U-1 Intro S

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Unit-I Introduction

DEFINITIONS

An action(experiment) which results an outcome is called a random experiment and the outcomes
are known as events. Tossing a coin is an experiment and getting ‘head’ or ‘tail’ is an event.

SAMPLE SPACE : The set of all possible outcomes of some given experiment is called the sample
spaces.

EVENT : An event A is a set of outcomes (or) a subset of the sample space S .

EXAMPLE :

i. In tossing a coin, sample space S =  H , T  and n ( S ) = 2


Getting Head while tossing a coin is an event A . Then A =  H  and n ( A ) = 1

ii. In rolling a die, sample space S = 1, 2, 3, 4, 5, 6 and n ( S ) = 6


Getting odd number while throwing a die is an event A . Then A = 1, 3, 5 and n ( A ) = 3
Getting even number while throwing a die is an event B . Then B = 2, 4, 6 and n ( B ) = 3
Getting prime number while throwing a die is an event C . Then C = 2, 3, 5 and n ( C ) = 3

iii. If two coins are thrown simultaneously, sample space S =  HH , TT , TH , HT  and n ( S ) = 4


Getting at most one head when 2 coins are thrown. Then A =  TH , HT , TT  and n ( A ) = 3

NOTE:
(i) The event A = {a} consisting of a single element a  S is called an elementary event.
(ii)  and S are also events.  – impossible event ; S – sure event

MUTUALLY EXCLUSIVE EVENTS : Two events A and B are called mutually exclusive if A and B
are disjoint.
(i.e) if A  B = 
(i.e) if A and B cannot appear simultaneously in a single trial.

Example: When tossing a coin, getting head and getting tail are mutually exclusive. Because
occurrence of one event excludes the occurrence of the other.

In the above example ii, A and B are mutually exclusive. But B and C are not mutually exclusive.

( )
Note: If events A and B are mutually exclusive, then P A  B = P ( A )

INDEPENDENT EVENTS : Two or more events are said to be independent, if the occurrence of one
does not affect the other.

Note: (Multiplication theorem for independent events) If A and B are independent events then
P ( A  B ) = P ( A)  P ( B )

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Example: A coin is tossed two times. The result of second toss is not affected by the first toss. Here
the events are independent.

Difference between mutually exclusive a mutually independent events: Mutually exclusiveness is


used when the events are taken from the same experiment, where as independence is used when
the events are taken from different experiments.

Note: The event of drawing a card twice out of a pack of 53 cards without replacement is
dependent. Why?

Probability (Classical): If there are n equally likely and exhaustive outcomes and m of them are
m
favourable to an event A , then the probability of the occurrence of A is defined as P ( A) = .
n

n ( A) 1
i. A coin is tossed. What is the probability to get a Head. p ( A) = =
n(S ) 2
n ( A) 3
ii. A die is rolled. What is the probability to get a prime number. p ( A) = =
n(S ) 6

Statistical Approach : If the experiment is repeated at a large number of times under


homogeneous conditions, then the limiting value of the ratio of the number of times the event A
happens to the total number of trials of the experiments as the number of trials increases
Lt m
indefinitely, is called the probability of the occurrence of A . i.e. P ( A) = .
n→ n
AXIOMS OF PROBABILITY :

Let S be the sample space, let  be the class of events and let P be a real valued function defined
on  . Then P is called a probability function and P( A) is called the probability of the event if the
following axioms hold.
(i) For any event A , 0  P( A)  1.
(ii) P( S ) = 1
(iii) If A and B are mutually exclusive events then P ( A  B ) = P ( A ) + P ( B ) .

Note: If A and B are not mutually exclusive events then P ( A  B ) = P ( A ) + P ( B ) − P ( A  B )

THEOREMS ON PROBABILITY :

Theorem 1 : If  is the empty set, P( ) = 0 . Theorem 2 : If A is the complement of an


( )
event A , then P A = 1 − P ( A ) .
.

Theorem 5: (Addition Theorem)


If A and B are any two events, P( A  B) = P( A) + P( B) − P( A  B) .
Corollary: If A, B and C are any three events,
P( A  B  C) = P( A) + P( B) + P(C) − P( A  B) − P( B  C) − P(C  A) + P( A  B  C ) .

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Theorem 6 : If A and B are independent events then (i) A and B are independent
(ii) A and B are independent (iii) A and B are independent

DEMORGAN’S LAW : ( )
(i ) P( A  B ) = P A  P B ( ) ( )
and (ii ) P( A  B ) = P A  P B ( )
DEFINITION : ( CONDITIONAL PROBABILITY )
Let A and B are any two events then, P ( B / A ) is called the conditional probability of occurrence
of B when the event A has already happened and P ( A / B ) is the conditional probability of
happening of A when the event B has already happened.

Example: Let S = (1, 2 ) , (1,3) , (1, 4 ) , (1,5 ) , ( 2,3 ) , ( 2, 4 ) , ( 2,5 ) , ( 3, 4 ) , (3,5 ) , ( 4,5 ) be the sample
space of an experiment. Then n ( S ) = 10

Let A be an event consisting the pairs whose sum is less than 7. Then
A = (1, 2 ) , (1,3) , (1, 4 ) , (1,5 ) , ( 2,3 ) , ( 2, 4 ) . Also n ( A ) = 6

n ( A) 6
Therefore p ( A) = =
n ( S ) 10

Let B be an event consisting the pairs whose sum is even. Then B = (1,3) , (1,5 ) , ( 2, 4 ) , ( 3,5 ) .
Also n ( B ) = 4

n ( B) 4
Therefore p ( B ) = =
n ( S ) 10

Consider the event. That is, it contains the pairs whose sum is less than 7 and even. Then
n ( B  A) 3
B  A = (1,3) , (1,5 ) , ( 2, 4 ) . Also p ( B  A ) = = .
n(S ) 10

Suppose we are to find the probability of B restricted by the condition that A has occurred
p ( B / A) .
It is read as the conditional probability of B given A (or) probability of B conditional upon A .
n ( B  A) 3
Then p ( B / A) = = .
n ( A) 6

n ( B  A)
n(S ) p ( B  A) p ( B  A)
Note: p ( B / A ) = = . i.e. p ( B / A ) =
n ( A) p ( A) p ( A)
n(S )
Note: p ( B / A )  p ( A / B )
Note: p ( B  A ) = p ( A )  p ( B / A ) or p ( A  B) = p ( B) p ( A / B)

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THEOREM 7 : (MULTIPLICATION THEOREM )(for dependent events)
For two events A and B, P ( A  B ) = P ( A )  P ( B / A ) , P ( A )  0 or
P ( A  B) = P ( B)  P ( A / B), P ( B)  0

Let N be the size of the sample space and nA be the favourable events for A and nB be the number
of events favourable to B and let nAB be the number of favourable events for the compound event
A B .

nA nB nAB
Then the unconditional probabilities are, P ( A) = , P ( B) = , P ( A  B) = .
N N N

Now the conditional probability P ( A / B ) refer to the sample space of nB occurrences, out of which
nAB occurrences associate to occurrence of A i.e. when B has already happened.

nAB nAB
 P ( A / B) = . Similarly P ( B / A) =
nB nA

nAB nAB
But P ( A  B ) = Also P ( A  B ) =
N N
nAB nA nAB nB
=  = 
nA N nB N
= P ( B / A)  P ( A) = P( A / B)  P ( B)
P ( A  B) P ( A  B)
P ( B / A) = P( A / B) =
P ( A) P ( B)

Hence the conditional probabilities, P ( A / B ) and P ( B / A ) are defined iff P ( B )  0 & P ( A )  0


Another Example:
Suppose there are two urns I and II. It contains 4
red balls and 3 green balls in Urn I and 4 red balls
and 5 green balls in Urn II. Our experiment is first
to pick up an urn at random, then to draw a ball
from it.

