Elementary Principles of Probability
Elementary Principles of Probability
(ii) Outcome
The result of a random experiment is called an outcome.
(iii) Trial
Any particular performance of a random experiment is called a trial.
Example 1:
A coin is tossed three times. List all the possible outcomes ( Sample Space) of the experiment.
Solution:
Since the random experiment of tossing a coin has two possible outcomes ( Head or Tail ) , and
the experiment is repeated three times, then the number of the sample point we have can
calculated as 23 8 .
(v) Event
An event is a subset of a sample space. Event is called simple if it corresponds to a single sample
point of the sample space otherwise it is known as a compound or composite event.
Example 2:
From the above example, list the events such that
(i) Exactly 2 head appeared
(ii) At least 1 head obtained.
Solution:
Types of Events
(1) Exhaustive Event
An event which is favourable by every outcome of a random experiment is called an exhaustive
event and is denoted by symbol .
mn
Thus, P 1
mn
0
Thus, P 0
mn
Hence, P A B or P AB 0
For example, from a pack playing cards, if R is the event of drawing a red card and B is the
event of drawing a black card. Then this experiment of drawing a card, both R and B cannot
happen simultaneously or we say when R happens, then B cannot happen and vice versa. So
these are mutually exclusive events.
Axioms of Probability
In order to find the probability of any event of a sample space, the following rules, popularly
known as axioms or postulates of probability, must satisfied:
0 P A 1 .
Axiom II: if A1 , A2 ,..., Ak are k mutually exclusive event of the sample space S , then
k
P A1 A2 ... Ak P Ai .
i 1
The first axiom implies that the probability of an event is non-negative number less than or equal
to unity. The second axiom implies that the probability of an event that is certain to occur must
be equal to unity. Axiom III gives a basic rule of addition of probabilities when events are
mutually exclusive.
Theorems on Probability
Theorem 1.
Proof.
Let A be any event in the sample space S , We can write S S .
Since S and are mutually exclusive, using axiom III, we can write
P S P P S . Hence, P 0 .
Theorem 2.
P A 1 P A , where A is compliment of A .
Proof.
Let A be any event in the sample space S . We can write
P A P A P S 1 . Hence, P A 1 P A .
Theorem 3.
P A B P B P A B
Proof.
AB
A B c A A B
B
A B
A A B A
B B
AB
P B P A B P A B
P A B P B P A B
P A B P A P A B
P A B A B P A P B P A B
Proof.
From the Venn diagram given above, we can write
A B A A B or P A B P A A B
P A B P A P A B
P A B P A P B P A B .
Note: The addition theorem can be generalized for than two events. If A, B and C are three
events of a sample space S , the n the probability of occurrence of at least one of them is given
by
P A B C P A B C P A P B C P A B C
P A P B C P A B A C
P A B C P A P B P C P A B P A C P B C P A B C .
Example 3:
The probability that a student passes a mathematics test is 2 3 and the probability that he passes
both mathematics test and statistics test is 14 45 . The probability that he passes at least one test
is 4 5 . What is the probability that he passes the statistics test?
Solution:
Let us define the following events:
P A B P A P B P A B
4 5 2 3 P B 14 45
4 14 2 36 14 30 4
P B
5 45 3 45 9
Example 4:
If two dice are thrown together, find the probability that the sum is
(a) Greater than 8 (b) Neither 7 nor 11
Solution:
The required events can happen in the following mutually exclusive ways:
P S 8 P S 9 P S 10 P S 11 P S 12
Thus,
4
S 9 : (3, 6), (6,3), (4,5), (5, 4) P S 9
36
3
S 10 : (4, 6), (6, 4), (5,5) P S 10
36
2
S 11: (5, 6), (6,5) P S 11
36
1
S 12 : (6, 6) P S 12
36
4 3 2 1 10 5
P S 8
36 36 36 36 36 18
(b) Let A denote the events of getting the sum of 7 and B denote the events of getting the sum
of 11. We have
6 1
A 7 : (1, 6), (6,1), (2,5), (5, 2), (3, 4), (4,3) P( A) P( A 7)
36 6
2 1
B 11: (5, 6), (6,5) P( B) P( B 11)
36 18
Re quired probability P Ac B c 1 P A B
1 P A P B
1 1 7
1
6 18 9
Example 5:
A man shoots at a target, the probability that he hits the target is 2 5 , if he shoots three times,
what is the probability that
(i) He hits the target exactly once.
(ii) He fails to hit the target.
Solution:
Let H denotes the event the man hits the target, and F denotes the event he fails to hit the
target, then
Given, P H 2 5 P F 1 P H 1 2 5 3 5
2 3 3 3 2 3 3 3 2
5 5 5 5 5 5 5 5 5
18 18 18 54
125 125 125 125
Example 6:
What is the probability of drawing a black card or a king from a pack of playing cards?
Solution:
There are 52 cards in a pack. Thus, S 52
Let A be the event that the drawn card is black and B be the event that it is a king. We want
find P A B .
Since there are 26 black cards, 4 kings and 2 black kings in a pack, we have
P A 26 52 , P B 4 52 and P A B 2 52 .
