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Elementary Principles of Probability

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Elementary Principles of Probability

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mansirumar45
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Probability I (STA1301) 2017

Elementary Principles of Probability


The concept of probability originated from the analysis of the games of chance in the 17th
Century. Now the subject has been developed to the extent that it is very difficult to imagine a
discipline that can do without it.
The theory of probability is a study of statistical or random experiments. It is the backbone of
statistical inference and decision theory that are essential tools of the analysis of most of the
modern scientific and engineering problems.
To understand probability, we must know about some important terms which will be used to in
defining probability.

(i) Random Experiment


If in each trial of an experiment conducted under identical conditions, the outcome is not unique,
but may be any one of the possible outcomes, then such an experiment is called a random
experiment.
Examples of random experiments are: - tossing a coin, throwing a die, selecting a card from a
pack of playing card and so on. In all these cases, there are a number of possible results which
can occur but there is an uncertainty as to which one of them will actually occur.

(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.

(iv) Sample Space


The set of all possible outcomes of a random experiment is defined as sample space, and is
denoted by S , each member in the set is called a sample point.

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 .

Hence, the sample space is

S  HHH , HHT , HTH , THH , HTT , THT , TTH , TTT 

Prepared by Department of Statistics


Ahmad A.S. 1/55 KUST, Wudil
Probability I (STA1301) 2017

(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:

(i) S  HHT , HTH , THH 


(ii) S  HHH , HHT , HTH , THH , HTT , THT , TTH 

(vi) Equally Likely Outcomes


The outcomes of random experiment are said to be equally likely or equally probable if the
occurrence of none of them is expected in preference to others. For example, if an unbiased coin
is tossed once, the two possible outcomes, a head or a tail are equally likely.

Classical Definition of Probability


If n is the number of equally likely outcomes of a random experiment out of which m outcomes
are favourable to the occurrence of an event A , then the probability that A occurs, denoted by
P( A) , is given by:

Number of outcomes favourableto A n


P  A  
Total number of possible outcomes m

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  .

mn
Thus, P    1
mn

This is also called sure event.

(2) Impossible Event


An event which never happens, i.e., no outcome favours to this event, is called an impossible or a
null event, denoted by  .

Prepared by Department of Statistics


Ahmad A.S. 2/55 KUST, Wudil
Probability I (STA1301) 2017

0
Thus, P    0
mn

(3) Compound Event


The events which are made up by the combination of two or more events are called compound
events. For example, suppose we throw a single die, and A is the event of getting an even
number on the die and B is the event of getting a number less than 3, then A  B or A  B is the
event of getting an even number or number less than 3. Thus, A  B or A  B is termed as
compound event.

(4) Complementary Event


If E is an event, then the event of not happening the event E is called complementary event of
E , denoted by E c or E  or E. It is probability can be found by subtracting the P  E  from 1. i.e.,
P  Ec   1 P  E 

(5) Mutually Exclusive Events or Disjoint Events


Two events A, B are said to be mutually exclusive or disjoint events if A happens, then B
cannot happen, and if B happens, then A cannot happen. Thus, out of A, B only one can
happen at a time, i.e., both cannot happen simultaneously. In this case, A  B   .

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.

(6) Independent Events


Two events A, B are said to be independent if happening of one event does not affect the
happening of other, i.e., when A happens, B may or may not occur. The occurrence of B is not
linked with happening of A , i.e., B is independent of A .
For example, if we throw a coin and die simultaneously, then the result of coin is independent of
result of die. So H and 5 are two independent 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:

Axiom I: For any event A in sample space S , we have

0  P  A  1 .

Prepared by Department of Statistics


Ahmad A.S. 3/55 KUST, Wudil
Probability I (STA1301) 2017

Axiom II: PS  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.

P    0 , where  is a null set.

Proof.
Let A be any event in the sample space S , We can write S    S .

Taking probability of both sides, we have P  S     P  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

A  A  S or  A  A    S  Since A and A are mutually exclusive, we can write

P  A  P  A   P  S   1 . Hence, P  A   1  P  A  .

Theorem 3.

For any two events A and B in the sample space S

P  A  B  P  B  P  A  B

Proof.

