B = 6. (6) For any two events A and B, P(AOB) =P (A)-P(ANB) Proof. From Fig. 26.1, (AnB)UANB)=A PUA QB) U(A MB) =P (A) or P(ANB)+P(ANB)=P(A) or P(AMB)=P(A)- PAB) Similarly, P(A’ B) = P(B)—-P(ANB) @ scanned with OKEN ScannerHan Esemserine Maenanes | ADDITION LAW OF PROBABILITY or THEOREM OF TOTAL PROBABILITY (A) If the probability of an event A happening as a result of a trial is P(A) and the probability of a mutually exclusive event B happening is P(B), then the probability of either of the events happening as a result of the trial is P(A + B) or P(A UB) = P(A) + P(B). Proof. Let n be the total number of equally likely cases and let m, be favourable to the event A and m, be favourable to the event B. Then the number of cases favourable to A or B is m, + m,. Hence the probability of A or B happening as a result of the trial = mts 7 M2 _ pA) + PIB). nn 7 (2) If A, B, are any two events (not mutually exclusive), then (A) + P (B) - P (AB) (A) +P B)-P (ANB) Ifthe events A and B are any two events then, there are some outcomes which favour both A and B. If m, be their number, then these are included in both m, and m,. Hence the total number of outcomes favouring either A or B or both is or m, +m— ms. ‘Thus the probability of occurrence of A or B or both = Mtn My my n Hence P(A + B) = P(A) + P(B) — P(AB) or PIA UB) = P(A) + P(B)— PA 9B) (3) If A, B, C are any three events, then P(A+B+C)=P (A) +P (B) +P (C)-P (AB) - P (BC) - P (CA) + P (ABC). P(AUBUC)=P (A) +P (B) + P(C)-P (ANB) -P (BOC)-P (COA) +P (ADB OO) Proof. Using the above result for any two events, we have P(AVBUC)=PIAUB)UC =P(AUB)+P(C)-P [A vB) NC] = IP (A) + P(B)- PLAN B+ P(C)-PIANO)U BAC) (Distributive Law) = P(A) +P(B)+P(C)- P(A B)-(P(ANC)+P(BOC)-PIANBOC)) [Iv ANNO) OBaO=AnBad = P(A) + P(B)+ P(C)— P(AMB)-P(BOC)-P(COA)+PANBOOL: ANC=COAI Solution. Since it is not possible for all the horses to cover the same distance in the same time (a dead heat), the events are mutually exclusive. If P,P» Py, P, be the probabilities of winning of the horses H,, Hy, H,, H, respectively, then Odds in favour of H, are 1: 4) @ scanned with OKEN ScannerProsaaiuty ano DistrieuTions: Example 26.12. A bag contains 8 white and 6 red balls. Find the probability of drawing two balls ofthe: same colour. a Solution. Two balls out of 14 can be drawn in 4C, ways which is the total number of outcomes, ‘Two white balls out of 8 can be drawn in °C, ways. Thus the probability of drawing 2 white balls SC, _ 28 Ho, 91 Similarly 2 red balls out of 6 can be drawn in ‘C, ways. Thus the probability of drawing 2 red balls Sc, _15 %o, 91 Hence the probability of drawing 2 balls of the same colour (either both white or both red) 28 15 _ 43 1 tor 91 _ Example 26.13. Find the probability of drawing an ace or a spade or both froma deck of cards* ? Solution. The probability of drawing an ace from a deck of 52 cards = 4/52. Similarly the probability of drawing a card of spades = 13/52, and the probability of drawing an ace of spades = 1/52. Since the two events (i.e., a card being an ace and a ard being of spades) are not mutually exclusive, therefore, the probability of drawing an ace or a spade 4 “52°52 52 13° 4 (1) INDEPENDENT EVENTS ‘Two events are said to be independent, if happening or failure of one does not affect the happening or failure of the other. Otherwise the events are said to be dependent. For two dependent events A and B, the symbol P(B/A) denotes the probability of occurrence of B, when A has already occurred. It is known as the conditional probability and is read as a ‘probability of B given A’. (2) Multiplication law of probability or Theorem of compound probability. /f the probability of an event A happening as a result of trial is P(A) and after A has happened the probability of an event B happening as «@ result of another trial (i.e., conditional probability of B given A) is P(B/A), then the probability of both the events A and B happening as a result of two trials is PAB) or P(A. B) = P(A) . P(BIA). Proof. Let n be the total number of outcomes in the first trial and m be favourable to the event A so that P(A) = min. Let n, be the total number of outcomes in the second trial of which m, are favourable to the event B so that PBIA) = m,!n,. ‘Now each of the n outcomes can be associated with each of the n, outcomes. So the total number of outcomes in the combined trial is nn,. Of these mm, are favourable to both the events A and B. Hence P(AB) or PAB) ne = PIA) . PUBIA). Similarly, the