Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

Module-3
Probability Theory

Random experiment:
An experiment which gives different outcomes when it is performed repeatedly.
Example:
1. Tossing a coin
2. Throwing a die

Event:
An event is a part of an experiment which has outcomes.
Example:
1. Tossing a coin is an experiment, getting the outcomes head or tail is an event.
2. Throwing a die is an experiment, getting outcomes 1 or 2 or 3 or 4 or 5 or 6 is an event.
3. From a pack of 52 cards, drawing any two cards is an experiment, getting the outcome
king and queen card is an event.

Sample space:
The set of all possible outcomes of a random experiment is called sample space & is denoted
by S. The elements of sample space are called sample points.
Example:
In tossing a coin twice, the possible outcomes are HH, HT, TH, TT then the sample space 𝑠 =
{𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}

Probability:
The term probability is defined for its randomness & uncertainty mathematically, if m is a
number of favorable cases of an event.
Then the probability of happening of an event E is denoted by P(E) and defined by
𝑚 𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑓𝑎𝑣𝑜𝑢𝑟𝑎𝑏𝑙𝑒 𝑐𝑎𝑠𝑒𝑠
𝑃(𝐸) = =
𝑛 𝑇𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠

Example:
In throwing a die once, the possible outcomes & sample space is 𝑆 = {1, 2, 3, 4, 5, 6}. Then
3 1
probability of getting odd numbers is 𝑃(𝐸) = 6 = 2

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Random variables:
In a random experiment, if a real variable is associated with every outcome of a sample space,
then it is called a random variable (or) stochastic variable
The random variables are usually denoted by 𝑋, 𝑌, 𝑍, ….& the set of all real numbers of a
random variable 𝑋 is called the range of 𝑥.
Example:
If we tossed a coin, the possible outcomes are Head(H) and Tail(T). Therefore, the sample
space S contains two sample points.
i.e., 𝑆 = {𝐻, 𝑇}
1 𝑤ℎ𝑒𝑛 𝑆 = 𝐻
If we define the function X, such that 𝑋 = {
0 𝑤ℎ𝑒𝑛 𝑆 = 𝑇
Hence 𝑋 = {0 , 1} is called range of the random variable 𝑥.

Discrete random variable:

The random variable x is a discrete random variable. If x can take only finite number of values
in any finite observation interval. Thus, the discrete random variable has countable number of
distinct values.
Example:
Tossing a coin and observing the outcomes
NOTE:
1) For discrete random variable we need to use probability mass function. (p.m.f)
2) The cumulative distribution function (c.d.f) of a discrete random variable is
discontinuous function of its independent variable.

Continuous Random Variables:

If the random variable ‘X’ takes an any value in a whole observation interval (or) If the random
variables take uncountable values. Then x is called a continuous random variable.
Example:
The noise voltage generated by an electronic amplifier has a continuous amplitude. Therefore,
sample space S of the noise voltage amplitudes is continuous.
NOTE:
1) For continuous random variable we need to use probability density function (p.d.f)
2) The cumulative distribution function (c.d.f) of a continuous random variable is
continuous function of its independent variable.

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Cumulative Distribution function (CDF):

The cumulative distribution function (CDF) of a random variable ‘X, is the probability that a
random variable ‘X’ takes a value less than or equal to x.
i.e., 𝐹𝑋 (𝑥) = 𝑃(𝑋 ≤ 𝑥)

Properties of CDF:
1) As CDF is defined as 𝐹𝑋 (𝑥) = 𝑃(𝑋 ≤ 𝑥) & 𝑃(𝑥) is bounded between 0 and 1
⟹ 0 ≤ 𝐹𝑋 (𝑥) ≤ 1
2) 𝐹𝑋 (−∞) = 0 and𝐹𝑋 (∞) = 1
Here 𝑥 = −∞ means no possible event, hence 𝑃(𝑋 ≤ −∞) = 0
⟹ 𝐹𝑋 ( −∞) = 0
At 𝑥 = ∞ means 𝑃(𝑥 ≤ ∞) that includes probability of all possible events.
Hence 𝑃(𝑥 ≤ ∞) = 1 ⟹ 𝐹𝑋 ( ∞) = 1
3) 𝐹𝑋 (𝑥1 ) ≤ 𝐹𝑋 (𝑥2 ) if 𝑥1 ≤ 𝑥2
It states the CDF 𝐹𝑋 (𝑥) is a monotonic non decreasing function of 𝑥.

Calculation of CDF for discrete Random variables:

If x is a discrete random variable, then it takes on values at discrete points.
∴ CDF can be defined for this case as 𝐹𝑋 (𝑥) = 𝑃(𝑋 ≤ 𝑥)
0 𝑓𝑜𝑟 − ∞ < 𝑥 < 𝑥1
n

𝐹𝑋 (𝑥) = ∑ 𝑃(𝑋 = 𝑥𝑖 ) 𝑓𝑜𝑟 𝑥1 ≤ 𝑥 ≤ 𝑥𝑛

i=1
{ 1 𝑓𝑜𝑟 𝑥𝑛 < 𝑥 < ∞
Hence CDF of a discrete random variable at any certain event is equal to the summation of the
probabilities of random variable up to that certain event.

Probability mass function (PMF):

The probability mass function of a random variable ‘x’ is the set of probabilities for 𝑋 = 𝑥𝑘
i.e., 𝑃𝑋 (𝑥𝑘 ) = 𝑃(𝑋 = 𝑥𝑘 )

Mean (expected value), variance and standard deviation of a Discrete random variable:
Mean:
It is expectation or expected value of random variable and it is denoted by µ𝑥 or 𝐸[𝑋] or m or
𝑥̅ .

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i.e., 𝐸[𝑋] = ∑𝑥 𝑥𝑃(𝑥 ) is the first moment from origin

Similarly, 𝐸[𝑋 2 ] = ∑𝑥 𝑥 2 𝑃(𝑥) is the second moment from origin
𝐸[(𝑋 − µ𝑥 )2 ] = ∑𝑥 (𝑥 − µ𝑥 )2 𝑃(𝑥) is the central moment
Variance: 𝜎𝑥2 = 𝐸[𝑋 2 ] – (𝐸[𝑋])2
Standard deviation: 𝜎=√𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒

Probability Density Function (PDF):

The derivative of Cumulative distribution function (CDF) with respect to some dummy
variable is called as Probability Density Function (PDF).
𝑑
𝑓𝑋 (𝑥) = 𝐹 (𝑥)
𝑑𝑥 𝑋

Properties of Probability Density Function (PDF):

(i) PDF is non zero for all values of 𝑥 ⟹ 𝑓𝑋 (𝑥 ) ≥ 0 ∀𝑥

Since CDF increases monotonically ⟹ derivative of CDF is positive always.

∞
(ii) The area under the PDF curve is always unity ⟹ ∫−∞ 𝑓𝑋 (𝑥 ) 𝑑𝑥 = 1
𝑥
(iii) CDF is obtained by integrating PDF ⟹ 𝐹𝑋 (𝑥) = ∫−∞ 𝑓𝑋 (𝑥 ) 𝑑𝑥
(iv) Probability of the event (𝑥1 < 𝑥 ≤ 𝑥2 ) is given by the area under the PDF curve in 𝑥1 <
𝑥 ≤ 𝑥2 range.

Mean (expected value), variance and standard deviation of a Continuous random

variable:
Mean:
It is expectation or expected value of random variable and it is denoted by µ𝑥 or 𝐸[𝑥] or m or
𝑥̅ .
∞
i.e., 𝐸 [𝑋] = ∫−∞ 𝑥𝑓𝑋 (𝑥) 𝑑𝑥 is the first moment from origin
∞
Similarly, 𝐸[𝑋 2 ] = ∫−∞ 𝑥 2 𝑓𝑋 (𝑥 ) 𝑑𝑥is the second moment from origin
∞
𝐸[(𝑋 − µ𝑥 )2 ] = ∫−∞(𝑥 − µ𝑥 )2 𝑓𝑋 (𝑥 ) 𝑑𝑥 is the central moment
Variance: 𝜎𝑥2 = 𝐸[𝑋 2 ] – (𝐸[𝑋])2
Standard deviation: 𝜎=√𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒

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Properties of Expectation and Variance:

(i) If 𝑋 is a random variable and 𝑎, 𝑏 are constants then

(a) 𝐸 [𝑎] = 𝑎 (b) 𝐸 [𝑋𝑎] = 𝑎 𝐸[𝑋] (c) 𝐸 [𝑎𝑋 + 𝑏] = 𝑎𝐸 [𝑋] + 𝑏

(d) 𝐸[𝑋 2 ] – (𝐸[𝑋])2 > 0 (e) 𝑉𝑎𝑟(𝑎) = 0 (d) 𝑉𝑎𝑟(𝑎𝑋) = 𝑎2 𝑉𝑎𝑟(𝑋)
(f) 𝑉𝑎𝑟(𝑎𝑋 + 𝑏) = 𝑎2 𝑉𝑎𝑟(𝑋)
(ii) If 𝑌 = 𝑎𝑋 + 𝑏

⟹ 𝜇𝑦 = 𝐸 [𝑌] = 𝐸 [𝑎𝑋 + 𝑏] = 𝑎𝐸 [𝑋] + 𝑏

⟹ 𝜇𝑦 = 𝑎𝜇𝑥 + 𝑏
Variance of Y is 𝜎𝑦2 = 𝐸 [(𝑌 − µ𝑦)2 ] = 𝐸 [((𝑎𝑋 + 𝑏) − (𝑎𝜇𝑥 + 𝑏))2 ] = 𝐸 [𝑎2 (𝑋 − 𝜇𝑥 )2 ]
= 𝑎2 𝐸 [(𝑋 − 𝜇𝑥 )2 ]
⟹ 𝜎𝑦2 = 𝑎2 𝜎𝑥2

Problems

1. A random variable x has the following probability function

𝑿=𝒙 0 1 2 3 4 5 6 7
𝑷(𝒙) 0 𝒌 𝟐𝒌 𝟐𝒌 𝟑𝒌 𝒌𝟐 𝟐𝒌𝟐 𝟕𝒌𝟐 + 𝒌
(i) Find k (ii) Evaluate 𝑃(𝑥 < 6) , 𝑃(𝑥 ≥ 6) & 𝑃(0 < 𝑥 < 5)