1 1
Since the urn is chosen at random, we have P ( I ) = , P ( II ) = .
2 2
Now we consider all the conditional probabilities.
4 3 4 5
P(R / I ) = and P (G / I ) = and P ( R / II ) = and P ( G / II ) =
7 7 9 9
By multiplication theorem,
1 4 4 1 3 3
P ( I  R) = P ( I ) P ( R / I ) =  = and P ( I  G ) = P ( I )  P (G / I ) =  =
2 7 14 2 7 14
1 4 4 1 5 5
P ( II  R ) = P ( II )  P ( R / II ) =  = and P ( II  G ) = P ( II )  P ( G / II ) =  =
2 9 18 2 9 18

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Let R be the event of a red ball is drawn. Then the probability of red ball drawn is
4 4 32
P ( R ) = P ( I  R ) + P ( II  R ) = + =
14 18 63

Example 1 : If P ( A ) = 0.35 , P ( B ) = 0.75 and Example 2 : If A and B are two mutually


exclusive events, why the following
(
P ( A  B ) = 0.15 , find P A  B . ) assignment of probabilities is not
( )
permissible. P ( A ) = 0.3 , P A  B = 0.7 .
( )
P A  B = P( A  B ) , By De Morgan’s theorem
= 1− P ( A  B) We know that if events A and B are mutually
= 1 − 0.15 ( )
exclusive, then P A  B = P ( A ) .
= 0.85 But here they are not equal.
.

Example 3: If P ( A  B ) = 0.8, P ( A  B ) = 0.4 Example 4: If P ( A ) = 0.4, P ( B ) = 0.6 and

( )
and P B = 0.5 determine P ( A ) and P ( B ) . (
P ( A  B ) = 0.2 determine P A  B . )
( )
P ( B ) = 1 − P B = 1 − 0.5 = 0.5 We know that
( )
P A  B = P ( A) − P ( A  B )
P( A  B) = P( A) + P( B) − P( A  B) = 0.4 − 0.2
P( A) = P( A  B) + P( A  B) − P( B) = 0.2
P( A) = 0.4 + 0.8 − 0.5
= 0.7

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Example 5 : If two dice are tossed simultaneously what is the probability of getting 4 as the sum
of the resultant faces?

 (1,1), (1, 2), (1,3), ...., (1,6), 


(2,1), (2, 2), (2,3), ...., (2,6), 
 
Sample space S =  (3,1), (3, 2), (3,3), ...., (3,6), 
 : : : ...., : 
 
(6,1), (6, 2), (6,3), ...., (6,6) 

Let A be the Event of getting 4 as the sum. Then A = (1,3), (3,1), (2, 2)
Therefore probability of getting 4 as the sum of the resultant faces is
n( A) 3
P( A) = = .
n( S ) 36
Example 6: What is the probability of getting at least one head when two coins are tossed?

Sample space S =  HH , TT , TH , HT 
Let A be the event of getting at least one head . Then A =  HH , TH , HT 
n( A) 3
 Probability of getting at least one head is P( A) = =
n( S ) 4

Example 7: If 4 balls are drawn at random from a bag containing 7 white and 6 black balls what is
the probability that 3 are white?

Total number of balls is 7 + 6 = 13


Total number of ways of getting 4 balls = 13C 4
Total number of ways of getting 3 white balls = 7C3
Total number of ways of getting 1 black ball = 6C1

Let A be the event of getting 4 balls in which 3 is white and one is black ball.
The number of ways of selecting 4 balls (3W+1B) = 7C3  6C1

n( A) 7C 3  6C1 42
 Probability of getting 3 white balls while taking 4 balls P( A) = = =
n( S ) 13C 4 143

Example 7: Two dice are thrown. What is the probability that the sum is (a) greater than 9
(b) neither 8 nor 11

Let S denotes the sample space when two dice are thrown. Then n(S ) = 36
(a) Let A be the event of getting the sum of faces greater than 9. i.e. sum = 10 or 11 or 12.

Let A1 be the event of getting the sum of faces =10, which is possible if A1 = (4,6), (6, 4), (5,5) .
3
Therefore P ( A1 ) =
36

Let A2 be the event of getting the sum of faces =11, which is possible if A2 = (5,6), (6,5) .
2
Therefore P ( A2 ) =
36

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Let A3 be the event of getting the sum of faces =12, which is possible if A3 = (6,6) .
1
Therefore P ( A3 ) =
36
By addition theorem, P( A) = P ( A1 ) + P ( A2 ) + P ( A3 )
3 2 1
= + +
36 36 36
1
=
6
(b) Let A be the event of getting the sum of faces is neither 8 nor 11.

Let B be the event of getting sum of two dice value is 8 and hence
5
B = (2,6), (6, 2), (3,5), (5,3), (4, 4) . Also P( B) =
36

Let C be the event of getting sum of two dice value is 11 and hence C = (5,6), (6,5) . Also
2
P(C ) =
36

The required probability P( A) = P B  C ( )


= P( B  C )
= 1− P ( B  C )
= 1 −  P ( B ) + P ( C )  , ( B, C are m.e.)
5 2
= 1−  + 
 36 36 
29
=
36

Example 8 : A problem of statistics is given to three students A, B and C whose chances of solving
1 1 1
it are , , respectively. What is the probability that
2 3 4
i) no one will solve the problem
ii) only one will solve the problem
iii) at least one will solve the problem ( or ) the problem will be solved?

Let A be the event of solving the problem by Let A be the event of not solving the problem

( )
1
the student A . Given that P ( A) = . by the student A . Therefore P A = .
1
2 2

Let B be the event of solving the problem by Let B be the event of not solving the problem
1
the student B . Given that P ( B ) = .
3 by the student B . Therefore P B = .
2
3
( )
Let C be the event of solving the problem by
1
the student C . Given that P ( C ) = .
4

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Let C be the event of not solving the problem
Here the events A, B and C are independent.
by the student C . Therefore P C = .
3
4
( )
Here the events A, B and C are independent.

(
(i) probability that no one will solve the problem is = P A  B  C )
= P ( A)  P ( B )  P ( C )
1 2 3
=  
2 3 4
1
=
4

(ii) probability that only one will solve the problem


( ) (
= P A B C + P A B C + P A B C ) ( )
= P ( A)  P ( B )  P ( C ) + P ( A)  P ( B )  P (C ) + P ( A )  P ( B )  P (C )
1 2 3 1 1 3 1 2 1
=   +   +  
2 3 4 2 3 4 2 3 4
11
=
24

(iii) probability that at least one will solve the problem(the problem will be solved)

= 1 − probability that no one will solve the problem


1
= 1−
4
3
=
4

Example 9 : A and B throw alternately a pair of dice. A wins if he throws 6 before B throws 7
and B wins if he throws 7 before A throws 6. If A throws first what is his chance of winning?

Let S denotes the sample space when two dice are thrown. Then n(S ) = 36

Let A be the event of getting sum 6 (i.e. A wins)


5
Sample space for the event A = (1,5), (5,1), (2, 4), (4, 2), (3,3) . Therefore P( A) =
36
Let A be the event of not getting sum 6 (i.e. A fails)
5 31
Therefore P( A) = 1 − =
36 36

Let B be the event of getting sum 7 (i.e. B wins)


Sample space for the event B = (2,5), (5, 2), (3, 4), (4,3), (6,1), (1,6) .
6 1
Therefore P( B) = =
36 6
Let B be the event of not getting sum 7 (i.e. B fails)

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1 5
Therefore P( B) = 1 − =
6 6

Now A throw first. The possibilities of his winning are as follows:


Events Probability
A wins P( A)
or
A fails, B fails and A wins P A B  A ( )
or
A fails, B fails, A fails, B fails and A wins P A B  A B  A ( )
and so on

( ) (
 probability for A ’s win = P( A) + P A  B  A + P A  B  A  B  A + ....... )
= P( A) + P ( A )  P ( B )  P ( A ) + P ( A )  P ( B )  P ( A )  P ( B )  P ( A ) + ....