conditional probability of A given B is P(A/B), * (AB) or P(A > B) = P(B) . P(A/B) Thus P(A > B) = P(A) . P(BIA) = P(B) . P\A/B). (3) If the events A and B are independent, i.c., if the happening of B does not depend on whether A has bapesed or not, then P(B/A) = P(B) and P(A/B) = P(A). (AB) or P(A 4B) = P(A) . P(B). ii gees, PlA,A,...A,) or PA, Ay 0... VA,) = PUA,). PlAy)... PUA,). * Cards : A pack of cards consists of four suits ie., Hearts, Diamonds, Spades and Clubs. Each suit has 18 cards : an Ace, 2 King, a Queen, a Jack and nine cards numbered 2, 3, 4, ..., 10. Hearts and Diamonds are red while Spades and Clubs are black. @ scanned with OKEN Scannerca Hin nanan Marinas Cor. Ifp,, p, be the probabilities of happening of two independent events, then, (@) the probability that the first event happens and the second fails is p,(1 —p,). (ii) the probability that both events fail to happen is (1 —p,) (11—p,). (ui) the probability that at least one of the events happens is 1~(1~p,) (1 ~p,). This is commonly known as their cumulative probability. In general, if Dy. Py» Pay Py be the chances of happening of n independent events, then their cumulative probability (ie, the chance that at least one of the events will happen) is 1-a- aio dP) Ifthe card is replaced, the pack will again have 52 cards so that the probability of drawing a queen is 1/13. The two events being independent, the probability of drawing both cards in succession = ws = (ii) The probability of drawing a king = + Ets eae mp rLatl pach Noes cas oy A EE SES rang a SNATCH 4_4 Hence the probability of drawing both cards = 3 ae Solution. In a single toss of two dice, the sum 7 can be obtained as 1,6), (2, 5), (3, 4), (4,3), (5, 2) (6,1 i.e., in 6 ways, so that the probability of getting 7 = 6/36 = /6. Also the probability of not getting 7 = 1 — 1/6 = 5/6. (a) The probability of getting 7 in the first toss and not getting 7 in the second toss = 1/6 x 5/6 = 5/36. Similarly, the probability of not getting 7 in the first toss and getting 7 in the second toss = 6/6 x 1/6 = 5/36. Since these are mutually exclusive events, addition law of probability applies. 55 36 18 required probability = & (b) The probability of not getting 7 in either toss = © x Prob. of selecting an engg. subject from first group = 3 Prob of selecting an engg. subject from first group on turning up 3 or 5 =oxS= oa) cope oles oie @ scanned with OKEN Scanner‘Now prob. of not turning 3 or 5 = 1- ge. Prob, of selecting an engg. subject from second group = 2 prob. of selecting an engg. subject from second group on turning up 3 or 5 25 _ 5 ” =3xd.3 Aid) ‘Thus the prob. of selecting an engg. subject Big 8 [From (i) and (i) is black or white. Ifa black ball is transferred, its probability is 4/6. There are now 5 white and 8 black balls in the box B. ‘Then the probability of drawing white ball from box B is - B ‘Thus the probability of drawing a white ball from urn B, if the transferred ball is black 45 _10 243s 6°13 39 Similarly the probability of drawing a white ball from urn B, if the transferred ball is white ul a Bee! a a ei CPR OLA a a Solution, (a) Let p be the probability of getting a head and q the probability of getting a tail in a single toss, so that p +q = 1. Then probability of getting head on an odd toss = Probability of getting head in the 1st toss + Probability of getting head in the 3rd toss + Probability of getting head in the 5th toss +...» =p+qqp +qqqqp + = =p(ltq?tg'+.J=p. “P-Grgd+@ ? pd+a ita (b) Probability of getting a head = 1/2. Then A can win in Ist, 3rd, 5th, ... throws. the chances of A’s winning = Lay 1() L(y a 2*l2) 2*\2) 2*\2) 2 2 14 2 1-0/2 3 Hence the chance of B's winning = 1 - 2/8 = V8. @ scanned with OKEN ScannerSolution, (i) Two cards out of 10 can be selected in "°C, = 45 ways. The sum is odd if one number is odd and the other number is even. There being 5 odd numbers (1, 3,5, »,9) and 5 even numbers (2, 4,6, 8, 10), an odd and an even number is chosen in 5 x 6 = 25 ways. 25 5 ‘Thus p= 8. Gi) Two cards out of 10 can be selected one after the other without replacement in 10 x 9 = 90 ways. ‘An odd number is selected in 6 x 6 = 25 ways and an even number in 5 5 = 25 ways 25425 5 Th = ; ee rr (iii) Two cards can be selected one after the other with replacement in 10 x 10 = 100 ways. ‘An odd number in selected in 5 x 5 = 25 ways and an even number in 5 x 5 = 25 ways. 25425 1 ‘Thus 2 SS Solution. (i) Since P(A U B) = P (A) + P(B)-P(AMB) daha 24°83 