Thus,
26 4 2 7
P A B P A P B P A B
52 52 52 13
P A B P AB P A .P B
Example 7:
Three balls are drawn from the box containing 6 white ball, 5 red balls and 4 blue balls. Find the
probability that they are drawn in the order blue, red and white if each ball is
(a) Replaced (b) Not replaced
Solution:
(a) The probability of drawing a blue, a red and a white ball with replacement is
P B R W P B R W
4 5 6
But P B , P R and P W
15 15 15
4 5 6 8
P B R W
15 15 15 225
(b) Probability of drawing a blue, a red and a white ball without replacement is
P B R W P B R W
4 5 6
But P B , P R and P W
15 14 13
4 5 6 4
P B R W
15 14 13 91
Let A and B be two events, then the conditional probability of event A given that event B has
already occurred is given by
P A B P PAB B ; P B 0
Similarly, the conditional probability of event B given that event A has already occurred is
given by
P B A P PAAB ; P A 0
Example 8: The probabilities that a student will fail MTH1301 (M) and STA1301 (S) or both
are: P M 0.20, P S 0.15 and P M S 0.03. What is the probability that he/she will
fail MTH1301 given that he/she will fail STA1301?
Solution:
We want P M S and by definition of conditional probability
Example 9:
Find the probability that a single toss of a die results in a number less than 4 if it is given that the
toss resulted in an odd number.
Solution:
Let A be the event (less than 4) and B be the event (odd number) then
1 1 1 1
P A P 1 P 2 P 3
6 6 6 2
1 1 1 1
P B P 1 P 3 P 5
6 6 6 2
1 1 1
Also, P A B P 1 P 3
6 6 3
P A B P PAB B 11 23 32
Theorem 7: (Bayes’ Theorem)
If an event D can occur only in combination with any of the n mutually exclusive and
exhaustive events A1 , A2 ,..., An and if, in an actual observation, D is found to have occurred,
then the probability that it was preceded by a particular event Ak is given by
P Ak .P D
P k
A Ak
D
P Ai .P D
n
i 1 Ai
Example 10:
In a bolt factory, machine A, B and C manufacture 25%, 35% and 40% of the total respectively.
If their output 5%, 4% and 2% are defective bolts. A bolt is drawn at random from the product
and is found to be defective. What is the probability that it was manufactured by machine B?
Solution:
A: bolt is manufactured by machine A
B: bolt is manufactured by machine B
C: bolt is manufactured by machine C
D: bolt is defective.
B
P B D
P B D P A P
D A P B P D B P C P D C
0.35 0.04
0.41
0.25 0.05 0.35 0.04 0.40 0.02
Counting Techniques
Counting techniques or combinatorial methods are often helpful in the enumeration of total
number of outcomes of a random experiment and the number of cases favourable to the
occurrence of an event.
Fundamental Principal of Counting
If the first operation can be performed in any one of the m ways and then a second operation can
be performed in any one of the n ways, then both can be performed together in any one of the
m n ways.
This rule can be generalized. If first operation can be performed in any one of the n1 ways,
second operation in any one of the n2 ways, .... Kth operation in any one of the nk ways, then
together these operations can be performed in any one of the n1 n2 ...nk ways.
Factorial Notation
The notation n! is used to denote the product of all the positive whole numbers from 1 up to n .
i.e., n! product of the first n natural numbers. For example,
5! 5 4 3 2 1 120
6! 6 5 4 3 2 1 720 etc.
In general, n ! n n 1!
Hence, by definition 0! 1.
Permutation
A permutation of a number of objects is their arrangement in some finite order. For example,
given three letters a, b, c, we can permute them two at a time as “bc, cb, ca, ac, ab, ba” yielding 6
permutations.
Following are some rules regarding permutation:
n n 1 n 2 ... n r 1
and is denoted by n Pr .
n!
n
Pr
where
n r !
Example 1:
Find the number of ways of arranging 7 students in 7 seats.
Solution:
n!
n
Pr ; n 7, r 7
n r !
7! 7! 7!
7
P7
7 7 ! 0! 1
7 6 5 4 3 2 1 5040 ways
Example 2:
Find the number of ways of arranging 3 women in 5 seats.
Solution:
n!
n
Pr ; n 5, r 3
n r !
5! 5! 5 4 3 2 1
5
P3
5 3! 2! 2 1
5 4 3 60 ways
(ii) Permutations with repetitions. The number of permutation of n object of which r1 are
alike, r2 are alike and r3 are alike is
n!
r1 !r2 !r3 !
Example 3:
How many distinct arrangements can be made from the word STATISTICS?
Solution:
Example 4:
Find the number of ways of arranging 6 people in a circle.
Solution:
n6
n 1! 6 1! 5!
5 4 3 2 1 120 ways.
Example 5:
In how many ways can 5 boys and 5 girls stand in a circle so that no two boys and no two girls
stand together?
Solution:
By fixing the position of a boy, remaining four boys can stand in 4! 24 ways . Now the five
girls can stand in 5! 120 ways . Thus, total number of required arrangements
4! 5! 24 120 2880 ways.
(iv) The number of ways of arranging n objects in a circle which can be turned.
n 1!
2
Example 6:
Find the number of ways of arranging 5 objects in a ring that can be turned.
Solution:
n5
Example 7:
If n
P4 12. n P2 , find n .
Solution:
n
P4 12. n P2
n! n!
12.
n 4 ! n 2 !
n 2 ! 12 n 4 !
n 2 n 3 n 4 ! 12 n 4 !
n2 5n 6 0
n6 or n 1
Combinations
n
n! Pr Permutation
Thus, n
Cr or n
Cr
n r !r ! r! r!
Example 1:
Find the number of ways of forming a group of 4 people from 10 people.
Solution:
n 10, r 4
10! 10!
10
C4 210 ways.
10 4 !4! 6!4!
Example 2:
Find the number of ways of forming a group of 5 people from 5 people.
Solution:
n 5, r 5
5! 5!
