0, for all x € (—c0, 00), and
Ww [10 ae
Moreover, P(a < X < b) or P(a< X 0
roy = {& when x <0
Find the value of k.Example 2. If the density function of a continuous RV X is given by
_ fk@+1), Ze2=5
Te))= i elsewhere
(i) Find the value of k, (ii) Find P(X < 4), (iii) Find P3 < X <5).Example 3. The probability that a person will die in the interval (t,t) is given by
&
P(t) 0
; whenx <0
FO) = 19
Find its distribution function F(x) .Example 3. If the density function of a continuous RV X is given by
x/2, Osxs1
_J1/2, 1sx<2
OVE", 2Ex<3
0, elsewhere
Find the cdf of X.0, x