Solution:
(i) To find k

We must have 𝑃(𝑥) ≥ 0 ∀ 𝑘 ≥ 0 & ∑ 𝑃(𝑥 ) = 1

⟹ 0 + 𝑘 + 2𝑘 + 3𝑘 + 𝑘 2 + 2𝑘 2 + 7𝑘 2 + 𝑘 = 1
⟹ 10𝑘 2 + 9𝑘 = 1
⟹ 10𝑘 2 + 9𝑘 − 1 = 0
⟹ 10𝑘 2 + 10𝑘 − 𝑘 − 1 = 0
⟹ 10𝑘(𝑘 + 1) − 1(𝑘 + 1) = 0
⟹ (10𝑘 − 1)(𝑘 + 1) = 0
1
⟹ 𝑘 = 10 & 𝑘 = −1 & k should not be Negative, Because 𝑘 ≥ 0
1
⟹𝑘=
10
(ii) 𝑃(𝑥 < 6) = 𝑃(0) + 𝑃(1) + 𝑃(2) + 𝑃(3) + 𝑃(4) + 𝑃(5)

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= 0 + 𝑘 + 2𝑘 + 3𝑘 + 𝑘 2
= 8𝑘 + 𝑘 2
8 1 2
= 10 + (10) Because 𝑘 = 1/10

= 81/100

𝑃(𝑥 ≥ 6) = 𝑃(6) + 𝑃(7)

= 2𝑘 2 + 7𝑘 2 + 𝑘
= 9𝑘 2 + 𝑘
9 1
= +
100 10
19
=
100
𝑃(0 < 𝑥 < 5) = 𝑃(1) + 𝑃(2) + 𝑃(3) + 𝑃(4
= 𝑘 + 2𝑘 + 2𝑘 + 3𝑘
= 8𝑘
8
= 10

2. The density function of a random variable X is given by f ( x)  kx2  x, 0  x  2 .

Find k.
Solution:
2 2
 f x  dx  1  kx2  x  dx  1
0 0
2
2  2 3
 2
 x 
k   2 x  x  dx  1 k x  1
 3
0 
 0
 8 3
k 4    1 k
 3 4

3. The monthly demand for watches is known to have the following probability
distribution
Demand 1 2 3 4 5 6 7 8
Probability 0.008 0.3k 0.19 0.24 k2 0.1 0.07 0.04
Determine the expected demand for watches. Also, compute the variance.

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Solution:
 P( x) 1
2
(0.08)  (0.3k )  (0.19)  (0.24)  (k )  (0.1)  (0.07))(0.04)  1
2
k  0.3k  0.28  0  k  0.4
E( X )   x P( x)  (1)(0.18)  (2)(0.12)  (3)(0.19) 
(4)(0.24)  (5)(0.16)  (6)(0.1)  (7)(0.07)  (8)(0.04)
 4.02 is the mean
2 2
E( X )   x P( x)  (1)(0.18)  (4)(0.12)  (9)(0.19) 
(16)(0.24)  (25)(0.16)  (36)(0.1)  (49)(0.07)  (64)(0.04)
 19.7
2 2 2
Variance  E ( X )  E ( X )  19.07  4.02  3.54

4. If a random variable X takes the values 1,2,3,4 such that

2P(X=1)=3P(X=2)=P(X=3)=5P(X=4). Find the probability distribution of X
Solution:
  
Assume P(X=3)= α By the given equation P( X  1)  P( X  2)  P( X  4) 
2 3 5
For a probability distribution (and mass function)  P(x) 1
P(1)+P(2)+P(3)+P(4) =1
   61 30
   1   1  
2 3 5 30 61
15 10 30 6
P( X  1)  ; P( X  2)  ; P( X  3)  ; P( X  4)  The
61 61 61 61
Probability distribution is given by
X 1 2 3 4
15 10 30 6
p( x)
61 61 61 61

5. A random variable X has the probability density function f(x) given by

  x
f ( x)  cx e , x  0 . Find the value of c and CDF of X.
 0, otherwise

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Solution:
 x
 f ( x) dx  1 F x    f ( x) dx
0 0
 x x x
 cx e dx  1   cx e dx
0 0
x x   x x

c  x e  e   1   xe dx
 0 0
c1  1 x
 x x 
c 1   x e  e 
 0
x x
1  x e e

  2x
 x  0 . Find the
6. If a random variable has the probability density f ( x)  2 e ,

 0, otherwise
probability that it will take on a value between 1 and 3. Also, find the probability that
it will take on value greater than 0.5.
Solution:
3 3  2x 3
  2x  2 6
P(1  X  3)   f ( x) dx   2e dx   e   e e
1 1  1
  2x 
  2x  1
P( X  0.5)   f ( x) dx   2e dx   e  e
0.5 0.5   0.5

7. Is the function defined as follows a density function?

 0, x2
1
f ( x)   3  2 x , 2 x4
18
 0, x4

Solution:
4
4 4  3  2 x 2 
 f ( x ) dx 
1
 18 3  2 x  dx    1
2 2 
 72  2

Hence it is density function.

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8. The cumulative distribution function (CDF) of a random variable X is

x
F ( X )  1  (1  x) e , x  0 . Find the probability density function of X.
Solution:
f ( x)  F x 
  x    x 
 0  1  x   e   1 e 
    
x
 xe , x0
9. The number of hardware failures of a computer system in a week of operations has the
following probability mass function:

Failures 0 1 2 3 4 5 6
Probability 0.18 0.28 0.25 0.18 0.06 0.04 0.01
Find the mean of the number of failures in a week.
Solution:
E( X )   x P( x)  (0)(0.18)  (1)(0.28)  (2)(0.25)  (3)(0.18) 
(4)(0.06)  (5)(0.04)  (6)(0.01)
 1.92
10. Given the p.d.f of a continuous random variable X as follows:
6 x(1  x), 0  x 1
f ( x)   Find the CDF of X.
 0, elsewhere
Solution:
x x x x
2  2 3 2 3
F ( x)   f ( x) dx   6 x(1 _ x) dx   6 x _ 6 x dx  3x  2 x   3x  2 x
0 0 0  0

11. A continuous random variable X has the probability function

f ( x)  k (1  x), 2  x  5 . Find P(X<4).

Solution:

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4 5
 f ( x)dx 1  k  1  x  dx  1
2 2
5
 1  x 2 
 k  1
 2  2
27
k 1
2
2
k 
27
4
4
2 4 2  1  x 2 
P( X  4)   f ( x) dx   1  x  dx     25  9  
1 16
27 27  2  25 27
2 2 2
12. Given the p.d.f of a continuous R.V X as follows: .
12.5 x 1.25 0.1  x  0.5
f ( x)   Find P(0.2 < X < 0.3)
 0, elsewhere
Solution:
0.3
P(0.2  X  0.3)   (12.5 x  1.25) dx
0.2
0.3
 2 
 x
 12.5  1.25 x 
 2 
  0.2

 1.25 50.32  0.3  50.22  0.2 
 0.1875

k
13. Given the probability density function f ( x)  ,    x   , find k and
2
1 x
C.D.F.

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Solution:

x
 f ( x) dx  1 F ( x)   f ( x) dx



k 
  dx  1 k
2   dx
 1  x 2
 1  x
 1   x
 k  tan x 1 1  1 
    tan x 
   
  1   1 
 k   tan     tan      1 1   1   1  
     tan     tan  x  
     
  
 k    1 1  1  1 1
2 2    tan x   cot x
2  
1
k 

14. The density function of a random variable X is given by f ( x)  kx2  x, 0  x  2 .
Find k.
Solution:
2 2
 f x  dx  1  kx2  x  dx  1
0 0
2
2  2 3
 2
 x 
k   2 x  x  dx  1 k x  1
 3
0 
 0
 8 3
k 4    1 k
 3 4

15. A three-digit message is transmitted over a noisy channel having a probability of error
2
as 𝑃(𝐸 ) = 5 per digit. Find CDF.

Solution:
2
Given 𝑃(𝐸 ) = 5 per digit.
2 3
Hence the probability of correct digit is 𝑃(𝐶 ) and it is given by 𝑃 (𝐶 ) = 1 − 𝑃 (𝐸 ) = 1 − 5 = 5

Let C denotes the correct digit and E denotes error digit, then the sample space of three-digit
message is 𝑆 = {𝐶𝐶𝐶, 𝐶𝐶𝐸, 𝐶𝐸𝐶, 𝐸𝐶𝐶, 𝐶𝐸𝐸, 𝐸𝐶𝐸, 𝐸𝐸𝐶, 𝐸𝐸𝐸}.
The random variable 𝑋 represents 4 values, i.e.,

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𝑋 = {𝑛𝑜 𝑒𝑟𝑟𝑜𝑟 (𝑥0 ), 𝑜𝑛𝑒 𝑑𝑖𝑔𝑖𝑡 𝑒𝑟𝑟𝑜𝑟 (𝑥1 ), 𝑡𝑤𝑜 𝑑𝑖𝑔𝑖𝑡 𝑒𝑟𝑟𝑜𝑟 (𝑥2 ), 𝑡ℎ𝑟𝑒𝑒 𝑑𝑖𝑔𝑖𝑡 𝑒𝑟𝑟𝑜𝑟(𝑥3 )}
Let 𝑃(𝑋 = 𝑥0 ) = Probability of no error & 𝑥0 = {𝐶𝐶𝐶}
3 3 3 27
⟹ 𝑃(𝑋 = 𝑥0 ) = [𝑃(𝐶 )𝑃(𝐶 )𝑃(𝐶 )] × 1 = [5 × 5 × 5] × 1 = 125

Let 𝑃(𝑋 = 𝑥1 ) = Probability of one digit error & 𝑥1 = {𝐶𝐶𝐸, 𝐶𝐸𝐶, 𝐸𝐶𝐶}
3 3 2 54
⟹ 𝑃(𝑋 = 𝑥1 ) = [𝑃(𝐶 )𝑃(𝐶 )𝑃(𝐸 )] × 3 = [5 × 5 × 5] × 3 = 125

Let 𝑃(𝑋 = 𝑥2 ) = Probability of two-digit error & 𝑥2 = {𝐶𝐸𝐸, 𝐸𝐶𝐸, 𝐸𝐸𝐶}

3 2 2 36
⟹ 𝑃(𝑋 = 𝑥2 ) = [𝑃(𝐶 )𝑃(𝐸 )𝑃(𝐸 )] × 3 = [5 × 5 × 5] × 3 = 125

Let 𝑃(𝑋 = 𝑥3 ) = Probability of three-digit error & 𝑥3 = {𝐸𝐸𝐸}

2 2 2 8
⟹ 𝑃(𝑋 = 𝑥3 ) = [𝑃(𝐸 )𝑃(𝐸 )𝑃(𝐸 )] × 1 = [5 × 5 × 5] × 1 = 125

Calculation of CDF:
𝐹𝑋 (𝑥) = 0 for 𝑥 < 𝑥0 {no possible event]