P(AQB)_W12_1 PUN BorPAnB)= + ane ne a ae ” _ P(A B)_112_1 my OR ay ae (iii) P(AB)=P(A)-P(AnB)= 4-2-1. ~ “4° 126 6 1/6 1 (iv) a ea aes % Solution. The probability that the book shall be reviewed favourably by first critic is 5/7, by second 4/7 and by third 3/7. A majority of the three reviews will be favourable when two or three are favourable. prob, that the first two are favourable and the third unfavourable @ scanned with OKEN Scanner54.3 60 Finally, prob. that all the three are favourable = ><> x7 => Since they are mutually exclusive events, the required prob. Solution. Prob. of A hitting the target = 3/5, prob. of B hitting the target = 2/5 Prob. of C hitting the target = 3/4. (i) In order that two shots may hit the target, the following cases must be considered : 2 p= Chance that A and B hit and C fails to hit = BxBx(1-3) 8 p,= Chance that B and C hit and A fails to hit = Bx bx(1-3)- 2 54 5) 100 a3 5 5. Since these are mutually exclusive events, the probability that any 2 shots hit 6 12 27 = Ope ee mae Pat P2*P3* T09 * 100 * 100 (ii) in order that at least two shots may hit the target, we must also consider the case of all A, B, C hitting the target lin addition to the three cases of (i)] for which oo Bei 18 p= chance that A, B, C all hit= Ex 5x = 305 Since all these are mutually exclusive events, the probability of atleast two shots hit 6 =P, + Pat Pat Pa= Fp a= Chance that C and A hit and B fails to hit = x »(1-2 = The probability that A cannot solve the problem is 1 Similarly the probabilities that B and C cannot solve the problem are 1— ; and 1— i. the probability that A, B and C cannot solve the problem is (-2)-2)(-4). Hence the probability that the problem will be solved, i.e., at least one student will solve it b gir ae - Solution. (i) As there are 7 students in the class, the first examined must be a boy. @ scanned with OKEN Scannerprob, that first is a boy = 4 Then the prob, that the second isa girl= 2. prob. of the next boy = 2 Similarly the prob. that the fourth is a girl = ales the prob. that the fifth is a boy = 2 3 the prob. that the sixth is a girl = ; and the last is a boy = i ‘thas ped Lia, 7654321 35 (ii) The first student is a boy and the first student is a girl are two mutually exclusive cases. If the frst student is a boy, then the probability p, that the students alternate is 392214 1 Solution. The sum 6 can ba basa follows : (1, 5), (2, 4), (3, 3), (4, 2), (5, 1), Le., in 5 ways. ‘The probability of A’s throwing 6 with 2 dice is — the probability of A's not throwing 6 is 31/36. Similarly the probability of B's throwing 7 is 6/36, iv., i the probability of B’s not throwing 7 is 5/6. Now A can win if he throws 6 in the first, third, fifth, seventh ete. throws. the chance of A’s wining 53: 5, 5 31,5 31.5 5 5, 31,6, 5 31, 5,31,5, 5 36 36 6” 36" 36 6 36 6 386 = Bli(B02}s (ee asp 36 (# 6 36 6 = ie S888 2, 3 ROR 36 a @ scanned with OKEN Scannera An aleepa sis anced pe Ge amano ee: 8. Compare the chances sf throwing 4 with one dice, 8 with two diceiand Re svichies a4 Bind the probability that # non-leap year sould have 53 Saturdays ? re ‘coi is four times, find the ot ecting reais Rinne ete ergs ee 6 nuioae thrown staat evden a ion it ie el este a ae ‘is the probability that all ie ven a ah ee oun 4, ; 8. Four cords ace drawn from a pack of fae MRE f “(080 cards are of equal value? (i) each belongs to: w different suit ? 18, hebrew oh puyoesioms encir Phare) Walears are ed what he prod , them ure hearts? i heh otwhih ar spell ‘ealvable, 5 nce aiden Np he *i, ie Seen isa leiwen, in succession. Whats Keres Gbceteadan cli alata eta? Wnlcoinas Tiare the probability chat it is a silver cain? ene Pee, Another box II contains 6 white bolls and 4b or cas ree is the probability eee ball, ‘that the ig white, wh 20: eS icket te a Sia amma not pit hyp y f : apc Age ete a a rabid of tw 4 Prabal seill be atl di tis the: that. a in. eee rie ocr 2 x pine hin a ors ‘scat tor same » 06 and | en ala of aids th cho throws 9 firs rear vila fh mie thos Oriya. son te éoa Hon Exo ar) [EGG Bave’s THEOREM An event A corresponds to a number of exhaustive events B,, By»... By. If P(B,) and P(A/B,) are given, then PCB) P(A/B,) EP(B)P(ATB) Proof. By the multiplication law of probability, P(AB,) = P(A) P(B/A) = P(B,) P(A/B,) (D) P(B,) PAB) P(B,/A)= POD PATEY (2) - P(A) Since the event A corresponds to B,, By... B,, We have by the addition law of probability, PiA) = P(AB,) + PLAB,) + ... + P(AB,) = ZP(AB,) = EP(B,) PAB) (By) Pim