= P ( A) 1 + ( P ( A )  P ( B ) ) + ( P ( A )  P ( B ) ) + ....
2

 

( ( ) ( ))
−1
= P ( A ) 1 − P A  P B 
 
−1
5   31 5  
= 1 −    
36   36 6  
30
=
61

Example 9 : A student takes his examination in four subjects A, B, C and D . He estimates his
4 3 5 2
chance of passing the subjects is , , and respectively. To qualify he must pass in A and
5 4 6 3
at least in two other subjects. What is the probability that he qualifies?

Let E1, E2 , E3 , E4 be the event of passing in Let E1 , E2 , E3 , E4 be the event of not passing
the subjects A, B, C and D respectively. in the subjects A, B, C and D respectively.

Given that Therefore


( ) ( ) ( ) ( )
4 3 5 2
P ( E1 ) = , P ( E2 ) = , P ( E3 ) = , P ( E4 ) = 1 1 1
P E1 = , P E2 = , P E3 = , P E4 =
1
5 4 6 3 5 4 6 3

Given that to qualify, he must pass in the subject A and at least in two other subjects.
 For this the mutually exclusive possibilities are
{Pass in A, B, C and fail in D } or {Pass in A, B, D and fail in C } or {Pass in A, D, C and fail in
B } or {Pass in A, B, C and D }

Required probability
( ) (
= P ( E1  E2  E3  E4 ) + P E1  E2  E3  E4 + P E1  E2  E3  E4 + P E1  E2  E3  E4 ) ( )
( ) ( )
= P ( E1 )  P ( E2 )  P ( E3 )  P ( E4 ) + P ( E1 )  P ( E2 )  P ( E3 )  P E4 + P ( E1 )  P ( E2 )  P E3  P ( E4 )

( )
+ P ( E1 )  P E2  P ( E3 )  P ( E4 )

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4 3 5 2 4 3 5 1 4 3 1 2 4 1 5 2 61
=    +    +    +    =
5 4 6 3 5 4 6 3 5 4 6 3 5 4 6 3 90

Example 10 : A coin is biased so that a head is twice as likely to occur as a tail. If the coin is tossed
three times what is the probability of getting exactly two tails?

Let H , T be the event of getting head and tail respectively.


Given that the coin is biased so that a head is twice as likely to occur as a tail.
2 1
 P( H ) = and P(T ) =
3 3

The chances of getting exactly two tails = TTH or THT or HTT  , which are all mutually exclusive.
Now required probability = P (T  T  H ) + P ( H  T  T ) + P (T  H  T )
= P ( T )  P ( T )  P ( H ) + P ( H )  P ( T )  P ( T ) + P ( T )  P ( H )  P (T )
= 3  P (T )  P (T )  P ( H )
1 1 2
= 3  
3 3 3
2
=
9

Example 10 : Let an urn contains 4 tickets numbered 1 , 2 , 3 , 4 and another urn contains 6 tickets
numbered 2 , 4 , 6 , 7 , 8 , 9 . If one of the two urns is chosen at random and a ticket is drawn at
random from the chosen urn, find the probabilities that the ticket drawn bears the number (i) 2 or
4 (ii) 3.

Given that one of the two urns is chosen at random and a ticket is drawn at random from the chosen
urn.
There are two mutually exclusive possibilities for this. They are
I : First urn is chosen and the ticket is drawn.
II: second urn is chosen and the ticket is drawn.

Let U1 and U 2 be the event of selecting urn I and II respectively.


1 1
Then P (U1 ) = and P (U 2 ) =
2 2
(i) Let A be the event of selecting the ticket with number 2.
Then P ( A / U1 ) and P P ( A / U 2 ) are the event of getting the ticket with number 2 after selecting the
urn I and II respectively.

1 1
Then P ( A / U1 ) = and P ( A / U 2 ) =
4 6
 Probability of getting the ticket with number 2 = P ( A )
= P (U1 )  P ( A / U1 ) + P (U 2 )  P ( A / U 2 )
1 1 1 1
=  + 
2 4 2 6
5
=
24

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Similarly, let B be the event of selecting the ticket with number 4.

Now A  B is the event of getting the ticket with number 2 or 4


Then P ( A  B ) = P ( A ) + P ( B ) , { Since A and B are mutually exclusive events }
5 5
= +
24 24
5
=
12

(ii) Let C be the event of getting the ticket with number 3

Then P ( C / U1 ) and P P ( C / U 2 ) are the event of getting the ticket with number 3 after selecting the
urn I and II respectively.

1 0
Then P ( C / U1 ) = and P ( C / U 2 ) = = 0
4 6

 Probability of getting the ticket with number 3 = P ( C )


= P (U1 )  P ( C / U1 ) + P (U 2 )  P ( C / U 2 )

1 1 1
=  + 0
2 4 2
1
=
8
Example 8 : There are 4 boys and 2 girls in a room I and 5 boys and 3 girls in room II. A girl from
one of the rooms laughed loudly. What is the probability that the girl who laughed was from II.

1
Let E1 = The event of the girl laughed from room I. Therefore P ( E1 ) =
2
1
E2 = The event of the girl laughed from room II. Therefore P ( E2 ) =
2

Let A be the event that a girl laughed.


2
Probability that the girl selected belongs to room I is P ( A / E1 ) =
6
3
Probability that the girl selected belongs to room II is P ( A / E2 ) =
8

P ( E2 ) P ( A / E2 )
Probability that the girl who laughed was from II is P ( E2 / A) =
P ( E1 ) P ( A / E1 ) + P ( E2 ) P ( A / E2 )

1 3
2 8 9
= =
1 1 1 3 17
+
2 3 2 8

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Alternative Method:

Event Probability Tree Diagram

P ( E1  A) = P ( E1 )  P ( A / E1 )
E1  A 1 1 1
=  =
2 3 6

P ( E2  A) = P ( E2 )  P ( A / E2 )
E2  A 1 3 3
=  =
2 8 16

Total = P ( E1  A ) + P ( E2  A )

P ( A) = P ( E1  A) + P ( E2  A)
1 3 17
= + =
6 16 48

P ( E2  A )
P ( E2 / A ) =
P ( A)
3
9
= 16 =
17 17
48

Example 9: A factory has two machines M1 and M2. Past records show that machine M1 produces
30% of the total out put and machine M2 the remaining 70%. Machine M1 produces 5% defective
articles and machine M2 produces 1% defective items. An item is drawn at random and found to
be defective. What is the probability that it was produced (i) by machine M1 (ii) by machine M2?

Let E1 and E2 be the event of productions by machine M1 and machine M2 respectively.

Given that P ( E1 ) = 30% = 0.3 , P ( E2 ) = 70% = 0.7

Let A be the event of selecting defective item. Also given that

P ( A / E1 ) = 0.05 , P ( A / E2 ) = 0.01

(i) Probability of selecting defective item which was produced by machine M1.

P ( E1 )  P ( A / E1 )
P ( E1 / A) =
P ( E1 )  P ( A / E1 ) + P ( E2 )  P ( A / E2 )

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=
( 0.3 ) ( 0.05 )
( 0.3 ) ( 0.05 ) + ( 0.7 ) ( 0.01 )
= 0.6818

(ii) Probability of selecting defective item which was produced by machine M2.

P ( E2 )  P ( A / E2 )
P ( E2 / A) =
P ( E1 )  P ( A / E1 ) + P ( E2 )  P ( A / E2 )

=
( 0.7 ) ( 0.01 )
( 0.3 ) ( 0.05 ) + ( 0.7 ) ( 0.01 )
= 0.318

Alternate Method

Event Probability Tree Diagram

P ( E1  A) = P ( E1 )  P ( A / E1 )
E1  A 30 5 150
=  =
100 100 10000

P ( E2  A) = P ( E2 )  P ( A / E2 )
E2  A 70 1 70
=  =
100 100 10000

Total = P ( E1  A ) + P ( E2  A )

P ( A) = P ( E1  A) + P ( E2  A)
150 70 22
= + =
10000 10000 1000

P ( E2  A )
P ( A / E2 ) =
P ( A)
70
7
= 10000 = = 0.318
22 22
1000

Example 9 : Customers are used to evaluate preliminary product designs. In the past, 95% of
highly successful products received good reviews, 60% of moderately successful products received
good reviews and 10% of poor products received good reviews. In addition 40% of products have
been highly successful, 35% have been moderately successful and 25% have been poor products.

a. What is the probability that a product attains a good review?