Prepared by Department of Statistics


Ahmad A.S. 4/55 KUST, Wudil
Probability I (STA1301) 2017

AB
A B c A A B
B
A B
A A B A
B B
AB

From the Venn diagram above, we can write

 B    A  B    A  B  or P  B   P  A  B    A  B  

Since  A  B  and  A  B  are mutually exclusive, we have

P  B  P  A  B  P  A  B

 P  A  B  P  B  P  A  B

Similarly, it can be shown that

P  A  B   P  A  P  A  B 

Theorem 4: (Addition Theorem of Probability)


If A and B are any two events of the same random experiment, then probability of the event of
happening of at least one event out of these, is given by

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  

Since A and  A  B  are mutually exclusive, we can write

P  A  B   P  A  P  A  B 

Prepared by Department of Statistics


Ahmad A.S. 5/55 KUST, Wudil
Probability I (STA1301) 2017

Substituting the value of P  A  B  from theorem 3, we get

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  

Applying theorem 4 on the second and third term, we get

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:

A : The student passes a mathematics test

B : The student passes a statistics test

Given, P  A  2 3, P  A  B   14 45, P  A  B   4 5 and P B  ?

Applying addition theorem, we have

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

Prepared by Department of Statistics


Ahmad A.S. 6/55 KUST, Wudil
Probability I (STA1301) 2017

Solution:

In a random toss of two dice, sample space S is given by 6n  62  36

1,1 1, 2  1,3 1, 4  1,5  1, 6 


 2,1  2, 2   2,3  2, 4   2,5  2, 6 
 3,1  3, 2   3,3  3, 4   3,5   3, 6 
 4,1  4, 2   4,3  4, 4   4,5  4, 6 
 5,1  5, 2   5,3  5, 4   5,5   5, 6 
 6,1  6, 2   6,3  6, 4   6,5  6, 6 
(a) If S denotes the sum on the two dice, then we want P  S  8 .

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

Prepared by Department of Statistics


Ahmad A.S. 7/55 KUST, Wudil
Probability I (STA1301) 2017

 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

S  HHH , HHF , HFH , FHH , HFF , FHF , FFH , FFF 

Given, P  H   2 5  P  F   1 P  H   1 2 5  3 5

(i) P  He hits the target exactly once   P  HFF   P  FHF   P  FFH 

 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

(ii ) P  He fails to hit the target   P  FFF 


 3 3 3  27
   
 5 5 5  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

Prepared by Department of Statistics


Ahmad A.S. 8/55 KUST, Wudil
Probability I (STA1301) 2017

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

Theorem 5: (Multiplication Theorem of Probability)


If A and B are any two independent events, the probability of simultaneous happening of both
the events is given by

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

Theorem 6: (Conditional Theorem of Probability)

Prepared by Department of Statistics


Ahmad A.S. 9/55 KUST, Wudil
Probability I (STA1301) 2017

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 PAB 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 PAAB  ; 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

 S   P PM SS   0.15


P M
0.03
 0.2

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 PAB 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

Prepared by Department of Statistics


Ahmad A.S. 10/55 KUST, Wudil
Probability I (STA1301) 2017

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.

P  A  0.25, P  B   0.35, P  C   0.40

The probability of drawing a defective bolt manufactured by machine A, B and C is


 
A B  
P D  0.05 , P D  0.04 and P D
C  
 0.02 respectively.

Thus, applying Bayes theorem, we have

 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

Prepared by Department of Statistics


Ahmad A.S. 11/55 KUST, Wudil
Probability I (STA1301) 2017

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:

(i) The number permutations of n different thing taken r at a time is

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 !

Prepared by Department of Statistics


Ahmad A.S. 12/55 KUST, Wudil
Probability I (STA1301) 2017

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:

n  10, r1  3 for S , r2  3 for T , r3  2 for I


n! 10!
Thus, the number of the distinct arrangements    50400 ways
r1 !r2 !r3 ! 3!3!2!

(iii) The number of ways of arranging n objects in a circle is given by  n  1 !

Example 4:
Find the number of ways of arranging 6 people in a circle.

Solution:
n6

 n  1!   6  1!  5!

 5  4  3  2 1  120 ways.

Example 5:

Prepared by Department of Statistics


Ahmad A.S. 13/55 KUST, Wudil
Probability I (STA1301) 2017

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:
n5

 n  1!   5  1!  12 ways.