27 27
𝐹𝑋 (𝑥0 ) = 𝑃(𝑋 ≤ 𝑥0 ) = 𝑃(𝑋 < 𝑥0 ) + 𝑃(𝑋 = 𝑥0 ) = 0 + 125 = 125

27 54 81
𝐹𝑋 (𝑥1 ) = 𝑃(𝑋 ≤ 𝑥1 ) = 𝑃(𝑋 < 𝑥0 ) + 𝑃 (𝑋 = 𝑥0 ) + 𝑃(𝑋 = 𝑥1 ) = 0 + 125 + 125 = 125

𝐹𝑋 (𝑥2 ) = 𝑃(𝑋 ≤ 𝑥2 ) = 𝑃(𝑋 < 𝑥0 ) + 𝑃(𝑋 = 𝑥0 ) + 𝑃 (𝑋 = 𝑥1 ) + 𝑃(𝑋 = 𝑥2 )

27 54 36 117
= 0+ + + =
125 125 125 125

𝐹𝑋 (𝑥3 ) = 𝑃(𝑋 ≤ 𝑥3 ) = 𝑃(𝑋 < 𝑥0 ) + 𝑃(𝑋 = 𝑥0 ) + 𝑃(𝑋 = 𝑥1 ) + 𝑃 (𝑋 = 𝑥2 ) + 𝑃(𝑋 = 𝑥3 )

27 54 36 8
= 0 + 125 + 125 + 125 + 125 = 1

16. A Coin is tossed three times. Write the sample space which gives all possible outcomes.
A random variable 𝑋, which represents the number of heads obtained by a double toss.
Also find the probabilities of 𝑋 and CDF.

Solution:

(a) When a coin is tossed three times, then the sample space of all possible outcomes is

𝑆 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝑇𝐻𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}

1
(b) Suppose if we toss a coin one time then 𝑃(𝐻) = 2 = 𝑃(𝑇).

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Random variable 𝑋 represents the number of heads obtained on any double toss, then
the sample space is 𝑆 = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}
Hence 𝑋 = {𝑛𝑜 ℎ𝑒𝑎𝑑𝑠 (𝑥0 ), 𝑜𝑛𝑒 ℎ𝑒𝑎𝑑 (𝑥1 ), 𝑡𝑤𝑜 ℎ𝑒𝑎𝑑𝑠 (𝑥2 )}
⟹ 𝑥0 = {𝑇𝑇}, 𝑥1 = {𝐻𝑇, 𝑇𝐻}, 𝑥2 = {𝐻𝐻}
(c) Probabilities of 𝑋:
Let 𝑃(𝑋 = 𝑥0 ) = Probability of no Heads & 𝑥0 = {𝑇𝑇}
1 1 1
⟹ 𝑃(𝑋 = 𝑥0 ) = [𝑃(𝑇)𝑃(𝑇)] × 1 = [2 × 2] × 1 = 4

Let 𝑃(𝑋 = 𝑥1 ) = Probability of one Head & 𝑥1 = {𝐻𝑇, 𝑇𝐻}

1 1 1
⟹ 𝑃(𝑋 = 𝑥1 ) = [𝑃(𝐻)𝑃(𝑇)] × 2 = [2 × 2] × 2 = 2

Let 𝑃(𝑋 = 𝑥2 ) = Probability of two Heads & 𝑥2 = {𝐻𝐻}

1 1 1
⟹ 𝑃(𝑋 = 𝑥2 ) = [𝑃(𝐻)𝑃(𝐻)] × 1 = [2 × 2] × 1 = 4

(d) Calculation of CDF:

𝐹𝑋 (𝑥) = 0 for 𝑥 < 𝑥0 {no possible event]
1 1
𝐹𝑋 (𝑥0 ) = 𝑃(𝑋 ≤ 𝑥0 ) = 𝑃(𝑋 < 𝑥0 ) + 𝑃(𝑋 = 𝑥0 ) = 0 + 4 = 4
1 1 3
𝐹𝑋 (𝑥1 ) = 𝑃(𝑋 ≤ 𝑥1 ) = 𝑃(𝑋 < 𝑥0 ) + 𝑃 (𝑋 = 𝑥0 ) + 𝑃(𝑋 = 𝑥1 ) = 0 + 4 + 2 = 4

𝐹𝑋 (𝑥2 ) = 𝑃(𝑋 ≤ 𝑥1 ) = 𝑃(𝑋 < 𝑥0 ) + 𝑃(𝑋 = 𝑥0 ) + 𝑃(𝑋 = 𝑥1 ) + 𝑃(𝑋 = 𝑥2 )

1 1 1
= 0+ + + = 1
4 2 4

1
17. Show that the function 𝑃𝑋 (𝑥) = 2𝑥 , 𝑥 = 1, 2, 3 … …. is the PMF of a discrete random

variable, Compute the following probabilities (i)𝑃(𝑋 𝑖𝑠 𝑒𝑣𝑒𝑛) (ii) 𝑃(𝑋 ≥ 5)

(iii) 𝑃(𝑋 𝑖𝑠 𝑛𝑜𝑡 𝑎 𝑚𝑢𝑙𝑡𝑖𝑝𝑙𝑒 𝑜𝑓 3).

Solution:

1
Clearly the given function 𝑃𝑋 (𝑥 ) = 2𝑥 > 0, 𝑥 = 1, 2, 3 … ….

∴ 𝑃𝑋 (𝑥 ) ≥ 0 ∀𝑥 > 0

1 1 1 1⁄
Consider ∑∞ 2
𝑥=1 𝑃𝑋 (𝑥 ) = 2 + 22 + 23 + ⋯ ⋯ ⋯ = 1−1⁄ = 1
2

𝑎
Because of Geometric Progression 𝑎 + 𝑎𝑟 + 𝑎𝑟 2 + ⋯ ⋯ ⋯ = 1−𝑟

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Hence 𝑃𝑋 (𝑥 ) is Probability mass function

(i) 𝑃(𝑋 𝑖𝑠 𝑒𝑣𝑒𝑛) = 𝑃(𝑋 = 2) + 𝑃(𝑋 = 4) + 𝑃(𝑋 = 6) + ⋯ ⋯ ⋯

1 1 1
= 22 + 24 + 26 + ⋯ ⋯ ⋯
1⁄
1 1 1 1 1 2 2 1
= 22 + 22 22 + 22 (22 ) + ⋯ ⋯ ⋯ = 1−12 =3
⁄22

(ii) 𝑃(𝑋 ≥ 5) = 𝑃(𝑋 = 5) + 𝑃(𝑋 = 6) + 𝑃 (𝑋 = 7) + ⋯ ⋯ ⋯

1 1 1
= 25 + 26 + 27 + ⋯ ⋯ ⋯
1 1 1 1 1 1
= 24 (2 + 22 + 23 + ⋯ ⋯ ⋯ ) = 24 (1) = 16

(iii) 𝑃(𝑋 𝑖𝑠 𝑛𝑜𝑡 𝑎 𝑚𝑢𝑙𝑡𝑖𝑝𝑙𝑒 𝑜𝑓 3) = 1 − 𝑃(𝑋 𝑖𝑠 𝑚𝑢𝑙𝑡𝑖𝑝𝑙𝑒 𝑜𝑓 3)

= 1 − {𝑃 (𝑋 = 3) + 𝑃(𝑋 = 6) + 𝑃(𝑋 = 9) + ⋯ ⋯ }
1 1 1
= 1 − (23 + 26 + 29 + ⋯ ⋯ ⋯ )
1⁄
1 1 2 1 3 3
= 1 − (23 + (23 ) + (23 ) + ⋯ ⋯ ⋯ ) = 1 − (1−12 )
⁄23

1 6
=1−7= 7
18. Imagine an audio amplifier contains six transistors. Harry has determined that two
transistors are defective, but he does not know which two. Harry removes three
transistors at random and inspects them. Let 𝑋 be the number of defective transistors
that harry finds, where 𝑋 may be 0, 1 or 2. Find PMF for 𝑋.

Solution:

Let 𝑋 denotes defective transistors

Number of transistors are 6

Number of defective transistors are 2

Number of non-defective transistors are 4

2
C0  4C3 4 1
P( X  0)  6
 
C3 20 5

2
C1  4C2 12 3
P( X  1)  6
 
C3 20 5

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

2
C2  4C1 4 1
P( X  2)  6
 
C3 20 5

So here each of 𝑃(𝑋) > 0 and ∑ 𝑃(𝑋) = 1

Hence the required PMF is

𝑿 0 1 2

𝑷(𝑿) 1/5 3/5 1/5

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

Bernoulli Trails:
(i). Each trail having only two outcomes (Success and Failure)
(ii). Each trail must be independent.
(iii). Only finite number of repeated trails.

Binomial Distribution:

A random variable X is called a Binomial random variable with parameters (𝑛, 𝑝) and its
PMF is given by 𝑃(𝑋 = 𝐾 ) = (𝑛𝑘) 𝑝𝑘 𝑞 𝑛−𝑘 .
Where 𝑘 = 0, 1, 2, 3, … … . , 𝑛, 𝑝 is the probability of success with the range 0 ≤ 𝑝 ≤ 1, 𝑞 is
𝑛!
the probability of failure i.e., 𝑝 + 𝑞 = 1 and (𝑛𝑘) = 𝑘! (𝑛−𝑘)!

The CDF of the Random variable 𝑋 is given by 𝐹𝑋 (𝑥) = ∑𝑛𝑘=0(𝑛𝑘) 𝑝𝑘 𝑞 𝑛−𝑘 , 𝑛 ≤ 𝑘 ≤ 𝑛 + 1

 Derive Mean, Variance and Standard deviation of the Binomial Distribution.

