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color} 20>4 PRoBBILITY AND STATISTICS
aS —_————
_tiedeleor: RANDOM VARIABLES
Sosies_o Pacbaliby:
4 fowdlow Eyperimest - Sspexinent em oubcorne vs not
peclictsble with coraivily
4 Saviple Space, - Sd d all possible cubtert® d Dn ep.
+ Suet Any subset d sample space.
{ Be exp. sssing Acoins, Par,
4 HT, THITTS,
hed on frat Hes,
fox exariple i
Seump\e space 3.50
Consider an event E = petbog
E= Yr, 074.
Habivolly Daaive events:
Too eweribs Eand F axe sik to be witualle
uclaive iP, Enk=>-
For example, cowaider Bo Pap. OS tossiy zi adie,
Bon wampl $= pid
sample Space Swa-nseG,
Cousidar 2 events: E ond §,
Ee Geehivg, an ven, number 2 Saabs,
Gs Grething an odd rwmber = $1,354
Enk=b 2 E awh F ave muitiadh cxcbsive
ars.
Weve,Deerspbve efvition -Trobmbilfy,
Covider am experiment, vik somple
space $, 18 repeat ell perbal umilose ewncll), Stine
conditions. Tor oath oven E, Seb w(t) donde the
wor of Ewes Dal, Po wel E occu in Peat n
vebelekion of he 2p. w thon,
PE) Pabalilly ¢ am event: Ex fim wl6)
naw n
fhivomebic Refivition - Ruleabilly.
x Miont. o£ ple) 4) , we)=Rob. ff wor dtd E
# Miom a: Pltwmple Space) = PG) =1
Axiom 3. Fo cuit
F Alo 3. Fox aye sequonce A poicuine road
tadlusive events, Eb, 2.
Cob is, E:neg=p or oll iag),
#(Ye:) = 5 ce)
Prapesibion :
¥ re) = 1-7) ; ES conplanent i an euenit E
x © Eck, Bn POH)
& PEL = pPHrPOe-PEW)
NOTE.
- BE ont F ore ruihiably exclusive evenis,, Pox
Pur) = PAE PO,
as P(EAF)= Pb) =o «| Grdliional “Trobolttige: epee
i erence
Sf PRY70,! Bon the Dif ?
: probablilthy Pat E cca,
givon at F hod octured ts A lene)
5 plenr)= EI) PA a
for example, covelder Be eHp « ¢ aallivg one de, Ob
€ od F De arevents , Sample space 32 51,2,3,-40585
Ee Gredting, outcome as B= $33
Fe Grellivg an odd number 281354,
News, P= 2, PA)=e=L) PEnm=L,
1
Ye 2
> PE= READ. Me
4 re
(Prd 4 ging oultome? 0% a, guenthak Re wn best
on te de after walling ban obld. wunbet)
fedebtindants Seents:
Tho events & om F axe sad to be irdepirdanit &
pen) = re -?-
Bo eb. 4 seloching a car ab vanclom
For ermple, coutide
Prom oe deck of sa arda, am E and. F be aevents,
Es Gdbtigy an ate taxd 2H) > &= ho
P)- Bs
$2
Fa Gelling. a. spade od. > PU wd
x
ENF = Culling ce apode card > PEM) = 2
wos, PE PAL Bak | PENA =PE) PA ,
1S 52.
“ond F ave inlets aves.mally ova avd _eelustve ott:
Be evens By, £2, 0,
En
rautuaDly tydlsice cond onleuctive: iF,
n
U E, 2 £, VEU.
and,
hy Ey NE = fe oll
(ea yen En
lo. Probate Thaorern:
Pe) = Hr Gna) = Prend-PO)
(Row Ai Baye epAn partttous 3)
PCA LB) = = PIA) PU)
4 p(aiai) POAC)
{una bay aoe Bw poctibons 8)
tari) = Pe ns)
Pe)
= P(BaRd)
Pee)
= P(simi) PQs)
P(e)
nes
ta.
ery
are soick ty be
(Semple Spoce)
ar Sp ee)
Rowe com be consdeved oS Pav tifions ds)
[>By Tool Probe bility “Theorem, P(s) = S pl Blsc) PAL)
2 e(Pu\B) z _PeeIn) POD
% neni): cD)
pe ies lovdiforall Prcbalilit :
: e(sie) 2) and PE=\ Sas, pland)e PENS) PNY
sample Space ony enak
* (@v8)\F) = pale + PBI - ptansi®)
4. rein= - PEO
wef whedon canbe
of E ad F oe wveperdnt eens,
> Ean F we ahi wlependo® outs.