PUATED TPB) PATE, is known as the theorem of inverse probabi ‘Obs. The probabilities PB,), information from the experiment, ‘The probabilities P(A /B,), i = 1, 2, ....n are called posteriori probabilities, because these are found after the experi- ‘ment results are known. POB,/A)= Hence from (2), we have P(B,/A) = whi =1, 2, .... mare called apriori probabilities because these exist before we get any Example 26.26. Three piachines M,, M, and M, produce ideritical itenis. Of their respective alltpit Hy 4% and 3% of items are faulty. On a certain day, M, has produced 25% of the total output, Myhas 30% and M, the remainder. An item selected at random is found to be faulty, What are the chances that it wos produced by the machine with the highest output? Solution. Let the event of drawing a faulty item from any of the machines be A, and the event that an item drawn at random was produced by M, be B,. We have to find P(B,/A) for which we proceed as follows mM, Remarks PB) 0.30 sum =1 PA/B) 0.04 PB) PAB.) 0.012 3 sum = 0.38 0.012 - 0.0135 POBJA) 0.038 ‘ aos by Baye's theorem ‘The highest output being from M,, the required probability = 0.0135/0.038 = 0.355. Example 26.27. There are three bags : first containing I white, 2red, 3 green balls ; second 2 white, 3 red, I green balls and third 8 white, Lred, 2 green balls. Two balls are drawn from a bag chosen at random. These | are found to be one white and one red. Find the probability that the balls 50 drawn care from the second bag. (J.N-T.U,, 2003) Solution. Let B,, By, B, pertain to the first, second, third bags chosen and A : the two balls are white and red. Now P\B,) = P(B,) = i P —— (awhite and a red ball are drawn from first bag) =(1C, x?C,6C, = 2 Similarly P(A/B,) = PC, * °C, WC, = =, P(A/B,) = CC, x ICC, = : By Baye's theorem, P(B,/A) = (By) P(A/ By) PUB.) P (A7B,) + P(B,) P (A/B,) + P(B;) PCATB,) @ scanned with OKEN ScannerProwapusry and Distmieunions 871 ESSE) 7 } 1. Ina certain college, 4% of the boys and 1% of girls are taller than 1,6 m. Further more 60% of the students are girls. Ifa student is selected at random and is found to be taller than 1.8 m., what is the probabilitythat the student is 6 girl? 2. In a bolt factory, machines A, A andl C manufacture 25%, 35% and 40% of the total, Oftheir outpat b%, 4% and 2% are defective bolts. A bolt is drawn at random from the product. atid is found to be defective. What arc the probabilities that itwas manufactured by machines A,B orC? —(V.7.U,, 2006 ; Rohtak, 2005 ; Madras, 2000.8) & In‘a bolt factory, there are four machines A, 2, C, D manufacturing 20%, 10%, 25% and. 40% of the total output respectively. Of their outputs 5%,4%, 4% and 2% in'the same ordér are defective bolts. A bolt is chosen at randony from the fuctory’s production and is found defective. What is the probability that tho bolt was manufuetured ett 1 machine A or machine D ? (Hissar, 2007: J.N-7.U-, 2003} 4. The contents of three urns are: 1 white, 2 red, 8 green balls ;2 white, 1 red, Pgreen balls and 4 white, wines balls. Two balls are drawn from an urn chosen at random, These are found to be ong white and one'green. Find the probability that the balls so drawn came from the third urn GBurukshetra, 2007) RANDOM VARIABLE Ifa real variable X be associated with the outcome of a random experiment, then since the values which X takes depend on chance, it is called a random variable or a stochustie variable or simply a variate. For instance, ifa random experiment E consists of tossing a pair of dice, the sum X of the two numbers which turn up have the value 2, 3, 4, .... 12 depending on chance. Then X is the random variable. It is a function whose values are real numbers and depend on chance. Ifin 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 PX = a). Similarly the probability of the event X assuming any value in the interval d 5) = 11h + 18k = 24h = 24/49. P(3 < XS 6)= 9k + 11k + 13k = 33k = 33/49. tii) P(X<2)=h + Sk + 5k = 9k > 0.8 or k > 1/30 ‘Thus minimum value of = 1/80. Solution. () If X is a random eaitaley dia Y plsi)= tie, 0+ 8 + 2k Db + Bk E+ Da TRE = m ie, Tl? + 9k—1= 0:8. 