Proof:
From the Binomial Distribution, we have 𝑃 (𝑋 = 𝐾 ) = (𝑛𝑘) 𝑝𝑘 𝑞 𝑛−𝑘 for 𝑘 = 0, 1, 2, 3, … … . , 𝑛
For the Discrete random variable 𝑋,
Mean: 𝐸 [𝑋] = ∑𝑥 𝑥𝑃(𝑥 ) = ∑𝑛𝑘=0 𝑘 (𝑛𝑘) 𝑝𝑘 𝑞 𝑛−𝑘
𝑛!
= ∑𝑛𝑘=0 𝑘 𝑝𝑘 𝑞 𝑛−𝑘
𝑘! (𝑛−𝑘)!
𝑛!
= ∑𝑛𝑘=0 𝑘 𝑝𝑘 𝑞 𝑛−𝑘
𝑘 (𝑘−1)! (𝑛−𝑘)!
𝑛(𝑛−1)!
= ∑𝑛𝑘=1 (𝑘−1)![(𝑛−1)−(𝑘−1)]!
𝑝𝑘−1+1 𝑞 (𝑛−1)−(𝑘−1)
(𝑛−1)!
= 𝑛𝑝 ∑𝑛𝑘=1 (𝑘−1)![(𝑛−1)−(𝑘−1)]!
𝑝𝑘−1 𝑞 (𝑛−1)−(𝑘−1)

= 𝑛𝑝 ∑𝑛𝑘=1 (𝑛−1
𝑘−1
) 𝑝𝑘−1 𝑞 (𝑛−1)−(𝑘−1)
= 𝑛𝑝(𝑝 + 𝑞)𝑛−1 and 𝑝 + 𝑞 = 1
⟹ 𝐸 [𝑋] = 𝑛𝑝
Again 𝐸 [𝑋 2 ] = 𝐸 [𝑋 2 − 𝑋 + 𝑋] = 𝐸 [𝑋(𝑋 − 1) + 𝑋] = 𝐸 [𝑋(𝑋 − 1)] + 𝐸[𝑋]
𝐸 [𝑋(𝑋 − 1)] = ∑𝑥 𝑥 (𝑥 − 1)𝑃(𝑥 ) = ∑𝑛𝑘=0 𝑘 (𝑘 − 1) (𝑛𝑘) 𝑝𝑘 𝑞 𝑛−𝑘
𝑛!
= ∑𝑛𝑘=0 𝑘 (𝑘 − 1) 𝑝𝑘 𝑞 𝑛−𝑘
𝑘! (𝑛−𝑘)!
𝑛!
= ∑𝑛𝑘=0 𝑘 (𝑘 − 1) 𝑘 (𝑘−1)(𝑘−2)! (𝑛−𝑘)!
𝑝𝑘 𝑞 𝑛−𝑘

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𝑛(𝑛−1)(𝑛−2)!
= ∑𝑛𝑘=2 (𝑘−2)![(𝑛−2)−(𝑘−2)]!
𝑝𝑘−2+2 𝑞 (𝑛−2)−(𝑘−2)
(𝑛−2)!
= 𝑛(𝑛 − 1)𝑝2 ∑𝑛𝑘=2 (𝑘−2)![(𝑛−2)−(𝑘−2)]!
𝑝𝑘−2 𝑞 (𝑛−2)−(𝑘−2)

= 𝑛(𝑛 − 1)𝑝2 ∑𝑛𝑘=2 (𝑛−2

𝑘−2
) 𝑝𝑘−2 𝑞 (𝑛−2)−(𝑘−2)
= 𝑛(𝑛 − 1)𝑝2 (𝑝 + 𝑞)𝑛−2 and 𝑝 + 𝑞 = 1
⟹ 𝐸 [𝑋(𝑋 − 1)] = 𝑛2 𝑝 2 − 𝑛𝑝2
⟹ 𝐸 [𝑋 2 ] = 𝐸 [𝑋(𝑋 − 1)] + 𝐸 [𝑋] = 𝑛2 𝑝 2 − 𝑛𝑝2 + 𝑛𝑝
Variance: 𝜎𝑥2 = 𝐸 [𝑋 2 ]– (𝐸 [𝑋])2 = 𝑛2 𝑝 2 − 𝑛𝑝2 + 𝑛𝑝 − 𝑛2 𝑝 2 = −𝑛𝑝2 + 𝑛𝑝 = 𝑛𝑝(1 − 𝑝)
⟹ 𝜎𝑥2 = 𝑛𝑝𝑞
Standard Deviation: 𝜎𝑥 = √𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = √𝑛𝑝𝑞

Poisson Distribution:

Poisson distribution is a limiting case of binomial distribution i.e., by taking the limiting
cases 𝑛 is large (𝑛 → ∞) and 𝑝 is small (𝑝 → 0) then 𝑛𝑝 → 𝜇.
𝑦𝑖𝑒𝑙𝑑𝑠 𝜇 𝑘 𝑒 −𝜇
𝑃𝑋 (𝑘) = (𝑛𝑘) 𝑝𝑘 𝑞 𝑛−𝑘 → 𝑃𝑋 (𝑘) = , 𝑘 = 0,1,2, … ….
𝑘!

𝜇𝑘
The CDF of the Random variable 𝑋 is given by 𝐹𝑋 (𝑥) = 𝑒 −𝜇 ∑∞
𝑘=0 𝑘! , 𝑛 ≤ 𝑘 ≤ 𝑛 + 1

Prove that Poisson distribution is the limiting case of Binomial distribution.

Solution: If X is binomial Random variable with parameter n & p, then
p ( X  x)  n c x p x q n  x , x  0,1,2,....n
n!
 p x (1  p ) n  x
(n  x)! x!
n x
n(n  1)( n  2)....( n  ( x  1))( n  x)!      
x

   1  
(n  x)! x! n  n
x
n(n  1)( n  2)....( n  ( x  1))        
x n

   1   1  
x! n  n  n
x
x  x  1      
n
 1  2
 x n.n 1   n1  .....n1    1   1  
n x!  n   n   n   n  n
x
x 
1   2   x  1      
n

 1   1  .....1   1    1  
x!  n   n   n   n  n

Taking limit as n   on both sides

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x
x  1   2   x  1      
n

lim p( X  x)  lim 1   1  .....1   1   1  

n  n 
x!  n   n   n   n  n
x
  1   2   x  1    
x n

 lim 1   1  .....1   lim 1   lim 1  

x! n   n  n   n  n   n n   n

 
 
x x
e
 (1.1....1) . e  .1  , x  0,1,2,.....
x! x!

e  x
 p( X  x)  , x  0,1,2,..... and it is Poisson distribution.
x!
Hence the proof.

 Derive Mean, Variance and Standard deviation of the Poisson Distribution.

Proof:
𝜇 𝑘 𝑒 −𝜇
From the Poisson Distribution, we have 𝑃𝑋 (𝑘) = , 𝑘 = 0,1,2, … ….
𝑘!

For the Discrete random variable 𝑋,

𝜇 𝑘 𝑒 −𝜇
Mean: 𝐸 [𝑋] = ∑𝑥 𝑥𝑃(𝑥 ) = ∑∞
𝑘=0 𝑘 𝑘!

𝜇 𝑘 𝑒 −𝜇
= ∑∞
𝑘=0 𝑘 𝑘(𝑘−1)!

𝜇 𝑘−1+1 𝑒 −𝜇
= ∑∞
𝑘=1 (𝑘−1)!

𝜇 𝑘−1
= 𝜇 𝑒 −𝜇 ∑∞
𝑘=1 (𝑘−1)!

𝜇0 𝜇1 𝜇2 𝜇3
= 𝜇 𝑒 −𝜇 { 0! + + + + ⋯⋯⋯}
1! 2! 3!
𝜇 𝜇2 𝜇3
= 𝜇 𝑒 −𝜇 {1 + 1! + + + ⋯⋯⋯}
2! 3!

= 𝜇 𝑒 −𝜇 𝑒 𝜇
⟹ 𝐸 [𝑋 ] = 𝜇
Again 𝐸 [𝑋 2 ] = 𝐸 [𝑋 2 − 𝑋 + 𝑋] = 𝐸 [𝑋(𝑋 − 1) + 𝑋] = 𝐸 [𝑋(𝑋 − 1)] + 𝐸[𝑋]
𝜇 𝑘 𝑒 −𝜇
𝐸 [𝑋(𝑋 − 1)] = ∑𝑥 𝑥 (𝑥 − 1)𝑃(𝑥 ) = ∑∞
𝑘=0 𝑘 (𝑘 − 1) 𝑘!

𝜇 𝑘 𝑒 −𝜇
= ∑∞
𝑘=0 𝑘 (𝑘 − 1) 𝑘(𝑘−1)(𝑘−2)!

𝜇 𝑘−2+2 𝑒 −𝜇
= ∑∞
𝑘=2 (𝑘−2)!

𝜇 𝑘−2
= 𝜇 2 𝑒 −𝜇 ∑∞
𝑘=2 (𝑘−2)!

𝜇0 𝜇1 𝜇2 𝜇3
= 𝜇 2 𝑒 −𝜇 { 0! + + + + ⋯⋯⋯}
1! 2! 3!

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𝜇 𝜇2 𝜇3
= 𝜇 2 𝑒 −𝜇 {1 + 1! + + + ⋯⋯⋯}
2! 3!

= 𝜇 2 𝑒 −𝜇 𝑒 𝜇
⟹ 𝐸 [𝑋(𝑋 − 1)] = 𝜇 2
⟹ 𝐸 [𝑋 2 ] = 𝐸 [𝑋(𝑋 − 1)] + 𝐸 [𝑋] = 𝜇 2 + 𝜇
Variance: 𝜎𝑥2 = 𝐸 [𝑋 2 ]– (𝐸 [𝑋])2 = 𝜇 2 + 𝜇 − 𝜇 2
⟹ 𝜎𝑥2 = 𝜇
Standard Deviation: 𝜎𝑥 = √𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = √𝜇 = √𝑛𝑝

Exponential Distribution:

A Random variable 𝑋 is called an Exponential random variable with parameter 𝜆 > 0 and its
PDF is given by
−𝜆𝑥
𝑓𝑋 (𝑥 ) = { 𝜆𝑒 , 𝑥 > 0
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1 − 𝑒 −𝜆𝑥 , 𝑥 ≥ 0
The corresponding CDF of 𝑋 is 𝐹𝑋 (𝑥) = {
0, 𝑥<0
Proof:
𝑥
We know that 𝐹𝑋 (𝑥) = 𝑃(𝑋 ≤ 𝑥 ) = ∫−∞ 𝑓𝑋 (𝑥 ) 𝑑𝑥
𝑥 𝑒 −𝜆𝑥 𝑥
𝐹𝑋 (𝑥) = ∫0 𝜆𝑒 −𝜆𝑥 𝑑𝑥 = 𝜆 ( ) = (−𝑒 −𝜆𝑥 + 𝑒 0 ) = 1 − 𝑒 −𝜆𝑥
−𝜆 0
−𝜆𝑥
Hence 𝐹𝑋 (𝑥) = {1 − 𝑒 , 𝑥≥0
0, 𝑥<0
The Graphical Representation of PDF and CDF for an Exponential Distribution is

 Derive Mean, Variance and Standard deviation of the Exponential Distribution.

