1 PROBABILITY THEORY Chapter Outlines... * Introduction © Experiment @ Sample Space and Events * Algebra of Events ¢ Some Standard Events * Probability ¢ Laws of Probability ¢ Bayc’s Theorem ¢ Theorems based on probability © Probability of Atleast one event * Theorem of total probability © Baye’s theorem * Bernouli trial * Exercise © Quick Review 1.1 INTRODUCTION As we know that computer scientists need powerful analytic tools to analyze algorithms and computer system. Many of the tools necessary for these analyses have their foundations in probability theory. Probability theory is concerned with the study of random (or chance) phenomena. Such phenomena are characterised by the fact that their future behaviour is unpredicatable in a deterministic fashion. Thus according to Ya-lin chou “probability is the science of decision making with calculated risks in the face of uncertainty”. The term probability has come to be widely used is every day life to quantify the begree of delief in an event of interest and it is also an important tool for the statistical inferrences. The formal study of probability theory apparently originated in the seventeeth and eighteen centuries in france and was motivated by the study of games of chance. A large number of problems exist even today which are based on the game of chanc, such as tossing a coin, throwing dice (plural of die) playing cards, etc. The utility of probability in engineering and science is most emphatically reveated in the fied of predictions for future. The probability in defined in two different ways first is, mathematical (or a priori) definition and second is statistical (or empirial) difinition. —12, Random Variable & Stochastic Processes Before we study the probability theory in details, we shall discuss some basic terminology, which are essential for the study of probability theory. 4.2 EXPERIMENT “As action or an operation which can produce well defined results”. All possible results of experiment are the outcome of that experiment. 4.2.14 Random Experiment Probability theory has been motivated by the real-life situations where an experiment is performed and the experimenter observes an outcome; the outcome may not be predicted with certainty, such experiments are called random experiments for example, when a space shuttle takes off, then returning to the ground depends on several chance factors, tossing a coin, where head or tail can turn up ion a single toos etc. To satisfy the demand of an item we deal with random ‘experiment. 1.2.2 Deterministic Experiment An experiment whose future outcome can be determine in advance is called deterministic or predictable experiment. For example, drawing a ball from a bag consisting of 7 green balls, we get a green ball by repeatedly drawing a ball. 1.3 SAMPLE SPACE Sample space is the set of all possible outcomes of a random experiment and it will denotes by the letter S. For example, if we toss a coin, the result is either head or tail. Let | denote head and 0 denote tail. These points are called sample point or event points. The collection of all such sample points is called a sample space. In throwing an arbitrary dice the sample space is S = (1, 2,3, 4,5, 6}. Sample space is classified into two parts : (@ Discrete sample space. Gi) Continuous sample space. 1.3.1 Discrete Sample Space ‘A sample space is called discrete if it contains only finitely or infinitly many points which can be arranged into a simple sequences 5), $2, 53, For example, similarly the experiment of tossing a coin three times in succession the sample space S=(TTT, TH, THT, HTT, THH, HHT, HTH, HHH} 1.3.2 Continuous Sample Space ‘A sample space is called continuous sample space if the experiment consists of uncountable infinite set of possible outcomes i.e, non-denumerable number of points. For example, all the points= Probability Theory, a on a line or all the points on a plane is a sample space, If set of variation from 0° to 30°C, then _ continuous sample space will define by S = {0° <1 < 30°}. 4.4 EVENT An event is simply a collection of certain sample points i.e. a subset of the sample space. For example, if we take a dice and it's faces 1; 2, 3, 4, 5 and 6 be represented by 51, 52, $35 54, $s and Sg respectively, then S be the event of getting an even number on the dice, obviously, S = {53 4, 56}, Which is subset of the set (51, 52, 53, 54 Ss, 56}. 1.4.1 Null Event ‘An event having no sample point is known as null event and is denoted by gi.e. is an event (empty set) and is the subset of sample space Sie. OCS. 1.4.2 Simple Event Each point of sample space denots a simple event or a set which consist single element of sample space or singleton subset of sample space. => If we toss a two coin then sample space for this experiment will be S= {HH, HT, TH, TT} Here {HH}, {HT}, {TH}, {TT} are simple event 1.4.3 Compound Event It is a combination of two or more than two events. i.e. contains more than one element. For example : If we throw a single dice. Then the sample space will be S= {1,2,3,4,5,6} Let A = {1,3,5} — event that the number is odd B= {2,4,6} —> event that the number is even Here, both A and B are compound events. 1.4.4 Algebra of Events All the events and all operation on them can be represented by Venn diagram, In Venn diagram the saniple space S is denoted by reactangle and treated as a universal set and events by drawing circle.14 Random Variable & Stochastic Processes Let us consider two sets £ and E>. (a) Operation on Events @ #, UF, denotes the set of event that are either Ey or £2 i.e. EVE, = {x| xe E or xe ky} E, UE, - atleast one of the events E, or Ez (i) Intersection of events E, OE, denotes the event that events £; Ey E, and Ey or both LL) E,O Ey {x| xe; and xe Ey} EAE Gii) Complement of events Event E is of complement of event £ that E does LLL mie Ti ie. E = {x|x¢£} E QL (iv) Subtraction of events E,~Ey={x|xeB, but x¢ Ey} Clearly, Ej NE, CS, VE, CS, ES Some more laws can be defined as follows. 1.4.5 Properties of Events (@ Commutative property : Let £; and E, be any two events of sample space then BE, = vk Ey ky = 0B (ii) Associative property : Let £,,£),£; be any three events of sample space then 2, U(E, VE) = (FUE )UE FO(E2 VE) = (BOR) OFS (iii) Existence of identity events : Let E be any events of sample space S then B09 = By =gUk, EOS = B=Sn8,Probability Theory 15 (iv) Distributive property : Let £),£,f be any three events of sample space S then B,U(E 0B) = (UB) O(BUE) E,O(E2 VE) = (BOE) U(E, 943) (v) Complementation property : For the events £, of sample space S then RUE 8 ERnk=o (vi) Idempotent property : Let £ be any events of sample space S then EVE=E EnE=E Do’mination property : For the events E; of sample space S then Rus=s Ane= > (viii) De’morgan property : For the events E; and Ey of sample space S (GUE) = Rok, (Ea %) = BUR (ix) Absorption property : Let E,,E),E be any three events of sample space S then EyO(BVEy) = Ey RUE) = & Now we define some basic symbols, using for understanding the problem of probability °@°4 1. EVE, — Atleast one of the events E; or E occur the event that are either Ey or Ex 2 E\NE, -> Both the events E, and E; occur. 3. EOE, > Neither E, nor Ez occurs, 4. E\QE, —> Events E, occurs and E; does not occur, $. (EO E,)U(E, NE) > Exactly one of the events Ey or Ey occur. aoe 6 E, CE, —> If events E, occurs so does Ex is18__Random Variable & Stochastic Processes 1,8 SOME STANDARD EVENTS 1.5.1 Exhaustive Events The events Ej, £2 .... Ey of the sample space S are called exhaustive set of everts j, BE, U By Ua, U By = Sie. they include all the possibilities of sample space S. For example : (a) If we toss a single coin then S={KT Let Ey = {H}. By = {T} Here EU E,=S So events ; and £, are exhaustive events (b) If we tossed two coin, then S={HH, HT, TH, TT} Let £, = {HH} > Event of getting two head E,= (HT, TH} > Event of getting one head Ey = {TT} -» Event of getting no head Then Ey U Ey U £3 > S Clearly the events E), Ey and Ey are exhaustive events. 