5
C5 1 way.
5 5!5! 0!5!
Example 3:
Find the number of ways of forming a club of 5 people from 5 women and 4 men, if
(a) Two women must be selected
(b) Five women must to be selected
(c) Two men and 3 women must to be selected
(d) Four men must to be selected
(e) The probability of selecting 3 men and 2 women
(f) The probability of selecting 5 women.
Solution:
Women 5, Men 4, Total 4 5 9, No. of peopleinthe club=5people
5! 4! 5! 4!
(a) 5 C2 4 C3 40 ways.
5 2 !2! 4 3 !3! 3!2! 1!3!
5! 4! 5! 4!
(b) 5 C5 4 C0 1 1 1 way
5 5!5! 4 0 !0! 0!5! 4!0!
4! 5! 4! 5!
(c) 4 C2 5 C3 60 ways.
4 2 !2! 5 3!3! 2!2! 2!3!
4! 5! 4! 5!
(d) 4 C4 5 C1 5 ways.
4 4 !4! 5 1!1! 0!4! 4!1!
(e) The probability of selecting 3 men and 2 women
4! 5! 4! 5!
4
C C2 4 3 !3! 5 2 !2! 1!3! 3!2! 10
5
39
C5 9! 9! 21
9 5 !5! 4!5!
5! 4!
C5 C0 5 5 !5! 4 0 !0!
5 4
1
(f) The probability of selecting 5 women
9
C5 9! 126
9 5 !5!
Example 4:
Solution:
n
C2 2 2n P1
n!
2
2n !
n 2 !2! 2n 1!
n n 1 n 2 ! 2n 2n 1!
2
n 2!2 1 2n 1!
n n 1
2 2n
2
n2 5n 4 0
n 1 or n4
A real valued function defined on the sample space of a random experiment is called a random
variable. Thus, the values of random variables are real numbers connected with the outcomes of
an experiment.
A random variable is generally denoted by capital letters, i.e., X , Y , Z etc. and the values of these
random variables are denoted by corresponding small letters i.e., x, y, z etc. For example, in an
experiment of tossing a coin twice, if we define X to be the numbers of head, then the values of
the random variable X are 0,1,1, 2 corresponding to outcomes HH , HT , TH , TT respectively.
If in a random experiment, the event corresponding to a number " a " occurs, then the
corresponding random variable X is said to assume the value " a " and the probability of the
event is denoted by P X a . Similarly, the probability of the event X assuming any value in
the interval a X b is denoted by P a X b . The probability of the event X c is
written as P X c .
X x1 x2 ...... xi ……. xk
P X x p1 p2 …… pi ……. pk
k
Where P X xi pi 1
i 1
Note:
(i) P X xi p X x1 p X x2 ... p X xi
(ii) P X xi p X xi p X xi 1 ... p X xk
Definition: if X is a discrete random variable with distinct values x1 , x2 ,..., xn ,..., then the
function f x is defined as :
P X xi
; if x xi
f x for i 1, 2,...
0 ; if x xi
Is called the probability mass function or discrete density function of random variable X .
Properties of PMF
(i) f xi 0 i
..
(ii)
f x 1
i 1
i
Example 1:
Find the probability distribution of the random variable (number of tail) when two coins are
tossed.
Solution:
Let S be the sample space and X be the discrete random variable “number of tails). Then
S HH , HT , TH , TT and the possible values of X are 0,1, 2 .
1
Thus, p X 0 p HH
4
2 1
p X 1 p HT , TH
4 2
1
p X 2 p TT
4
X 0 1 2
P X x 14 12 14
Example 2:
A random variable X has the following probability distribution:
X 2 1 0 1 2 3
P X x 0.1 k 0.2 3k 2k 0.3
(i) Find k
(ii) Obtain (a) p X 2 (b) p X 2 (c) p 2 X 2
Solution:
(i ) (a) p X 2 p X 2 p X 1 p X 0 p X 1
0.1 k 0.2 3k
0.1 0.07 0.2 3 0.07
0.58
(b) p X 2 p X 2 p X 3
2k 0.3 2 0.07 0.3 0.44
(c) p 2 X 2 p X 1 p X 0 p X 1
k 0.2 3k
4 0.07 0.2 0.48.
Example 3:
The random variable has the following distribution:
X 0 1 2 3 4 5
F(X ) 0.1 0.23 0.28 0.11 0.19 0.09
Calculate
Solution:
2
(i) f x 0.1 0.23 0.28 0.61
x 0
5
(ii) f x 0.11 0.19 0.09 0.39
x 3
F x P X x f x .
The value F x is also known as the cumulative distribution function of X . It gives the
probability that the random variable X takes on a value less than or equal to a given value of X
.
The distribution function for a discrete random variable must satisfy the following conditions:
1. F 0
2. F 1
3. If a b , then F a F b for any real numbers a and b .
Example 1:
Given the following probability distribution:
X 0 1 2 3
FX 18 38 38 18
Find the distribution function of X .
Solution:
We can obtain the distribution function of X as follows:
F 0 f 0 1 8
F 1 f 0 f 1 1 8 3 8 1 2
F 2 f 0 f 1 f 2 1 8 3 8 3 8 7 8
F 3 F X f 0 f 1 f 2 f 3 1 8 3 8 3 8 1 8 8 8 1
0 ; x 0
1 8 ; 0 x 1
F X 1 2 ; 1 x 2
7 8 ; 2 x 3
1 ; 3 x
Example 2:
Let X be the number of boys in a family of 3. Find the distribution of X and the CDF of X .