> © oF! ae also independat ern,
cd 2 ok F ave olbo wdepondot
a wdependlanik eves having none? probabil |, Carns be
sus achasive ond 2 rutially exclusive wk
having non Be prabadalthy canst be indeperdutt-
x 3 events A,B,C oe ruaboellly dependant
ptand)> PO) -PIB) 7 Plgid)=PB)-PO);
pland)= PUR): PED; Planend)= PLAPE)-PO.
Fro
R
en
|
|nov. fl person has wndoilalin cousbruckion for. tke a
protabilily Pot Row will be a slike 8 0-65,
Frabablily Pat he ombud be completa
on fwne, i Poco it no slrike is ono. Pobabbld,
APA Be conebruilion jr will be completed on eel
if Pow wa strike is 0.32. Delexmaine pooppbily
Bats comctiwthion jor vill be complaed on time,
hss [a Ne" gonalivudion jul vill be sempleled wa irre,
E,-" Pow val be o abcike”.
Ey = * Poo vill wit be a strike!
Ple)= ons ; PEa= obs = 0-25 ;
, PURE2) #ita® = o-*°
PLANES) = A
sng, by Taal Tr. Prenern, Pla)= PAVED HE) SPINE) PE
MASAMI
5 Pli)= 045) (938) + 39) (ow)
2 pln) mO-4EE
: PCjob uall be compli ga tae) = 0-488
‘exon: Givin 3 isabel, loves T, TE TE joo corns
aes. Bor —beR coins ave gold. By ll-boh
sins ave Sle, RHUL one gol, ene sleoe i
pour dheose, o- Wx ob wandom awd takes ook &
cin. Af Be diesen cin is got, what ig tte
petal, Sat te ole ein in Blox a glfs Lok Moe
PE ME Re coin dheaumn fs of gold”
Eye” bee. te dau?!
Ex=* box Ds ehezen',
E,= “box Tis lesen",
> PE) = Pies) = PES)=4 Hortiod podition,)
> PUED = p(nle)= 9 =v; PINEs)=1208
a p>
Bets
By Bayers “noeePr
r(E\A) = piney Ped _
p(ney rey > PALES) PLEA) + r(Ale) ED
= Or)
: 6).
wh x vk x Dt
2. Prob. Pk ote Cain in box ie abe gold, gen ba
chosen frst coin 18 god = ay
giver Pat te senadivigy 2 Da
Ba age population penly 0-4]:
if yo person Be camer
box Sno cameev text,
fa Ws sof. From
people howe comer - Nows,
test i positive, udat ip Ve poolalilty bot the
person hon tameev?
dust Let A= cameer best pesilive’,
E,-“ eHREV os canes)
t Pave tance #
cS pexgon Aes ne"2 me
ple) = og} 4; PEDe
= = Be
a
10
=> PAE) = eo}. 28 y pti) = rk =
lo lo
Nas, bg Payot “haem,
ree) = _rested LED _
PUnie PCED + OLAS PED
= 5,4
eee = 32
BAe Nh aay ma
10 ooo iw
= A 20.1981
5d
2 PEW face F
A toordevn virial ph ive all, vouak Junitiee
debi om somple space 8 ef om experirnenb,
Re SOR
re ey ie He ig sin.