1.5.2 Mutually Exclusive Events Two or more than two events are called mutually exclusive events if occurence of one of them prevents happening of the other i.e. both the events can not occur together at a same ‘me in the same experiment. If £, and £, are mutually exelusive events then EOE =$ orexample ; ') Tossing of a single coin then sample space, S ={H,T} , Let Ey ={H},By =(T) => Ey kn =o \ / then £ and E» will be mutually exclusive events, 4, |G Trowing of a single dice then S= (1, 2,3, 4, 5, 6)Probability Theory 47 Let £, = {1, 3, 5} > Probability of getting an odd number Ey = {2, 4, 6} — Probability of getting an even number Then £0 Ey = Clearly £, and Ey will be mutually exclusive events. 4.5.3 Equally Likely Events Two events are called equally likely events when there is no reason to expect any one rather than the other. For example : (a) When a card is drawn from a well shuffled pack of 52 cards. Any card may appear in the draw. So 52 cases are equally likely. (b) Tossing of a single coin then getting head and tail are equally likely events. (©) Rolling of a single dice then each number on them represent equally likely events. 1.5.4 Independent Events The events are said to be independent if occurence of one does not affect the occurence of other at the same time in the same experiment. For example : ? (@) Throwing of two coins. Event of getting head on first coin and event of getting tail on the second coin are independent events. 1.5.5 Dependent Events The events are said to be dependent events, if the occurence of one does affect the occurence of the other. For example : (a) If drawing a card from a pack of 52 cards and is not replaced, if we draw second card from this pack then this will be affected by first card. 1.6 PARTTITION OF SET A collection of sets E,,Ey*+E,, is said to form a partition of set £ if @ Ey FO EQ FO, er Ey #O (i) Ey AE g =, Ey AEs =9 0001 Eg Eg = 6 ic, E,NE;=6 for i#j (ii) E=E, UE, UE ...UE, =18 Random Variable & Stochastic Processes 41.7 PROBABILITY Ina random experiment there is always uncertainty whether a particular event of sample space S may be occur or may not be occured. The measures of chance assigned to its various outcomes can be called their probabilities. There are two important definition by which we can calculate the probability of an event, 4.7.4 Classical or Mathematical Approach for Probability James Bernouli was the first person who gave this definition. Let S be the sample space in any random experiment in which n be mutually exclusive exhaustive and equally likely cases of random experiment and m be favourable cases to occurence of an event £. Then the probability of happening of an event E denoted by P(E) and is defined as . Total number of favourable cases P(Happening of an event) = =F numberof exhaustive cases m P(E)=— (2) = A) Since n be the total number of cases out of which m cases are favorable. Now (1m) cases will be non-favorable, therefore Non - favorable cases P (non happening of event E) = Total number of cases =) _ n-m P(E) = 7 wn(2) From equation (1) and (2) P(E)+P(E) = 1 or P(E) = 1~P(E) Note 1. : Probability of an event which is certain to occur is 1, while the probability of an impossible event Is zero. Note 2.: If msn —+ so P(E)S\ if m20, n20, P(E)20 0S P(E)S1 Hence probability of any event lies between 0 and 1. Classical definition is also known as prior definition.Probability Theory 19 4.7.2. Statistical or Frequency Approach for Probability If a random experiment be repeated n times and the event £ occurs at r times then the probability of occurrence of event £ defined by then” P(E) = lim 7 mon statistical definition is also known as empirical definition of probability. 1.7.3 Some Axioms of Probability In any random experiment, let S be the sample space then probability of any event E satisfy the following axioms. @ o =7y Example 1.4 Three coin are tossed, then find the probability of getting () Exactly 2 heads (ii) Atleast 2 head (iii) At most 2 heads (iv) Three head. Solution : Here Total no. of sample space of tossing of 3 coins = 8 ie. S= (HHH, TTT, HHT, HTT, THH, THT, TTH,THT}, @ Let £- event having exactly 2 head={ HHT, THH, HTH} i. n(Favourable case)=3 then P(E) =2 (4) = 3 (ii) E- event haying atleast 2 head={ HTH, HHT,THH, HHH} i.e. n(Favourable case)=4 n(E) P(E)= nt)Probability Theory 4.11 Gi) E > event atmost 2 head = (HHT, THH, 1TH, TTT, THT, INT, TTH} ice. n(E) = 7 ‘© Some Important Notation 1. P(E) = Probability of occurence of event E. 2. P(E) = Probability of non-occurence of event E. P(E +E)=P(RUE,) = Probability that atleast one event will occured. 4 IE, and E, are not mutually exclusive then Pn P(E,VE)) = Probability of occurence of events either E, or Ey or both. 5. P(EE)= P(E) = Probability of simultaneous occurence of events E, and Ey e 7 4). Conditional probability of event E, when E, has already occured. & 1 77 7 P(E, E:)= P(E, Ez) = Probability of occuring of neither E, nor Ey P(E, E, +E, Ey) = Probability of occurence of exactly one E, or E, (but not both E, and E, 1.7.4 Theorems Based on Probability Theorem 1.1: Probability of impossible event is 0 Proof : By set theory we have SUg=8 n(5U4) = n(8) n(S)+n() = n(S) divide by n(S) on both side, we have ns) , (9) nfs)" n(s) * 1+P($) =1 P(d) =142 Random Variable & Stochastic Processes Theorem 1.2 : Prove P(A) = 1-P(A) Proof: By set theory we have AUA=S _ P(AUA) = P(s) A But A and J are mutually exclusive events so, P(4)+P(A) =1 = P(A) =1-P(A) Theorem 1.3 : Let E, and £, be any two events then \ 0 Eee = P(E,)- P(E.) 7 P(E,N Ey) = P(E)- P(E. E) [R.T.U. IV Sem. 2009] Proof: (i) By set theory we have : 2, = (B0E)U(B0k) Here £, VE, and E> E, ate disjoint event E, —, Ss then, P(E)) = P(E, V2,)+ P(E nk) => P(E, E) = P(&)-P(E,0E) , z v NX @) Let 2 =(A0H)U( 4) n-8 E,-E, or but £)9£ and E, 7 E, are disjoint events so : EE, OE, P(E) = P(E Ey)+ P(E VE) or P(E, Ey) = P(E) - P(E OE) Theorem 1.4: If Ec £, then prove @ P(4 9H) = P(&)-P(A) i) P(E) s P(A) £,< &, then E, and EE, are mutually exclusive events so thatProbability Theory By = EU(B 08) => P(B) = P(E:)+P(BE) = P(E) = P(B)-P(E) Gi) « P(A. E,)20 (From Th. 1.3(ii)) PUB, 0 Ey) = PUR) ~ (BE) = P(E) P(E) = P(H)-P(E) 20 => P(R) > P(E) So, if Ec, => P(E)<7(A) Theorem 1.5 : If Ej, £, be any two events of sample space then @ P(E,UE) = P(E\-E))+ P(E, 022) + P(Ey- Ei) Gi) P(E) = P(&-&)+P(O%) Gi) P(%) = P(,-H)+P(A.04) Similarly, we can prove these by set theory > Some Important Points : 1. Permutation is an arrangement of set of n objects in a given order 2. No. of permutation of n objects taken r at a time is in ty, = 7 3. No. of permutation of n objects taken n at a time is "Pn = | 4. Permutation with repeatition = Pn Pa [ee when ny, Ny um My are numbers which are repeated. n objects can be arranged in a circle in |n=1 ways, “Combination is the selection of objects”. Selection of r objects in n objects = "Cp [n lez ra BC, ECpaps "Cpe114 Random Variable & Stochastic Processes 1.8 LAWS OF PROBABILITY Now we shall discuss some important laws of probability. Which are very useful to evaluate the probabilities of some complicated events in rather simple way. Laws of Probability ‘Addition rule of probability Multiplication rule of probability Mutually Dependent Independent Dependent exclusive event event event event 4.8.1 Addition Rule of Probability (a) For dependent event : If E; and Ey are two events for the sample sapce S. Then the probability of occurence of atleast one of the events E, and E, is P(E, U Ep) = P(E) + P(E) - P(E, 0 Ep) Proof : From set theory, we have n(Ey U Ep) = n(E1) + n(E2)— (Ey 0 Ey) divide both sides by n(S) on both side (Ey Es) _ n(Ei) , m{E2) _ (EE) n(S) nS) n(S) n(S) By the definition of probability Ene; P(E, O Ey) = P(E) + P(E) ~ P(E, 0 Ea) (1) (b) For mutually exclusive events If Ey and £ are mutually exclusive events then ENE, =) => PUROE,)=0 then from (1) P(E, U Ez) = P(E,) + P(E) +2) Note : For three events E,, E; and Ey P(E E20 £3) = P(E) + P(Eq) + P(E3)~ P(E, > Eq) PE2 OE3) ~P(Ey 7 E3)+ P(E VE, Ey) (For dependent event) P(E, UE, VE,)= P(E) + P(E,)+ P(E) (for mutually exclusive events)Probability Theory 4.15 and in general PCB) U By U By. By) =DMeH)- YL Peak) isl isigjsn + Yo PB NE, ne) +. isiejeksn On) 1. P(E) =1- P(E Ey) PVE) =1- PEE) 2. P(E) = P(E) 2 PE, UE) 1.8.2 Probabiltiy of Atleast One Event Let Ey, Ez, Es, .....Ey be n independent events whose probabilities are P(E\), P(E2), P(E) ----P(En) then probabilities of none of the events will happen P(E, AE, OE ooo VE,)= P(E,)-P (Ez) ---P(Ey) (Since Ey, Ey, Byun, are independent events then E,,E,,......E, also independent events). Now probabilitis of atleast one event will happen then (Z,U Ly... 1 E,,)0 (Ej 0 By Onn Ey) =S But (E08, Vos) and (E, GE, Orono E,) are mutually exclusive events. then by addition theorem of probability P(E, UE yrsererBy)+ P(E, OE E,)=P(S) P(E, By Geren) + P(E OE, OB: (by Demorgn law) P(E, OE Ground) =1= P(E, EO: probability of none of the event will happen For two events P(E, VE,)=1-P(E, 0E,)=1-P(E,)-P(E;)196 Random Variable & Stochastic Processes /, Liam The probal that a contractor will get a plumbing contract is 1/3 and the \XY probabitity that he will get an electric contract is 4/9. If the probability of getting atleas, ‘one contract is 3/5. What is the probability that he will get both the contracts ? Solution : Let E, > event that the contractor will get plumbing contract. E, -> The contractor will get an electric contract 1 then it is given that PCE) = 3. PE) = 2 o Py ve=2 then by addition rule of probability P(E, 0 Ep) = P(E,) + P(Ey)— P(E, U Ep) 143 45+60-81_ 24 =so4i-l- 2s 3°95 (135 135 ome 4.8. Two cards are drawn at random from a pack of 52 cards. Find the probability that both the cards are of red colour or they are queen. Solution : Let the events be E, > drawn cards are red. , Ey > drawn cards are queen. Here total out comes = °C), Favourable outcomes for the event E, = 76C,. / Favourable outcomes for the event E, = 4C; E, U Ey > two drawn cards are red or queen. £, © E, - two drawn cards are queen of red colour, Now by addition rule of probability P(E, VU Ey) = P(E) + P(E) ~ P(E, OE) yan 4,7 20 Tickets are numbered from I to 20. One ticket is drawn at random out of these tickets. Find the proability that the ticket number is a multiple of 2 or 5. Solution : Let E, -> drawn ticket contains a number, multiple of 2, E, — drawn ticket contains a number, multiple of 5.Probability Theory 1A7 E, U Ey -> drawn tickets contains a number multiple of 2 or 5. E, 0 E; - drawn tickets contains a number multiple of 2 and 5. by addition rule of probability P(E, UE) = P(E) + P(E) = P(E, 0 Ey) 104 a 123 20°20 20°20 5 A xtiaple 1.8 A bag contains 6 white and 4 red balls. Two balls are drawn at random. Find the probability that they will be of same colour. Solution : Let E, -> 2 drawing balls are white. Ey > 2 drawing balls are red, Ey U Ey > 2 drawing balls are either white or red. Since events E, and E, are mutually exclusive events then, By addition rule of probability P(E, U Ey) = P(E}) + P(E) en) Total outcome = '°C, = 45 ‘Now, Favourable outcomes to event E, = °C, = 15. Favourable outcomes to event Ey = 4C, = 6. From equation (1) 15, 6 _21 eases a5: o _ Femeoe 1.9 Two dice are thrown simultaneously. Find the probability of getting a sum of 9 or I. Solution : Let S be the sample space Let £; be the event that getting a sum of 9. Ey be the event that getting a sum of 11. n(s)=6x6=36 since $= {(1,1)(2,2)(3,3)(4,4)(5,5)(6,6).. 6,1)} Number of favourable cases to getting a sum of 9 or 11 n (E) = n (sum of 9) = {(6.3)(3,6)(4,5)(5,4)}=4 n (E)) = n (sum of 11) = {(6,5)(5,6)}=241.18, Random Variable & Stochastic Processes by addition rule of probability Since E, and E, are mutually exclusive events then (8 UB) = Pl) +PUE) = Example 1.10 One integer is chosen at random from the integers 1 to 200. Find the probabity that the selected integer be divisible by 6 Gnd 8. Solution : Let S be the sample space i.e. n(S)°S 200 Favourable cases to divisible by 6 are 6, 12 198 1 (favourable cases) = n(E,) = E=33 Favourable cases to divisibly by 8 are, 8, 16.. 200 (Ex) = 25 Here E, -> number divisible by 6 and £, + number divisible by 8 n(E, Ey) =8 since £; and E) are not mutually exclusive then by addition rule of probability. P(E\ UE) = P(E,)+P(E)—P(E, Ey) © = 33,38 eas 200° 100 200 ~ 200 3 a5 Ans. 1.8.3 Conditional Probability The probability of the happening of an event E, when it is known that Ey has already happened is called the conditional probability of £, and is denoted by (By. Definition : The conditional probability of £, when Ez has already occured (Ey) _ P(E 0 Ee) le] Pe) aneProbability Theory 1.19 Example 1.11 Ufa die is thrown, what is the probability of occurence of number greater than 1 if it is known that only odd number can come up ? Solution : Let S be the sample space also Ey > event of occurence of odd number, Ey —> event of occurence of a number greater than 1 Clearly S = {1, 2, 3, 4, 5, 6) Ey = (1,3, 5}, Ey = (2, 3, 4, 54, 64, ENE, = {3,5} Gall Now P(E)= 52> P(E, AE) cna Now probability of occurence of a number greater than’1, when only odd numbers can ‘come up. pf _P(EOFs) _ y3_2 P(E) 23 1.8.4 Multiplication Rule of Probability Statement : Let E; and E2 be any two dependent events then E; Peeves)= Pee: 2) 3 where E, #6 1 si =P(E,)-P| 24). (29) (Zi) ster er 6 denotes the conditional probability of occurrence of event £), when event Ey has already occurred and 2) denotes the conditional probability of occurence of event Ey when | event £; has already occured. Proof : Let S be the sample space. In case of occurrence of event £7, when By has already occurred, E) works as the sample space and Ey 7) Ey works as event, Then, p( AL) _ Favourable cases to event (Ey > E>) Ep Total cases to event Ey4.20 Random Variable & Stochastic Processes n(Ey OE,) ? ME, Og) _ (8) (sic numerator a n(E) n(Ep) denominator by n(s) nis) (B- P(E, AEs) E P(E) sae nen-*(2) fl) ‘2 Similarly, we can prove E P(E, Ey) = e(2) 2) 1 (b) For independent events : E, If the event E; and E) are independent then (2) is the same as P(E)), therefore 2 P(E, Ep) = P(E): PE peg eas .Q) Generalisation : ’ P(E, Ag OEg--- Ey) = P(E): P(E) P(E3)-P(Eq) (4) Sf 1.6 : If E,, E,, Es are any three events in a sample space S such that P(E,E,)#¢ then Menene)="(6)0( 2) o Ee 108 pm 1.8 : If £; and Zp are independent events then E, and E> also independent. Proof : P(E, 0 E)= P(E, 0 Ez) {by De morgan law} 1- P(E; U E2) =1—P(E)—P(E2)+P(E;) P(E) =[(— Pe) - P(e) (0-PE)]422 Random Variable & Stochastic Processes fo addition rule =(1= PCR) P(E2)) = PCE) PCE) of probability Hence F, and Ey is also independent. 1 1 1 . Erample 143 Uf PUE)= 5 and PUE,)= 7 P(E, UE) =>. xg » PEL) an rf 22) a (7) Find (i) of | (ii) of 2] (iii) E, Solution : By addition law of probability P(E, U Ep) = P(E) + P(E) - PEIN E2) _] = 1 MEE 3* 4-2 “1221 _ of B]- Pane 1 E) Pi) 3 (B\Aeom). %) Pe) E, = [by Theorem 1.7 P 2} P(E) OE) _ PCE) ~ PEE) (é P(E) 1-P(E2) P(E, — Ey) = P(Z)— P(A Ey) Son 1.44 yy P(EEEB,)=2, P(E, FB)- 4 P(RBE)= 2, where Ey, Ex Ey i independent events, find Wy PE) (i) P(E, E, By) Solution : Let P(E,) = py P(E) * pry P(E) * Ps But, it is given that P(E, By b)=5Probability Theo 4.23 > P(E). P(E) P()=1 a8 B,, By By ate independent events. = RA(Ha)=t A) or (6EB)= 5 > AU-AYI-B)=t 42) or P(E E, B)=t > (-A)I-A\l-n et .G) devided (3) by (2), we get o a = Retier(e)=t 6 @ P(E, Ey E,)=P(E,)-P(&)-P() =(-A)A-P)=(- eae (by using (1) and (4)) oe 1.48 If P(E) = 0.65, P(Ez) = 0.40 and P(E, 7 E;) = 0.24, are the events E, and “2 independent ? Solution : :. P(E,) * P(Ez) = 0.65 * 0.40 = 0.26. Clearly P(E\) x P(E) # P(E) 0 Ea) so, E; and E, are not independent. 116 P(E,)=4.P(E,)=4yP(BUE)=3 then prove that E,andE, are independent, : Solution»: P(E,)=4 « E)=4 2 a a v then P(E, E)=dx2=t .. (1) md P(E) = = P(E)=% But we know that P (HUB) =1-P (EE)124 Random Variable & Stochastic Processes > P(E,nB,)=1-P (Eve) =1-2=4 ~() Again P(E, E,) = P(E). PE)=4x3=4 +-Q) From £4" (1) and (2) P(E 0E,)= P(E,).P(E2) Therefore E, and E, are independent events. 