Solution:
Let b denote boys and g denote girls.
Then,
Now,
p X 0 p ggg 1 8
p X 1 p bgg , gbg , ggb 3 8
p X 2 p bbg , bgb, gbb 3 8
p X 3 p bbb 1 8
The values of X are 0,1, 2, and 3 and hence, the distribution of X is given by
X 0 1 2 3
f x 18 38 38 18
The CDF is obtained as follows:
0 ; x0
1 8 ; 0 x 1
F X 4 8 ; 1 x 2
7 8 ; 2 x3
1 ; 3
For a continuous random variable X and for any real number a and b with a b , we can
obtain the value of the probability distribution of X at a given point x within an interval a, b
by subtracting the value of the distribution function of X at the point a from the distribution
function of X at the point b . Also we can obtain the density function by differentiating the
distribution function with respect to x
Definition: Let X be a continuous random variable, then probability distribution function of X
is denoted by f x and defined as
dFx X
f x
dx
Where, d is the derivative of probability distribution function of X .
(i) f x 0
(ii) f x dx 1
P a X b f x dx F b F a
b
(iii)
a
Example 1:
ax ; 0 x 1
The random variable X has probability density function f x
0 elsewhere
Obtain the value of a and hence calculate the following probabilities:
Solution:
To obtain a constant a , we use
f x dx 1
1 1
0
axdx 1 a xdx 1
0
1
x2
a 1
2 0
a2
2 x ; 0 x 1
Thus, f x
0 elsewhere
0.8
x2
p X 0.8
0.8
(i) 2 xdx 2 0.64
0
2 0
1
x2
p X 0.2 2 xdx 2 0.96
1
(ii)
0.2
2 0.2
Example 2:
(b) Compute P 1 X 2 .
Solution:
(a) Since f x dx 1
3
0
cx 2 dx 1
3
x3
c 1
3 0
c 1 9
2
1 2 1 x3 7
(b) P 1 X 2 x 2 dx
9 1 9 3 1 28
F X P X x f t dt ; x
x
Thus, F X is a cumulative distribution function since it gives the distribution of the values of
the continuous random variable X in cumulative form.
Properties of CDF
(i) F 0
(ii) F 1
(iii) If a b, then F a F b for any real number a and b i.e.,
P a X b f x dx
b
(iv) f x 0
(v) f x dx 1
Example 1:
A continuous random variable X has the probability density function.
13 x ,
2
1 x 2,
f ( x)
0, elsewhere.
Solution:
If x 1 , then
FX
x x
f (t )dt 0dt 0
If 1 x 2, then
t x 1
1 1 3 x 1 3
FX
x x
f (t )dt 0dt t dt
1 2
1 3 9 1 9
If x 2 , then
1
FX
x 2 x
f (t )dt f (t )dt f (t )dt f (t )dt
1 2
1 2 x
0dt 1 2
t dt 0dt
1 3 2
1
8 1 1 .
2
0 19 t 3 0
1 9
Therefore,
0, x 0,
1
F X ( x3 1), 1 x 2,
9
1, x 2.
If X is a discrete random variable and f x is the value of its probability distribution function
at x , then the expectation or expected value of X , denoted by E X or is defined by
E X xf ( x)
E X xf ( x)dx ; x
Properties of Expectation
2 E aX aE X
3 E aX b aE X b
4 E X Y E X E Y
Variance
Var X E X 2 x f x or E X 2 2
2 2
or
V a r X E X 2 ( x ) 2 f ( x)dx
2
( for discrete case) or
Properties of Variance
2 Var aX b a 2Var X
3 Var aX a 2Var X
Example 1:
Find the expectation and variance of the number of heads in three tosses of a coin.
Solution:
Let X denotes the number of heads. Then X takes the values 0,1, 2,3 . Their respective
probabilities are calculated below:
p X 0 p TTT 1 8
p X 3 p HHH 1 8
X xi p X x f x xf x x2 f x
0 18 0 0
1 38 38 38
2 68 12 8
38
3
18 38 98
Total 1 xf ( x) 3 2 x 2
f ( x) 3
E X xf ( x) 3 2
2 x f x E X 2 2 x 2 f ( x) 2
2
9 3
3 3 2 3
2
4 4
Example 2:
(a) Find the expectation of the number on a die when thrown.
(b) Two unbiased dice are thrown. Find the expected values of the sum of numbers of points
on them.
(a) Let X be random variable representing the number on a die when thrown. Then X can
1
take any one of the values 1, 2, 3, 4, 5 and 6 each with equal probability .
6
Hence,
E X xf ( x) = 1 2 3 4 5 6
1 1 1 1 1 1
6 6 6 6 6 6
1 7
1 2 3 4 5 6
6 2
(b) The probability function of X (the sum of numbers obtained on two dice)
X :x 2 3 4 5 6 7 8 9 10 11 12
f ( x) 1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36
E X xf ( x)
1 2 3 4 5 6 5 4 3 2 1
2 3 4 5 6 7 8 9 10 11 12
36 36 36 36 36 6 36 36 36 36 36
1
2 6 12 20 30 42 40 36 30 22 21 7
36
Example 3:
Let X be a random variable with the following probability distribution:
X 3 6 9
p X x 16 12 13
Find
(a) E X and E X 2
(b) Variance of X .
Solution:
(a) E X xf ( x) (3) 6 9
1 1 1 11
6 2 3 2
1 1 1 93
E X 2 x 2 f ( x) 9 36 81
6 2 3 2
(b)
Var X X E X 2 2
2
2
93 11 65
2 2 4
Example 4:
The diameter of an electric cable is assumed to be continuous random variable with probability
density function: 6 x 1 x , 0 x 1 . Find the mean variance.