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b. If a new design attains a good review, what is the probability that it will be a highly successful
product?

c. If a product does not attain a good review, what is the probability that it will be a highly successful
product?

P(Good Review) = P ( GR / HS ) P ( HS ) + P ( GR / MS ) P ( MS ) + P ( GR / PO ) P ( PO )
95 40 35 60 25 10
= + +
100 100 100 100 100 100

= 0.615

95 40
P ( GR / HS ) P ( HS ) 100 100
P ( HS / GR ) = = = 0.618
P ( GR ) 0.615

5 40
P ( NGR / HS ) P ( HS ) 100 100
P ( HS / NGR ) = = = 0.0519
P ( NGR ) 1 − 0.615

Example 10 : A husband and wife appear an interview for two vacancies in the same post. The
1 1
probability of husband’s selection is and the wife is . What is the probability that
7 5
(i) both of them will be selected.
(ii) only one of them will be selected.
(iii) none of them will be selected.

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Let H and W be the event of selecting the husband and wife respectively.
1 1
 P(H ) = and P (W ) =
7 5

Let H and W be the event of not selecting the husband and wife respectively.

( )
 P H =
6
7
( )
and P W =
4
5
(i) Let H W be the event of selecting both husband and wife

P ( H  W ) = P ( H )  P (W ) { Since H and W are independent events }

1 1
= .
7 5
1
=
35
ii) Let A be the event of selecting only one (either husband or wife)

A = H W or H W which are mutually exclusive events

( ) (
 P ( A) = P H  W + P H  W )
( ) ( )
= P ( H )  P W + P H  P (W ) { Since H and W are independent events }

1 4 6 1
= . + .
7 5 7 5
2
=
7
(iii) Let B be the event of selecting none of them. i.e. B = H W

(
 P ( B ) = P H W )
= P ( H )  P (W )
6 4
= 
7 5
24
=
35
2
Example 10 : Probability that a student passes in statistics examination is and the probability
3
5
that the student will not pass in mathematics examination is . The probability that a student will
9
4
pass in at least one of the examination is . Find the probability that the student will pass in both
5
examinations.

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Let S and M be the event of passing in statistics and mathematics exam respectively and S and
M are the event of not passing in statistics and mathematics exam respectively.
2
Given that P ( S ) = , P M =
3
5
9
( )
Therefore P(M) = 1 − P M = 1 − = ( )
5 4
9 9
4
S  M = event of passing in at least one exam and also given that P( S  M) =
5
S  M = event of passing in both exams
Probability of passing in both exams = P ( S  M )
= P ( S ) + P ( M ) − P ( S  M ) { By addition theorem }
4 2 4
= + −
9 3 5
14
=
45

Example 11 : The following table gives a distribution of income of 1,200 employees:

Income 12-14 14-16 16-18 18-20 20-22 22-24 24-26 26-28 28-30
(in 000’)
No. of 8 116 468 210 152 112 78 39 17
workers

An individual is selected at random from the above group. What is the probability that his income
is (i) under Rs.18,000 (ii) above Rs.22,000 (iii) between Rs.18,000 and Rs.22,000.

(i) There are 8+116+468=592 employees having income below Rs.18,000/- out of 1200 employees
592
 P ( A) = = 0.493
1200

(ii) There are 112+78+39+17=246 employees having income above Rs.22,000/- out of 1200
employees
246
 P ( B) = = 0.205
1200

(iii) There are 210+152=362 employees having income between Rs.18,000/- and Rs.22,000/- out
of 1200 employees
362
 P (C ) = = 0.302
1200

BAYE’S THEORM: Let E1 , E2 ,....., En be n mutually disjoint events with P ( Ei )  0 for all i , and
n
for any event A which is a subset of Ei such that P ( A)  0 , then
i=1

P ( Ei )  P ( A / Ei )
P ( Ei / A) = n
.
 P(E ) P( A/ E )
i =1
i i

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Example 1: A company producing electric relays has three manufacturing plants
producing 50, 30 and 20 percent respectively of its product. Suppose that the probabilities
that a relay manufactured by these plants is defective are 0.02, 0.05 and 0.01 respectively.
If a relay selected at random is found to be defective, what is the probability that it was
manufactured by plant 2?.

Let E1, E2 and E3 be the event of selecting the electric relay which was manufactured by Plant1,
Plant2 and Plant3 respectively.

Given that P ( E1 ) = 50% = 0.5 , P ( E2 ) = 30% = 0.3 , P ( E3 ) = 20% = 0.2

Let A be the event of selecting defective electric relay. Also given that

P ( A / E1 ) = 0.02 , P ( A / E2 ) = 0.05 , P ( A / E3 ) = 0.01

Required probability = Probability of selecting defective relay which was manufactured by Plant2.

P ( E2 )  P ( A / E2 )
P ( E2 / A) =
P ( E1 )  P ( A / E1 ) + P ( E2 )  P ( A / E2 ) + P ( E3 )  P ( A / E3 )

=
( 0.35 ) ( 0.04 )
( 0.25 ) ( 0.05 ) + ( 0.35 ) ( 0.04 ) + ( 0 .04 ) ( 0.02 )
= 0.5128

Example 2: Suppose that coloured balls are distributed in three indistinguishable boxes as
follows:
Box 1 Box 2 Box 3
Red 2 4 3
White 3 1 4
Blue 5 3 5
A box is selected at random from which a ball is selected at random and it is observed to be red.
What is the probability that the box 3 was selected?

Let E1, E2 and E3 be the events of selecting the boxes A, B and C respectively.

1 1 1
 P ( E1 ) = , P ( E2 ) = , P ( E3 ) =
3 3 3
Now let A be the event of selecting the red ball.
2 1 4 1 3 1
Then P ( A / E1 ) = = , P ( A / E2 ) = = , P ( A / E3 ) = =
10 5 8 2 12 4

Required probability = Probability of selecting the red ball which came from box 3

P ( E3 )  P ( A / E3 )
P ( E3 / A) =
P ( E1 )  P ( A / E1 ) + P ( E2 )  P ( A / E2 ) + P ( E3 )  P ( A / E3 )

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1 1
  
= 3  4
1 1 1 1 1 1
    +     +    
 3  5  3  2  3  4

5
=
19

Example 3: Three machines A, B and C are producing 20,000, 40,000 and 60,000 bolts per shift.
They are known to produce 4% , 3% and 2% defective bolts respectively. If a bolt is chosen at
random from bolts produced in a shift and was found to be defective . What is the probability that
it was produced by B ?

Let E1, E2 and E3 be the event of selecting the bolts which was manufactured by A, B and C
respectively.
20.000 1 40.000 1 60.000 1
 P ( E1 ) = = , P ( E2 ) = = , P ( E3 ) = =
1, 20,000 6 1, 20,000 3 1, 20,000 2

Let A be the event of selecting the defective bolt.


4 3 2
P ( A / E1 ) = 4% = , P ( A / E2 ) = 3% = , P ( A / E3 ) = 2% =
100 100 100

Required probability = Probability of getting defective bolt which was produced by B .

P ( E2 )  P ( A / E2 )
P ( E2 / A) =
P ( E1 )  P ( A / E1 ) + P ( E2 )  P ( A / E2 ) + P ( E3 )  P ( A / E3 )
1 3
×
= 3 100
1 4 1 3 1 2
× + × + ×
6 100 3 100 2 100

3
=
8

Example 4: A has a scooter and a car. About three fourths of the time he uses the scooter and uses
the car otherwise. When he uses the scooter he comes to the office on time about 75% of the time
. If he uses the car he gets to his office on time about 60% of the time. On a given, day he was late
to the office. What is the probability that he came to the office by scooter.