1 3 Bxamiile 1.17 If E, and E, be two independent events and P (E,) = ~ and P(Ey) = 4. find p{ 4 E,UE, Solution : Here P(E, U E,)= P(E,)+ P(E,)- P(E, 0 E;) IfE, and E, are independent events then P (EE) = P(E,) P(E) = (AN(GVA))_ P(A) plied Now (| | “A EVE, P(EUE,) P(E,UE,) 310 10 i (example 1.18 A person is known to hit a target 3 out of 4 shots and another person is known to hit the target 2 out of 3 shots. Find the probability that the target will be hit when they both try ? Solution : Let us consider £, — First person hit the target. Ey -» Second person hit the target. Ey U Ey — The target will be hit. By addition theorem of probability P(E, VE) =1-P(Ey OE) =1-P(E,)- P(E) wal) since E, and Ep are mutually exclusive events but it is given thatProbability Theory 1.25 => PEUE,)=1-4% wo 4.49 Mathematics problem is given to three students A), Az and Ay, whose chances of solving it are i 2 and . What is the probability that the problem will be solved. Solution : Let us consider Ey > Students A, can solve the problem. E, — Students A2 can solve the problem. Es Students As can solve the problem. E, U E,U Ey > The problem will be solved atleast by one student. By addition theorem of probability P(E, UE, UE3)=1-P(E, OE, ny) =1-P(E,)- P(Ey): P(E3) Al) {since the events E;, Ey and £3 are mutually exclusive events} but it is given that PE)=4, P(E)=2 and P(E) = 3 1 3 PE)=2, P(E) = and PE)=$ Then from equation (1) 2.3.4 _105-24_ 81 P(E, UE UEs)=1-3%5%7 —“a05 ~105 AMS Allter : This problem can solved in the following ways : @ 3 2n3de = if Ey, E,, Ey solve the problem > P(E\E2E- a7 5°77 795 Eu ee problem (E| E2E3)126 Random Variable & Stochastic Processes if E, solves, E, and E; not > P(E\E2E3) if Ey solves, Ey and Ey not > P(EE2E3) if Ey solves but £, and E, not > P(EE2£3) if E, and Ey solves, Ey not > P(E\E2E3) 1.3.3.9 , . (vi) > 3°5°7 7 105 if E, and E; solves, E, not > P(E}E2E3) B22 ak _ (Wil) > BxExS= 755 if Band £; solves, Ey not > P(E\EE3) (Since all the events are mutually exclusive then by addition theorem of probability). Thus required probability is given by P(E, UE, VE3)= P(E,E,E3) + P(E,E,E,) + P(EEnE3) +P(E,E,Es) + P(EyEzE3) + P(E, EE) + P(E, EE) Ans, ttt “705 705 * 105" 105 105° 105° 105 105° is selected is 0.7 and the probability that both A, and A; are selected at most 0.2. Find the probability that Az get selected. Solution : Let E, - The candidate A, is selected, Ey > The candidate A; is selected. Paste 1.20 Two candidate A, and A2 seeking admission in LLM. The probability that A, i According to question P(E,)=0.7 -and P(E, VE)<0.2 By addition rule of probability—— _finbility cory ta P(E, VE) = P(E,) + P(Eq)— P(E, AE) 20.7 + P(E,)-0,2 205+ P(E) P(Ey)S P(E, VE,)—-0.5 — {since £; and E, are mutually exclusive events so s1-05 PUB) U Ea) = POS) = 1). $05 Ans. Example 1.21 If independent events E;, Ey Ey, ... Ey having a proabilities py, Py - Pp Tien find (Probability of none of them to happen. (ii) Probability of at least one of them to happen. Solution : It is given that PCE,)= Py P(E)= Pa, P(E3)=P3*"P(E,)=Pn Ans. (@ Since the events. E,,Ey,E3:+-E, are independent. So by multiplication theorem of probability. Probability of none of them to happen = P(E, QE, AE, “ME, ) =P(E;)P(E,)P(Es) = PE) . =(1-py)(1-p2)(1- pa) Py) (li) Now (Ey U Ey U Eq: UE, )U(Ey Eg 0" VE,) = P((E, UE, Eg VE,UP(E, OE, OEE, )} =P(S) (If A and B are mutually exclusive then A and B also the same) P(Ey U Ey UE gs UEy) + P(E, VE, VEg OE, = 1 P(Ey V Ey UEg VEq) = 1 ~ PEE, Eg Eg NE) P(E, UE 1UE,) =1~P(E,)P(E>)P(Eg)+++P(E,) =1-(1-p,)(1-py)(1-p3)(-p,) Ans.41.28 Random Variable & Stochastic Processes Example 1.22 The probability that teacher will give a unannounce test on any day is 1/5, If a student is absent twice, what is the probability that he will miss atleast one test ? [Raj. Univ. B.E. IV Sem. EC, 2004) Solution + It is given that P(A) = 2, Pag) = , where 5 Ay ~> First test on his first day of absence. Ay > Second test on second day of absence. Now the probability that he will miss atleast one test... P(A, UAy)=1-P(A,)P(A,) Example 1.23 Odds are 11:5 against a man, who is 38 years old, living till he is 73 and vw P :3 against another man, who is now 43 years old, living till he is 78. What is the probabiity that (i) both will be alive 35 years (ii) atleast one of them will be alive 35 years ? Solution : Let the events be E > First person being alive 35 years, Es» Second person being alive 35 years. £0 E; > Both person being alive 35 years. E,U E, > At least one person will alive 35 years. But it is given that Odds against £) = Odds against Ep = 5:3 So, P(E,) = P(E) = et +5’ 8 3 PE) = 365 PEL) = 5Probability Theory 1.29 Now by multiplication theorem of probability (P(E, OE_) = P(E,)-P(Eq) {Since the events £, and £ are independent} seco 16 8 128 Gi) P(E) UE) =1- P(E, OE,) =1-P(E,nE,) [By de morgan’s law =1-(PE,)PE,)) P(E, OE) = P(E, 0E,)) -1-(1-3)0-3)-3 16 8) 128 Example 4.24 Three students appear at an examination of Physics. The probability of their success are 1/3, 1/4, 1/5 respectively, Find the probability of success at least two. Solution : Let events be £, > First stident success in the examination, E, — Second student success in the examination. Ey —> Third student success in the examination. It is given that P(E) =5, E,)=4 PE)=2, P(Eg)= 2; PE) = Now required probability P(success at least two) Following ways are possible E,E,E, — First and second student success. E,E,E, -> First student unsuecess and second and third student success. E,E,E, —> First sudent success; second student not success & third student success. E,E,Eq — All student success. since-all the events (E,E,E),(EyEgE3), (E\EgE3) and (E,E,E,) are mutually exclusive events so required probability430 Random Variable & Stochastic Processes Pat least two success) = P(E,E,E3)+ P(E jE Eq) + P(EyEpE3)+ P(E,ExE3) = P(E, )P(E)P(E3) + P(E) P(Eq) P(Eg) +P (Eq) P(Eg )P(Eg) + P(E )P(Ea) P(E) Example 4.25 4 speaks the truth in 75% cases and B in 80% of the cases in what Percentage \f cases are they likely to contradict to cach other in stating the same fact? Solution : Let E, > A Speaks truth. Ey + B Speaks truth. Now, it is given that 3 3 PE) = — = 3; pee) = - ¢ 100. 4 100 » therefore PE) =F ME) = 4 ‘Now following ways are possible E,E,— A speaks truth but B not and E,E,—> B speaks truth but A not. So since E,E, and E,E, are mutually exclusive events then required probability. P(Contradict to each other) = P(E\E,UE,Ey) = P(E,E,)+ P(EyEq) = P(E,)P(E,) + P(E,)P(Eq) L3 tan 20 5 20 "45 ra imple 1.26 Tivo persons A, and A, throws a coin alternatively till one of them gets head wins the game. Find their respective probability of winning. Solution : Probability of occuring head on coin = 1/2 Probability of occuring tail on coin = 1/2 Now, for A; to be win, he must throw a head in first, third, fifth .... so on and 42 should throw a head in second, fourth, six ... throws,\__ Probability Theory 134 P(Ay to win) = Probability that gets head at first throw or thrid, fifth or ... = P(H)+ P(TTH) + P(TTTTH) ++» to «0 = P(H) + P(T)P(T)P(H) + P(T)P(T)P(T)P(T)P(H) +++ to ody tt 2a aX gta yggt too TA ed (3) 7) tow W This is a G.P. series, 5,, =) i Now P(42 to win) + P(A, to win) = 1. A; 21 P(A; ti aqodeky (4, t0 Win) =1-F=5 Example 1.27 A,, Az and A; in order toss a coin. The first one to throw a head wins. Find the probability of their winning ? Assuming the game may continue infinitely. Solution : The probability of getting head = A, must be win in Ist, 4th, 7th, 10th throws -.. P(A, to win) = P(H)+ P(TTTH)+ P(T TH) +++ = P(H)+ P(T)P(T)P(T)P(H) + P(T)P(T)P(T) P(T) P(T)P(T) PCE) + ++ i eee tet oe 1] 222°2241.32 Random Variable & Stochastic Processes A, must win 2nd, Sth, 8th «-. throws: P(4, to win) = P(TH)+ P(TTTTH) +++» upto «2. = P(T)P(H) + P(T)P(T)P(T)P(T)P(H) +--+ upto co. Pf GEO) ae) 1,82 wf] | ae eS 2 1 | 407 7 i-(1 2 Ay must be win 3rd, 6th, 9th --- throws. Similarly, we can find, (ls to win) =2 P(A; to 7 imple 1.28 A, and A; take turns in throwing of two dice, the first to throw 9 will Ye awarded prize. If A