10-Wh+ V)=Oie k= (ii) P(X <6) = P(X=0)+ P (X= 1) + P(X =2)+P(X=3)+ P(X=4)+ P(X =5) Ba, 28,1 81 HOFK+ DR Dh + Bk +h = Bk HM = + may @ scanned with OKEN Scanner9 1 19 =P (X= =7)= 2k wt ern BE P(X26)= P(X = 6)+ PIX = 1) = D+ Th + h= +55 = 5G (ii) PQ b. The density function f(x) is always positive and [~ f (x\de = 1 (.e., the total area under the probability curve and the x-axis is unity which corresponds to the requirements that the total probability of happening of an event is unity). (2) Distribution function IfF (x) = PX Sx) = f f(x) dx, then F (x) is defined as the cumulative distribution function or simply the distribution function of the continuous variate X. Itis the probability that the value of the variate X will be 0, so that F (x) is a non-decreasing function. @FE=)=0; (iii) F (=) = Fords f" foods = Fb)- Fa. io) Plasxsb)= ['flade Solution. (i) f(x) is clearly 2 0 for every x in (1, 2) and in findr= f O-dxe+ @ scanned with OKEN Scannerna cH ENE MATHERATICR Hence the function / (x) satisfies the requirements for a density function. 2 (ii) Required probability = P (1 4) (ii) Finda number fesuch that POX< 4) = 5 Wi. 2003) ‘The power reflected by an aircraft that is received by a radar ean be deseribed by an exponential random variableX. 4. -#, 1230 The probability density of X is given by flx) = 4% - 0, x<0 _where x, is the average power received by the radar. i) What is the probability that the radar will receive power larger than the power received on the average ? (i) What is the probability that the radar will receive power less than the power received on the average ? (Mumbai, 2006) |. A function is defined as follows : f@)=0, xe2 J (or+s), 25284 is =0, aay , ‘Show that it is a density function, Find the probability that a variate having this density will fall in the terval 2Sx<3? j ig A continuous distribution of a variable x in the range (~ 3, 3) is defined as. $ f= # +n aB 0, (q > 1) and noting that, ap=m Mean = Lt (np) =m st (npq) = m Lt (q) =m a ‘Standard deviation = Jm Also ps =m, ly =m + 3m? s Skewness (= JB, )= Um, Kurtosis (= fi.) = 3 + Um. Since p, is positive, Poisson distribution is positively skewed and since , > 8, it is Leptokurtic. (3) Applications of Poisson distribution. This distribution is applied to problems concerning : (é) Arrival pattern of ‘defective vehicles in a workshop’, ‘patients in a hospital’ or ‘telephone calls’. (ii) Demand pattern for certain spare parts. (éii) Number of fragments from a shell hitting a target. (iv) Spatial distribution of bomb hits. Solution. It follows a Poisson distribution as the probability of occurrence is very small. ‘Mean m = np = 2000(0.001) = 2 Probability that more than 2 will get a bad reaction = 1 [prob. that no one gets a bad reaction + prob. that one gets a bad reaction + prob. that two get bad reaction] -m,me™ mem 1,2,2 lr ome et 1-[$+3+3] m=2] 5-032. Is e=2718) é Solution. We know that m = np = 10 x 0.002 = 0.02 (0.02 2! Probability of no defective blade is e~" = e~°% = 0.9802 no. of packets containing no defective blade is 10,000 x 0.9802 = 9802 Similarly the number of packets containing one defective blade = 10,000 * me = 10,000 x (0.02) x 0.9802 = 196 Finally the number of packets containing two defective blades 2—-m me = 10,000 x 0008 0.9802 = 2 approximately. 2-002 = 10.02 + ~~. = 0.9802 approximately 60+36+644 jution. Mean = Yi _ 60+36+6+4 _ 9.5, Solution. Mean = 3 @ scanned with OKEN Scannerca i) mean of Poisson distribution i.e., m ‘Hence the theoretical frequency for r successes is Ne“™(my _ 200e"°° (.5Y" rt ri the theoretical frequencies are cy 0 1 2 fe 121 61 15 where r= 0, 1, 2,3, 4 (EGS (1) Norma DistRIBUTION* ‘Now we consider a continuous distribution of fundamental importance, namely the normal distribution. Any quantity whose variation depends on random causes is distributed according to the normal law. Its ‘importance lies in the fact that a large number of distributions approximate to the normal distribution. * In 1924, Karl Pearson found this distribution which Abraham De Moivre had discovered as early as 1733. See footnote p. 843 and 647. @ scanned with OKEN ScannerLet us define a variate z = 1) finpa) where: is a binomial variate with mean np and 8.D. y(npq) so thatz is a variate with mean zero and variance unity. In the limit as rt tends to infinity, the distribution of z becomes a continuous distribution extending from — = to . It ean be shown that the limiting form of the binomial distribution (1) for large values of n when neither p nor q is very small, is the normal distribution, The normal curve is of the form (WF P20? 