Solution:
1
1 1
(6 x 2 6 x3 )dx 2 x 3 32 x 4
0 0 2
Variance ( x ) 2 f ( x )dx
1
( x 12 ) 2 .6 x(1 x)dx
0
1
( x 2 x 14 ) 2 .(6 x 6 x 2 )dx
0
1
(12 x 3 6 x 4 152 x 2 32 x )dx
0
2 x 4 65 x5 52 x3 34 x 2
1 1
0 20
Example 5:
x 1 ,
1 x 1
1
If f x 2
0, elsewhere
Solution:
E X x. f ( x )dx
1 1 1 2
x. 12 ( x 1)dx
2 1
( x x)dx
1
1
1 x3 x 2 1
2 3 2 1 3
E X 2 x 2 . f ( x )dx
1 1 1 3
x 2 . 12 ( x 1)dx x x 2 dx
1 2 1
Thus,
Var X E X 2 2
2
1 1 1 1 2
3 3 3 9 9
A random variable X is defined as (1) , if a Bernoulli results in success and (0) , if same trial
results in failure. Thus, X have Bernoulli distribution with parameter ( p) (i.e., the probability
of success) and (q) (i.e., the probability of failure).
p 1 p ,
1 x
x
x 0,1
f x P X x
0, otherwise
Theorem 1: if X is a Bernoulli random variable with parameter p , then the mean and variance
are respectively given by
p
2 p 1 p
p.
2 E X E X 2 2
2
E X 2 x 2 p x (1 p)1 x p
1
Thus,
x 0
2 p p2
p 1 p
Example 1:
Find the probability of getting a head in a single toss of a coin. Hence find the mean and
variance.
Solution:
1 1 1
Now, p and q 1 p 1 .
2 2 2
Thus, this is a Bernoulli trial with
1 1
P X 0 P failure and P X 1 P success
2 2
1
Hence, the probability of getting a head in a single toss of a coin is .
2
1 1
xf ( x) xp x (1 p )1 x
x 0 x 0
1
1
x( 12 ) x (1 12 )1 x
x 0 2
2 E X E X 2 2
2
E X 2 x 2 p x (1 p)1 x x 2 ( 12 ) x (1 12 )1 x
1 1
1
x 0 x 0 2
2
1 1 1
p p
2 2
2 2 4
n
f x p x q n x , x 0,1, 2,..., n
x
n
where is the Binomial coefficient.
x
For a Binomial distribution, following points are to be noted:
(i) Each trial has only two possible outcomes (i.e., success and failure)
(ii) The repeated trials are independent
(iii) The probability of success in each trial remains constant.
Theorem 2: if X is Binomial random variable with parameter p and n , then the mean and
variance are respectively given by
np
2 np 1 p .
Proof:
n
xf ( x)
x 0
n
n
x p x q n x , x 0,1, 2,..., n
x 0 x
n
x ( n nx!)!x! p x q n x
x 0
n
x ( n x )!nx!( x 1)! p x q n x
x 1
n
np ( n (xn)!(1)!x 1)! p x 1q n x
x 1
Letting x 1 y and n 1 m ,
m
np y!( mm! y )! p y q m y
y 0
m
But
y 0
m!
y !( m y )! p y q m y is the complete summation of Binomial distribution and therefore, is equal
to unity.
Therefore, np
2 E X E X 2 2
2
n
E X 2 x 2 p x q n x
n
x 0 x
n
x( x 1) x ( n nx!)!x! p x q n x
x 0
n n
x( x 1) ( n nx!)!x! p x q n x x ( n nx!)!x! p x q n x
x 0 x 0
Since the second summation is the expected value of Binomial distribution. Thus, we have
E X 2 x( x 1) ( n nx()!nx(1)(x n1)(2)!
n
x n x
x 2)! p q np
x 0
n
n( n( nx1)( n 2)! x n x
)!( x 2)! p q np
x2
n
n(n 1) p 2
x 2
( n 2)!
( n x )!( x 2)! p x 2 q n x np
E X 2 n(n 1) p 2 ( m my!)! y! p y q m y np
m
y 0
n(n 1) p (1) np
2
Thus,
2 n(n 1) p 2 np (np ) 2
n 2 p 2 np 2 np n 2 p 2
np (1 p ).
Example 1:
If a machine produces 10% defective items, what is the probability of getting 2 defective items
out of 5 items produced by the machine?
Solution:
Here n 5, p 10% 0.1, q 1 0.1 0.9, x2
n
f x p x q n x , x 1, 2,3, 4,5
x
5
f x (0.1) 2 (0.9)3 0.0729
2
Example 2:
A die is thrown 20 times. Getting a number greater than 4 is considered a success. Find the mean
and variance of the number of success.
Solution:
We shall fit the Binomial
distribution for n 20 . Here
1 2
p probability of success p ( getting 5 or 6) and q .
3 3
Thus,
1 20
Mean np 20
3 3
1 2 40
Variance npq 20
3 3 9
Theorem 3: if X is Poisson random variable with parameter , then the mean and variance are
respectively given by
EX
Var X
Proof:
If is the average n umber of occurrence of an event at a given time interval and the random
variable x assumes the infinite set of values 0,1, 2,3,..., , then the mean of Poisson distribution
is given by
E X xf ( x)
x 0
x
x 1
x x
x 0 x! x 0 x( x 1)!
x 1
x 1 ( x 1)!