Let E1, E2 be the events of using the scooter and car to come to the office respectively.
3 1
Given that P ( E1 ) = , P ( E2 ) = .
4 4

Let A be the event of coming to the office by late.

When he uses the scooter he comes to the office on time about 75% of the time. If he uses the car
he gets to his office on time about 60% of the time.

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Hence, when he uses the scooter he comes to the office by late about 25% of the time. If he uses the
car he gets to his office by late about 40% of the time.

25 1 40 2
 P ( A / E1 ) = 25% = = , P ( A / E2 ) = 40% = =
100 4 100 5

Required probability = Probability of coming to the office by late when he came to the office by
scooter.

P ( E1 )  P ( A / E1 )
P ( E1 / A) =
P ( E1 )  P ( A / E1 ) + P ( E2 )  P ( A / E2 )

3 1 
 
4 4 
=
31 1 2
 +  
4 4 4 5

15
=
23

Random Variable

Let S be the sample space of an experiment. A random variable X is a real valued function defined
on S . i.e. for each s  S there is a real number X (s ) = p .

Example: Suppose a coin is tossed twice. The sample space is S =  HH , TT , TH , HT  . Let X


denote the ‘number of heads’ appeared. Then X is a random variable with values X ( HH ) = 2 ,
X (TH ) = X ( HT ) = 1 , X (TT ) = 0 . Therefore the values of X are 0, 1, 2.

Note: A random variable X is said to be ‘Discrete’ if it takes a finite number of values or countably
infinite number of values. The above example is discrete.

Probability Mass Function or Probability Function: Let X be a discrete random variable which
takes the values x1 , x2 , x3 ,.....xn . Let PX = x1  = p1 be the probability of x1 . Then the function p is
n
called the probability mass function if p(xi )  0 for all i and  p(x ) = 1.
i
i =1
Note: The probability distribution (i.e the values of X and its probability) is usually displayed in
the form of a table.
X x1 x2 x3 ..... xn
P( X = x1 ) P( X = x2 ) P( X = x2 ) P( X = xn )
P ( X = x) p(x1 ) p( x 2 ) p ( x3 ) ..... p(xn )
p1 p2 p3 pn

Note: PX  x3  = x1 + x2 + x3 , PX  x3  = x1 + x2.

PX  x3  = x3 + x4 + x5 + ....... + xn = 1 − PX  x3  PX  x3  = x4 + x5 + ....... + xn = 1 − PX  x3 

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Cumulative Distribution Function F (xi ) = P( X  xi ) and P( X = xi ) = F (xi ) − F (xi −1 ) with
F (− ) = 0, F () = 1

Example 1: Let X be the random variable which denotes the number of heads
In three tosses of a fair coin. Determine the probability mass function of X .

Sample space when tossing coins three times is


HHH , THH , HTH , HT , HHT , TTH , HTT , TTT 

Let X denotes the random, variable of getting heads

X 0 1 2 3
P ( X = x) 1/8 3/8 3/8 1/8

Example 2: Let the random variable X denotes the sum obtained ‘ m ’ when rolling a
pair of fair dice. Determine the probability mass function of X .

Let the random variable X represents the sum of numbers on them when two dice are
thrown.
Possible ( x, y) Sum X = x + y P ( X = x)
(1,1) 2 1/36
(1,2),(2,1) 3 2/36
(1,3),(2,2),(3,1) 4 3/36
(1,4),(2,3), (3,2),(4,1) 5 4/36
(1,5),(2,4)(3,3),(4,2) (5,1) 6 5/36
(1,6),(2,5)(3,4),(4,3)(5,2),(6,1) 7 6/36
(2,6),(3,5)(4,4),(5,3) (6,2) 8 5/36
(3,6),(4,5)(5,4),(6,3) 9 4/36
(4,6),(5,5) (6,4) 10 3/36
(5,6),(6,5) 11 2/36
(6,6) 12 1/36

Example 3: Evaluate the Mean of a random variable X if its probability distribution is as


follows:
X −2 −1 0 1 2
P ( X = x) a a 2a a a

Mean E ( X ) =  x p( x ) = − 2a − a + 0(2a ) + a + 2a = 0

Example 4: If a random variable X takes the values 1, 2, 3, 4, such that


2 P ( X = 1) = 3P ( X = 2 ) = P ( X = 3) = 5P ( X = 4 ) . Find the probability distribution
of X .

Let P ( X = 3) = k .

k k k
Then from the given data, we get P ( X = 1) = , P ( X = 2) = , P ( X = 4) = .
2 3 5

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We Know that P ( X = 1) + P ( X = 2 ) + P ( X = 3) + P ( X = 4 ) = 1

k k k
+ + k + =1
2 3 5
61k
=1
30
30
k=
61
Required probability distribution is

X=x 1 2 3 4
15 10 30 6
P(X = x)
61 61 61 61

Example 5: If the range of X is the set {0,1,2,3,4} and P ( X = x ) = 0.2 , determine


the mean and variance of the random variable.

We tabulate the values of X and its probabilities.

X 0 1 2 3 4

P ( x) 0.2 0.2 0.2 0.2 0.2

x  P ( x) 0 0.2 0.4 0.6 0.8

x2  P ( x ) 0 0.2 0.8 1.8 3.2

4
We know that Mean E ( X ) =  x P(x) = 0 + 0.2 + 0.4 + 0.6 + 0.8 = 2
0

E ( X 2 ) =  x 2 P( x) = 0 + 0.2 + 0.8 + 1.8 + 3.2 = 6


4

Var ( X ) = E ( X 2 ) −  E ( X )  = 6 − (2) 2 = 2
2

Example 6: A random variable X has the following probability function:

X =x 0 1 2 3 4 5 6 7
P ( x) 0 k 2k 2k 3k k2 2k 2 7k 2 + k

i. Find k ii. Evaluate P ( X  6 ) , P ( X  6 ) , P ( 0  X  5 )


iii. Find the distribution function of X
iv. Find the least value of ‘a’ such that P ( X  a )  0.5 .

We know that  P(x ) = 1


10k 2 + 9k = 1

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10k 2 + 9k − 1 = 0
1
k = −1 or k =
10
1
But P ( x ) cannot be negative. Hence k = −1 is neglected. Hence k =
10

P( X  6) = P(0) + P(1) + ....... + P(5) = 8k + k 2 =


8 1 81
i. + =
10 100 100
P( X  6) = P(6) + P(7 ) = 9k 2 + k =
9 1 19
+ =
100 10 100
or P( X  6) = 1 − P( X  6) = 1 −
81 19
=
100 100
P(0  X  5) = P(1) + ....... + P(4) = 8k =
8
10

ii. F (0) = P( X  0) = P(0) = 0


F (1) = P( X  1) = P(0) + P(1) = k =
1
10
F (2) = P( X  2) = P(0) + P(1) + P(2) = 3k =
3
10
F (3) = P( X  3) = P(0) + ..... + P(3) = 5k =
5
10
F (4) = P( X  4) = P(0) + ..... + P(4) = 8k =
8
10
F (5) = P( X  5) = P(0) + ..... + P(5) = 8k + k 2 =
8 1 81
+ =
10 100 100
F (6) = P( X  6) = P(0) + ..... + P(6) = 8k + 3k 2 =
8 3 83
+ =
10 100 100
F (7 ) = P( X  7 ) = P(0) + ..... + P(7 ) = 9k + 10k 2 =
9 10 100
+ = =1
10 100 100

3
iii. P ( X  2 ) = P ( 0 ) + P (1) + P ( 2 ) = 3k =
10
P( X  3) = P(0) + .... + P(3) = 5k =
5 1
=
10 2
P( X  4) = P(0) + .... + P(4) = 8k =
8 1
 and hence a = 4
10 2

1
Example 7: If P ( X = x ) = , x = 1, 2, 3,....... is the pdf of a random variable X , then find
2x
P ( X = even ) , P ( X = odd ) , P ( X = divisible by 3) .