2) on) where p and o are the mean and standard deviation respectively. (2) Properties of the normal distribution 1. The normal curve (2) is bell-shaped and is symmetrical about its mean. It is unimodal with ordinates decreasing rapidly on both sides of the mean (Fig. 26.3). The maximum ordinate is 1/o (2m) , found by putting x= pin (2). As it is symmetrical, its mean, median and mode are the same. Its points of inflexion (found by putting ’y/dx? = 0 and verifying that at these points d*y/dx° #0) are given by x=» +0, i.c., these points are equidistant from the mean on either side. I, Mean deviation from the mean iad 1 (x pF 120? = -1|- de [Putz = (x- pol [leet —- ore “Ts [Llete Fas of ~ all. * = 20 |-ee" v(2n) III, Moments about the mean i ney 1 (ew a6? = [ @-we fn d: _ gin! © Vn) = 0, since the integral is an odd function. ‘Thus all odd order moments about the mean vanish. ty= [7-0 HP 20 ore 22 le-#!2 az where z = (x- Wo -2dz Untegrate by parts} Can +f. ne oF de o™ ‘ ae te 16? py,» Repeated application of this reduction formula, gives Bo, = (2n ~ 1) (2n 3)... 8. 16 In particular, p, = 6%, p, = 364. ? Mh Hence 6, = 43; =oandp,= "4 =3 He He @ scanned with OKEN Scanneri.e., the coefficient of skewness is zero (i.e. the curve is symmetrical) and the Kurtosis is 3. This is the basis for the choice of the value 3 in the definitions of platykurtic and leptokurtic (page 844). IV. The probability of x lying between x, and ie, P(x Sx Sq) whew He tr -wP 20 ay oV(2n) ti . es [he P? de where 2 = Ge— la, de = dels and 2, = ey — We, 22 = Gy - HVC. n) Jn 1 2 A 12 =F {fe ae- f° ac} =P, @)-P, The values of each of the above integrals can be found from the table II-Appendix 2, which gives the values of given by the area under the normal curve from x, tox), 1 of. Ps fe de for various values of z. This integral is called the probabi theory of sampling and the theory of errors. Using this table, we see that the area under the normal curve from z = 0 toz = 1, ie. from =p top +ois 0.3413, 2 @ The area under the normal curve between the ordinates nearly. Thus approximately 213 of the values lie within these limits. (ii) The area under the normal curve between x = p — 26 and x = p + 26 is 0.9544 ~ 95.5%, which implies ity integral or the error function due to its use in the = p—oand x =p + 0 is 0.6826, ~ 68% that about ak % of the values lie outside these limits. (ii) 99.73% of the values lie between x = 30 andx= b+ 30ée., only a quarter % of the whole lies outside these limits. (iv) 95% of the values lie between x=p—1.960and x= 1+ 1.96 ic., only 5% of the values lie outside these limits. (v) 99% of the values lie between x = p— 2.586 and x = 11 +.2.580 i.e., only 1% of the values lie outside these limits. (vi) 99.9% of the values lie between x = » ~ 8.296 and x= +3.290. In other words, a value that deviates more than o from p occurs about once in 3 trials. A value that deviates more than 26 or 3c from p1 occurs about once in 20 or 400 trials. Almost all values lie within 3o of the mean. ‘The shape of the standardised normal curve is, #72 where (3) V@n) and the respective areas are shown in Fig. 26.4. 2’ is called a normal variate. (3) Normal frequeney distribution. We can fit a normal curve to any distribution. If NV be the total frequency, p the mean and the standard deviation of the given distribution then the curve N oan will fit the given distribution as best as the data will permit. The frequency of the variate between x, and x, as given by the fitted curve, will be the area under (1) from x, to xp. (4) Applications of normal distribution. This distribution is applied to problems concerning : (i) Calculation of errors made by chance in experimental measurements. (ii) Computation of hit probability of a shot. (iii) Statistical inference in almost every branch of science. (a= pat Aa) @ scanned with OKEN Scanner| Prcamrvnn Darmiovrons cu [EGBEAI PROBABLE ERROR Any lot of articles manufactured to certain specifications is subject to smalll errors. In fact, measurement of any physical quantity shows slight error. In general, these errors of manufacture or experiment are of random nature and therefore, follow a normal distribution. While quoting a specification of an experimental result, we usually mention the probable error (i). It is such that the probability of an error falling within the limits ~h and y+ iis exactly equal to the chance of an error falling outside these limits, ie. the chance of an error lying within p~A and p + Ris 2. Ha t/a? 1 dx=i aia f 2 or Ae pF tae= fan) The table V, (Appendix 2) gives A/o = 0.6745. Hence the probable error 2.