Letting x 1 y , we have
y
E X
y 0 y!
(1)
2 E X E X 2 2
2
x
E X 2 x2
x 0 x!
x
x( x 1) x
x 0 x!
x
x
x( x 1) x
x 0 x! x 0 x!
x2
2
x2 ( x 2)!
Letting x 2 y , we have
y
EX 2
2
y 0 y!
2
Thus,
Var X 2 ( ) 2
Example 1:
The number of accidents in a junction in a week time follows a Poisson distribution with mean 3.
Find the probability that:
(i) There are no accident in a week
(ii) There are at most 3 accidents in a week
(iii) There are more than 3 accidents in a week
Solution:
Let X denote the number of accidents occurring in a junction during the week and 3 .
x
Applying P X x f x ; x 0,1, 2,...,
x!
We have
3
(3)0
(i) P X 0 3
0.050
0!
(ii)
P X 3 P X 0 P X 1 P X 2 P X 3
3 3 3 3
(3)0 (3)1 (3)2 (3)3
0! 1! 2! 3!
9 27
3 1 3 0.647
2 6
(iii)
P X 3 1 P X 3
1 P X 0 P X 1 P X 2 P X 3
1 0.647 0.353
Example 2:
If 2% of electric bulbs manufactured by a certain company are defective, find the probability that
in a sample of 200 bulbs
(i) Less than 2 bulbs are defective
(ii) More than 3 bulbs are defective. Given 4
0.0183
Solution:
Here p 0.02, n 200 , then np 200 0.02 4
(i)
P X 2 P X 0 P X 1
4 4
(4)0 (4)1
0! 1!
4
(5) 0.0183 5 0.0915
(ii)
P X 3 1 P X 3
1 P X 0 P X 1 P X 2 P X 3
4
(4)2 (4)3
4
1 0.0915 0.5668
2! 3!
M N M
nx
f x P X x
x
for x 1, 2,..., n
N
n
nM
EX
N
nM N n N M
Var X .
N2 N 1
Proof
We derive the mean as follows:
n
E X xf ( x) x.
n
Mx NnMx
x 0 x 0 Nn
M0 Nn0M n Mx NnMx
0. N x.
n x1 Nn
n
x.
Mx NnMx n x. M ! ( N n)!n! NnMx
x 1 Nn
x 1
( M x )! x! N !
EX
nM n
Mx NnMx
N
x 0 Nn
n
Mx NnMx 1
Now, we can see that
x 0 Nn
nM
Hence, EX
N
n
E X 2 x 2 f ( x) x 2 .
n
Mx NnMx
x 0 x 0 Nn
M0 Nn0M n x 2 . Mx NnMx
n
02 . N
x 1 Nn
M M 1 N M x 1 n x
n M 1 N M
nM n
x. N N 1
x 1 n x
x.
x 1 n n 1
N x 1 Nn11
nM n
x n x
M N M
E X
2
N
x 0
( x 1).
Nn
nM n x n x
M N M n
x n x
M N M
x .
N x 0 Nn
x 0 Nn
We can observe that, the first sum is the expected value of a hypergeometric distribution with
parameters n, M , N . The second sum is the total sum of that distribution which is equal to
unity.
Thus,
nM nM
E X 2 1
N N
nM (n 1)( M 1) nM (n 1)( M 1) ( N 1)
1
N ( N 1)
N ( N 1)
nM (n 1)( M 1) ( N 1) nM
2
Var X N
N ( N 1)
nMN (n 1)( M 1) ( N 1) ( N 1) n 2 M 2
( N 1) N 2
N 2 ( N 1)
nM ( N n)( N M )
N 2 ( N 1)
Example 1:
A bag contains 10 items out of which 4 are defectives. Samples of 4 items are selected, what is
the probability that there are:
(i) Two defectives
(ii) Less than 2 defectives in the sample.
Solution:
N 10, M 4 and n4
M N M
x n x
(i) P X x
N
n
4 10 4
2 4 2
P X 2
10
4
C2 6C2
4
10
0.4285
C4
(ii)
P X 2 P X 0 P X 1
4 10 4 4 10 4
0 4 0 1 4 1
10 10
4 4
Example 2:
Among 120 applicants for a job, only 80 are actually qualified; if 5 of these applicants are
randomly selected for an interview, find the probability that only 2 of the five will be qualified
for the job.
Solution:
Let x be the number of qualified applicants, then
M N M
nx
P X x f x
x
n
x
Definition: The random variable X has a normal distribution with mean and variance 2 if
its probability density function is given by
x 2
1
f x P X x . 2 2
, x
2 2
f ( x)
x2
1
f x 2
, x
2
Thus, if X is a normal variate with ( 0) and ( 2 1) , we can form a new variate Z by the
formula
z2
1
f z 2
, z
2
X
where Z
For finding the area under the normal curve, it is necessary to convert every normal distribution
to the standard normal distribution ( Z - transformation) due to the fact that Z variate is
tabulated.
This probability is the probability that the normal variate X lies between two specified value a
and b which can be represented by shaded area below:
a b X
Figure 3: A normal curve showing variate between two ordinate
a a
z1 and z2 .
Symbolically, we can write
a X b
P a X b P P z1 Z z2
Then we use the standard normal curve table given at the end of this note to compute the needed
probability or area.
Theorems 5: if X is a random variable with parameters and , then the mean and variance
are respectively given by
EX
Var X 2
Proof
There is need to know the following identity in proving means and variance of normal
distribution:
1
z2
1.