2 2

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

 n6 or n  1

Since n cannot be negative, hence, n  6 .

Combinations

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Ahmad A.S. 14/55 KUST, Wudil
Probability I (STA1301) 2017

The number of combinations of n different objects taken r at a time is denoted by n Cr .

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!

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Ahmad A.S. 15/55 KUST, Wudil
Probability I (STA1301) 2017

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:

If n C2  2 2n P1 . Find the possible value of n .

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 n4

Random Variable (R.V.)

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Ahmad A.S. 16/55 KUST, Wudil
Probability I (STA1301) 2017

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  .

Types of Random Variable


(1) Discrete Random Variable
A variable which can assume only a countable number of real values is called a discrete random
variable. Examples of discrete random variables are: number of academic staff in KUST, Wudil,
number of accidents per month, number of telephone calls per unit time and so on.

Probability Mass Function (PMF)


If we tabulate all probabilities corresponding to all possible values of the random variable X ,
then the table of values of probabilities is called probability distribution, distribution function,
discrete density function or probability mass function of X .
The distribution can be represented in a tabular form as

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 :

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Ahmad A.S. 17/55 KUST, Wudil
Probability I (STA1301) 2017

 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

The required probability distribution is as follows:

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:

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Ahmad A.S. 18/55 KUST, Wudil
Probability I (STA1301) 2017

(i)  P  X  x  1 (by definition)

Thus, 0.1  k  0.2  3k  2k  0.3  1


 6k  0.4
 k  0.07

(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

i  P  X  2  ii  P  X  3  iii  The probability that X is an odd number

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

(iii)  f  x   0.23  0.11  0.09  0.43


x 1,3,5

Distribution Function or Cumulative Distribution Function (CDF)


Let X be a discrete random variable, then the distribution function of X is defined as :

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Ahmad A.S. 19/55 KUST, Wudil
Probability I (STA1301) 2017

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
FX  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

Hence, the distribution function of X is given by

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 .

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Ahmad A.S. 20/55 KUST, Wudil
Probability I (STA1301) 2017

Solution:
Let b denote boys and g denote girls.

Then,

S  bbb, bbg , bgb, gbb, bgg , gbg , ggb, ggg

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 ; x0
1 8 ; 0  x 1

F  X   4 8 ; 1 x  2
7 8 ; 2 x3

1 ; 3

(2) Continuous Random Variable

A random variable X is continuous if it has no jumps, i.e., X   ,   . Continuous random


variables represent measured data such as height, weight, temperature, time, blood pressure and
so on.

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

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Ahmad A.S. 21/55 KUST, Wudil
Probability I (STA1301) 2017

dFx  X 
f  x 
dx
Where, d is the derivative of probability distribution function of X .

Properties of PDF for a Continuous random Variable

(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:

(i) p  X  0.8 (ii) p  X  0.2 

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

 a2

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:

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Ahmad A.S. 22/55 KUST, Wudil
Probability I (STA1301) 2017

(a) Find the constant c such that the function


cx 2 ; 0  x  3
f  x  
0 otherwise

is a probability density function.

(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

Distribution Function or Cumulative Distribution Function


Definition: Let X be a continuous random variable, then the distribution function of X is given
by

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


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Ahmad A.S. 23/55 KUST, Wudil
Probability I (STA1301) 2017

Example 1:
A continuous random variable X has the probability density function.


 13 x ,
2
 1  x  2,
f ( x)  

0, elsewhere.

Determine the distribution function of X .

Solution:
If x  1 , then

FX   
x x
f (t )dt   0dt  0
 

If 1  x  2, then

t    x  1
1 1 3 x 1 3
FX   
x x
f (t )dt   0dt   t dt 
1 2
  1 3 9   1 9

If x  2 , then
1
FX   
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.

Mathematical Expectation and Variance of Random Variables


Mathematical Expectation

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

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Probability I (STA1301) 2017

E  X    xf ( x)

Similarly, if X is a continuous random variable and f  x  of its probability density function at


x , then the expectation or expected value of X , denoted by E  X  or  is defined by


E  X    xf ( x)dx ;   x  


Properties of Expectation

1 E  c   c , where c is constant.

 2  E  aX   aE  X 
 3 E  aX  b  aE  X   b
 4 E  X  Y   E  X   E Y 

 5 E  XY   E  X  E Y  , if X and Y are independent.

Variance

The variance of a random variable X with a probability distribution function f  x  , is denoted


by Var  X  or  2 and is defined as

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


( for continuous case)

The quantity   Var  X  is called the standard deviation of X .