= 0.67450 ~ %. Solution, We have » = 30 and ~ 0.8; when X = 40,2 =2 (-0.8<2<2) (-0.8<2z <0)+P(051 @ scanned with OKEN Scannerarea corresponding to 2, and that corresponding to 2, (- 60~ From the table IIT, we have (50— ps = 0.2583 and (60— po = 1.645 whence 6=7.543 and = p= 48,092. Solution. Let ¥ be the mean and o the S.D. 31% of the items are under 45 means area to the left of the ordinate x = 45. (Fig. 26.6) When x = 45, let z= 2, so that 2, = fie@ae-oa1 or f’ eed Powde=o0.31 0 Hence I ocrde= f (2) dz -0.31=0.5-0.31=0.19 Ie, Len’ 31% ai +o x=45 oz z= 64 z=z, 220 222 Fig. 26.6 From table Il, 2, =—0.5 When x = 64, let 2 = 2, 80 that 2, = (64— Vo [[e@ae= 08 or loeae- 1.5 0.08 = 0.42 [Foe ae= (ote) de-0.08 = =14 wiv) From (i) and (ii), 45 From (iii) and (iv), 64 40 Solving these equations, we get ¥ = 50 and o = 10. @ scanned with OKEN Scanner(URRROABURY ANG Disrmeumons L259 | ‘. area against z = 1.83 in the table III = 0.4664. We, however, require the area to the right of the ordinate at z = 1.83. This area = 0.5 — 0.4664 = 0.0336. ‘Thus the number of bulbs expected to burn for more than 2150 hours = 0.0336 x 2000 = 67 approximately. (b) For x = 1950, z= — 15 ‘The area required in this case is to the left of z = -— 1.33 ).5 — 0.4082 (table value for z = 1.33) .0918. bey the number of bulbs expected to burn for less than 1950 hours = 0.0918 x 2000 = 184 approximately. (©) When x = 1920, z= seme =-2 When x = 2160, 260 Beat =2, The number of bulbs expected to burn for more than 1920 hours but less than 2160 hours will be represented by the area between z = — 2 and z = 2. This is twice the area from the table for z = 2, i.e., = 2 x 0.4772 = 0.9544. ‘Thus the required number of bulbs = 0.9544 x 2000 = 1909 nearly. Solution. From the given data which is normally distributed, we have dl 12.984 mean = + Ym, = ~~9*4 = 1.2984 10 10 jh Ho.0077 + (0.0089 + 0.009)" + (0.012) + (0.029 + (0.028)* + (0.015)? + (0.009)? + (0.002)? + (0.012)? | = 0.001594 whence = 0.0126. probable error = 20 = 0.0084 approx. Solution. Moan = BE = 24 16-+36-92410 8 @ scanned with OKEN Scanner890 Hocien Enowenmna MarMenancs. ‘Taking » = 6, 6 = 2 and N = 16, the equation of the normal curve is = LL te wirae* a (x 6F 18 “om? ory= See oi) ‘Area under (i) in (x, x2) oF (2), 2.) 1 pt tea, lpi eae - -sEle ide- fre dz wherez= To evaluate these integrals, we refer to table III, Calculations : Mid x bye) fey 24) Expected hes a Frequency 2 i 16 x 0.606 = 0.97 4 4) 16 «0.2417 =3.9 6 ir (05, 0.5) 16 «0.383 = 6.1 8 2 4 5, 1.5) 32-0 16x 0.2817 = 8.9 10 L OD (1.5, 2.5) 0.4938-0.4822 16 x 0.606 = 0.97 Hence the expected (theoretical) frequencies corrected to nearest integer are 1, 4, 6,4, 1 which agree with the observed frequencies. This shows that the normal curve (i) is a proper fit to the given distribution. reas 1. Show that the standard deviation for a normal distribution is approximately 25% more than the mean deviation, 2. For normally distributed variate with mean 1 and 8.D, 8, find the probabilities that @) 3.43 $x 56.19, Gi) - 148 5x5 6.19. &. Iz is normally distributed with mean 0 and variance 1, find ()P, [es ~-1.64) (ii) z, if Pile ay) = 0.84. 4. Ta certain examination, the percentage of candidates passing and getting distinctions were 46 and 9 respectively. Estimate the average marks obtained by the candidates, the minimum pass and distinction marks being 40 and 76. respectively, (Assume the distribotion of marks to be normal). ‘Kottayam, 2005) 5. A manufucturér of air-mail envelopes knows from experience that the weight of the envelopes is normally distributed with mean 1.95 gm.and standard deviation 0.05 gm. About how many envelopes weighing (f) 2 gm or more ; (i) 2.05 gm or more can be expected in-a given packet of 100 envelopes. 6. ‘The mean height of 500 students is 151 cm, and the standard deviation is 15 em. Assuming that the heights are normally distributed, find how many students’ heights lie between 120 and 155 em. (Burdwan, 2009) "Tia eareyd shard sien ahh ae ODO ieat fais arses teo0 ree ree ra Fd and 16.5. Assuming the normality of the distribution, find the approximate number of students expected to obtain marks betwoen 30 and 60. 