U-1 Intro S
U-1 Intro S
U-1 Intro S
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.
EXAMPLE :
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 )
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
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 ) .
THEOREMS ON PROBABILITY :
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)
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)
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
( )
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
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?
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
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
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
(
(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
(iii) probability that at least one will solve the problem(the problem will be solved)
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
( ) (
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 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 )
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?
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.
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
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
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
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
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?
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 )
(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
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.
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.
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
1 1
= .
7 5
1
=
35
ii) Let A be the event of selecting only one (either husband or wife)
( ) (
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.
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
Let E1, E2 and E3 be the event of selecting the electric relay which was manufactured by Plant1,
Plant2 and Plant3 respectively.
Let A be the event of selecting defective electric relay. Also given that
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 )
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
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
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.
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
=
31 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 .
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 PX = 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
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 .
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
Mean E ( X ) = x p( x ) = − 2a − a + 0(2a ) + a + 2a = 0
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
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
X 0 1 2 3 4
4
We know that Mean E ( X ) = x P(x) = 0 + 0.2 + 0.4 + 0.6 + 0.8 = 2
0
Var ( X ) = E ( X 2 ) − E ( X ) = 6 − (2) 2 = 2
2
X =x 0 1 2 3 4 5 6 7
P ( x) 0 k 2k 2k 3k k2 2k 2 7k 2 + k
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
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
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
5 1
Similarly, P ( X = 5 ) = , P ( X = 6) =
252 252
1 5 5 5 5 1
= 1 + 2 + 3 + 4 + 5 + 6
2 18 36 84 252 252
2610
=
1260
2
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 ) .
Binomial Distribution
A random variable X is said to follow binomial distribution if its probability mass function is
PX = 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) .
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 .
npq 2
Therefore = = 0.5 this implies q = 0.5 and hence p =1 − q = 0.5
np 4
P X = x = 4 c ( 0.5) x ( 0.5)
4− x
x , x = 0,1, 2,3, 4
= 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
= 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
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
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
PX = 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.
e − 1 e − 2
=2
1! 2!
1
=
1 1
=1
e − x
The p.m. f of Poisson distribution is PX = 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
Let X represents the number of defective items produced and it follows Poisson
e − x
distribution. Therefore PX = x= , x = 0,1,2,.......
x!
e −1 1 0 e −1 1 1 e −1 1 2 1 1
PX 2 = P X = 0,1, 2 =
5
+ + = 1+1 + =
0! 1! 2! e 2 2e
= 1 − P X 2
= 1 − P X = 0, 1
e − 1 10 e − 1 11
= 1− +
0! 1!
2
= 1−
e
If a box contain more than 10 defective items, then the box will fail to meet the
guarantee.
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
f (x ) =
1
, a x9
9−a
Also given that
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
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) .
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
10 10
P 0 X 10 = f (x ) dx = x 100 = 10 = 1
1 1
0
30
0
dx =
30 30 3
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
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
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 .
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
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
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
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
= P ( Z 0.8 )
= 0.5 − P ( 0 Z 0.8 )
= 0.5 − 0.2881
= 0.2119
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.
= 1 − P ( −2 Z 2 )
= 1 − 2P ( 0 Z 2)
= 1 − 2 (0.4772)
= 0.0456
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
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)