Properties of Variance

1 Var  c   0 , where c is constant.

 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.

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Ahmad A.S. 25/55 KUST, Wudil
Probability I (STA1301) 2017

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  1  p  HTT , THT , TTH   3 8

p  X  2   p  HHT , THH , HTH   3 8

p  X  3  p  HHH   1 8

For finding expectation and variance, we form the following table:

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

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Ahmad A.S. 26/55 KUST, Wudil
Probability I (STA1301) 2017

(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:

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Ahmad A.S. 27/55 KUST, Wudil
Probability I (STA1301) 2017
 1
Mean   x. f ( x )dx   x.6 x (1  x )dx
 0

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

represents the density of a random variable X , find E  X  and Var  X  .

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

We find variance as follows:

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

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Ahmad A.S. 28/55 KUST, Wudil
Probability I (STA1301) 2017
1
1  x 4 x3  1
    
2  4 3  1 3

Thus,

Var  X   E  X 2    2

2
1 1 1 1 2
     
3 3 3 9 9

Some Special Probability Distributions


After discussing probability distribution of a random variable, we shall now discuss about some
special probability distributions as follows:
(1) Discrete Probability Distributions

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Ahmad A.S. 29/55 KUST, Wudil
Probability I (STA1301) 2017

(i) Bernoulli Distribution


A Bernoulli trial is a random experiment in which there are precisely two possible outcomes,
statistically known as ‘success’ ( p) and ‘failure’ (q) in any single trial.

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).

Definition: A random variable X is define to have a Bernoulli distribution if the probability


mass function of X is of the form

 p 1  p  ,
 1 x
x
x  0,1
f  x  P  X  x  

0, otherwise

where p is the probability of success and q  (1  p) which is the probability of failure.

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 

Proof: The mean of the Bernoulli random variable is


1
   xf ( x)
x 0
1
  xp x (1  p )1 x
x 0

 p.

Similarly, the variance of X is given by

 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:

Prepared by Department of Statistics


Ahmad A.S. 30/55 KUST, Wudil
Probability I (STA1301) 2017

Find the probability of getting a head in a single toss of a coin. Hence find the mean and
variance.

Solution:

The two possible outcomes are S   H , T 

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

(ii) Binomial Distribution


An experiment that consists of finite repeated independent Bernoulli trials is called a
Binomial experiment. In Binomial distribution the two possible outcomes are called ‘success’
and ‘failure’. The probability of success is denoted by ' p ' and that of failure denoted by ' q ' ,
such that p  q  1.

Definition: A random variable X is defined to have a Binomial distribution, if the


probability mass function of X is given by

n
f  x     p x q n x , x  0,1, 2,..., n
 x

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Ahmad A.S. 31/55 KUST, Wudil
Probability I (STA1301) 2017

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

Now consider evaluation of the variance of X .

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Ahmad A.S. 32/55 KUST, Wudil
Probability I (STA1301) 2017

 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( nx1)( n  2)! x n  x
)!( x  2)! p q  np
x2

n
 n(n  1) p 2

x 2
( n  2)!
( n  x )!( x  2)! p x 2 q n x  np

Letting x  2  y and n  2  m , we have

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, x2

Applying Binomial distribution, we have

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Ahmad A.S. 33/55 KUST, Wudil
Probability I (STA1301) 2017

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

(iii) Poisson Distribution


A random variable X is defined to have a Poisson distribution if its probability mass
function is given by

x
P  X  x  f  x  , x  0,1, 2,..., 
x!
where  is a positive Poisson parameter i.e.,   0 .
Poisson distribution is the limiting form of the Binomial distribution when the number of trials
n becomes very large and the probability of success, p in a trial very small (i.e., np   ) .

Theorem 3: if X is Poisson random variable with parameter  , then the mean and variance are
respectively given by

EX   

Var  X   

Proof:

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Ahmad A.S. 34/55 KUST, Wudil
Probability I (STA1301) 2017

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)  

Now consider evaluation of the variance of X .