has first turn, show that their chances of winning are in the ratio 9: 8. [Raj. EC UIrd SEM 2005, 1995, 2003, 2007, RTU IVth SEM CS 2008} Solution : Let events be A — Getting sum of number 9 = {(6, 3) (5, 4) (4, 5) GB, 8} POA)=1-pa1-Z=8 = a(say) A, is the first one to throw two dice Ay inust be win in Ist, 3rd or Sth «+ throws. P(A, to winning) =P+9°q°p+qeq-q-qp te z =pra2pratps =p(leqragh +) ee (: I 29 1, 81_ 9Probability Theory 439 Probability Theory nas ‘Ay must be win in 2nd, 4th, 6th +. Waagys, PA) P+ DPT T Tg He =aprgprgspt =qplegr +g’ +) “Ty Example 1.29 An anti-air craft gun can take a maximum of 4 shots at an enemy plane moving away from it, The probability of hitting the plane at the first shot are 0.4, 0.3, 0.2 and 0.1, respectively. Find the chance that the gun hits the plane. (Raj. Univ. B.E. 1994, 2000) Solution : It is given that P(H,) = 0.4, P(A) = 0.3, P(Hs) = 0.2, P(H,) = 0.1. The anti-air craft gun hits the plane, either in first shot or second or third or fourth. Required probability, : = P(H,)+ P(B,Hy)+ P(A, AH,)+ P(A, AAH,) oe ee rea = P(H,)+ P(H,)P(A)+ P(A,)P(H2)P(H3)+ P(A,)P(H2)P(A3)P(H4) 4+ (1 — 0.4) (0.3) + (1- 0.4) — 0.3) (0.2) + (I - 0.4) (1 = 0.3) (1 — 0.2) (0.1) 4 + (0.6)(0.3) + (0.6)(0.7)(0.2) + (0.6)(0.7)(0.8)(0.1) = 0.4 + 0.18 + 0.084 + 0.3336. = 0.6976. Example 1.30 The odds that a book will-be reviewed favourably by theee independent critics are 5 10 2, 4 to 3 and 3 to 5. What is the probability that three of the reviews, a majority will be favourable, [Raj. Univ. B.E. 1997, 2000] ‘Solution : Let events . P(A) _5) PA) 2 5 Ay > First favour to book => P(Ay)=> a 3 4y -» Second favour to book = P(Ay)=7 5 44> Third favour to book = P(4,)= 51.34 Random Variable & Stochasti- “rocesses 434 “Random Variable & Stochasfi- “TOSSES _ Majority will be favourable, for this followire W@YS are possible (i) Probability that first and secon s-avourable and third not rox 3 =P(A\A,A * 7s . shat first and third favourable and second not ay promt =f fa 8) Pros PAA Ag) = P(A,)PCAQ)P(As) oe 4 3 60 “7°78 390 ii) Probability that second and third favourable and first not Example 1.31 Find the probability of drawing one rupee coin. from a purse with two compartments one of which contains 3 fifty-paise coins and 2 one-rupee coins and the other contains 2 fifty — paise coins and 3 one rupee coins. Solution : Let p, = Probability of choosing first compartment P2 = Probability of choosing second compartmenf, i . Clearly Py =P : Probability of getting one rupee coin from Ist compartment = 2/5 2 Combined probability of getting one rupee coin atx Al) Probability of getting one rupee coin in 2nd compartment = 3/5 1 | Combined probability Pe Required probability ==+— = | Required probability = 5455 = | Example 1.32 4 and B throw alternatively a pair of dice, on the condition that A would i win if He throws 6 before B throws 7 and B would win if B throws 7 before A throws 6. | Find their respective chances of winning if A has the first turn. Solution ; Here experiment —> throwing two dice n(S)=36Probability Theory 138 f 5 P (getting sum 6)= 52=P and P (Ht eaing gum 6) = ~pag= . 6 P P (getting sum 7) = = P and P (not getting 8») _ )_ 2730 3 ane A will be win in Ist, 3rd, Sth........ throws. P (winning of A) = P(6)+ P(6)P(7)P(6) +... 1 30 = P(6):—>—— ==, (9) 1-P(6)-P(7) 61 1-30 _31 PB)=1- Pd) = SAG A Asample 1.33 Each coefficient in the equation ax? + bx + ¢ = 0 is determined by throwing an ordinary die. Find the probability that the equation will have real roots. Solution : The equation ax? + bx + c= 0 will have real root if b? > 4ac. Each coefficient of the given equation is determined by throwing an ordinary die so that each of the coefficient can take the value I to 6. Therefore the total number of possible out comes = 6 x 6 x 6 = 216 The no. of favourable cases are obtained as follows : ac a © dac b(b?— 4ac> 0) | _No. of cases 1 1 1 4 2,3,4,5,6 1x5=5 2 1 2 i 2 1 8 3,4,5,6 4x2=8 1 3 . 3 1 12 4,5,6 2x3=6 1 4 4 1 16 2 2 3x3=9 1 3 5 1 20 2x2=4 1 isle 6 1 3 2 2 3 5,6 2x4=8 fe 2 4 32 4 2 2x1=2 3 3 36 6 Txi=1 Total = 431.36 Random Variable & Stochastic Processes accan'ttake the values 7, 10, 11, 12 so as to satisfy b> 4ac and since none of the coefficients can be greater than 6 + N/L- Tyg TOU (cequired probability) Vv Example 1.34 4 bag contains 10 red and 15 white balls. Two balls are drawn in succession, What is the probability that one of them is white and other red ? [Raj. Univ. B.E. 2005, MREC 2001} Solution ; Total balls = 10 + 15 = 25 Total outcomes = so,-h E, > Events that ball is white. Ey + Events that ball is red. E, 0 Ey > Two drawn ball in which one is white and one is red, 15 =P | and PE)= P(E) = Probability of red ball without replacement 4 required probability POE AE) = PE): PE) = 35g Example 1.35 Find the probability of drawing a heart on each of two consecutive draws from a well shuffled pack of 52 cards, if the card is not replaced after the first draw. Solution : Let events £, — Heart on first draw, £, > Heart on second draw, Then P(E, Ep) = P(E): o( 2) ‘1 Now Meo We get a heart on first draw and for second draw if card is not replaced, So total outcomes = 12Probability Theory 437 Example 1.36 From a pack of 52 cards. Three cards are drawn oné by one without replacement. Find the probability that each time it is a card of spade. Solution : Let events be E, > First card is spade. Ey — Second card is spade. Ey Third card is spade. E, Then P(E, NE, NE3)= P(E): oz} (2) example 1.37 A bag contains 5 white, 7 red and 8 black balls. If four balls are drawn one by one without replacement, Find the probability that all are white. Solution : Let events E, ~ First drawn ball is white. £,,-» Second drawn ball is white. £3 > Third drawn ball is white, E,-> Fourth drawn ball is white, According to question 5 3 P(E, )=— e (E\)=55 and if a ee E,nE, o£, ) 17 E, then P(Ey WE, NE3 A E4) = P(E,): P| (pf Shp (Ey 0 Ey OE3 OE) = P(E): (2 2} (<2) (ete) “owe a 1 “20 19 18 17 * 965"1.38 Random Variable & Stochastic Processes Example 1.38 4 bag contains 2 white and 4 black balls. Another bag contains 5 white and 7 black balls. A ball is transformed from first bag to second bag. Then a ball is drawn from second bag, Find the probability that it will be white. Solution : Two cases will be possible (i) Transferred ball is white. (ii) Transferred ball is black. Bag! Bagi! Case (i) : Transferred ball is white. Probability of white ball in bag 1 = Now bag II contains (6W + 7B). ele Probability of white ball in bag [= ae 6 = B . then combined probability = ix = "3B Case (ii) : When black ball is transferred Probability of black ball in bag I -3-2 ‘Now bag II contains (SW + 8B) Probability of white ball in bag II 3 10 oe : 3°13 39 Events in case (i) and case (ii) are mutually exclusive events. So required probability = Probability of case (i) + Probability of case (ii) 2,10 16 =a4 Combined probability = Example 1.39 A manyacturer supplies quarter horse-power meters in lots of 25. A buyer before taking a lot, tests at random a sample of 5 motors and accepts the lot if they are all good; otherwise he rejects the lot. Find the probability that ~ he will accept a lot containing 5 defective motors (ii) he will reject a lot comaining only one defective motor [Raj. Univ. B.E., 1998, 2001] Solution : Case (i) He will accept a lot containing $ defective motors, if sample of § motors are choosen at random good, 20; pele ce =0.292 C5 26565Probability Theory 1.39 Case (ii) He will reject a lot containing orily one defective motor. In this case probability of one defective motor in the sample of 5 motors wey! 35 Cs Example 1.40 4, B, C, D cut a pack of cards successively in the order mentioned. If the person who cuts a spade first receives Rs. 175. What are their expectation ? [MREC, 1993, 2001, 2003] Solution : Probability of getting a spade 2 1 3 secs =1-p=1-=== peay) = qat-pal-gaa A can cut a spade in 1%, 5‘, oth... drawing. Therefore, Probability of A cutting a spade first =P+4-4-4-9p-+4949999999P + B can cut a spade in 2™, 6 ... 