3 Sample Space g=$ Ah, TTA, HT,
Let Pe vomlom variable be X= ‘number of heads",
§ xd kOWear ROD=07 xED=1; XLII
—— Q
Ss a AThin |Chasifiaton of ssomdom variable:
Rawdon Vowiob. (Rx)
Ywerele RN Contivucus, RV
(4 Yonge spare (R) is diserede) (4 ‘comee, space (Ra) ie
| contismuouh)
Peds, Mass Furtbien (em) Pr. Sent Ferrin oe
Lek X be o candem vesiod. ord. x be ory
gual. nunnber he Curmnudectone. dishribubon fuurdhion (oF) df zx
te defined by Rw = pix £4)
Roberdies np CDF:
4 Fd be non- decroning amition jie, dade Ban
FW s Re),
x Deh W4),
F,(0) =1, ceaidering all plans ie cond, Dine
=> cerrado neo solve in xal bre
ORAS
or
* Fy bs) =0,)
x P(4X% £b) =
* Pera) =1- F, (&)
ly plera= P(E)
ay- hy &Bioe f Ytya vandon umiabh uth Coe,
RO=4y, 14243
Ske, 38 nb
og aL
Find Poe)
(i) ph4ee4)
Gi) P=)
() Psa) = k= B= Ya
(i) p(yax 4a) = Rw - AO ie
= ln
p\—
“i
2
5A
>
(wi) 7-2) = 0 .
(Smee Be sannsrial tn 4 " ‘t or
is constant hon ee) et —"
<——
se 8] as gy
Eos: 4 KR wa sondem vnbciable wait coF,
6, 40
FG) = 4 ahs oe aN
vo Rae
Cd () PSX 2%) ,
(i) P 7A)po (OT 4X44) = #5, (3)-File) = (Led) (otk) =
(0 PUY) = 1B) = A. 1-3 { iS.
By)= re 2OLy
Probabilcyy Hoss Fumélion (PME):
{For discrete RN)
Let X be @ somo variable sud Rat
Ramye a R= San, hay pnt ond,
duitin Fy EO) = Sap Pb,
Pan Bo ordered pair (exe, pals) fears pM fanchinn.
wore, To find COF from PME; $n RHE,
gad= 3 neo 2Fo™
aX be Re
Exou: Consider Po amp. of tosig coins. Lt
somilorn variable dencbing umber of Aad ads ofrrived”.
dam vovable
Find, PAP amd CPF Bogie ra
ahve tins, kro of Si oiveh' SYKH
2 Ramrge f X= Rs = jonas TAH
Now, PHF dh we Ts
* eye] St
[= | TTS
ole
oO
& 3
z &
pal)° , 40 => Plxee)
gp, OF AS > Pre)
E® = Yop VERO _5 Pléso)+P& el)
ale aerks ? Po=s)aPltel
Plea}
! » #23 a Ply-o)e PLA
P(=2)4 Plea)
Bro: SE in am exp. avamden vavicble Xt defined
wath ‘ram ge as §\,a,345- xo,
aPla=i) =3Plt-2) = plkes 25 Pla).
Fendt Be PAF ob.
hm ek PUD =
> Psd =k, PDH, PO-ay-5-
2 3
wer, 3 Px: xi) =1
ral
> plier) + P(tea) + PES) sPlxs) =|
> Erk, kt =i
=~ > Ss
D> whrskisoks bk=30
2, k= 30
by
Dwr of X iv given a,
ae 1 a 3 4
G ss to 30 b
ree) | it t | oo} or7
A vamtoy
bee m voriad,
abl. Xho. 4h folleacing PME,
pele TSE
Find tho coe of X.
“
fost We, x P(d= 2i) =)
=
> Poied)s Pad Pico) Fei Po) Py=D=)
S or tk +024 akiose3ket
> obs bk=t > bk=04 * keh od -
30
ss
2D PAF iy givee OS,
ag “a A so ie 3
prod ‘ot x 02 4 of &
Ss ‘Ss 1S
£0 =(= é
Exot, Delain PMP oh yao Votiadto Y , if the
CDF is que by, |
7
o, 44a
Fl) =) Ory tees
ot, 4 ZyZe
4, g 2b-
has Clan, rane fe Be
Now, Fy (#) = p (tea) = PCIe pU=a)
WM SME ALE
3 oa = ov Plea) 3a, P(148) 202
+, pl¥ea) = 0-3,
wes, Fyla) = PLES) 27rd) + PU6*)
> ose oa + PUFA)
> plhe=9°S)
Ny, Fyl) = p(ves) = pln) « PY=4) 704)
D> i= oso £ + PAHO
> p(p=e) = 0-2
PME quem hep
ye Se Als |
ay Py lt) | 0-3 | 0-5 | oe‘gaat Boni Tone oor Furétion OT
Gee tov )
Leh 5 be a RY on a somple stace S
e Space Ry So inbewel on te Lec0
veal Dine. f Sanchin i®) ay cabled Ba POF oh x
povided fi) Zo ond.