 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!


 x2
 2 
x2 ( x  2)!

Letting x  2  y , we have


y
EX 2
 
2

y 0 y!
 2  

Thus,

Var  X    2    ( ) 2


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Probability I (STA1301) 2017

Some Example of Poisson Distribution


1. The number of cars passing through KUST gate in a time t .
2. The number of deaths in a city in one year by a rare disease.
3. The number of accidents in Kano in one year.
4. The number of telephone calls received in some unit of time.
5. The number of customers arriving in a certain bank in a given time.

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:

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Ahmad A.S. 36/55 KUST, Wudil
Probability I (STA1301) 2017

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! 

(iii) Hypergeometric Distribution


The Hypergeometric distribution describes the number of successes in a sequence of n draws
without replacement from a population of N that contained M total successes. Suppose that a
sample of n objects is drawn without replacement from the population of N objects, and the
defective objects are counted. Then, if X denotes the number of defective objects in the sample,
then the probability of exactly x defectives objects in a sample of size n is said to follow
Hypergeometric distribution.
Definition: A random variable X is defined to have a Hypergeometric distribution if its
probability mass function is given by

 M  N  M 
  
nx 
f  x   P  X  x    
x
for x  1, 2,..., n
N
 
 n

where M , N , n are parameters of hypergeometric distribution.

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Ahmad A.S. 37/55 KUST, Wudil
Probability I (STA1301) 2017

Theorem 4: if X is hypergeometric random variable with parameters M , N , n , then the mean


and variance are respectively given by

nM
EX  
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  NnMx 
x 0 x 0  Nn 
 M0  Nn0M  n  Mx  NnMx 
 0. N   x.
 n  x1  Nn 
n
  x.
 Mx  NnMx   n x. M !  ( N n)!n! NnMx 
x 1  Nn  
x 1
( M  x )! x! N !

n M ( M 1)! ( N  n )!n ( n 1)! N  M  nM n  Mx 11 NnMx 


  x. 
n x

x 1
( M  x )! x ( x 1)! N ( N 1)!
N x 1  Nn11

Now, we define the variables inside the sum as M   M  1, x  x  1, N   N  1, n  n  1.

EX  
nM n
 Mx NnMx 
N

x 0  Nn
n
 Mx NnMx   1
Now, we can see that 
x 0  Nn
nM
Hence, EX  
N

To derive variance, we first determine E  X 2  .

n
E  X 2    x 2 f ( x)   x 2 .
n
 Mx  NnMx 
x 0 x 0  Nn 
 M0  Nn0M   n x 2 .  Mx  NnMx 
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  Nn11

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Probability I (STA1301) 2017

Now, we define the variables inside the sum as M   M  1, x  x  1, N   N  1, n  n  1.

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  nM  
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) 

Since Var  X   E  X 2    E  X  , we have


2

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 n4

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Probability I (STA1301) 2017

 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

C0  6C4 4C1  6C3


4
 10
 10
C4 C4
 0.0714  0.3810  0.4524

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

N  120, M  80, n  5 and x  2 , we have

 M  N  M 
  
nx 
P  X  x   f  x    
x
n
 
 x

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Ahmad A.S. 40/55 KUST, Wudil
Probability I (STA1301) 2017
(120 80)
C2 
80
C(52)
P  X  2  180
 0.0210
C5

(2) Normal Distribution


The normal distribution is the most widely used continuous distribution. This distribution serves
as an excellent approximation to a large class of distributions which have great practical
importance. One reason why the normal distribution is so important is that a number of natural
phenomena are normally distributed. Phenomena such as heights and weights of individuals and
sores on various tests all have normal distribution.

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)

  

Figure 1: The graph of the normal distribution

Standard Normal Distribution


The random variable X is said to have a standardized normal distribution with mean (   0)
and variance ( 2  1) if its probability density function is given by

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.

