2
2
P( A)=P ( A B1 ) + P ( A B 2 )+ …+ P ( A B n )=Σ P ( A Bi ) =Σ P ( Bi ) P ( A /B i)
P ( Bi ) P ( A /Bi )
Hence from (2), we have P ( B i / A )= which is known as the
theorem of inverse probability. Σ P ( Bi ) P ( A / Bi )
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 i be Bi.
We have to find P ( B i / A ) for which we proceed as follows:
M1 M2 M3 Remarks
P (Bi / A ) by Baye's
0.0125 0.012 0.0135 theorem
Solution. Let B1 , B2 , B3 pertain to the first, second, third bags chosen and A :
t.N.T.U., 2003) Now
1
P ( B 1 )=P ( B2 )=P ( B3 )=
3
( A /B1 ) =P a white and
P ( A/ B1 ) ¿
Similarly 2 3 C × 1 C 3/ 6 C =1 1 6 1
( 2 2C/ 1A×)=5C 1,)P , P( ( A/1 B3 )=1() C 1 ×
2 C 1 ) / C 2=
3 6
P ( A / B2 ) P¿( B
By Baye's theorem, / (CA2/=B3 )=
5 5 5
P ( B 2 ) P ( A /B2 )
P (B2/ A ) ¿
P ( B1 ) P ( A / B1 ) + P ( B 2) P ( A/ B2 ) + P ( B3 ) P ( A /B3 )
RHOBLEMS
¿ 26.3 ¿
1. In a certain college, 4 % of the boys and 1 % of girls are taller than 1.8
m. Further more 60 % of the students are girls. If a student is selected
at random and is found to be taller than 1.8 m ., what is the
probability that the student is a girl?
(Kuruhshetra, 2013)
2. In a bolt factory, machines A , B and C manufacture 25 % ,35 % and 40 %
of the total. Of their output 5 % , 4 % and 2 % are defective bolts. A bolt
is drawn at random from the product and is found to be defective.
What are the probabilities that it was manufactured by machines A , B
or C ? (V.T.U., 2012 S; Rohtah, 2005)
3. In a bolt factory, there are four machines A , B ,C , D manufacturing
20 % ,15 % ,25 % and 40 % of the total output respectively. Of their
outputs 5 % , 4 % , 3 % and 2 % in the same order are defective bolts. A
bolt is chosen at random from the factory's production and is found
defective. What is the probability that the bolt was manufactured by
machine A or machine D ?
(Hissar, 2007 ; J.N.T.U., 2003)
4. The contents of three urns are : 1 white, 2 red, 3 green balls; 2 white,
1 red, 1 green balls and 4 white, 5 red, 3 green balls. Two balls are
drawn from an urn chosen at random. These are found to be one white
and one green. Find the probability that the balls so drawn came from
the third urn.
(Kurukshetra, 2007)
For example, the discrete probability distribution for X , the sum of the
numbers which turn on tossing a pair of dice is given by the following table :
X =x i 2 3 4 5 6 7 8 9 10 11 12
p ( x i ) 1/36 2/36 3/36 4 /36 5/36 6 /36 5/36 4 /36 3/36 2/36 1/36
¿ There are 6 × 6=36 equally likely outcomes and therefore, each has the
probability 1/36. We have X =2 for one outcome, i.e. ( 1,1 ) ; X =3 for two
outcomes (1 , 2) and (2 , 1); X =4 for three outcomes (1 , 3),(2 , 2) and (3 , 1) and
so on.]
(2) Distribution function. The distribution function F (x) of the discrete
variate X is defined by
x
F (x)=P (X ≤ x )=∑ p ( xi ) where x is any integer. The graph of F (x) will be
i=1
stair step form (Fig. 26.2). The distribution function is also sometimes called
Fig. 26.2
cumulative distribution function.
872
Example 26.28. 1 die is tossed thrice. A success is 'getting 1 or 6 ' on a toss.
Find the mean and variance of the number of successes.
2 1 1 2
Solution. Probability of a success ¿ = , Probability2 2 of 2 failures
8 ¿1− = .