P  X = even  = P  X = 2 + P  X = 4 + P  X = 6 + ..........
1 1 1
= + + + .........
2 2 2 4 26

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1  1 1
2
 1
3

= +
  2
1 +  2 +  2  + .........
22   2  2  2  
−1
1  1
= 2 1 − 22 
2
1
=
3

PX = odd  =1 − PX = even = 1 −


1 2
=
3 3

P  X = dicisible by 3 = P  X = 3 + P  X = 6 + P  X = 9 + ..........
1 1 1
= + + + .........
23 2 6 29
1 1 1
= 3+ + + .........
2 ( 2 ) ( 23 ) 3
3 2

 
1  1 1
= 3 1+ 3 + + ........
2  ( 2 ) ( 23 ) 2 
 
−1
1  1
= 3 1 − 3 
2  2 
1
=
7
Example 8: Suppose a player plays the following game. A fair die is tossed. If 1 or 2 occurs, he
losses Rs. 30; if 3 or 4 or 5 occurs, he gains Rs. 50; If 6 occurs, he gains Rs. 90. If there is an entry
charge, what is the amount he will be willing to bet if the game is to be to his advantage in the long
run?

1
In the experiment of tossing the fair die, P(1) = P(2) = P(3) = P(4) = P(5) = P(6) = .
6
Let X represents the amount gains by the player i.e. X = −30, 50, 90.
If 1 or 2 occurs, the player If 3 or 4 or 5 occurs, the player If 6 occurs , he gains Rs. 90.
losses Rs.30. Therefore gains Rs. 50. Therefore Therefore

P( X = −30) = P(1) + P(2) P( X = 30) = P(1) + P(2) + P(5) P( X = 90) = P(6)


1 1 1 1 1 1
= + = + + =
6 6 6 6 6 6
1 1
= =
3 2

Hence the probability distribution is


X - 30 50 90
P ( X = x) 2 3 1
6 6 6

Expected gain of the player = E ( X )

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=  xP ( X = x )
x

2 3 1


= ( -30 )   +50   +90  
6 6 6
= 30

He should be willing to bet at most Rs. 30 per play.

Example 8: A box contains 5 red balls and 5 green balls. Balls are drawn one by one without
replacement until a green ball is drawn. Let X denote the number of the draw in which the first
green ball is drawn. Find the probability distribution of X and its expectation.

Given that the box contains 5 red balls and 5 green balls.
Now the balls are drawn one by one without replacement until a green ball is drawn.
It may be done in any of the following way.
( 1 ) The green ball is drawn in first time.
( 2 ) The red ball is drawn in first time and then the green ball is drawn.
( 3 ) The red balls are drawn in first two times and then the green ball is drawn.
( 4 ) The red balls are drawn in first three times and then the green ball is drawn.
( 5 ) The red balls are drawn in first four times and then the green ball is drawn.
( 6 ) The red balls are drawn in first five times and then the green ball is drawn.

Let X denote the number of the draw in which the first green ball is drawn.
Hence X = 1 , 2 , 3 , 4 , 5 , 6.
5C1 5 1 5C1 4C1 5C1 5 4 5 5
Now P ( X = 1) = = = P ( X = 3) =   =   =
10C1 10 2 10C1 9C1 8C1 10 9 5 36

5C1 5C1 5 5 5 5C1 4C1 3C1 5C1 5 4 3 5 5


P ( X = 2) =  =  = P ( X = 4) =    =    =
10C1 9C1 10 9 18 10C1 9C1 8C1 7C1 10 9 8 7 84

5 1
Similarly, P ( X = 5 ) = , P ( X = 6) =
252 252

Hence the probability distribution of X is


X 1 2 3 4 5 6
P ( X = x) 1 5 5 5 5 1
2 18 36 84 252 252

Expected number of drawn = E ( X )


=  xP ( X = x )
x

1 5 5 5 5 1
= 1 + 2  + 3  + 4  + 5  + 6
2 18 36 84 252 252
2610
=
1260
2

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Continuous Random Variable

A random variable X is said to be ‘continuous’ if it takes all values in an interval.

Probability Density Function or Probability Function: Let X be a random variable which takes
all values in an interval (a  X  b) . Then the function f ( x ) is called the probability density

function of X if f (x )  0 for all x and  f (x ) dx = 1.
−

x
Cumulative Distribution Function F (x ) = P( X  x ) =  f (x ) dx with F (− ) = 0, F () = 1
−

Also dx F (x ) = f ( x )
d
Note: CDF must be evaluated in each interval from –  to .

Properties of CDF F ( x ) .

If F ( x ) is a distribution function of a random variable X and if a  b , then,


P ( a  X  b ) = F (b ) − F ( a ) .

If F ( x ) is the distribution function of a random variable X , then 0  F ( x )  1 and


F ( x )  F ( x ) if x  y .

Binomial Distribution
A random variable X is said to follow binomial distribution if its probability mass function is
PX = x  = nc x p x q n − x , x = 0 ,1,2 ,...n where p + q = 1. It is denoted as X  B(n, p ) i.e., n, p are

the parameters.
• It gives probability of x success in n trials.
• If the trial is repeated for N times, then the required probability is N  P( x) .

• If X  B(n1 , p ) and Y  B(n2 , p ) then X + Y  B(n1 + n2 , p ) .

Assumptions Characteristics Applications


Each trial has two mutually Mean np is always greater To find the probability of
exclusive outcomes(success than its variance npq . getting x success in n
or failure) independent Bernoulli
Binomial distribution tends trials.
Each trial has constant
probability of success or to Poisson distribution if n
is very large and p is small. Used for finding control
failure limits in statistical quality
The n trials are control.
independent

Example 1. A random variable X follows Binomial distribution with mean 2, variance 4.


Give your comment on this.

Since X follows Binomial distribution, mean = np and variance = npq .

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Given np = 2 and npq = 4

npq 4
Therefore = this implies q = 2 > 1. This is not possible. Hence given data are wrong.
np 2

Example 2. For a Binomial distribution of mean 4 and variance 2, find the probability of
getting i. at least 2 successes ii. utmost 2 successes iii. P ( 5  X  8 )
Since X follows Binomial distribution, mean = np and variance = npq .

Given np = 4 and npq = 2

npq 2
Therefore = = 0.5 this implies q = 0.5 and hence p =1 − q = 0.5
np 4

But np = 2 gives n(0.5) = 2 i.e. n = 4

The p.m. f of binomial distribution is P  X = x  = nC x p x q n− x , x = 0, 1, 2, 3, 4

P  X = x = 4 c ( 0.5) x ( 0.5)
4− x
x , x = 0,1, 2,3, 4

i. Probability of getting at least 2 success

PX  2 = PX = 2,3,4,.........

