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    of 21

    Chapter 2: Probability

    Shilpa Gondhali

    02 August 20224

    1 / 38
    • Course Number : MATH F113.
    • Course Title: Probability & Statistics.
    • Instructor-In-charge: Himadri Mukherjee
    • Instructors: Himadri Mukherjee, Shilpa Gondhali.
    • Tutorial Instructors : Adeep Varghese, Basil Paul, Drishya T.
    Das.
    • Chamber consultation (discussion) hour : Thursday 05.00 PM
    to 06.30 PM
    • Email id: [email protected]

    2 / 38
    overview

    Theory Applications
    One variable Multivariate Estimation Hypothesis Regression
    Testing
    Discrte r.v. Discrete pair Point On mean, Linear
    population
    prop, etc.
    Continuous Continuous Interval
    r.v. pair
    Chebyshev
    inequality
    Simulation

    3 / 38
    First Half

    4 / 38
    Pioneers
    Pierre de Fermat Blaise Pascal

    Girolamo Cardano 5 / 38
    (Modern) Prob & Stats in India

    • Mahalanobis
    • C. R. Rao
    • Famous Four: K. R. Parthasarathy, R. Ranga
    Rao, Veeravalli S. Varadarajan, S. R. Srinivasa
    Varadhan.
    • And many many more :-D

    6 / 38
    Definition
    A sample space for an experiment is a set S with the property that
    each physical outcome of the experiment corresponds to exactly
    one element of S. An element of S is called a sample point.
    Any subset A of a sample space is called an event.

    7 / 38
    Definition
    A sample space for an experiment is a set S with the property that
    each physical outcome of the experiment corresponds to exactly
    one element of S. An element of S is called a sample point.
    Any subset A of a sample space is called an event.

    Methods for assigning probability to an event:


    • Personal approach,

    7 / 38
    Definition
    A sample space for an experiment is a set S with the property that
    each physical outcome of the experiment corresponds to exactly
    one element of S. An element of S is called a sample point.
    Any subset A of a sample space is called an event.

    Methods for assigning probability to an event:


    • Personal approach,
    • Classical approach (mathematical approach),

    7 / 38
    Definition
    A sample space for an experiment is a set S with the property that
    each physical outcome of the experiment corresponds to exactly
    one element of S. An element of S is called a sample point.
    Any subset A of a sample space is called an event.

    Methods for assigning probability to an event:


    • Personal approach,
    • Classical approach (mathematical approach),
    • Relative frequency (statistical approach).

    7 / 38
    Probability of occurrence of an event A

    • Classical formula
    n(A)
    P[A] :=
    n(S)
    number of ways A can occur
    =
    no. of ways the expt. can proceed

    Example
    A committee of 5 is to be selected from a group of 6 men and 9
    women. If the selection is made randomly, what is the probability
    that the committee consists of exactly 3 men and 2 women?

    8 / 38
    Probability of occurrence of an event A

    • Relative frequency approximation

    f
    P[A] :=
    n
    number of times A occured
    =
    no. of times expt. was run

    Example
    If records show that 294 of 300 ceremic insulators tested were able
    to withstand a certain thermal shock, what is the probability that
    any one untested insulator will be able to withstand the thermal
    shock?

    9 / 38
    Remark
    There is a natural extension of ‘classical definition’ in problems
    such as follows: Suppose a point is chosen randomly from the
    interval [ 2, 3]. What is the probability that point chosen is
    greater than zero?

    10 / 38
    Remark
    There is a natural extension of ‘classical definition’ in problems
    such as follows: Suppose a point is chosen randomly from the
    interval [ 2, 3]. What is the probability that point chosen is
    greater than zero?
    Ans.: probability= 3/5. (We will discuss this and similar problems
    in detail when we discuss ‘continuous random variables’)

    Definition
    Two events A1 and A2 are mutually exculsive i↵ A1 \ A2 = Ø.
    Events A1 , A2 , . . . are mutually exclusive i↵ Ai \ Aj = Ø for all
    i 6= j.

    10 / 38
    Limitations of classical definition
    Here are some questions which can not be solved using classical
    approach.
    1. If we pick a number in [0, 1] randonly then what is a chance
    that the number picked would be a rational number?

    11 / 38
    Limitations of classical definition
    Here are some questions which can not be solved using classical
    approach.
    1. If we pick a number in [0, 1] randonly then what is a chance
    that the number picked would be a rational number?
    2. What is the probability that randomly picked integer is an
    even integer?

    11 / 38
    Limitations of classical definition
    Here are some questions which can not be solved using classical
    approach.
    1. If we pick a number in [0, 1] randonly then what is a chance
    that the number picked would be a rational number?
    2. What is the probability that randomly picked integer is an
    even integer?
    Axioms of probability A probability theory is a function
    P : P(S) ! R such that
    • Let S denote a sample space for an experiment. Then,
    P[S] = 1.
    • P[A] 0 for every event A.
    • Let A1 , A2 , . . . be a finite or an infinite collection of mutually
    exclusive events. Then,

    P[A1 [ A2 [ · · · ] = P[A1 ] + P[A2 ] + · · ·


    11 / 38
    Theorem
    • P[Ø] = 0.

    12 / 38
    Theorem
    • P[Ø] = 0.
    • For an event A, P[Ac ] = 1 P[A].

    12 / 38
    Theorem
    • P[Ø] = 0.
    • For an event A, P[Ac ] = 1 P[A].
    • P[A1 [ A2 ] = P[A1 ] + P[A2 ] P[A1 \ A2 ].

    12 / 38
    Problem
    An ATM personal identification number (PIN) consists of four
    digits, each a 0, 1, 2, ...8, or 9, in succession.
    a. According to a representative at a local branch of SBI, there are
    in fact restrictions on the choice of digits. The following choices
    are prohibited: (i) all four digits identical (ii) sequences of
    consecutive ascending or descending digits, such as 6543 (iii) any
    sequence starting with 19 (birth years are too easy to guess). So if
    one of the PINs is randomly selected, what is the probability that it
    will be a legitimate PIN (that is, not be one of the prohibited
    sequences)?

    13 / 38

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