10! ... drawing. Therefore, Probability of B cutting a spade = 9p +99999P +999999999P +" =qpitqt +gs +) 1.3 So ea 1-4? 3\ 175 f) Similarly, we can find out ‘C cut a spade in third, seventh, eleventh ... drawing, so, probability of C cutting a spade PC)=q-q-P+qqqqqqp+ =q?p(l+qt +q8 +)140 Random Variable & Stochastic Processes (yd and P(D)=1-[P(A) + P(B) + P(C)] =1 [# - 3|- Zz. 175175" 175) 175 Now, expectation of A=. 175 =64Rs. 175 Expectation of B= 2% «175 = 48Rs. _ 15 ’ Expectation of C=22.x175=36Rs 175 . 27 ition of D = ——x175=27Rs. Expectation of D 175° Ss. Example 1.41 A committee consists of a students, two of whom are from first year, three from second year and four from third year, Three students are to be removed at random. Wha is the chance that (i) Three students belong to different classes. (ii) Two belong to the same class and third to different classes. (ii) All three belong to same class. Solution : Total outcomes = °C; = 84. Case (i) Required probability ‘ 2 1X3cq x4) _ 2x3x4_ 2 5c, a Case (ii) Required probability N 2 FEA *7Cy +9 Cy x 8C, + 4Cy x50, 84 * Case (iii) Required probability 2a + Cy 84 35 84 wee 84Probability Theory 1M Example 1.42 Three group of children contains respectively 3 girls and 1 boy, 2 girls and 2 boys. 1 girl and 3 boys. One child is selected at random from each group. Find the probability for selecting 1 girl and 2 boys. [Raj. Univ. B.E. 1995, 2003, 2006] Solution : Let Selection of 1 girl and 2 boys in the three groups Aj, 42. 43. A,QG+1B),A,(2G + 2B), Ag(1G-+3B) Following cases are possible : 1Girl> A, Poe Case (i) : 1 Boy > A } G,B,B, + Case (ii) 2 24 2 1 Boy As 1 Boy Ag A A A 1 Boy A, Case (iii) : 1 Boy > Ay | B,B,G, 1Girl> Ag G,ByBy, B,G2By, B,B,G, are mutually exclusive events so required probability. (1 girl and 2 boy) = P(G,B2B) + P(B\G,B,) +P(B,B,G5) Here rc)=2 | Pe)=p PG)=2 | P@.)=Z P(G)=4 | POBs)=F So required probability from (1) = P(G,)P(Bz)P(Bg) + P(By)P(Gq): P(B3)+ P(By): P(By)P(G3) S22 3.42.5 1.2 4 VPs1.42 Random Variable & Stochastic Processes EXERCISE Q.1 A bag has 2 white and | black ball, while the other has 2 white and 2 black. A ball is drawn from each bag. Find the chance that there is at least one white ball drawn. »() Q2 ir MA)= 1.708) 1 | =,P(AUB)==. 4 ae 2 Find (i) (4) ) (2) (iii) (4) Q.3 Out ot of (2n + 1) tickets consecutively numbered, three are drawn at random. Find the chance that the numbers on them are (if number of tickets is 101). ()_Arithmetical progression (ii) Geometrical progression » — a Ans.) [aq (il) 1.0003 Q.4 A, and 4, are independent witnesses (There is no collusion between them) in a case. The probability that 4, speak the truth is P;, and the probability that 43 will speak the truth is P,, A, and A, agree in a certain statement. Show that their probability that this statement is true is PP 1-P,-P, +2P,P, Q-5 Assuming n independent tosses of a coin which has probability x of falling heads. Let m be the no of tosses in which the coin falls head. Find the probability that m is even. Aas. ift+u-ay"] inhere y = 1 -x Q.6 An bag contains 2 green, 3 blue and 4 black balls. Three balls are drawn from the bag. Find the chance that :- (All are of same colour (ii) All are of different colour (ii) Two are of same colour and third of different colour 5255 8477" B4 2.7 Two cards are drawn at random from an ordinary pack of $2 playing cards, What is the probability of getting two jacks of - (@) The first card is replaced before the second card is drawn ? AProbability Theory 143 (ii) The first card is not replaced before the second card is drawn ? 1 Ans. 769°221 Q.8 Three group of children contains respectively 3 girls and | boy; 2 girls and 2 boys; Igirl and 3 boys: one child is selected at random from each group. Find the probability of selecting 1 girl and 2 boys. + [Raj. TV Sem. C.P. 2006) Q.9 The odds that Ay speaks truth is 3 to 2. The odds that Az speaks the truth is 5 to 3. In what percentage of cases are they likely to contradict each other or an indentical point ? Ans, 47.5%, Q.10 A bag contains (8B + 3R + 9W) balls. If 3 balls are drawn at random, find the probability that (all are balck i) 2 are black and | is white (ii) All are of different colour (iv) The balls are drawn in the order black, red and white (v) None of red 14 18 3 Seiten an 285°95 95 95. Qu n letters Jy, J ... Ip have a envelope E}, Ep, ... Ey are placed in the envelope at random. Find the probability that : (no letters are put in their right envelope. (ii) at least one letter put in the right envelope. "1 an (pe ed eee wt ee lw Q.12 Let P be the probability that a man aged y years will die in a year. Find the probability that out of n men Mj, Mp, »» Mj each aged Y, M; will die in a year and he will be the first to die. Lift-a- py" Ans, 7 x{1-(- p)"} Q.13 An integer is chosen at random from first 200 positive integers. What is the probability that the integer is divisible by 6 or 8 ? Ans, 1/4, Q.14A person write four letters and four envelopes. If the letters are placed in the envelopes at random. ‘What is the chance that not more than one letter is placed in the correct envelope ? ‘Ans, (17/29) Q.15 Prove that the sum of the probabilities of two independent events amounts to certainty.444 Random Variable & Stochastic Processes 1.8 Theor of Teta Probabiiy Let E,,E,++E,, be the partition of sample sapce S Such that P(E;) #0 Vi then for any event in S. , n° no=Eneyr( | in i ah ne E E Bey E or P(E)=P(E,): P| = ]+ P(E): P| = | + PEs): P| = | +... + P(E): P| E Ey E E, Proof. Since E,,Ey*+E, be the partition of sample space S. E y ke ‘then we have E,nEj=6 Vitj +? and Ey UE, UE; ...UE, =S, therefore E=Ens Ans =EN(E, VE, VE; ...UE,) = BE=(ENE,)U(ENE,)U(ENE,)..-U(ENE,) (By distributive property) = Y E=(ENE,)U(ENE,)U(EN Ey)... U(EME,) (By addition law of probability) = P(E)=P(EnE)+ P(E) + P(EAEs) + nue (EOE s) by multiplication theorem of probability PE)=P(E,)-P| = | P(e,)-P{ E | P(e). P| = |... + PE,)-P| E oe E 5, . E sme, [r0-§ r69{2) : mA E, P(E) = P(E,)-P| E eee] ans 4 " & P(E)=P(E,)- 2} oeeay( Es P(E): (2) i) aProbability Theory ‘ 145 Example 1.43 A binary communication channel carries data in the form_of two types of signals denoted by 0 and I, owing to noise, a transmitted 0 is sometimes rbeived as a ‘I’ and a transmitted ‘I’ as a 0. For the channel, the probability of correct transmission of 0 is 0.94 and that of correct transmission of 1 be 0.91, if 45% transmitted signal are in the form of 0 ; then {find the probability that a1 is received and also find the probability that a 0 is received. (RLU. IVth SEM CP 2009] Solution : Let events be E,-+ sending signal ‘0°, E, -> sending signal ‘1’, E,-» received signal ‘1’, E,— received signal ‘0° Then, itis given that P(E) =0.45, P(E) =1- P(E) =0.55 a also given that P| 5 =1-0.94=0.06 and P| Ey =1-0,91=0,09. x h by total law of probability P(1is received) = (Bec) 2} te) Ey x =0.91x0.55 + 0.06 x 0.45 =0.5275 P (Ois received) = 1— P(lis received) = 1-0.5275= 0.4725 Example 1.44 Consider the coin tossing and dice rolling experiment. The interesting thing in his experiment is that if the head comes out, one dice is rolled and the result is recorded but if, tail comes out, two dice are rolled and their sum is recorded. Determine the probability that the recorded number will be 2. 