8 In an examination taken by 500 candidates, the average and the standard deviation of marks obtained (normally distributed) are 40% and 10%. Find approximately (0 how many will pass, if 50% is fixed as a minimum ? (ii) what should be the minimum if 360 candidates are to puss? (ii) how many have scored marks above 60% ? ® The mean inside diameter of a sample of 200 washers produced by a machine is 5.02 mm and the standard deviation ‘is 0.05 mm. The purpose for which these washers are intended allows a maximum tolerance in the diameter of 4.96 to 5.08 mm, otherwise the washers are considered defective. Determine the percentage of defective washers produced by thé machine, assuming the diameters are normally distributed. Uilint, 4.96 in standard units = (4.96 ~ 5.02¥0.05 =~ 1,2 5,08 in'standard units = (5,08 ~ 5.020.065 = 1.2 Proportion of non-defective washers = 2 (area between z = O.and 2 = 1.2) = 0.7698 or 77% nearly. + percentage of defective washers = 100 - 77 = 28%.) 10. Assuming that the diameters of 1000 brass plugs taken consecutively from a machine, form a normal distribation with mean 0.7516 em. and standard deviation 0.0020 cm., how many of the plugs are likely to be rejected if the approved diameter is 0.752 + 0.004 em. ? (Bhopal, 2002) @ scanned with OKEN ScannerProsioiry ano Disrasunons L295] 11. It is given that the age of thermostats of a particular make follow the normal law with mean 5 years and $.D. 2 ‘years. 1000 units are sold out every month. How many of them will have to be replaced at the end of the second year. 12. ‘The income of group of 10,000 persons was found to be normally distributed with mean Rs. 750 p.m. and standard deviation of Rs. 50. Show that, of this group, about 95% had income exceeding Rs, 668 and only 5% had income exceeding Rs. 832. Also find the lowest income among the richest 100. (UP.TL,, 2004 8) 18, Find the equation of the best fitting normal eurve to the following distribution : x 0 1 2 a 4 5 x 8 8 a4 6 u 4 14, Obtain the equation of the normal probability curve that may be fitted to the following data > Variable : 4 6 Bt aq aes! ey 18) ag) 9201 pv Bane! am! Frequency: 2° 7. 15 22, 35 43.) 98 2 8B, 15, A factory turns out an article by mass production and it is found that 10% of the product is rejected. Find the $.D. of ‘the number of rejects and the equation to the normal curve to represent the number of rejects, Mint. p = 0.1,9 = 0.9, n = 100. -. binomial distribution of rejects gives mean = np = 10, 8.D. = Jinpq) = 3 Ifthis binomial distribution is approximated by a normal distribution, then the equation to the normal curve is ee ek —wP raat = 10,0 =3. 1° Se where p = 10,6 =3.) 16. Given that the probability of committing an error of magnitude is bm * €¥* , show that the probable error is 0.4769/h. EGEEM NORMAL APPROXIMATION TO BINOMIAL DISTRIBUTION Ifthe number of suecesses in a Binomial distribution range from x, to x,, then the probability of getting these successes adore As the number of trials increases, the Binomial distribution becomes approximated to the Normal distribution. The mean np and the variance npg of the binomial distribution will be quite close to the mean and standard deviation of the approximated normal distribution. Thus for n sufficiently large (2 30), the binomial distribution with probability of success p, is approximated by the normal distribution with = np, 6 =(npq - ‘We must however, be careful to get the correct values of z. For any success x, real class interval is (x — 1/2, x + 1/2). Hence ae-aw im atten a pq mpg so that P (x, 190)= Pe >190.5)=P (x> 82512) - pees 1516) - 0.548 Vas @ scanned with OKEN Scanner(0) P (105 0) are called the parameters of the gamma distribution. Its mean =r/A.and variance = r/t?. Gamma distribution tends to normal distribution as the parameter r tends to infinity. (6) Exponential distribution. This distribution is a special case of gamma distribution when r = 1 so that f(x) = he" for x > 0, where 2 is a parameter. It can be seen that mean = W/A, standard deviation = 1/). This distribution plays an important role in the reliability and queuing theory. (7) Weibull distribution*. This distribution is given by Fa)= & ae-te le z>0,e>0 where c is a scale parameter and a a shape parameter. Initially this distribution was used to describe experimentally observed variation in the fatigue resistance of steel and its elastic limits. But it has also been employed to study the variation of length of service of radio service equipment. Solution. Here probability of getting 6 is p = $-Theng = 3. IfX is the number of tosses required for the first success, then PU = x)= qt"! forx=1, 2,3, . required probability = P (X > 5) A Osh HO ol tat b-a 3-(-3) 6 P(X>k)=1-P(Xsk)=1- fire dx Solution. (i) Density of X=f)= * It was first used by Swedish scientist Weibull in 1951. @ scanned with OKEN Scanner