2
dz 2
1
z2
2.
z. 2
dz 0
1
z2
3.
z2 . 2
dz 2
E X xf ( x)dx
x 2
1
E X x. . 2 2
dx
2 2
x
Let z x z , dx dz
Thus,
1
1 z2
EX ( z ). 2
dz
2
1
z2
1
z2
2
2
dz
2
z. 2
dz
It follows that, the first integral is a even function, which is found to be 2 . Similarly, the
second integral is an odd function, which is equal to 0 .
Hence,
EX . 2 .0
2 2
Var X E X
2
x 2
1 x
2
( x )2 . 2 2
dx By substituting z
, we have
1 2
1 z
Var X (( z ) ) 2 . 2
dz
2
2
1
z2
2 2
z . dz
2
1
z2
Consider
z2 . 2
dz as an even function which is equal to 2 .
Thus,
2
Var X . 2 2 .
2
The following important points should be kept in mind while computing area or probability
under a standard normal curve:
1. The total area under standard normal curve is 1.
2. The mean of the distribution is zero. Thus, the negative and positive values of Z will be on
the left and right of mean respectively.
3. The ordinate at mean, ie., at Z 0 divides the area under the standard normal curve into two
equal parts . Thus, the area on the right and left of the ordinate at Z 0 is 0.5 . Symbolically,
P Z 0 P 0 Z 0.5
4. Since the curve is symmetrical, the area between 0 to a (say) is equal to the area between
a to 0 . In other words,
P a Z 0 P 0 Z a
Example 1:
For a standard normal random variable Z , find the probability that
(a) Z is between 0 and 1.50,
(b) Z is between -2.33 and 2.33,
(c) Z is less than 1.69,
(d) Z is more than or equal to -1.25.
Solution:
For determining the area under standard normal curve, we use the table given at the end of
this lecture note.
(a) From the table, it can be seen that the tabulated value at Z 1.50 is 0.4322 43.22% .
P 0 Z 1.50 0.4322 43.22% , which is actually the area between Z 0 and Z 1.50
0 1.5
Figure 4: Areas under a standard normal curve between 0 and 1.5
2.33 0 2.33
Figure 5: Areas under a standard normal curve between -2.33 and 2.33.
0 1.69
1.25 0
Figure 7: Areas under a standard normal curve between -1.25 and
Example 2:
Suppose that in a certain pediatric population, systolic blood pressure is normally distributed
with 115mmof Hg and 2 225 . Find the probability that a child randomly selected from
the population will have:
Solution:
(a) First we find the value of Z by converting the data to standard normal distribution.
X 140 115 25
Z 1.67
15 15
Thus, P Z 1.67 is the area under the curve for Z 0 and Z 1.67 as shown below:
X 140
Z 0 Z 1.67
Figure 8: Area under curve for Z 0 and Z 1.67 .
Therefore, the probability that the child will have systolic pressure of 140 mm is
0.4525 0.5000 0.9525
100 115
(b) Here Z 1. Thus, P Z 1 is the shaded area shown below:
15
X 100 155
Z 1 Z 0
Thus, the probability that the child will have systolic pressure greater than 100 is 0.8413 .
110 115
For X 1 , Z1 0.33
15
120 115
For X 2 , Z 2 0.33
15
X 1 110 X 2 120
Z1 0.33 Z 0 Z 2 0.33
Figure 10: Area under the curve for Z= -0.33 and Z= 0.33.
From the table we find that the area between Z 0 and Z 0.33 is 0.1293 . Similarly, area
between Z 0 and Z 0.33 is 0.1293 . Thus, total area from Z1 0.33 to Z 2 0.33 is
0.1293 0.1293 0.2586 .
Thus, the probability that a child picked at random will have systolic pressure between 10 and
120 is 0.2586 .
120 115
For X 1 , Z1 0.33
15
140 115
For X 2 , Z 2 1.66
15
X 1 120 X 2 140
Z 0 Z1 0.33 Z 2 1.66
Figure 11: Area under the curve for z= 0.33 and z=1.66.
From the table the area for Z 0 and Z 0.33 is 0.1293 and for Z 1.66 is 0.4415 . The
required area is 0.4415 0.1293 0.3122 . Thus, the probability that the child will have systolic
pressure between 120 and 140 is 0.3122 .
Exercises of interest
1. If two dice are thrown; what is the probability that the sum is
(i) Greater than 8? (ii) Neither 7 nor 12?
2. A bag contains 4 white and 8 black balls. A ball is drawn at random. Find the probability of it
being black.
3. A card is drawn at random from a pack of 52 cards. Find the chance that
(i) It is red (ii) It is a king (iii) It is either red or a king.
4. In a family there are three children. What is the probability that the family has
(i) No male child.
(ii) At least one male child. (Assuming that the chances of a child being a male or female
are equal).
5. What is the probability of randomly drawing either a heart or a club or a seven in a single
draw from a pack of 52 cards?
6. A bag contains 3 red, 6 white and 7 blue balls. What is the probability that two balls drawn
are white and blue?
7. Two monitors are to be selected in a class of 15 boys and 13 girls. What is the probability
that the selected are one girl and one boy?
8. A ball is drawn at random from a box containing 6 red balls, 4 white balls, and 5 blue balls.
Determine the probability that it is
(a) Red (b) White (c) Blue (d) Not red (e) Red or white (d) Red, blue or white.
9. Two dice are thrown.
(i) Find the probability of getting an odd number on the one and a multiple of three on
the other.
(ii) What is the probability that the sum of the numbers on the two dice is greater than 8?