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Proof:
−𝜆𝑥
From the PDF of Exponential Distribution, we have 𝑓𝑋 (𝑥 ) = { 𝜆𝑒 , 𝑥 > 0
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
For the Continuous random variable 𝑋,
∞
Mean: 𝐸 [𝑋] = ∫−∞ 𝑥𝑓𝑋 (𝑥 ) 𝑑𝑥
∞ ∞
⟹ 𝐸 [𝑋] = ∫0 𝑥 𝜆𝑒 −𝜆𝑥 𝑑𝑥 = 𝜆 ∫0 𝑥 𝑒 −𝜆𝑥 𝑑𝑥
𝑒 −𝜆𝑥 𝑒 −𝜆𝑥 𝑒0 1
⟹ 𝐸 [𝑋] = 𝜆 [𝑥 − (1) (−𝜆)2 ] ∞
0
= 𝜆 {[0 − 0] − [0 − (1) (−𝜆)2 ]} = 𝜆 𝜆2
−𝜆
1
⟹ 𝐸 [𝑋 ] = 𝜆
∞
Again, 𝐸[𝑋 2 ] = ∫−∞ 𝑥 2 𝑓𝑋 (𝑥 ) 𝑑𝑥
∞ ∞
⟹ 𝐸 [𝑋 2 ] = ∫0 𝑥 2 𝜆𝑒 −𝜆𝑥 𝑑𝑥 = 𝜆 ∫0 𝑥 2 𝑒 −𝜆𝑥 𝑑𝑥
𝑒 −𝜆𝑥 𝑒 −𝜆𝑥 𝑒 −𝜆𝑥 𝑒0
⟹ 𝐸 [𝑋 2 ] = 𝜆 [𝑥 2 − (2𝑥 ) (−𝜆)2 + 2 (−𝜆)3 ] ∞
0
= 𝜆 {[0 − 0 + 0] − [0 − 0 + 2 (−𝜆)3 ]}
−𝜆
2
⟹ 𝐸 [𝑋 2 ] = 𝜆2

2 1 2
Variance: 𝜎𝑥2 = 𝐸 [𝑋 2 ]– (𝐸 [𝑋])2 = 𝜆2 − (𝜆)
1
⟹ 𝜎𝑥2 = 𝜆2
1
Standard Deviation: 𝜎𝑥 = √𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜆

Normal Distribution:

A Random variable 𝑋 is called a Normal random variable and its PDF is given by
1 1 𝑥−𝜇 2
𝑒 −2( )
𝑓𝑋 (𝑥 ) = 𝜎 , −∞ <𝑥<∞
𝜎√2𝜋
𝑥−𝜇
Let us consider the standard normal variate 𝑧 = , then its PDF leads to
𝜎
1 𝑧 2⁄
𝑓𝑋 (𝑥 ) = 𝑒− 2
√2𝜋
is called standard or unit distribution and this distribution is denoted by 𝑁(0, 1) respectively
and the corresponding CDF is
𝑥−𝜇
𝐹𝑋 (𝑥) = 𝜙 ( )
𝜎
Properties of Distribution function 𝜙(𝑥):
i. For any −∞ < 𝑥 < ∞, 𝜙(−𝑥 ) = 1 − 𝜙(𝑥)
𝑥2⁄ 𝑥2⁄
𝑒− 2 1 1 𝑒− 2 1
ii. For any 𝑥 > 0, (𝑥 − 𝑥 3 ) < 1 − 𝜙(𝑥) < (𝑥 )
√2𝜋 √2𝜋

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𝑥2⁄
𝑒− 2 1
iii. For large x, 1 − 𝜙(𝑥) ≅ (𝑥), 𝑥 > 1
√2𝜋

The Graphical Representation of PDF and CDF for a Normal Distribution is

 Derive Mean, Variance and Standard deviation of the Normal Distribution.

Proof:
1 𝑥−𝜇 2
1
𝑒 −2( )
From the PDF of Gaussian Distribution, we have 𝑓𝑋 (𝑥 ) = 𝜎 𝜎 , −∞ < 𝑥 < ∞
√ 2𝜋

For the Continuous random variable 𝑋,

∞
Mean: 𝐸 [𝑋] = ∫−∞ 𝑥𝑓𝑋 (𝑥 ) 𝑑𝑥
1 𝑥−𝜇 2 1 𝑥−𝜇 2
∞ 1 1 ∞
𝑒 −2( ) − ( )
⟹ 𝐸 [𝑋] = ∫−∞ 𝑥 𝜎 𝑑𝑥 = 𝜎 ∫ 𝑥𝑒 2 𝜎 𝑑𝑥
𝜎√ 2𝜋 √ 2𝜋 −∞
𝑥−𝜇
Put 𝑡 = ⟹ 𝑥 = 𝑡𝜎 + 𝜇, 𝑑𝑥 = 𝜎𝑑𝑡 and −∞ < 𝑡 < ∞
𝜎
1 1
1 ∞ − (𝑡)2 1 ∞ − (𝑡) 2
⟹ 𝐸 [𝑋 ] = 𝜎 ∫ (𝑡𝜎 + 𝜇) 𝑒 2 𝜎𝑑𝑡 = ∫ (𝑡𝜎 + 𝜇) 𝑒 2 𝑑𝑡
√ 2𝜋 −∞ √ 2𝜋 −∞
1 1 1
𝜎 ∞ − (𝑡)2 𝜇 ∞ − (𝑡) 2 𝜇 ∞
− (𝑡) 2
⟹ 𝐸 [𝑋 ] = ∫ 𝑡𝑒 2 𝑑𝑡 + ∫ 𝑒 2 𝑑𝑡 = 0 + ∫ 𝑒 2 𝑑𝑡
√ 2𝜋 −∞ √ 2𝜋 −∞ √ 2𝜋 −∞

∞ 1 2
Because ∫−∞ 𝑡 𝑒 −2(𝑡) 𝑑𝑡 is an odd function
∞ 1 2
𝜇
⟹ 𝐸 [𝑋 ] = √2𝜋 Because ∫−∞ 𝑒 −2(𝑡) 𝑑𝑡 = √2𝜋 Gamma functions
√ 2𝜋

⟹ 𝐸 [𝑋 ] = 𝜇
∞
Variance: 𝑉𝑎𝑟(𝑋) = 𝐸 [(𝑋 − 𝜇)2 ] = ∫−∞(𝑥 − 𝜇)2 𝑓𝑋 (𝑥 )𝑑𝑥
1 𝑥−𝜇 2 1 𝑥−𝜇 2
∞ 1 − ( ) 1∞
− 𝜇)2 𝑒 −2( )
⟹ 𝑉𝑎𝑟(𝑋) = ∫−∞(𝑥 − 𝜇)2 𝑒 2 𝜎 𝑑𝑥 = ∫ (𝑥 𝜎 𝑑𝑥
𝜎 √2𝜋 𝜎 √2𝜋 −∞
𝑥−𝜇
𝑡= ⟹ 𝑥 − 𝜇 = 𝑡𝜎, 𝑑𝑥 = 𝜎𝑑𝑡 and −∞ < 𝑡 < ∞
𝜎
1 1 1
1 ∞ − (𝑡)2 1 ∞ − (𝑡)2 𝜎2 ∞ − (𝑡)2
⟹ 𝑉𝑎𝑟(𝑋) = 𝜎 ∫ (𝑡𝜎)2 𝑒
2𝜋 −∞
2 𝜎𝑑𝑡 = ∫ (𝑡𝜎)2 𝑒
2𝜋 −∞
2 𝑑𝑡 = ∫ 𝑡 2𝑒
2𝜋 −∞
2 𝑑𝑡
√ √ √

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1 1
2𝜎 2 ∞ − (𝑡) 2 ∞ 2
⟹ 𝑉𝑎𝑟(𝑋) = ∫ 𝑡 2𝑒 2 𝑑𝑡 Because ∫0 𝑡 2 𝑒 −2(𝑡) 𝑑𝑡 is an even function
√ 2𝜋 0

𝑡2 𝑑𝑢
Now put = 𝑢 ⟹ 𝑡 = √2𝑢 , 𝑑𝑡 = and −∞ < 𝑢 < ∞
2 √2𝑢
1 1
2𝜎 2 ∞ 𝑑𝑢 2𝜎 2 ∞1− 2𝜎 2 ∞
⟹ 𝑉𝑎𝑟(𝑋) = ∫ 2𝑢 𝑒 −𝑢
2𝜋 0
= ∫0 𝑢 2 𝑒 −𝑢 𝑑𝑢 = ∫0 𝑢2 𝑒 −𝑢 𝑑𝑢 ⋯ ⋯ ⋯ (1)
√ √2𝑢 √𝜋 √𝜋
∞
From gamma functions we have, Γ(𝑛) = ∫0 𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥, 𝑛 > 0 ⋯ ⋯ ⋯ (2)
1 3
Comparing (1) and (2), we get 𝑛 − 1 = ⟹ 𝑛 =
2 2

3 √𝜋
Hence Γ (2) = Because Γ(𝑛) = (𝑛 − 1)Γ(𝑛 − 1)
2
2𝜎 2 √𝜋
⟹ 𝑉𝑎𝑟(𝑋) =
√𝜋 2

⟹ 𝑉𝑎𝑟(𝑋) = 𝜎 2
And Standard deviation= 𝜎

Problems:
1. It has been claimed that in 60 % of all solar heat installation the utility bill is Reduced
by at least one-third. Accordingly, what are the probabilities that the utility bill will be
reduced by at least one-third in at least four of five installations.
Solution:
Given n=5, p=60 % =0.6 and q=1-p=0.4
p( x  4)  p[ x  4]  p[ x  5]
 5c 4 (0.6) 4 (0.4) 5 4  5c5 (0.6) 5 (0.4) 55
 0.337

2. It is known that the probability of an item produced by a certain machine will be

defective is 0.05. If the produced items are sent to the market in packets of 20, find the
no. of packets containing at least, exactly, at most 2 defectives in a consignment of 1000
packets using poison distribution.
Solution: Given n = 20 , p = 0.05 , N = 1000
Mean   n p  1
Let X denote the no. of defectives.
(i)

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e   . x e 1 .1x e 1 .
p X  x     x  0,1,2,...
x! x! x!
px  2  1  px  2
1   p( x  0)  p( x  1)
 e 1 e 1  1
 1     1  2 e  0.2642
 0 ! 1! 
Therefore, out of 1000 packets, the no. of packets containing at least 2 defectives
 N . px  2  1000 * 0.2642  264 packets

e 1
(ii) px  2   0.18395
2!
Out of 1000 packets, =N*p[x=2]=184 packets
(iii)
px  2  p[ x  0]  p[ x  1]  p[ x  2]
e 1 e 1 e 1
    0.91975
0! 1! 2!
For 1000 packets = 1000*0.91975=920 packets approximately.