Psa J J 9tet
Properties
y Jie) is torn
ap ist
b
. ri
are oe
+ = =I bhi opus) = fits
-— pad ae axta. wrelo its
oLnsh
Exto. Conatder he Pnttiam $e = jer ‘ ‘Poise
/
Fox wa valun of b i C6) a taints POP
Ass we, for PD Fe Pieht 2
Js dx =) a4) ay
2 aN ab= yh ban, as £04
Nabuw ; belfxn: The PDF fo. continuous Yandem vapunble ‘iy
giv, by ~ yy OL “a
f= 4 ag t42Za
0 ofhoucse .
Find CDF fe te qusen yandom voriahd,
x
Ans: Pl = GAB 2 ged-JI0%
dx e
oO , Zo
* } o4e441
sy 0%
cpF = F,(x) = a4 x ds
, Pode] geee OO
hate 0
aR = 0, es
ca 4£24\
Zo
ae -\ ened
3 3 7
2A
Lota. .
aaa The oP da cabin wwriable Y bs ques by
» G40
oO
F &) =| aoe , Lye)
Retin Be OF fy » gel -fins fH = oRW
ae
> Hly) = by bye oSeey ys
tus We cor of a xamdom voiabl. X 8 guson le
o, #409
o> F)= ih 0 et Ee
fart. 06
a 1, 27
Compt P UX? ‘w)
ge PLE) = be PKS) = te (+3) aa
aq 4, a
Crider Ra expetimente of dosing a pie die
Jrce tsk X be 0 wander sexiable, dinsbig te
dunes Find, he PAP ok.
Ente:
vrata df &
Oa), 9, 09), (is), &8)
ga), @), 9), (25), @),
tes) 6D, GD 29 Gs),
(,) 2, G9), 9, 2,69,
(=), GA, ©, EY,
(si) , eA), -
tu) 2 oD? (69), (004) OD GDF
Ars: Sample spate Ss Jeo ,
GA,
Rye Lor 8,4 Sib.
Now, vamge of Xe
> PAF ad xX ib given as
cry 1 sa 47 b
wed 3 5 # q on
ye Be ® Be.Lag. Nasume tPnls X ino Conbuasdrte, “aah irrs weal)
wilh POF 5 : i
( Nha ) 4
= 4, ohne
o4nZa
ww Ae volar if A. Belomume V (rr)
Ams WIN, for PLE, [priate ‘
B,
a
> Jalar-)de =
. a
= a 4 =\
Stele),
>A =2 2045
i
Nas, PD) = PED =I BO)
= \- fi (x-79 dx
Eo i (2).
=1-(3)(8) ='k
Nolin of A= 0-455 Pord=Ly
Ee The PDF A the time T it tales te sue a
Gastomen 1S deflned Me
of
1 Pek he
wo~ dd t pewait vale CDF of +r
EF Te Find th y
AR, time teken t some L dcthe pobabilily throb
08 awk 1.5 automo. py. bebweon
de MME 1 WO
: we
F, (t) = (se (Ode
3 cor fa Te quem bye
ye 6,400
F &) = Jade , oZtal
g!
ye ba bevl yet 4
i
\ , ee
aew-\ °, % bee
T
x pares
o 2
act ) yerte
+ Ze
\ a
Now, (oF Lyees) = Els) - E, (oe 5)
= fa “- [a
- 0-34) -*¥ 3
2
plos &% £13) = 045/Byres the COP of don vewaDle Xie defined by
= Qo 7, wae
Fw = Ala-a) , RLESL
\, ADL
Fiat Ale vale of A and P (o8%29).-
Biss Frora giatw CDF, we tom gk PoE an,
fa) 2A, gerbe
Nosy J folds =)
Voge 4
2 fa a DAL)=1 DAY.