10. If we toss a coin twice, let A be the event ‘at least one head occurs’ and B the event ‘the
second toss results in tail’. Find
(i) A B (ii) A B (iii) A (iv) A B
11. In how many ways can 10 people be seated on a bench if only 4 seats are available?
12. Define Random Variable. Give two examples each of discrete and continuous random
variable.
13. A random variable X has the following probability distribution:
X : 2 1 0 1 2
Pr : 1 6 p 14 p 16
(i) Find the value of p .
(ii) Calculate E X 2 and E 2 X 2 3 X 5
14. Find the probability of drawing an ace or spade or both from a deck of cards.
15. Given P A 1 4, P B 1 3 and P A B 1 2 , evaluate
P A B , P B A ,
P A B and P A
B
cx 2 , 0 x3
16. (a) Find the constant c such that the function f x
0, otherwise
is a density function.
(b) Compute P 1 X 2
(c) Find the distribution function of X .
17. For an events A, B and C , show that
18. When does a Binomial distribution tends to a Poisson distribution?
19. Explain the clearly Binomial distribution and find out its mean, variance and standard
deviation.
20. P A B C P A P B P C P A B P A C P B C P A B C
21. If 2n1 Pn1 : 2n1Pn 3: 5 find the value of n .
22. If 8 Cr 7 C3 7 C2 , find r .
23. In a factory, machines A, B and C manufacture 25%, 35% and 40% of the total bolts
produced. Of the total of their output, 5%, 4% and 2% are defective bolts. A bolt is drawn at
random and found to be defective. What are the probabilities that it was manufactured by
Machine A or B or C ?
24. The probability that a KUST applicant will get admission in statistics is 2 3 , and the
probability that he will not get admission in geography is 5 9 . If the probability of getting at
least one admission is 4 5 , what is the probability that he will get both?
25. Eight coins are thrown simultaneously. Find the probability of getting at least six heads.
26. There are 3 different books of Mathematics, 4 different books of Engineering and 5 different
books of Statistics. In how many ways these books can be arranged on KUST library’s shelf
when
(a) All the books are arranged at random.
(b) Books of each subject are arranged together.
27. The average number of customers who appear at a counter of a certain bank per minute is 2.
Find the probability that during a given minute.
(i) No customer appears
(ii) Three or more customers appear . Given 2 0.1353 .
28. A man and a woman appear in an interview for two vacancies. The probability of man’s
selection is 1 4 and that of woman is 1 3 . Find the probability of the event
(i) Both of them will be selected,
(ii) None of them will be selected,
(iii) At least one of them will be selected.
29. What is a hypergeometric distribution? Find the mean and variance of this distribution. How
is this distribution related to the binomial?
30. The time ( t in minute) for a machine to be repaired has the following probability density
function:
10ct 2 , 0 t 40
f t 9c(1 t ), 40 t 60
0, otherwise
(a) Using the fact that the probability 0 t 60 is 1 , evaluate c .
(b) Determine the expected value of t .
31. Let X be a continuous random variables with probability distribution function given by
kx ; 0 x 1
k 1 x 2
;
f x
kx 3k ; 2 x3
0 ; elsewhere
34. A hospital records the weights of every new born child at the hospital. The distribution of
weights is normally shaped with a mean, 2.9 kg., and standard deviation, 0.45 .
Determine the following:
(i) The percentage of new born babies who weighted under 2.1 kg.
(ii) The percentage of new born babies who weighted between 1.8 kg. and 4 kg.
(iii) If 500 babies have been born at the hospital, how many weighted less than 2.5 kg.?
35. Write a short note on Normal distribution and hence prove its mean and variance.
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.50000 0.49601 0.49202 0.48803 0.48405 0.48006 0.47608 0.47210 0.46812 0.46414
0.1 0.46017 0.45621 0.45224 0.44828 0.44433 0.44038 0.43644 0.43251 0.42858 0.42466
0.2 0.42074 0.41683 0.41294 0.40905 0.40517 0.40129 0.39743 0.39358 0.38974 0.38591
0.3 0.38209 0.37828 0.37448 0.37070 0.36693 0.36317 0.35942 0.35569 0.35197 0.34827
0.4 0.34458 0.34090 0.33724 0.33360 0.32997 0.32636 0.32276 0.31918 0.31561 0.31207
0.5 0.30854 0.30503 0.30153 0.29806 0.29460 0.29116 0.28774 0.28434 0.28096 0.27760
0.6 0.27425 0.27093 0.26763 0.26435 0.26109 0.25785 0.25463 0.25143 0.24825 0.24510
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.50000 0.50399 0.50798 0.51197 0.51595 0.51994 0.52392 0.52790 0.53188 0.53586
0.1 0.53983 0.54380 0.54776 0.55172 0.55567 0.55962 0.56356 0.56749 0.57142 0.57535
0.2 0.57926 0.58317 0.58706 0.59095 0.59483 0.59871 0.60257 0.60642 0.61026 0.61409
0.3 0.61791 0.62172 0.62552 0.62930 0.63307 0.63683 0.64058 0.64431 0.64803 0.65173
0.4 0.65542 0.65910 0.66276 0.66640 0.67003 0.67364 0.67724 0.68082 0.68439 0.68793
0.5 0.69146 0.69497 0.69847 0.70194 0.70540 0.70884 0.71226 0.71566 0.71904 0.72240
0.6 0.72575 0.72907 0.73237 0.73565 0.73891 0.74215 0.74537 0.74857 0.75175 0.75490
0.7 0.75804 0.76115 0.76424 0.76730 0.77035 0.77337 0.77637 0.77935 0.78230 0.78524
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