3. The atoms of radioactive element are randomly disintegrating. If every gram of this
element, on average, emits 3.9 alpha particles per second, what is the probability during
the next second the no. of alpha particles emitted from 1 gram is
(i) at most 6 (ii) at least 2 (iii) at least 3 ?
Solution: Given   3.9
Let X denote the no. of alpha particles emitted
(i ) p ( x  6)  p ( x  0)  p ( x  1)  p ( x  2)  ......  p ( x  6)
e 3.9 (3.9) 0 e 3.9 (3.9)1 e 3.9 (3.9) 2 e 3.9 (3.9) 6
    ...... 
0! 1! 2! 6!
 0.898
(ii ) p( x  2)  1  p ( x  2)
 1   p ( x  0)  p ( x  1)
 e 3.9 (3.9) 0 e 3.9 (3.9)1 
1    
 0! 1! 
 0.901

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(iii ) p(3  x  6)  p( x  3)  p( x  4)  p( x  5)  p( x  6)
e 3.9 (3.9) 3 e 3.9 (3.9) 4 e 3.9 (3.9) 5 e 3.9 (3.9) 6
   
3! 4! 5! 6!
 0.645

4. The no. of monthly breakdowns of a computer is a Random variable having Poisson

distribution with mean 1.8. Find the probability that this computer will function for a
month with only one breakdown.
Solution:
e  x
p ( X  x)  , given   1.8
x!

e 1.8 (1.8)1
p( x  1)   0.2975
1!

5. The time (in hours) required to repair a machine is exponentially distributed with
1
parameter   .
2
(a)What is the probability that the repair time exceeds 2 hrs?
(b)What is the conditional probability that a repair takes at least 11 hrs given that Its
direction exceeds 8 hrs ?

Solution:
If X represents the time to repair the machine, the density function of X is given by
f ( x)   e x , x0
1 x
 e 2 x0
2
 
p ( x  2)   f ( x) dx    e x dx
2 2

 x 
1 e 2 
 x
1
 e 2
dx   
2 2  1
2 
 2  2
 
  0  e 1  0.3679

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px  11 x  8  px  3
 
  f ( x) dx    e x dx
3 3

 x 
1 e 2 
 x
1
 e 2
dx   
2 2  1
3 
 2  3
  
3

3
  0  e   e 2  0.2231
2

 

6. An electrical firm manufactures light bulbs that have a life, before burn out, that is
normally distributed with mean equal to 800 hours and a standard deviation of 40 hours.
Find (1) the probability that a bulb burns more than 834 hours (2) the probability that
bulb burns between 778 and 834 hours.
Solution:
Given   800 ,   40

 X   834  800 
(1) PX  834  P  
  40 

 Pz  0.85
 0.5  P0  z  0.85
 0.5  0.3023  0.1977

 778  800 X   834  800 

(2) P778  X  834  P   
 40  40 

 P 0.55  z  0.85

 P 0.55  z  0 P0  z  0.85
 P 0  z  0.55 P0  z  0.85
 0.2088  0.3023
 0.5111

7. The marks obtained by a number of students in a certain subject are approximately

normally distributed with mean 65 and standard deviation 5. If 3 students are selected
at random from this group, what is the probability that at least one of them have scored
above 75?

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Solution:
If X represents the marks obtained by the students, X follows the distribution
N 65 , 5 .
Pa student scores above75  PX  75
 P75  X  

 75   X   
 P   
   
 75  65 
 P  z  
 5 
 P2  z  
 0.5  P 0  z  2 .
 0.5 0.4772
 0.0228 .
Let p  Pa student score above 75  0.0228
Then q  1  p  1  0.0228  0.9772 and n  3
Since p is the same for all the students the number Y of students scoring above 75 follows
Binomial distribution.
Patleast 1 student score above75  PY 1
1  PY 1
1  PY  0

1  nc0 p 0 q n  0

 1  3 c0 q 3

1  0.9772  0.0667
3

8. A Binary source generates digits 1 and 0 corresponding to the probabilities 0.6 and 0.4
respectively.
(a). What is the probability that two 1’s and three 0’s will occur in a five-digit sequence?
(b). What is the probability that at least three 1’s will occur in a five-digit sequence?
Solution:
Let 𝑋 be the random variable denoting the number 1’s generated in five-digit sequence
⟹ 𝑛 = 5, 𝑝 = 0.6 & 𝑞 = 0.4

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From the Binomial distribution we have 𝑃𝑋 (𝐾 ) = (𝑛𝑘) 𝑝𝑘 𝑞 𝑛−𝑘

⟹ 𝑃𝑋 (𝐾 ) = (𝑘5 ) (0.6)𝑘 (0.4)5−𝑘

(a). If we find probability of two 1’s remaining will be obviously three 0’s
⟹ 𝑃𝑋 (2) = (52) (0.6)2 (0.4)3 = 0.23
(b). 𝑃𝑋 (𝐾 ≥ 3) = 1 − 𝑃𝑋 (𝐾 < 3) = 1 − {𝑃𝑋 (0) + 𝑃𝑋 (1) + 𝑃𝑋 (2)}
= 1 − {(50) (0.6)0 (0.4)5 + (51) (0.6)1 (0.4)4 + (52) (0.6)2 (0.4)3 }
= 1 − 0.317 = 0.683

9. A Noisy transmission channel has a per digit error probability 𝑝 = 0.01. (a). Calculate
the probability of more than 1 error in 10 received digits (b) repeat (a) using Poisson
distribution.

Solution:
(a). It is clear that the number of errors in 10 received digits is a binomial random variable 𝑋
with 𝑛 = 10, 𝑝 = 0.01 & 𝑞 = 1 − 𝑝 = 0.99
From the Binomial distribution we have 𝑃𝑋 (𝐾 ) = (𝑛𝑘) 𝑝𝑘 𝑞 𝑛−𝑘

⟹ 𝑃𝑋 (𝐾 ) = (10
𝑘
) (0.01)𝑘 (0.99)10−𝑘
Let 𝑃𝑋 (𝐾 > 1) = 1 − 𝑃𝑋 (𝐾 ≤ 1) = 1 − {𝑃𝑋 (0) + 𝑃𝑋 (1)}
= 1 − {(10
0
) (0.01)0 (0.99)10 + (10
1
) (0.6)1 (0.4)9 }
= 0.0042
𝜇 𝑘 𝑒 −𝜇
(b). From the Poisson distribution, we have 𝑃𝑋 (𝑘) = 𝑘!

We know that 𝜇 = 𝑛𝑝 = 10 × 0.01 = 0.1

(0.1)𝑘 𝑒 −0.1
⟹ 𝑃𝑋 (𝑘) = 𝑘!

Let 𝑃𝑋 (𝐾 > 1) = 1 − 𝑃𝑋 (𝐾 ≤ 1) = 1 − {𝑃𝑋 (0) + 𝑃𝑋 (1)}

(0.1)0 (0.1)1
= 1 − 𝑒 −0.1 { + }
0! 1!

= 0.0047

10. Assume that the length of a phone call in minutes is an exponential random variable 𝑋
1
with parameter 𝜆 = . If someone arrives at a phone booth just before you arrive, find
10

the probability that you will have to wait (a) Less than 5 minutes (b) Between 5 and 10
minutes.

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1
Solution: Given 𝜆 = 10
−𝜆𝑥
The PDF for an Exponential distribution is 𝑓𝑋 (𝑥 ) = { 𝜆𝑒 , 𝑥 > 0
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑥
1
𝑒 −10 , 𝑥 > 0
⟹ 𝑓𝑋 (𝑥 ) = { 10
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑥
−
5 1 5 −𝑥 1 𝑒 10 5
(a). 𝑃𝑋 (𝑥 < 5) = ∫0 𝑓𝑋 (𝑥 )𝑑𝑥 = ∫ 𝑒 10 𝑑𝑥 = [ 1 ] 50 = [−𝑒 −10 + 𝑒 0 ] = 0.393
10 0 10 −
10
𝑥
−
10 1 10 − 𝑥 1 𝑒 10 10 5
(b). 𝑃𝑋 (5 < 𝑥 < 10) = ∫5 𝑓𝑋 (𝑥 )𝑑𝑥 = ∫ 𝑒 10 𝑑𝑥 = [ 1 ] 10
5
= [−𝑒 −10 + 𝑒 −10 ]
10 5 10 −
10

= 0.239

11. All manufactured devices and machine fail to work sooner or later suppose that the
failure rate is constant and time of failure in hours is an exponential random variable 𝑋
with parameter 𝜆.
(a). Measurements shows that the probability that the time to failure for computer
memory chips in a given class exceeds 104 hours is 𝑒 −1 (≈ 0.368). calculate the value
of the parameter 𝜆.
(b). Using the value of the parameter 𝜆, calculate the time 𝑥0 such that the probability
that the time to failure is less than 𝑥0 is 0.05.
Solution:
−𝜆𝑥
We know that in the Exponential distribution 𝐹𝑋 (𝑥) = {1 − 𝑒 , 𝑥≥0
0, 𝑥<0
Because if we use CDF it will be easy to compute the solution than with PDF
4 4
(i). 𝑃(𝑋 > 104 ) = 1 − 𝑃(𝑋 ≤ 104 ) = 1 − 𝐹𝑋 (104 ) = 1 − {1 − 𝑒 −𝜆10 } = 𝑒 −𝜆10
4
Given 𝑃(𝑋 > 104 ) = 𝑒 −1 ⟹ 𝑒 −𝜆10 = 𝑒 −1 ⟹ 𝜆104 = 1 ⟹ 𝜆 = 10−4
(ii). Given 𝐹𝑋 (𝑥0 ) = 𝑃(𝑋 ≤ 𝑥0 ) = 0.05
−4 𝑥 −4 𝑥
⟹ 1 − 𝑒 −𝜆𝑥0 = 0.05 ⟹ 1 − 𝑒 −10 0 = 0.05 ⟹ 𝑒 −10 0 = 0.95
⟹ −10−4 𝑥0 = log 𝑒 0.95 ⟹ 𝑥0 = −104 log𝑒 0.95
⟹ 𝑥0 ≈ 513 Hours