= 1 − PX  2 = 1 − PX = 0,1


= 1 − 4 c 0 (0.5) 0 (0.5)
4− 0
+ 4 c 1 (0.5) 1(0.5)
4−1


= 1 − (0.5) + 4 (0.5)(0.5)
4 3

ii. Probability of getting utmost 2 successes

PX  2 = PX = 0 ,1, 2 


= 4 c 0 (0.5) 0 (0.5)
4− 0
+ 4 c 1 (0.5) 1(0.5)
4−1
+ + 4 c 2 (0.5) 2 (0.5)
4− 2

= (0.5) 4
+ 4 (0.5)(0.5) + 6 (0.5) 2 (0.5)
3 2

= (0.5) 1 + 4 + 6 
4

iii. Probability of getting success lies between 5 to 8

P5  X  8 = PX = 6,7 = 0

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Example 3. Fit a binomial distribution to the following distribution of 156 samples:

No. of defective items 0 1 2 3 4 5 6 7


No. of samples 2 7 24 48 36 32 6 1

In a Binomial distribution average x = np and N =  f = 156

But x =
 fx = 546 = 3.5
 f 156
Therefore 3.5 = 7 p
1 1 1
i.e. p = and hence q = 1 − p = 1 − =
2 2 2

The p.m. f of binomial distribution is P  X = x  = nC x p x q n − x , x = 0, 1, 2, 3, 4, 5, 6, 7

x 7− x
1 1
P  X = x  = 7Cx     , x = 0, 1, 2, 3, 4, 5, 6, 7
2 2

0 7 −0 7 1 7 −1 7
1 1 1 1 1 1 1 7
P  X = 0 = 7C0     =   = P  X = 1 = 7C1     = 7    =
2 2  2  128 2 2  2  128
1 7
N  P  X = 0 = 156  = 1.22 N  P  X = 1 = 156  = 8.53
128 128

2 7−2 7 3 7 −3 7
1 1 1 21 1 1 1 35
P  X = 2 = 7C2     = 21   = P  X = 3 = 7C3     = 35    =
2 2  2  128 2 2  2  128
21 35
N  P  X = 2 = 156  = 25.6 N  P  X = 3 = 156  = 42.65
128 128

4 7−4 7 5 7 −5 7
1 1 1 35 1 1 1 21
P  X = 4 = 7C4     = 35    = P  X = 5 = 7C5     = 21   =
2 2  2  128 2 2  2  128
35 21
N  P  X = 4 = 156  = 42.65 N  P  X = 5 = 156  = 25.6
128 128

6 7 −6 7 7 7−7 7
1 1 1 7 1 1 1 1
P  X = 6 = 7C6     = 7    = P  X = 7  = 7C7     =   =
2 2  2  128 2 2  2  128
7 1
N  P  X = 6 = 156  = 8.53 N  P  X = 7  = 156  = 1.22
128 128

Poisson Distribution
A random variable X is said to follow Poisson distribution if its probability mass function is
e −  x
PX = x = , x = 0,1,2,......... It is denoted as X  P( ) i.e.,  is the parameter.
x!
* It gives probability of x success. * It is useful if n is large and p is small.

* If X  P(1 ) and X  P(2 ) then X + Y  P(1 + 2 ) .

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Note: Poisson distribution is a limiting case of binomial distribution if

• The number of trails n should be indefinitely large


• The probability of success p for each trial is indefinitely small.
• np =  should be finite.

Example 1. Find the parameter  of the Poisson distribution if P ( X = 1) = 2 P ( X = 2 ) .


e −  x
Given P ( X = 1) = 2 P ( X = 2 ) and X follows Poisson distribution with PX = x=
x!

e − 1 e −  2
=2
1! 2!

1 
=
1 1
 =1

Example 2. If X be a random variable following Poisson distribution such that


P ( X = 2 ) = 9 P( X = 4) + 90 P( X = 6) . Find the mean, variance of X .

e −  x
The p.m. f of Poisson distribution is PX = x= , x = 0,1,2,3,......
x!

Given P ( X = 2 ) = 9 P( X = 4) + 90 P( X = 6)

e −  2
e −  4
e −  6
Therefore =9 + 90
2! 4! 6!

e −  2
Cancelling on both sides, we get,
2

1 9 90
=  2
+  4

1 12 360

1 3 1
= 2 + 4
1 4 4

 4 + 3 2 − 4 = 0

( 2
− 1) ( 2
+ 4) = 0

2 = 1 = 0

 = 1
For a Poisson distribution, mean  = 1 and variance  = 1

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Example 3. It is known that the probability of an item produced by a machine will be
defective is 0.05 If the products are sold in packets of 20, find the number of packets
containing at least, exactly and at most 2 defective items in a consignment of 1000 packets
using Poisson distribution.

Let X represents the number of defective items produced and it follows Poisson
e −  x
distribution. Therefore PX = x= , x = 0,1,2,.......
x!

Probability for producing one defective item is p = 0.05


Products are sold in packets of 20 and hence n = 20
Therefore  = np = 20  0.05 = 1
e −1 1 2
Probability of a packet containing exactly 2 defective is PX = 2=
1
=
2! 2e
Therefore number of packets containing exactly 2 defectives in a consignment of
1 500
1000 packets is 1000  = ..
2e e

Probability of a packet containing at most 2 defective

e −1 1 0 e −1 1 1 e −1 1 2 1  1
PX  2 = P X = 0,1, 2  =
5
+ + =  1+1 +  =
0! 1! 2! e  2  2e

Therfore number of packets containing at most 2 defectives in a consignment of


5 2500
1000 packets is 1000  = ..
2e e
Probability of a packet containing at least 2 defective

PX  2 = P X = 2,3, 4,........ 

= 1 − P X  2 
= 1 − P  X = 0, 1 
 e − 1 10 e − 1 11 
= 1−  +
 0! 1! 

2
= 1−
e

Therfore number of packets containing at most 2 defectives in a consignment of 1000 packets is


 2
1000 1 −  .
 e

Example 4. A manufacturer of cotton pins knows that 5% of his product is defective. If he


sells cotton pins in boxes of 100 and guarantees that not more than 10 pins will be defective.
What is the probability that a box will fail to meet the guaranteed quality.

Let X represents the number of defective pins produced.

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5
Probability for producing one defective item is p =
100

Products are sold in packets of 100 and hence n = 100

Therefore  = np = 100  0.05 = 5


e −  x
It follows Poisson distribution and hence PX = x= , x = 0,1,2,.......
x!

The manufacturer gives a guarantee that a packet may contain maximum


10defectives.

If a box contain more than 10 defective items, then the box will fail to meet the
guarantee.

Probability of a packet containing more than 10 defective

P  X  10 = P  X = 11, 12, 13, ........ 


= 1 − P  X  10  = 1 − P  X = 0, 1, 2, ..........., 10 

e − 5 5 0 e −5
51 e −5
5 10 
= 1 −  + + ............+ 
 0 ! 1 ! 10 ! 

−5  51 52 5 10 
= 1 − e  + + + ..........+
10 ! 
1
 1 ! 2 !

Uniform Distribution

Let X be a uniform distribution defined in the interval ( a, b ) then its probability density

function is of the form f (x ) =


1
, a  x  b.
b−a
Example 1. Find the value of ‘a’ if X follows uniform distribution in the interval ( a,9 )
2
and P ( 3  X  5 ) =
.
7
Given X follows uniform distribution in the interval ( a,9 ) and hence

f (x ) =
1
, a  x9
9−a
Also given that

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P 3  X  5  =
2
7
5

 f (x ) dx = 7
2
3

5
1 2

3
9−a
dx =
7

1
 x  53 =
2
9−a 7
2 2
=
9−a 7
a = 2

Example 2. Find the mean, variance of uniform distribution where X U (a ,b) .


Here X follows uniform distribution in ( a, b ) and hence f (x ) =
1
, a  xb
b−a

1 1
E X  =  x f ( x ) dx E  X 2
 =  x f ( x ) dx
0 0

b b
1 1
=
b−a 
a
x dx =
b−a 
a
x2 dx

b b
1  x2  1  x3 
= 2 = 3
b−a  a b−a  a

1  b2 − a 2  1  b3 − a 3 
=   =  
b−a  2  b−a  2 

a+b 1  ( b − a ) ( b 2 + ab + a 2 ) 
= =  
2 b−a  3 

a 2 + b 2 + ab (a + b ) (a − b )2
  −  E(X ) 
2
Var( X ) = E X = − =
2 2

3 4 12

Example 3. Find the mean , variance of uniform distribution in the interval (0, 1) .