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Probability I (STA1301) 2017

Properties of Normal Distribution Curve


i. The graph is symmetrical about X  
ii. The frequencies on the either side of the mean, median or mode are equal.
iii. There are two parameters of the normal distribution which are  and  . If these
parameters are known the complete normal distribution is known.
iv. There is a perfect balance between the right half and the left half of the curve. This is
why, it is also called ‘bell shaped’ curve.
v. The height of the normal curve is at its maximum at the mean.
vi. The total area under the normal curve is unity.
vii. On the basis of mean,  and standard deviation,  the area of normal curve is
distributed as:
(a)   1 covers 68.27% area
(b)   2 covers 95.45% area
(c)   3 covers 99.73% area

Figure 2: Showing areas under the normal curve.

(d)   0.67 covers 50% area


(e)   1.96 covers 95% area
(f)   2.58 covers 99% area

Area under Normal Curve


The area or probability under a normal probability distribution or curve bounded by two ordinate
at X  a and X  b is writing as P  a  X  b  .

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

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Probability I (STA1301) 2017

Thus, the area between the two ordinate X  a and X  b is transformed to

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

EX   

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
EX     (    z ). 2
dz
 2 

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Probability I (STA1301) 2017

 
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,

 
EX   . 2  .0  
2 2

We derive variance as follows:

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,

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Probability I (STA1301) 2017

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

(b) P  2.33  Z  2.33  0.9802  98.02%

2.33 0 2.33

Figure 5: Areas under a standard normal curve between -2.33 and 2.33.

(c ) P  Z  1.69   1  P  Z  1.69   1  0.0455  0.9545  95.45%

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Probability I (STA1301) 2017

0 1.69

Figure 6: Areas under a standard normal curve between  to 1.96

(d ) P  Z  1.25   1  P  Z  1.25   1  P  Z  1.25   1  0.1056  0.8944  89.44%

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:

(a) Systolic blood pressure less than 140 mm .


(b) A pressure greater than 100 mm .
(c) A pressure between 110 mm and 120 mm .
(d) A pressure between 120 mm and 140 mm .

Solution:

We are given that   115 and  2  225 .

(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

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Probability I (STA1301) 2017

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

Figure 9: Area under the curve for Z= -1

 P  Z  1  P  1  Z  0   P  0  Z     0.3413  0.5  0.8413 .

Thus, the probability that the child will have systolic pressure greater than 100 is 0.8413 .

(c) Here, X1  110 and X 2  120

110  115
For X 1 , Z1   0.33
15

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Probability I (STA1301) 2017

120  115
For X 2 , Z 2   0.33
15

Thus, we find that P  Z1  Z  Z 2    0.33  Z  0.33 . This area is shown below:

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 .

(d) Here, X1  120 and X 2  140

120  115
For X 1 , Z1   0.33
15

140  115
For X 2 , Z 2   1.66
15

Thus, we find the P  Z1  Z  Z 2   P  0.33  Z  1.66 . This area is shown below:

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Probability I (STA1301) 2017

 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?

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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 x3
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 2n1 Pn1 : 2n1Pn  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 ?

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Probability I (STA1301) 2017

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 x3
0 ; elsewhere

(a) Determine the constant k


(b) Determine F  x  .
32. If mortality rate for certain disease is 0.10 and 10 people are with that disease, what is the
probability that none will survive?
33. The probability that a particular insecticide is successful in killing an insect is 1 20 . if 20
insects are subjects to that insecticide, what is the probability that all the insects will be
killed?

Prepared by Department of Statistics


Ahmad A.S. 51/55 KUST, Wudil
Probability I (STA1301) 2017

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.

Table of the standard normal distribution values (z  0)