1 Solution : Sample space for single dice S ={1,2,3,4,5,6} and P(2)=— sample space for two dice = {(1,1) 1,2) (1, 3)s 1) @, 2) (2,3) Gs 182) B34 D4, 2) (4,39). i ee then P (getting sum of 2)= 5¢ and sample space for single coin 1 1 S={H,T} => P (Head) = a and P (Tail) = 21.48 Random Variable & Stochastic Processes By theorem of total law of probability P (recorded number 2) = reny-r( 2) n(r)-0(2) ee 6 2 36 27 nR / nd 3 blue balls. Another bag contains 3 red and 5 blue balls. Two balls are drawn randomly from the first bag and placed in the second bag and then 1 ball is taken randomly from the latter. What is the probability that it is a red ball? Solution : Let events be «18 rie "i | E, > drawing red ball from first bag E, > drawing blue ball from first bag E, > drawing balls one red and one blue tne E — drawing a red ball from the second bag, aft 10 itisgiven, P(,)= Cy _10x9 1x2 90 Bo, 1x2 13x12 12x13 = Wo eG.: 5 then me)=ne= and P(E3)=—1— = : Now Z| = P (drawing a red ball from 2nd bag) 4 si E E) 4 Similarly, (2-3 = 7p and of 2\-4 by total law of probability P(E) = P()- fz E}+ rey (E}+r2(2) mlb bg dy Slt A. 26 10 26 i0* 26 10 59447 M, M, and M, M, turns out twice as many i as M, and machine M, and M, produce equal number of items, 2% of bolis produced by M, and M, are defective and 0.49 of bolts produced by M, 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 : Let events be E, > item has been produced by machine M, E,~ item has been produced by machine M, E, > item has been produced by machine M, D- item is defective itisgiventhat P(E)=>, P(E) 1 D P()=4 and 2) =P (an item in M, is defective) = 0.02 also 2 =0.02 and P| 2 =0.04 Ey Ey by theorem of total probability m(0)=7(6)-2( 2} +0(6,)-o{ 2] -P0e)- (2) 1 =3(0.02) +4(0.08) 40 Note : If we have to find the probability of the defective bolt manufactured by M, or M, or M, then we will use Baye’s theorem, 1.8.6 Baye's Theorem In many cases outcomes depend on intermediate stages. We use the Baye’s theorem for solving such type of problems. 1.8.7 Proof of Baye’s theorem [Raj. Univ. B.E. 1995, 2003, 2006, RTU IVth Sem. CS, 2008, 2009] Statement 1: \f Ey,Ey++-E,, ben mutually exclusive and exhaustive set of events of a sample sapee S and £ is an event which occurs together with either of E,,Eq-E,, (form a partition of 5) and let E be any event then1.48 Random Variable & Stochastic Processes * E wld ¢ E $0918) cae tt Sreo( | i-l i wl ve y(E)srearo( Es tee ney 2] I Since E,,Eq-*-E, be the partition of sample sapce S. So S=E, VE, VE3:-VE, Al) Now, E=EnS E=En(E, VE, VE3---UE,) +) E=(ENE,)U(ENE,)U(ENEs)...U(ENE,) (By distributive properly) P(E)= PEN E,) + EME) + (ENE)... (ENE) ~-) (By addition rule of probability) E,)_P(ENE) Ne ate: iplicati low 1 z } PE) (by multiplication rule) 4 P(EME)) P(ENE,) + PUENE,) + EME) +. PERE,) (By total law of prob) P(E,)-| EyProbability Theory 149 VG neye( | ot ee o(z)- i ee Se ee R E fe €\ ye) Eren-( | rts 6 x tue) 1, The probabilities P(E,),P(E,),"*+,P(E,) are called “Prior! probability” of Ey ,E--E,. 2. The probabilities (B)(2)~(2) are called “Posteriori probability” of E Ey Ege Eq. mple 1.47 In a communication system a 0 or 1-is transmitted cory vt probabilities p, ‘and p, respectively. Due to the noise in the channel, a 0 can be received ls one or one can be received as 0 with probability p, Ifa ‘I'is received what is the probability that a ‘I ‘was transmitted. a [RTU IVth Sem. (CP) 2009] Solution : Let events be E, > Dis transmitted ©) —~ E,-» is received itis given that P(E)=ry 3 P(E)=1-y, P(E2)=P2 3 P(E)=\-m and also given that Bs) == a ae Now we have to find (Z) Ey by Bayes theorem we have (i : (ho 2 (i= p1):-(1=P3) © (-as)(- Pi) +P Ps4.50 Random Variable & Stochastic Processes ~ -Example 4.48 In an examination with multiple choice answer, each question has four choi VY mswers, out of which, one is correct. A candidate ticks his answer either by his skill or 4 1 guess or by copying fiom his neighbours. The probability of guess is and that of copying, 1 i. The probability of correct answer by copying is e If a candidate answers a questio, correctly, find the probability that he knew the answer. Solution : Let events be E, + answering by skill, E, -» answering by guessing, £, > answering by copying, E = answering correct itis given that P(e,)=4, P(B)=4 P(Ej)+P(Eq)+P(B3)=1 P(&)=1-P(£))-P(E3) =1-2-2=5 Also given that Now we have to find (2) Then by Baye’s theorem M °( B= re ee) PB) E) P(E\)P(E/E:) + (#2) (E/Ea)* P(Es)-P(E/Es) zs 13/6 _24 1x3/6+1/4%2/6x1/8x1/6 29 Example 1.49 A lot of IC chips contain 2% defective chips. The chips are tested before deliver The tester’s report is not 100% rediable and Tester report good «Tester report defective ESTEE Pep Ort BOO |= 0.95. and pi Tester report defective} _ 9 o4 (z= ‘actually good andl’ Pl Chip is actually defective If the tester reports ‘defective’ to a chip, find the probability that the chip is actually defective.Probability Theory : 181 Solution : Let events be E, chip is good, E, -» chip is defective, D- tester report is defective, G -» tester report is good. itis given that P(E,)=0.98, P(E.) = 0.02 D G P| —|=0.05, —)}=1-0.94= (2) of al 0.94 = 0.06 by Bayes theorem D : “e): P(e2) P(E) P{ 2} + P(z,)-P{ 2 A Ey ‘i 0.94%0.02 eg 0.94% 0.02+0.05x0.98 = 0.277 Example 1.50 Three bags B), By, By contains 6 red and 4 black bails, 2 red and 6 black balls and 1 red and 8 black balls respectively. A bag is chosen and a ball is drawn from the bags. If the drawn.ball is red, find the probability that the ball was drawn from bag By, Solution : Let events be E -> Choosing bag B,, £, —> Choosing bag Bs, Ey Choosing bag Bs, E —> Drawn ball is red. " According to question P(E,) = P(E,)= P(E3) = Now p|—|- Ey :.. CS ge) aa 789 “sia 27 54041.82 Random Variable & Stochastic Processes Now required probability, by Baye’s theorem (3). PEN E}) E P(E) 1.3 3% 5 _ 108 7 a Vigsie 41.84, Three factories A, B, C does 30%, 50% and 20% production of certain item, ‘Out of their production 8%, 5% and 10% of the items produced are defective respectively An item is purchased and is found to be defective. Find the probability that it was a product of factory A. [Raj. Univ, B.E, IVth SEM. CS, 1997, 2002, 2007] Solution : Let events be E, + Item is produced by machine A, E, + Item is produced by machine B. E; > Item is produced by machine C, Let D -— Item pruchased is defective. According to question, it is given that D)_8 pf 2). 8 08: (z) yoo | PE)= a" 10 DB) 8. 505 Eb e Peay D)_10 a2 (2)-% ME) 5p fio eae 3x8+25+20 69Probability Theory 1.53 Example 1.82 The chance that a doctor will diagnose a disease correctly is 70%. The chances of death of a patient after current diagnosis is 35%. While after wrong diagnosis it is 80%. If patient dies after taking his treatment, find the probability that he was diagnosed. (i) Hrongly (ii) Correctly Solution : Let event be E, > Correctly diagnosis, E, > Wrongly diagnosis. E = Patient dies after his treatment, According to question 70 PUE))= 759707 and P(E,)=1-P(E,)=03 but itis given that (035)(0.7) 49 P(E) * (0.7)(0.35)+(0.3)(0.80) 97 Similarly, we can find 4B ARF Example 1.63 A manufacturing firm produces steel pipes in there plants A, B, C with daily production volumes of 500, 1000 and 2000 units respectively. According to past experience it is known that the fraction of defective output produced by the three plants are respectively 0.005, 0.008 and 0.010. If a pipe is selected from a day’ total production and found to be defective, Find out () From which plant the pipe comes (ii) What is the total probability that it came from the first plant. {Raj, Univ. B.E. (CS) 1995, 1998, 2004] Solution : According to question Total production = 500 + 1000 + 2000 = 3500 units,454! Random Variable & Stochasti¢ Processes Let P, — Steel pipes manufactured by plant A, P, + Steel pipes manufactured by plant B. P; — Steel: pipes manufactured by plant C. D -> Drawing pipe be defective, 500 _1 1000 Now P(P1)= 3599 777 PlPa)= ao =3, P(p3)= But it is given that (2 )-2008, {2}-o08 of 2)-oo10 Py Po , P3 Now by Baye’s theorem, defected pipe manufactured from plant A Osean ror?) (0.005)(3) 4 5 yy 2: 4 Peas 25 8 sy = }(0.005)+=(0.008)+=(0.010) =x—>-4£x_~_4* (re + 7(0.008)+7 (0.010) > * F090 * 7“ z000 * 7 * 7000 5 7000 “3¥16+40 ~ 6 7000 => Defected pipe manufactured from plant B, -—_™ (2)- e P(P,)+ Bone 2 a = 0.08196 0.0082 6 io see eeepc ear ie Te eee 0.02622Probability Theory 1.55 Similarly, we can find defected pipe manufactured from plant C. P, 1)+0(Z)] =1-(1648) =! onssr7 -[°(8) D a at) ot he, ‘ample 1.54 In a bolt factory machines A, B, C manufacture respectively 25, 35 and 40 percent of the total and the total of their output 5, 4 and 2 percent are defective bolts. A bolt is drawn at random from the product and is found defective. What are the probabilities