Here X follows uniform distribution in (0, 1) and hence f (x ) =


1
, 0  x 1
1− 0
1 1
E X  =  x f ( x ) dx E  X  =
2
 x f ( x ) dx
0 0

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1 1
= 
0
x dx = 
0
x2 dx

1 1
 x2   x3 
=   =  
 2 0  3 0
1 1
= =
2 3

1 1 1
Var ( X ) = E  X 2  −  E ( X ) 
2
= − =
3 4 12

Example 4. Electric trains in a route run every half an hour. Find the probability that a
passenger entering the station will have to wait (i) at least 20 minutes (ii) less than 10
minutes.

Electric trains in a route run every half an hour. Therefore it follows uniform distribution
with pdf f (x ) =
1
, 0  x  30
30

Probability for a passenger to wait at least 20 minutes. It happens if he arrives in between


0 to 10 minutes.

10 10
P 0  X 10  = f (x ) dx =  x 100 = 10 = 1
1 1
 0
30 
0
dx =
30 30 3

Probability for a passenger to wait less than 10 minutes. It happens if he arrives in


between 20 to 30 minutes.

30 30
P 20  X  30  = f (x ) dx =  x 2300 = 10 = 1
1 1

20
30 
20
dx =
30 30 3

Example 5. A random variable X has an uniform over the interval ( −3, 3) . Compute

i . P X  2  ii . P X  2  iii. Find k such that P X  k  =


1
3
Here X follows uniform in the interval ( −3, 3) and hence f (x ) =
1
, −3  x  3
3 +3
2 2
P X  2  = P − 3  X  2  = f (x ) dx =  x  2−3 = 5
1 1

−3
6 
−3
dx =
6 6

P X  2  = P − 2  X  2  =
2 2

 f (x ) dx =
1
 dx =
1
 x  2−2 = 4 = 2
−2
6 −2
6 6 3

Given P X  k  =
1
3

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P X  k  =
1
3

P k  x  3  =
1
3
3

 f (x ) dx =
1
k
3

1
 x  3k = 1
6 3
3− k 1
=
6 3
k =1

4
Example 6. Let X be a uniform random variable with mean 1 and variance . Find
3
P X  0  .

We know that, if X follows uniform distribution in (a, b) , then

Mean =
a+b
, Var =
(b − a ) 2

2 12
4
Given mean = 1 and variance = .
3

Therefore 1 =
a+b
and
4
=
(b − a )2
2 3 12

i.e. a + b = 2 .....( i ) and ( b − a )2 = 16 i .e. b − a = 4 ..........( ii )

Solving (i) and (ii), we get a = −1 and b = 3

1 1
Therefore f ( x ) = = , −1  x  3
b − a 4

0 0
P X  0  = P − 1  X  0  = f (x ) dx =  x  0−1 = 1
1 1

−1
4 
−1
dx =
4 4

Normal Distribution

Example 1. If X is a normal variate with  = 30 and  = 5 , find


(i ) P ( 26  X  40 )
(ii ) P ( X  45 ) (iii ) P( X − 30  5)

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X − X − 30
Given X is a normal variate with  = 30 and  = 5 . Then Z = =
 5

 X − 30 X − 30 
(i ) P ( 26  X  40 ) = P   Z 
 5 5 
 26 − 30 40 − 30 
= P  Z 
 5 5 
= P  −0.8  Z  2 
= P  0  Z  0.8  + P 0  Z  2 
= 0.2881 + 0.4772
= 0.7653

 X − 30 
(ii ) P( X  45 ) = P Z 
 5 

 45 − 30 
= P Z 
 5 
= P Z  3 
= 0.5 − P 0  Z  3 
= 0.5 − 0.4987
= 0.0013

(iii) P( X − 30  5 ) = 1 − P( X − 30  5 )
= 1 − P − 5  X − 30  5 
= 1 − P 25  X  35 
 X − 30 X − 30 
= 1 − P Z 
 5 5 

 25 − 30 35 − 30 
= 1 − P Z 
 5 5 
= 1 − P − 1  Z  1
= 1 − 2 P 0  Z  1
= 1 − 2 (0.3413)
= 0.3174

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Example 2. A certain type of storage battery lasts on the average 3 years with standard
deviation 0.5 year. Assuming that the battery lives are normally distributed, find the
probability that the given battery will last less than 2.3 years.

X − X −3
Given X is a normal variate with  = 3 and  = 0.5 Then Z = =
 0.5
To find the probability that the battery will last less than 2.3 years

 X − 3
P  X  2.3  = P  Z 
 0.5 

 2.3 − 3 
= P Z 
 0.5 
= P Z  − 1.4 
= 0.5 − P 0  Z  1.4 
= 0.5 − 0.4192
= 0.0808

Example 3. The average percentage of marks of candidates in an examination is 42 with a


standard deviation of 10 .If the minimum mark for pass is 50% and 1000 candidates appear
for the examination, how many candidates can be expected to get the pass mark if the marks
follow normal distribution? If it is required, that double the number of the candidates
should pass, What should be the minimum mark for pass?

Let X denote the marks of the candidates. Given  = 42,  = 10 .


X − X − 42
Let Z = =
 10

Probability to get pass marks = P ( X  50 )


 50 − 42 
= P Z  
 10 

= P ( Z  0.8 )

= 0.5 − P ( 0  Z  0.8 ) 

=  0.5 − 0.2881

= 0.2119

Therefore expected number of students to get pass marks = 1000  P ( X  50 )

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= 1000  0.2119
= 212

To double the number of passed students i.e. 424. Then P ( Z  z ) = 0.424

P ( 0  Z  z ) = 0.5 − 0.424 = 0.076

From the normal table, z = 0.19

50 − x
0.19 =
10
x 48
Therefore the pass mark should be nearly 48

Example 4. A production line manufactures 1000 ohm resistors that have 10% tolerance.
Let X denotes the resistance of resistor. Assuming that X is a normal random variable
with mean 1000 and variance 2500, find the probability that a resistor picked at random
will be rejected.

Given that the resistance of resistor X is a normal random variable with mean  = 1000 and
X − 1000
variance  2 = 2500 . Therefore Z = .
2500
1000ohm resistor is produced. Since the tolerance limit is 10%, the resistor is accepted if the
resistance capacity is 900ohm to 1100ohm.

Therefore probability for a resistor to be accepted is P ( 900  X  1100 ) .

Therefore probability for a resistor to be rejected is = 1 − P ( 900  X  1100 )

 900 − 1000 1100 − 1000 


= 1− P  Z 
 2500 2500 

= 1 − P ( −2  Z  2 )

= 1 − 2P ( 0  Z  2)

= 1 − 2  (0.4772)

= 0.0456

Example 5. If X is N ( 3, 4 ) , find k so that P( X − 3  k ) = 0.05

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Given X is a normal variate with
 = 3,  = 2 .
X − X −3
Then Z = =
 2

Given that

P  X − 3  k  = 0.05
1 − P  X − 3  k  = 0.05
P  X − 3  k  = 1 − 0.05
P  − k  X − 3  k  = 0.95
P  − k  X − 3  k  = 0.95
P  3− k  X  k + 3  = 0.95
 X −3 X −3 
P   Z  = 0.95
 2 2 
 3− k −3 k +3−3 
P   Z   = 0.95
 2 2
 −k k 
P   Z  = 0.95
 2 2 
 k 
2 P  0  Z  = 0.95
 2 
 k 
P  0  Z  = 0.475
 2 

k
= 1.96 {from the normal table}
2
i.e. k = 3.92

Example 6. Given that X is distributed normally with P ( X  45 ) = 0.31 and P ( X  64 ) = 0.08 .

Find the mean and standard deviation of the distribution.

Given P ( X  45 ) = 0.31 .
Therefore P ( 45  X  0 ) = 0.19
The value of z corresponds to the area 0.19 = 0.5
45 − 
 = −0.5

45 −  = −0.5 − − − − (1)

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Given P ( X  64 ) = 0.08 .
Therefore P ( 64  X  0 ) = 0.42
The value of z corresponds to the area 0.42 = 1.4
64 − 
 = −1.4

64 −  = −1.4 − − − − (2)

Solving (1) and (2) mean=50, SD=10.

Department of Mathematics, SJCET

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