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

Prepared by Department of Statistics


Ahmad A.S. 52/55 KUST, Wudil
Probability I (STA1301) 2017
0.7 0.24196 0.23885 0.23576 0.23270 0.22965 0.22663 0.22363 0.22065 0.21770 0.21476
0.8 0.21186 0.20897 0.20611 0.20327 0.20045 0.19766 0.19489 0.19215 0.18943 0.18673
0.9 0.18406 0.18141 0.17879 0.17619 0.17361 0.17106 0.16853 0.16602 0.16354 0.16109
1.0 0.15866 0.15625 0.15386 0.15151 0.14917 0.14686 0.14457 0.14231 0.14007 0.13786
1.1 0.13567 0.13350 0.13136 0.12924 0.12714 0.12507 0.12302 0.12100 0.11900 0.11702
1.2 0.11507 0.11314 0.11123 0.10935 0.10749 0.10565 0.10384 0.10204 0.10027 0.09853
1.3 0.09680 0.09510 0.09342 0.09176 0.09012 0.08851 0.08692 0.08534 0.08379 0.08226
1.4 0.08076 0.07927 0.07780 0.07636 0.07493 0.07353 0.07215 0.07078 0.06944 0.06811
1.5 0.06681 0.06552 0.06426 0.06301 0.06178 0.06057 0.05938 0.05821 0.05705 0.05592
1.6 0.05480 0.05370 0.05262 0.05155 0.05050 0.04947 0.04846 0.04746 0.04648 0.04551
1.7 0.04457 0.04363 0.04272 0.04182 0.04093 0.04006 0.03920 0.03836 0.03754 0.03673
1.8 0.03593 0.03515 0.03438 0.03363 0.03288 0.03216 0.03144 0.03074 0.03005 0.02938
1.9 0.02872 0.02807 0.02743 0.02680 0.02619 0.02559 0.02500 0.02442 0.02385 0.02330
2.0 0.02275 0.02222 0.02169 0.02118 0.02068 0.02018 0.01970 0.01923 0.01876 0.01831
2.1 0.01786 0.01743 0.01700 0.01659 0.01618 0.01578 0.01539 0.01500 0.01463 0.01426
2.2 0.01390 0.01355 0.01321 0.01287 0.01255 0.01222 0.01191 0.01160 0.01130 0.01101
2.3 0.01072 0.01044 0.01017 0.00990 0.00964 0.00939 0.00914 0.00889 0.00866 0.00842
2.4 0.00820 0.00798 0.00776 0.00755 0.00734 0.00714 0.00695 0.00676 0.00657 0.00639
2.5 0.00621 0.00604 0.00587 0.00570 0.00554 0.00539 0.00523 0.00509 0.00494 0.00480
2.6 0.00466 0.00453 0.00440 0.00427 0.00415 0.00403 0.00391 0.00379 0.00368 0.00357
2.7 0.00347 0.00336 0.00326 0.00317 0.00307 0.00298 0.00289 0.00280 0.00272 0.00264
2.8 0.00256 0.00248 0.00240 0.00233 0.00226 0.00219 0.00212 0.00205 0.00199 0.00193
2.9 0.00187 0.00181 0.00175 0.00170 0.00164 0.00159 0.00154 0.00149 0.00144 0.00140
3.0 0.00135 0.00131 0.00126 0.00122 0.00118 0.00114 0.00111 0.00107 0.00104 0.00100
3.1 0.00097 0.00094 0.00090 0.00087 0.00085 0.00082 0.00079 0.00076 0.00074 0.00071
3.2 0.00069 0.00066 0.00064 0.00062 0.00060 0.00058 0.00056 0.00054 0.00052 0.00050
3.3 0.00048 0.00047 0.00045 0.00043 0.00042 0.00040 0.00039 0.00038 0.00036 0.00035
3.4 0.00034 0.00033 0.00031 0.00030 0.00029 0.00028 0.00027 0.00026 0.00025 0.00024
3.5 0.00023 0.00022 0.00022 0.00021 0.00020 0.00019 0.00019 0.00018 0.00017 0.00017

Table of the standard normal distribution values (z  0)