∴ prob. of no success ¿ Prob. of all 36 failures
3 ¿ ×1 × 2 =2 4 3 3
3
Probability of one successes and 2 failures ¿ 3 c 1 × 1× 13 3 27
× = 2
Probability of two successes and1 one failure ¿ 3 c 3 ×3 ×3 2 =
× 9
1 1 1 2
3 3 3 9
Probability
Now of three
x =0 1 successes
2 3 ¿ × × =
i 3 3 3 27
∴pi=8 /27 4 /9 2/9 ¿ ¿
mean 4 4 1
μ=Σ pi xi =0+ + + =1.
Also 9 9 9
2 4 8 9 5
Σ pi xi ¿ 0+ + + =
9 9 27 3
2 2 2 5 2
σ ¿ Σ p i x i − μ = −1= .
Example 26.29. The probability density function 3 of3a variate X is
X: 0 1 2 3 4 5 6
p( X): k 3k 5k 7k 9k 11k 13 k
x : 0 1 2 3 4 5 6 7
2 2 2
p(x ): 0 k 2k 2k 3k k 2k 7k +k
∑ p ( x i )=1 , i.e. , 0+ k +2 k +2 k +3 k + k 2+ 2 k 2+ 7 k 2 +k =1
i=0
i.e.,
(ii) P( X< 6)=P( X=0)+ P(X =1)+ P (X=2)+ P( X=3)+ P(X =4 )+ P (X=5)
2 2 8 1 81
¿ 0+ k +2 k +2 k +3 k + k =8 k + k = + =
2 2 10 9 1001 100
19
P(X ≥ 6) ¿ P(X =6)+ P(X =7)=2 k +7 k + k= + =
100 10 100
(ii) P(0< X <5) ¿ P (X=1)+ P(X =2)+ P (X=3)+ 8 P(4 X=8)
¿ k +2 k + 2 k +3 k=8 k= = .
10 5
26.9
CONTINUOUS PROBABILITY
DISTRIBUTION
When a variate X takes every value in an interval, it gives rise to continuous
distribution of X . The distributions defined by the variates like heights or
weights are continuous distributions.
∫ f (x )d x= ∫ 0 ⋅d x +∫ e − x d x=1
−∞ −∞ 0
874
Hence the function f (x) satisfies the requirements for a density function.
(ii) Required probability ¿ P(1 ≤ x ≤ 2)= ∫ 21 e− x d x =e− 1 − e− 2=0.368 − 0.135=0.233 .
∫ f (x )d x= ∫ 0 ⋅d x +∫ e d x=1− e =1 −0.135=0.865
−x −2
−∞ −∞ 0
which is shown in Fig. 26.3 (b).
Fig. 26.3
(discrete distribution)
or
∞
E( X )=∫ x f ( x )d x
−∞
(continuous distribution)
In general, expectation of any
E[ϕ (x )]=∑ϕ ϕ(x( x) is
function ) f (given
x) by
i i
i
∞
i
¿
(continuous distribution)
(discrete distribution) (continuous distribution)
where σ is the standard deviation of the distribution.
(3) The rth moment about the mean (denoted by μr ) is defined by
r
μr =Σ ( x i − μ ) f ( x i )
¿
(discrete distribution)
or
(4) Mean deviation from the mean is given by
Σ |x i − μ| f ( x i)
or by
∞
∫ ∨x − μ∨f (x ) d x
−∞
(discrete distribution) (continuous distribution)
Example 26.32. In a lottery, m tickets are drawn at a time out of n tickets
numbered from 1 to n . Find the expected value of the sum of the numbers on
the tickets drawn.
(Rohtak, 2011)
∫ of X . ∫
Find k and mean value k x d x + 2 k d x + ∫ (− k x +6 k)d x=1
0 2 4
Solution. Since the total probability is unity
2 (
2 3
k ∣ x 2 / 2|0 +2 k∨x
6 ¿4 + − k x 2 /2+ 6 k x| =1
4
∴∫ f (x )d x=1
2 k + 4 k +(−100 k +12 k )=1 i. c . , k=1/8
6
Mean of X =∫ x f ( x)d x
0
Example 26.34. A variate X has the probability distribution
¿
2 x 4 : −3 6 6 9
¿∫ k x P( +∫ 2 k :x d1/
x+6∫ 1x /2
2
d xX=x) (− k 1/3
x +6 k)d x
0 2 4
Find E( X ) and E ( X 2) . Hence evaluate E¿ ¿.