a
Nos, (34% 48) =66)-58
= Afe)-N)
z ah = \a-
2 Nelue of Ape ond piaeved=Ly
NOTE:
Foe a ‘covlinuccus random variable prokabilily
boo particular point eat is aloays Ze) 08
prbbiliy is defined inbebueon a vawge Le
Confinaeus vandown variable.Gapedtation of a Romdom Variable +
ff is a condom waviable , (Rin tke ear 6
sigan
Beipiie of KS givtm by,
EDO = jb i “an Pe (2x) ys dinveele
qo La) dx Xe Lov nun,
Homes — Poach Navinble :
the A&P mormon bo counthawn smenble % os
define by
4 x polar) je: Besar
EG’)= \ 4
x) te Sy (dn Combi vues
“-
Note Bit he eneam of X is Cet vanes Ay
sare fg, Bordo Voie
the vorriance Ao vondovn wrioble Xx
denateh bg sz ov Nhs (A, is delined ba
(Becta) "PH G9 X dlsceete
o = oo
| (sy bGle tontivupur
cide dors EGS”i lew Be) pales)
= J alpbd +6 ud pele) 2b tateep)
. > EG) + pe -afl. EW)
Sho, ees £69 +(cegf- ae
= £97) -(E@))* .
26 Auld. good by Ey" Youd. VAX bog
Slondad Borabion:
2 tq ~ Youilive 34. wot & vovierce .
Nomont: Gronoliny Furor (ro):
" the aoe rgenating fact Fa Om
: K we wepined dy,
somdom voriable i J la) ye Ducote
K
mi= - j e* Blade yx: Contam
My{o) = | jor hoe tise. and cont. §
Shs, ee ear 4
Properties A NGF:
% tha wh omen df ramdovn vnounbs x tg
Po coefficient d at is the power. Sevien
‘Ppanaien a Myl®) in terms of +, be,
n= e wets, Ma) = © Ce]
eleg BaD
eebd , Vela’)
TY a Bins =o
sant a
Since & Tex\= c ELYS, fox amy Co
my 2 4 elas)
nzo n\
~— He vith momod: of X cam be obtained
sous tifeerite MD foe n Bere
new, - ES
fiw. ovlnin AGP of dor vasiolhl, X towing PDF on
44468
pes) Pte”
a
fe: my = Pe ybdda
—P
Ra Fe
= |e we = hi [de
ne) thet,
2 n,@- § de® ,
3h .
\ Ue 67° ,
Bx we Find eo MGF f rowdlom woscinlhle. ene
woment® axe Ela”) = cay}
“ar
Ans A, (8) = 3 nen? _3 ee +
nw
Zw uo"
Ato - op
2,
hs, om * 2, ee 4
Jw id= a:
k vant
Evae: $f Be vemdlom orioble Pax He MGF
m= 2 Fs , dalpumine the Noxinmce Ay.
Ans Be a Ie ~ *GaR)
2
=e
Fle = ae gO), =e én): = +
Nous, f+ re ee 2 1
“a
> lar =
aah.
q, Lt Nb
Ee fa comdem voxinbe ath CDF,
o, to
Fle) Ot , 1 easR
Si
fae 1 8 Sats
Ds,
Beata
1, 2124
wha ‘s Be PME ANG Also, Pel the eon amd.
variance of NI
fs: From CDF, we get PMP as,
N \
Pal’)
a 3 4
OB 0-3 Od
x
Now, E(N)= & n° Pr
1)
0-2,
= (fo-rzlorsle-D+alo9
= ood obr orto’
= oe
« Ham =6N)= 25
Nos, E() = 2, pe = Moder sodrv ed
OA 4 12 4 OF FFBA
= 4454
= Ea
EW) =4.3
2 Var (N= F tv) -E@)]* = 2-3-(a5)*
243 -bas
= los
on
ae (n) = 105%Exe Nl vomdom weil ae a
Fe) - 4 0, BAN
este), text
U Vy ges
wae: we VDF als yer Meo, dad Wo, revo and
Vaviamee af d.
Ans. From Be CDE givin, PPE is qu 2
Oo, #* AN
feo = oS , 1 424%
0, 23
etd~ fPxfde - Joe
A
Meam = ELA = 8, .
ee) = fie = feGe
Verde 62 ELe)-(E0o)*
= BYR - (@)* &
3