that it was manufactured by machine A, B or C. [Raj. Univ. B.E. IV SEM CS, 1997, 2001, 2002, 2005) Solution: Let A, B, C be the event that selected bolt is manufactured by machine A, B, C. According to question : raya, P(B)=—, >, P(c)= ao Let D denote the event “a defective oa Bix) 82-35(B)sS of D\eu2 P(=\==,p{ =)=— pf 2) 2 = (3) 100 (3) 100 (2) 100 Let P(defective bolt is manufactured by machine A) = (4) P(defective bolt is manufactured by machine B) = (2 (defective boit is manufactured by machine C) = »(S) Now by Bayes theorem (2)-21) 48) axa P(A)-P( =) +P(B)- (2 PO? J188 Random Variable & Stochastic Processes Now P(E)= P(E): wh J+ oz é) 20, 80, 30, 90. «0.56 +0.27 =0.83 * 700" 700" 100 100 Now (2) = P(Car comes from plant P is of standard quality) E E,)-P| = p(t rete @) _07%08 0.56 _ 56 E) P(E) ~~ 0.83 0.83 83 Now (2) = P(Car comes from plant Q is of standard quality) (a) i 03x09 P(E) 0.83 83 83 V4 of Teo ee < 1.87 A letter is known to have come either from Calcutta or from Tatanagar. In the half printed postal stamp of the coming states only two consecutive letter “TA” are readable. Find the chances of the letter coming from, Caleuta (il) Tatanagar Solution : Let the events be L; ~ Letter coming from Calcutta, Ly — Letter coming from Tatanagar, L ~ Two consecutive letters “TA” are readable Sample space S for CALCUTTA §, ={CA,AL,LC,CU,UT,TA} =7 L 5 ro-3: (E)7Probability Theory 1.59 Sample space for TATANAGAR S ={TA,AT,TA, AN,NA, AG,GA, AR} =8 Now (z) 2 Clearly P(Ly)= P(L,) 5 L PU)=Plly): (t}s Pla): oft) a ae z +o 8 14x8 56 P(Two consecutive letter ‘TA’ coming from Calcutta) = (2) By Bayes theorem L P(Two consecutive letter ‘TA’ coming from Tatanagar) -»(2) oft} re) ee Example 1.58 A newly constructed house may fall down either due to wrong designing or by inferior meterial used in the construction, Chance that the designing is faulty is 10% and the probability of its collapse, if the design be faculty is 95% and that due to bad material it is 45%, If the house collapses, find the chance that it was due to wrong designing. Solution : Let events be E, > House collapsed by wrong designing. Ey > House collapsed by bad material E> House collapsed1.60 Random Variable & Stochastic Processes Itis given that P(E,)=0.1, P(E) =1-0.1=0.8 Py £)-088.» Eos A E, (Collapsed by wrong designing) P(Collapsed by bad material) -°(2) By Bayes theorem E P| —|- P(E, Bp aa : ve 7(E}+Pe-*( 2) (0.4)(0.95) + (0)(0.45) 1 95 = 599 70.19 Example 1.59 Jn an engineering college, there are three candidates for the position of Pricipal Mr. X, Mr. ¥. Mr. Z, whose chances of getting the appointment are in the proportion 4:2:3 respectively. The probability that Mr. X, if selected, would introduce new branch of today’ requirement in the college is 0.35. The probability of Mr. Y and Mr. Z doing the same are respectively 0.52 and 0.80. What is the probability that there will be new branch in the college next year ? [Raj. B.E. IV Sem CS, 2004] Solution : Let events be £, — Mr. X appointed as principal, £, > Mr. Y appointed as principal, Ey > Mr. Z appointed as principal, E — Introduce new branch Given that chances of their appointment are 4 ; 2:3 ’ P(E) =4,PlE)=Z,PCEs)=2Probability Theory Probability Theory Also it is given that E E E P| —=|=0.35 and P| —|=052; P| —|=0/ (E] " (é) (E) i Hence required probability is PE)= re-a( E}oreeare( one E) 1 4 2 1 41.04 2 =>(0. (0.52) + =(0.80) +S 50.38) + 5(052)+5(080) =k, LO 2 4.84 =—— =0.538 9 4.9 BERNOULLI TRIALS Let us consider n independent repeated trials of a random experiment £, has only two ‘outcomes, termed as “success” or “failure”, hit or miss, defective or not defective etc. When 7 independent Bernoulli’s trials are considered then it make a series of success and failure, Let p be the probability of success and 1 ~ p = q is the probability of failure. =SSSS... a FOF OF wil © rtimes—> ©, (nr) times, i.e. when in n Bernoulli’s trial first r are success and next (77) are failure then the probability of r success will be given by PoP, PUD ; =p yl? Since trials for which success are obtained are not specified there are "C, ways of choosing r trials of success, There "C, ways are mutually exclusive. therefore by addition theorem. Probability of exactly r success = "C, pf qTRandom Variable & Stochastic Processes Examples of Bernoulli’s Trial (i) Tossing of a coin n times or m coins tossed one time. Gi) Transmitting Binary digits through a communicated channel with success is that the dig, is received correctly and failure is that the digit is received incorrectly. (ii) An assembly line containing of n components, each component either working or ny working. Generalization of Bernoulli’s Trials: Let us consider that the sequence of ‘n’ independent trials, and on each trial the result is exactly one of the & possibilities. $= (Sp, Spey)» (pp Speen8)s my times © ny times > © ng times > then total probability |” ic y(t, My esesss yy) = 2 —— PP... a(n K) mln meee Example 1.60 Out of every 100 jobs received at a computing centre 50 are of class 1, 30 of class 2, and 20 of class 3. A sample of 30 jobs is taken with replacement. (Find the probability that the sample will contain ten jobs of each class. (ii) Find the probability that there will be exactly 12 jobs of class 2. Solution : (3) Given that k = 3, n = 30 and pj = 0.5, py = 0.3; py= 02 Then by generalised Bernoulle’s theorem [30 ie iron) = 0.003278, P(10,10,10) = "9 (0.3)'° (0.2)'° (ii) Here we have to consider only class 2, then this is an example of ordinary Bernoull’s trial with p = 0.3 and q = 0.7 P(12)= Gn(03)"(0.7)" = Poon)" 8 pee) = 0.074875Probability Theory 1.63 Example 4.61 If 10% of the pen manufactured by a company are defective. Find the probability that a box of 12 pens contains (i) exactly two defective pens (ii) at least two defective pens. IMREC 2001] Solution : Given probability of a defective pen = p = 0.1 q=1-01=09 also = n= 12, s0 @ Probability that the box contains two defective pens =" c (0.1) (0.9)! =0.2301 Gi) Probability that.the box contains at least two defective pens. = 1-—p (box contains either non or one defective pen) G(09)"(0. | 1-[c (0.9)? +2 = 0.341. Example 1.62 A perfeci cubical die is thrown a large number of time in sets of 8. The occurrence of 5 or 6 is called success. In what percentage of the sets you expect three success. [MREC 1999] 4 : react Solution :-The probability of throwing 5 or 6 with one die is = => = wiry So there p = 3 then galr ery. Also given that n = 8, Then the probability of getting three successes in 8 throws 3 5 art) 2) 56x32 = (3) G # : so the required percentage = see 100 = 27.3 %.1.84 Random Variable & Stochastic Processes Example 1.63 Uf 10% of the bolts produced by a machine are defective. Fin the probabiliry that out of 5 bolts selected at random, at the most one will be defective. [Raj. Univ. B.E. Hind year, 1999) Solution : Given that 1 Probability of defective bolts = p = 10% = 7) ~. Probability of non defective bolts = g = 1 Also given that number of bolts n = 5. .. Probability that at the most one defective = p (no bolt is defective) + p (one bolt is — Q.1 A box contains 3 blue and 2 red marbles, While another box contains 2 blue and 4 red marbles. A marble drawn at random from one of the boxes turns out to be blue. Find the probability that came from the first box. Q.2 A survey on a random sample of 200 people in a community shows that 2 out of every 100 men have stomach ulcer and one out of every 100 women has stomach ulcer. A person from that community is selected at random and is found to have stomach ulcer. What is the chance * that the person is a male, given that p is the proability of getting a man from the community. 22. merst Q.3 A man may choose any one of the three routs Rj, Ry and Ry from his house to the railway station which are equally likely. When the weather is dry, his chances of missing the train while going by Rj, Rz, Ry are 0.05, 0.10 and 0.20 respectively, He sets out on a dry day but missed the train. Find the probability of his going by the route Rs. (3)