Solution.
1 1 1
E( X )=−3 × +6 × + 9 × =11/2
6 2 3
¿
¿
Example 26.35. The frequency distribution of a measurable characteristic
varying between 0 and 2 is as under
3
f (x) ¿ x , ¿ 0 ≤ x ≤ 1
¿ ¿ ¿ ¿
Calculate the standard deviation and also the mean deviation about the
mean.
¿
26.11 MOMENT GENERATING FUNCTION
(1) The moment generating function (m.g.f.) of the discrete probability
distribution of the variate X about the value x=a is defined as the expected
value of e t (x −a ) and is denoted by M a (t) . Thus
M a (t)=Σ pi e (
t x i − a)
(1)
which is a function of the parameter t only.
Expanding the exponential in (1), we get
2 r
t 2 t r
M a (t) ¿ Σ pi +t Σ pi ( xi − a ) +
Σ pi ( x i − a ) +… + Σ x i ( xi − a ) + …
2! r!
′
where μr is the moment of order r about a . Thus a M (t) generates moments
and that is why it is called the moment generating function. From (2), we
find
′ r
μr = coefficient of t r l ! in the expansion of M a ( t).
Otherwise differentiating (2) r times with respect to t and then putting t=0 ,
we get
[ ]
r
d ′
r
μr =
M a (t)
dt t =0
(3)
Thus the moment about any point x=a can be found from (2) or more
conveniently from the formula (3)
Rewriting (1) as M a (t)=e ∑ p i e or M a (t)=e M 0 (t)
−a t tx −at i
(4 )
about the noint
Thus the m.g.f. about the point a=e −a(4
t
)
(m.g.f. about the origin).
Obs. The m.g.f. of the sum of two independent variables is the product of
their m.g.fs.
continuous probability distribution about x=a is given by
∞
M a (t)=∫ e
t (x −a )
f (x)d x .
−∞
Example 26.36. Find the moment generating function of the exponential
distribution
1 − x /c
f (x)= e ,0 ≤ x ≤ ∞ , c> 0 . Hence find its mean and S.D.
c
(Kurukshetra, 2009)
Solution. The moment generating
∞
function about
∞
the origin is
t x 1 − x/ c 1
M 0 (t) ¿∫ e ⋅ e d x= ∫ e
(t −1 / c)x
dx
0 c c 0
¿ ¿
Hence the mean is c and S.D. is also c .
( )
∞
∂P
The coefficient of t n ¿in∑the n −1 ∂P(t
P ) in powers of
n pexpansion
n t of
or =Σ n p n=μ′1 t gives P ¿.
∂t n=0 ∂ t t =1
( )
2 ∞ 2
∂ P ∂ P
∂ P ∂t 2 ¿ ∑
n −2 ′ ′
n (n −1) pn t or =Σ n(n −1) p n=μ2 − μ1
( )
k
Also k
=n ! pnn =0
, k=1 , 2 , … n. ∂ t2 t =1
∂t t =0¿valued variates,
For integral ¿ we have ¿
P x ( e t ) =E ( e t x ) =m . g . f . for x
Obs. The p.g.f. of the sum of two independent random variables is the
product of their p.g.f.'s.
Example 26.37. If x be a random variable with probability generating
function P x (t), find the probability generating function of
(i) x +2
(ii) 2 x .
PROBLEMS 26.4
1. A random variable x has the following probability function :
Values
-2 -1 0 1 2 3
of x :
x : 8 12 16 20 24
{
1 − x/ x
described by an exponential variable X . The probability density of X
e 0
, x random
≥0
is given by f (x)= x 0 where x 0 is the average power received by
the radar. 0, x< 0
(i) What is the probability that the radar will receive power larger than the
power received on the average ? (ii) What is the probability that the radar
will receive power less than the power received on the average?
(Mumbai, 2006)
10. A function is defined as follows:
f (x)=0 , x <2
1
¿ (2 x +3), 2 ≤ x ≤ 4
18
Show that it is a density function.¿ 0Find
, the x> 4.
probability that a variate having
this density will fall in the interval 2 ≤ x ≤3 ?
11. A continuous distribution of a variable x in the range (−3 ,3) is defined as
f (x) ¿
Verify that the area under the curve is unity. Show that the mean is zero.