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

Prepared by Department of Statistics


Ahmad A.S. 53/55 KUST, Wudil
Probability I (STA1301) 2017
0.8 0.78814 0.79103 0.79389 0.79673 0.79955 0.80234 0.80511 0.80785 0.81057 0.81327
0.9 0.81594 0.81859 0.82121 0.82381 0.82639 0.82894 0.83147 0.83398 0.83646 0.83891
1.0 0.84134 0.84375 0.84614 0.84849 0.85083 0.85314 0.85543 0.85769 0.85993 0.86214
1.1 0.86433 0.86650 0.86864 0.87076 0.87286 0.87493 0.87698 0.87900 0.88100 0.88298
1.2 0.88493 0.88686 0.88877 0.89065 0.89251 0.89435 0.89617 0.89796 0.89973 0.90147
1.3 0.90320 0.90490 0.90658 0.90824 0.90988 0.91149 0.91308 0.91466 0.91621 0.91774
1.4 0.91924 0.92073 0.92220 0.92364 0.92507 0.92647 0.92785 0.92922 0.93056 0.93189
1.5 0.93319 0.93448 0.93574 0.93699 0.93822 0.93943 0.94062 0.94179 0.94295 0.94408
1.6 0.94520 0.94630 0.94738 0.94845 0.94950 0.95053 0.95154 0.95254 0.95352 0.95449
1.7 0.95543 0.95637 0.95728 0.95818 0.95907 0.95994 0.96080 0.96164 0.96246 0.96327
1.8 0.96407 0.96485 0.96562 0.96638 0.96712 0.96784 0.96856 0.96926 0.96995 0.97062
1.9 0.97128 0.97193 0.97257 0.97320 0.97381 0.97441 0.97500 0.97558 0.97615 0.97670
2.0 0.97725 0.97778 0.97831 0.97882 0.97932 0.97982 0.98030 0.98077 0.98124 0.98169
2.1 0.98214 0.98257 0.98300 0.98341 0.98382 0.98422 0.98461 0.98500 0.98537 0.98574
2.2 0.98610 0.98645 0.98679 0.98713 0.98745 0.98778 0.98809 0.98840 0.98870 0.98899
2.3 0.98928 0.98956 0.98983 0.99010 0.99036 0.99061 0.99086 0.99111 0.99134 0.99158
2.4 0.99180 0.99202 0.99224 0.99245 0.99266 0.99286 0.99305 0.99324 0.99343 0.99361
2.5 0.99379 0.99396 0.99413 0.99430 0.99446 0.99461 0.99477 0.99492 0.99506 0.99520
2.6 0.99534 0.99547 0.99560 0.99573 0.99585 0.99598 0.99609 0.99621 0.99632 0.99643
2.7 0.99653 0.99664 0.99674 0.99683 0.99693 0.99702 0.99711 0.99720 0.99728 0.99736
2.8 0.99744 0.99752 0.99760 0.99767 0.99774 0.99781 0.99788 0.99795 0.99801 0.99807
2.9 0.99813 0.99819 0.99825 0.99831 0.99836 0.99841 0.99846 0.99851 0.99856 0.99861
3.0 0.99865 0.99869 0.99874 0.99878 0.99882 0.99886 0.99889 0.99893 0.99896 0.99900
3.1 0.99903 0.99906 0.99910 0.99913 0.99916 0.99918 0.99921 0.99924 0.99926 0.99929
3.2 0.99931 0.99934 0.99936 0.99938 0.99940 0.99942 0.99944 0.99946 0.99948 0.99950
3.3 0.99952 0.99953 0.99955 0.99957 0.99958 0.99960 0.99961 0.99962 0.99964 0.99965
3.4 0.99966 0.99968 0.99969 0.99970 0.99971 0.99972 0.99973 0.99974 0.99975 0.99976
3.5 0.99977 0.99978 0.99978 0.99979 0.99980 0.99981 0.99981 0.99982 0.99983 0.99983

Recommended Books

1. D.R., Agarwal, ‘Business Statistics’, Vrinda, (2008).


2. Feller, W., An Introduction to Probability Theory and Its Applications, Vol. 1, John Wiley
(1965).
3. J.N., Kapur, H.C., Saxena, ‘Mathematical Statistics’, S. Chand, (2011).
4. K.S., Negi, ‘Methods in Biostatistics’, AITBS, (2012).
5. Murray, R.S., John S., R.A. Srinivasan, ‘Probability and Statistics’, Schaum’s Outlines,
(2011).
6. Nabendu, P., Sahadeb, S., ‘Statistics Concept and Application’, Prentice – Hall, (2008).
7. R.S., Bhardwaj, ‘Business Statistics’, Excel Books, (2006).
8. S.C., Gupta, V.K., Kapoor, ‘Fundamentals of Mathematical Statistics’, Sultan Chand and
Son, (2007).
9. Sheldon, M.R., ‘Probability for Engineers and Scientists’, Academic Press, (2009).

Prepared by Department of Statistics


Ahmad A.S. 54/55 KUST, Wudil
Probability I (STA1301) 2017

10. Sunil, K.M., ‘Introduction to Biostatistics’, Innati, (2008).

Prepared by Department of Statistics


Ahmad A.S. 55/55 KUST, Wudil

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