(𝑥−10) 2
1 −{ }
12. A Normal random variable has a PDF of the form 𝑓𝑋 (𝑥 ) = 𝑒 50
√50𝜋

Write each of the following probabilities in terms of 𝑄 functions (with positive

arguments) and also give numerical evaluations:

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(a). 𝑃(𝑋 > 17) (b). 𝑃(𝑋 < 4) (c). 𝑃(𝑋 < 15) (d). 𝑃(𝑋 < −2)
(e). 𝑃(|𝑋 − 10| > 7) (f). 𝑃(|𝑋 − 10| < 3) (g). 𝑃(|𝑋 − 7| > 5)
(h). 𝑃(|𝑋 − 4| < 7)
Solution:
(𝑥−10)2 (𝑥−10) 2
1 −{ } 1 −{ }
Given 𝑓𝑋 (𝑥 ) = 𝑒 50 =5 𝑒 2×52
√50𝜋 √2𝜋
1 𝑥−𝜇 2
1 − ( )
This is of the form 𝑓𝑋 (𝑥 ) = 𝜎 𝑒 2 𝜎
√ 2𝜋

⟹ 𝜇 = 10 and 𝜎 = 5
𝑥−𝜇
We have 𝐹𝑋 (𝑥) = 𝑃(𝑋 ≤ 𝑥) = 𝑄 ( )
𝜎
17−10
(a). 𝑃 (𝑋 > 17) = 1 − 𝑃(𝑋 ≤ 17) = 1 − 𝑄 ( ) = 1 − 𝑄(1.4) = 1 − 0.9192 = 0.0808
5
4−10
(b). 𝑃 (𝑋 > 4) = 1 − 𝑃(𝑋 ≤ 4) = 1 − 𝑄 ( ) = 1 − 𝑄(−1.2) = 1 − {1 − 𝑄 (1.2)}
5

= 𝑄 (1.2) = 0.8849
15−10
(c). 𝑃 (𝑋 < 15) = 𝑄 ( ) = 𝑄(1) = 0.8413
5
−2−10
d). 𝑃(𝑋 < −2) = 𝑄 ( ) = 𝑄(−2.4) = 1 − 𝑄(2.4) = 1 − 0.9918 = 0.0082
5

(e). 𝑃 (|𝑋 − 10| > 7) = 𝑃 (𝑋 < 3) + 𝑃(𝑋 > 17) = 𝑃(𝑋 < 3) + 1 − 𝑃(𝑋 < 17)
3−10 17−10
= 𝑄( )+1−𝑄( ) = 𝑄(−1.4) + 1 − 𝑄(1.4)
5 5

= 1 − 𝑄(1.4) + 1 − 𝑄(1.4) = 2{1 − 𝑄(1.4)}

= 2(1 − 0.9192) = 0.1616
(f). 𝑃(|𝑋 − 10| < 3) = 𝑃(7 < 𝑋 < 13) = 𝑃(𝑋 < 13) − 𝑃(𝑋 < 7)
13−10 7−10
= 𝑄( )−𝑄( ) = 𝑄(0.6) − 𝑄(−0.6)
5 5

= 𝑄 (0.6) − (1 − 𝑄(0.6)) = 2𝑄(0.6) − 1

= 2(0.7257) − 1 = 0.4514
(g). 𝑃 (|𝑋 − 7| > 5) = 𝑃 (𝑋 < 2) + 𝑃(𝑋 > 12) = 𝑃(𝑋 < 2) + 1 − 𝑃(𝑋 < 12)
2−10 12−10
= 𝑄( )+1−𝑄( ) = 𝑄(−1.6) + 1 − 𝑄(0.4)
5 5

= 1 − 𝑄(1.6) + 1 − 𝑄(0.4) = 2 − 0.9425 − 0.6554

= 0.3994
(h). 𝑃 (|𝑋 − 4| < 7) = 𝑃 (−3 < 𝑋 < 11) = 𝑃(𝑋 < 11) − 𝑃(𝑋 < −3)
11−10 −3−10
= 𝑄( )−𝑄( ) = 𝑄 (1) − 𝑄(−2.6)
5 5

= 𝑄 (1) − (1 − 𝑄(2.6)) = 0.5398 − (1 − 0.9953)

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= 0.5746

13. The number of telephone lines busy at an instant of time is a Binomial variate with the
probability 0.2. if ten lines are chosen at random, find the probability that (i). 5 lines
are busy (ii). At least one line is busy (iii). At most 2 lines are busy.

Solution:
Given 𝑝 = 0.2, 𝑛 = 10 and 𝑞 = 1 − 𝑝 = 0.8
From the Binomial distribution we have 𝑃𝑋 (𝐾 ) = (𝑛𝑘) 𝑝𝑘 𝑞 𝑛−𝑘

⟹ 𝑃𝑋 (𝐾 ) = (10
𝑘
) (0.2)𝑘 (0.8)10−𝑘

(i). 𝑃(𝑋 = 5) = (10

5
) (0.2)5 (0.8)5 = 0.0264

(ii). 𝑃(𝑋 ≥ 1) = 1 − 𝑃(𝑋 < 1) = 1 − {𝑃 (0)} = 1 − (10

0
) (0.2)0 (0.8)10 = 0.8926

(iii). 𝑃(𝑋 ≤ 2) = 𝑃(0) + 𝑃(1) + 𝑃(2) = (10

0
) (0.2)0 (0.8)10 + (10
1
) (0.2)1 (0.8)9

+(10
2
) (0.2)2 (0.8)8
= 0.1074

14. Ten independent Binary pulse per. second arrive at a receiver. The error probability is
0.001. what is the probability of at least one error/second?

Solution:
Given 𝑝 = 0.001, 𝑛 = 10 then 𝜇 = 𝑛𝑝 = 0.01
𝜇 𝑘 𝑒 −𝜇 (0.01)𝑘 𝑒 −0.01
From Poisson distribution, we have 𝑃𝑋 (𝑘) = ⟹ 𝑃𝑋 (𝑘) =
𝑘! 𝑘!
(0.01) 0 𝑒 −0.01
Let 𝑃(𝑋 ≥ 1) = 1 − 𝑃(𝑋 < 1) = 1 − 𝑃(0) = 1 − = 0.0099
0!

15. A normal distribution has mean   20 and S.D.   10 . Find P 15  X  40 .

Solution:

Given   20 ,   10 .

X  X  20
The normal variate Z  =
 10

X  20 15  20
When X  15, z    0.5
10 10

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X  20 40  20
X  40, z   2
10 10

P 15  X  40   P  0.5  z  2 
 P  0.5  z  0   P  0  z  2 
 P  0  z  0.5   P  0  z  2 
 0.1915  0.4772
 0.6687

16. If X follows a normal distribution with mean 16 and standard deviation 3.

Find (i) P  X  19 (ii) P 10  X  25 (iii) K if P  X  k   0.24

Solution:

Given   16 ,   3

X  X  16
The normal variate Z  =
 3

X  16 19  16
When X  19, z   1
3 3

(i ) P  X  19   P  z  1
 0.5  P  0  z  1
 0.5  0.3413
 0.1587

(ii ) P(10  X  25)

X  16 10  16
When X  10, z    2
3 3

X  16 25  16
When X  25, z   3
3 3

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P(10  X  25)  P  2  z  3
 P  2  z  0   P  0  z  3
 P  0  z  2   P  0  z  3
 0.4772  0.4987
 0.9759

(iii ) Given P  X  k   0.24

k  16
When X  k , z   z1 say
3

P  Z  z1   0.24
 P  0  Z  z1   0.5  0.24  0.26

 z1 is the value of Z corresponding to the area 0.26, and z1  0.7 (from table)

k  16
  0.7
3
 k  16  3(0.7)  18.1

17. The life of a certain kind of electronic device has a mean of 300 hours and standard
deviation 25 hours. Assuming that the life times of the devices follow normal
distribution.

a. Find the probability that anyone of these devices will have a life time more than 350
hours.
b. What percentage will have life time between 220 and 260 hours?

Solution:

Let X N   ,  2  . Given   300 hrs ,   25 hrs

X  X  300
The normal variate Z  =
 25

1. Required probability is P  X  350

X  300 350  300

When X  350, z   2
25 25

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 P  X  350   P  z  2 
 0.5  P  0  z  2 
 0.5  0.4772
 0.0228

(ii) P  220  X  260

X  300 220  300

When X  220, z    3.2
25 25

X  300 260  300

When X  260, z    1.6
25 25

(ii ) P(220  X  260)  P  3.2  z  1.6 

 P  3.2  z  0   P  1.6  z  0 
 P  0  z  3.2   P  0  z  1.6 
 0.4993  0.4452
 0.0541

Percentage of devices = 100  0.0541  5.41

Therefore, 5.41 percent of electronic devices will have life time between 220 and 260 hours.

18. In a distribution exactly normal 7% of the items are under 35 and 89% are under 63.
What are the mean and standard deviation of the distribution?

Solution:

Let X N   ,  2  . Given

P  X  35   7%  0.07
P  X  63  89%  0.89

X 
Z


35  
When X  35, z    z1 , since area below X  35 is 0.07 z1 is negative.


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 35     z1  (1)
P  Z   z1   0.07

z1

 z1 is the value corresponding to the area    z dz  0.43

0

63  
When X  63, z   z2 , since area below X  63 is 89 z2 is positive.


63     z2
P  Z  z2   0.89  0.5  0.39

z2 is the value corresponding to the area = 0.39

From the tables z2 1.23

 63    1.23  (2)

Solving (1) and (2)

  50.3,   10.33

19. In a newly constructed township, 2000 electric lamps are installed with an average life
of 1000 burning hours and standard deviation of 200 hours. Assuming the life of the
lamps follows normal distribution, find

i)The number of lamps expected to fail during the first 700 hours.

ii) In what period of burning hours 10% of the lamps fail.

Solution:

Given   1000,   200

i)Let us find the probability of one lamp failing during the first 700 hours

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

 X  1000 700  1000 

P( X  700)  P   
 200 200 
 P  Z  1.5
 P  Z  1.5 
 0.5  0.4332  0.0668

The number of lamps that fail to burn in the first 700 hours= 2000  0.0668  133.6 134

ii) Let t 0 be the period at which 10 of lamps fail.

Then P ( X  t0 )  0.1
 X  1000 t0  1000 
P    0.1
 200 200 
 t  1000 
PZ  0   0.1
 200 
 1000  t0 
PZ    0.1
 200 
 1000  t0 
P0  Z    0.5  0.1  0.4
 200 

1000  t0
From the table this situation arises when  1.28  t0  744
200

By 744 hours, 10% of lamps will fail.

20. The marks obtained by a number of students in a certain subject are assumed to be
approximately normally distributed with mean value 65 and with standard deviation 5.
If 3 students are taken at random from this set, what is the probability that exactly 2 of
them will have marks over 70.

Solution:

Let X be the random variable denoting the marks obtained by students in the given subject.

Given   65,   5

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

 X  65 70  65 
P( X  70)  P   
 5 5 
 P  Z  1
 0.5  P  0  Z  1
 0.5  0.3413  0.1587

Let Y be the number of students(out of 3) getting marks more than 70. Then Y follows binomial
distribution with n  3, p  0.1587

 P(Y  y )  nC y p y q n  y
 3C y (0.1587) y (0.8413)3 y

Required probability

P(Y  2)  3C2 (0.1587) 2 (0.8413)32

 0.06357

21. Gauges are used to reject a component which is not within the specification 1.50  d. It

is known that this measurement is normally distributed with   1.50,   0.2.

Determine the value of ' d ' such that the specification cover 95% of measurement.

Solution:

X is normally distributed.

Given   1.50,   0.2

1.5  d  1.5 X  1.5 1.5  d  1.5 

Now, P 1.5  d  X  1.5  d   P    
 0.2 0.2 0.2
 d d 
 P Z
 0.2 0.2 

Given that the specification covers 95%

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

 d d 
(i.e)., P  Z   0.95
 0.2 0.2 
 d 
2 P 0  Z   0.95
 0.2 
 d 
P 0  Z   0.475
 0.2 
d
 1.96 (From normal table)
0.2
 d  0.392

22. The weekly wages of 1000 workmen are normally distributed around a mean of Rs.70
with a S.D of Rs.5. Estimate the number of workers whose weekly wages will be i)
between Rs.69 and Rs.72, ii) less than Rs.69, iii) more than Rs.72.

Solution: Let X be the random variable denoting the weekly wages of a worker.

Given   70
 5
X  X  70
The normal variate z  
 5

i )To find P(69  X  72)

69  70
when X  69, z   0.2
5
72  70
when X  72, z   0.4
5

 P(69  X  72)  P(0.2  z  0.4)

 P(0.2  z  0)  P(0  z  0.4)
 P(0  z  0.2)  P(0  z  0.4)
 0.0793  0.1554
 0.2347

Out of 1000 workmen, the number of workers whose wages lies between Rs.69 and Rs.72

 1000  P(69  X  72)

 1000  0.2347  234.7 235

ii )To find P( X  69)

69  70
when X  69, z   0.2
5

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

 P ( X  69)  P ( z  0.2)
 0.5  P (0  z  0.2)
 0.5  0.0793
 0.4207

Out of 1000 workmen, the number of workers whose wages are less than Rs.69

 1000  P( X  69)
 1000  0.4207  420.7 421

iii)To find P( X  72)

72  70
when X  72, z   0.4
5

 P ( X  72)  P ( z  0.4)
 0.5  P (0  z  0.4)
 0.5  0.1554
 0.3446

Out of 1000 workmen, the number of workers whose wages are more than Rs.72

 1000  P( X  72)
 1000  0.3446
 344.6
345

23. Assume that mean height of soldiers to be 68.22 inches with a variance of 10.8 inches.
How many soldiers in a regiment of 1000 would you expect to be over 6 feet tall?

Solution: Let X be a random variable denoting the heights of soldiers.

Given   68.22
 2  10.8
   3.286
X  X  68.22
The normal variate z  
 3.286

Now, 6 feet=72 inches

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

 P(height of a soldier is over 6 feet fall)  P( X  6)

 P( X  72 inches)

72  68.22
when X  72, z   1.1503
3.286

 P( X  72)  P( z  1.1503)
 0.5  P(0  z  1.1503)
 0.5  0.3749
 0.1251

For 1000 soldiers, the number of soldiers greater than 6 feet (72 inches)

 1000  P( X  72)
 1000  0.1251
 125soldiers

24. Assuming that the diameters of 1000 brass plugs taken consecutively from a machine
form a normal distribution with mean 0.7515 cm and standard deviation 0.0020 cm,
how many of the plugs are likely to be rejected if the approved diameter is
0.752  0.004cm.

Solution: Let X be the random variable which denotes the diameter of brass plugs.

The approved diameter s ranges from 0.752+0.004 and 0.752-0.004

(i.e), 0.752+0.004=0.756

& 0.752-0.004=0.748

Given   0.7515
  0.0020
X  X  0.7515
The normal variate z  
 0.0020

0.748  0.7515
when X  0.748, z   1.75
0.0020
0.756  0.7515
when X  0.756, z   2.25
0.0020

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

 P(0.748  X  0.756)  P(1.75  z  2.25)

 P(1.75  z  0)  P (0  z  2.25)
 P(0  z  1.75)  P(0  z  2.25)
 0.4599  0.4878
 0.9477

Out of 1000, the number of plugs of approved diameters

 1000  P(0.748  X  0.756)

 1000  0.9477
 947.7
948

25. Suppose the duration X in minutes of long-distance calls from your home follows
 1  5x
 e , x0
exponential law with p.d.f. f  x    5 . Find P  X  5 , P  3  X  6 , mean
0, otherwise

and variance of X .

Solution:

e  x , x  0
We know that for an exponential distribution the p.d.f. is given by f  x   
0, otherwise

1 1
Mean = and Variance = 2 .
 

1
In the given problem   .
5

Therefore, Mean = 5, Variance(X) = 25.

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41


P  X  5    f  x dx
5

1  5x
5 5
 e dx


 x 
1 e 5 
  
5  1 
 5 5
   0  e1 
 0.36788

6
P  3  X  6    f  x dx
3
6
1  5x
5 3
 e dx

6
 x 
1 e 5 
  
5  1 
 5 3
 6 3

e 5 e 5 
 
 0.5488  0.3012
 0.2476.

26. Suppose that the amount of waiting time a customer spends at a restaurant has an
exponential distribution with a mean value of 6 minutes. Find the probability that a
customer will spend more than 12 minutes in the restaurant.

Solution:

Let X represent the waiting time in the restaurant.

1
Given X follows exponential distribution with parameter  , mean = 6 =


1
 
6

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

 1  6x
 e , x0
Therefore, the exponential distribution is given by f  x    6
0, otherwise



Required probability is P  X  12    f  x dx
12


1  6x
6 12
 e dx


 x 
1 e 6 
  
6  1 
 6 12
   0  e 2 
 0.1353

27. Suppose that the number of miles that a car can run before its battery wears out is
exponentially distributed with an average value of 12000 kms. If a person desires to go
on a tour covering a distance of 3000kms, what is the probability that the person will
be able to complete the tour without replacing the battery.

Solution:

Let X denote the length of life of the battery.

e  x , x  0
Given X follows exponential distribution. Therefore f  x   
0, otherwise

1 1
 12, 000   
Here  12000

 1 
x

 e 12000 , x  0
Therefore, the exponential distribution is given by f  x   12000
0, otherwise


If the battery has been in use for t kms before the tour, by memoryless property of the
probability that it will last for another 3000 kms.

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

P  X  t  3000 / X  t   P  X  3000


  f  x dx
3000
 x
1 
  e dx
12000 3000
12000


  x 
1  e 12000 
  
12000   1 
 12000  3000
  
1
0 e 4 
 
 0.7788

28. The daily consumption of milk in excess of 20000 gallons is approximately

1
exponentially distributed with   . The city has a daily stock of 35000 gallons.
3000
What is the probability that of two days selected at random, the stock is insufficient for
both days?

Solution:

Let X denote the daily consumption of milk.

Let Y  X  20000, the excess.

1
Given Y is exponentially distributed with  
3000

 1  3000y

 e , y0
Probability density function of Y is f  y    3000
0, otherwise


Therefore, probability of stock is insufficient for a day

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

 P  X  35000 
 P Y  15000 
 y
1 
 
3000 15000
e 3000
dy


  y 
1  e 3000 
  
3000   1 
 3000 15000
   0  e 5 
 e5

Therefore, the probability for insufficient stock for two days = e5 . e5  e10  0.000045

29. The mileage that car owners get with certain kind of radial tire is a random variable
having an exponential distribution with mean 4000 km. Find the probabilities that one
of these tires will last i) at least 2000 km ii) at most 3000km.

Solution: L et X be the random variable which denote the mileage obtained with the tire.

1
Here  
4000
x
1 4000
Then f ( x)  e , x0
4000

i ) P( X  2000) 
2000
 f ( x)dx

 x
1 4000
 
2000
4000
e dx

 x
1
 
4000 2000
e 4000
dx


 x 
1  e 4000  1
  1   0  e 2
 0.6065
4000  
 4000  2000

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

ii ) P( X  3000)  1  P( X  3000)

 1 
3000
f ( x)dx

 x
1 4000
 1  e dx
3000
4000
x
1
 1  dx
4000 3000
e 4000


 x 
1  e 4000  3
 1    1  e 4  0.5276
4000  1 
 4000  3000

30. If a continuous random variable X follows uniform distribution in the interval (0,2) and
a continuous random variable Y follows exponential distribution with parameter .
Find  such that P( X  1)  P(Y  1).

Solution: Since X follows uniform distribution in the interval (0,2), we get

 1
 , 0 x2
f  x   2  0
0, otherwise

and Y follows exponential distribution f  y   e y

Given P( X  1)  P(Y  1)

1 1

0
f ( x)dx   f ( y )dy
0
1 1
1
 2 dx   e
 y
dy
0 0
1
1 1  e y 
 x 0    
2    0

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 Regulation-2018 (CBCS Scheme) Complex Analysis, Probability & Statistical Methods-18MAT41

1
  e    1
2
1
 1  e
2
1
e  
2

e 2
   log e 2

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