probability and Random Variables F1.

Unit 1. Probability and Random Variables

OF FORMULAE AND DEFINITIONS :
P(A) = Favourable number of cases n(A) m
1.
Exhaustive number of cases n (S)
0 s P(A) < 1
2. Probability (impossible event) = 0(i.e.,) P() = 0
3. P (A) = 1- P(A)
4 Three types of Events

Mutually Exclusive
Mutually Exclusive Independent Events
and Exhaustive
Events
events
|If the Occurrence of
Tf the OCCurrence of If all the events are
one event prevents mutually exclusive One eVent has no
|influence over the
the occurrence of alland no other event OCcurrence of the
other events. |is posible. other.

Example Example
Example
Consider the
Consider the experi-|Consider the experiment of tossing
ment of throwing of experiment of tossing two coins. The
possible
dice. The occçrrence la coin. The
of anyone number pre-outcomes are H and events getting head
occurrences|T and these two |in the first coin' and
vents the
other numbers.events are mutually 'getting head in the
of all second coin' are
Here, all the occurr-lexclusive and
Since no |independent.
ence of the numbersexhaustive.
|1,2,3,4,5 and 6 are mut-lother event is
ually exclusive events. possible.
A, U.U A,
P[Aj U
-P[A]+P[Az]+
..+P[An]
P (A B)
|P (A UB) P (A U B)
=P (A) + P (B) = P (A) P (B)
=P (A) + P (B)
The sum of the
probabilities is equal
to 1 for all the
three types of events
12 Probability and Random
2. Random experiments
Variablog
The experiments which do not produce the same result or
on everv tial are called Random experiments. oufcome
Example 1. Throw an unbiased die
2. If we toss a uniform unhbiascd coin.
Note : Outcome

In the study of probability, any proccss of observation is referrod

to as an experiment. The results of an observation arc callcd Ihe
outcomes of thc cxpcriment.
3. Trial and Event
The performance of arandom cxperimcnt is called a Trial and
the oalcome is called an event.
Example : Throwing ol acoin is a trial and getting H or T is an
Cvent.

4. Sample space
The totality of the possible outcomes of a random cxperiment is
called the sample space of the cxperiment and it will be denotcd by
Q (Greck alphabet) or S(English alphabet)
Each outcome or clement of this samplec space is known as the
sample point or cvent and it is denotcd by Greek alphabet w.
The number of sample ponts in a sample
space is generally
denoted by n (s)
Example :
1. Tossing a coin S
{H, T}; n(s) 2
2. Tossing two coins simultaneously
S = {HH, HT, TH, TT} ; n (s) = 4
3. Rolling a die S = {1, 2, 3, 4, 5, 6} ; n (s) = 6
5. Finite sample space
If the set of all possible
the associated sample space isoutcomes
of the experiment is finite, then
a finite sample space.
 Probability and Random Variables 1.3

Example :
1. Onc dimcnsional sample space

2 3

2. Two dimensional sample space

(0,2)

(0,1) "(1, 1)
(0,0)
(1, 0) (2, 0)
6. Countably infinite
A sample spacc, where the set of all outcomes can be put into
aonc-to-one correspondcnce with the natural numbers, is said to be
countably infinite.
7. Countable or a discrete sample space.
If a sample space is cither finite or countably infinite, we say that
it is a countable or a discrete sample space.
8. Continuous
Ifthe elements (points) of a sample space constitute a continum,
such as all the points on a line, all the points on a line segment, all
the points in a plane, then the sample spacc is said to be continuous.
9. Equally likely events
The possibilities or events are said to be equally likely when we
have no0 reason to expcct any one rather than the other.
Example
In tossing an unbiased coin, the head or tail are cqually likely.
10. Mutually exclusive events [Disjoint events
Two events A and B are said to be mutually exclusive events or
disjoint events provided AB is the null set.
Probability and Random Variables 1.7

1.1 AXIOMS OF PROBABILITY

The probability of an event has been defined, we can collect the
assumptions that we heve made concerning probabilities into a set of
axioms that the probabilitics in any random cxperiment must satisty.
The axioms do not determine probabilities ; the probabilities are
assigncd bascd on our knowlcdge of the system under study. However,
the axioms cnable us to casily calculate the probabilities of some events
from knowledge of the probabilities of other events.

ARoms of probability
Probability is a nunber that is assigned to cach number of a
collection of events from a random experiment that satisfies the following
properties : If S is the sample space and E is any event in a random
experiment,
Axiom 1:0 s P (E) < 1
Axiom 2: P (S) = 1
Axiom 3 : For any sequcnce of mutually exclusive events Ej, Ez, ...
(i.e., events for which E E = ¢ when i j),

P (U E) = ) P (E)
i =1 i=1

We refer to P (E) as the probability of the event E

Note 1 : Axiom 1 states that the probability that the outcome of
the experiment is an outcome in E is some number between 0 and 1.
Note 2 : Axiom 2 states that, with probability 1, the outcome will
be a point in the sample space S.

Note 3: Axiom 3 states that for any sequence of mutually exclusive

events the probability of atleast one of these events occuring is just
the sum of their respective probabilities.
 1.8 Probability and Random
Theorem 1 :
Variables,
The probability of an impossible event is zero (or) The null cvent
has probability 0 (i.e.,) p() =0
Proof :
cvents E, Ez, .. where E,
If we consider a sequcnce of
mutually cxclusive and
E, = for i>1, then the cvents are

S = U E.
i =1

by Axiom 3
P(S) = i=1 P(E),

= P (E) + P (E; ]
i =2

= P (S) + P (4)
i=2

P() = 0
i=2

(i..) P( ) = 0

Theorem 2 :

If A° is the complementary event of A, P(A) = 1-P(A) S 1

Proof : A and A are mutually exclusive events, such that

AU A° = S

P(A UA) = P (S)

= 1 by Axiom (ii)
P (A) + P (A) = 1by Axiom (iüi)
P(A) = 1- P(A) since P (A) > 0, it followes that P(A) s
 Probability and Random Variables 1.9

Theorem 3:
If BC A, P (B) s P (A)

Proof :

AB

Band AB' arc mutually exclusive events such that

BUA B° = A Note : (i) AB° = An B
P(B UA B') = P(A) (ii) B = B°
P(B) + P (A B) = P (A) by Axiom (iüi)
P(B) P(A)
Note : A = A°

Theorem 4 :Addition law of probability

If A and B are any two cvents, and are not disjoint, then
P (AUB) = P (A) + P (B) P (A n B).
(or) P (A UB) = P (A) + P (B) - P (AB).
Proof :

ANB ANB ANB

A B

From the venn diagram, we get the events A and A n B are

disjoint.
Therefore A UB = AU(An B)
P (A UB) = P[AU(AN B)]
P (A) + P(An B) (by axiom (iü))
1.50 Probability and Random Variabla
Let BB Cvent hat the discarded balls are Bluc, Bluc
BR Cvent 1hat the discarded balls arc Bluc, Rcd
Red, Red
RR Cvent that the discardcd balls arc
R cVent that the 3rd ball drawn is Red
Bayc's formula
P(A/B) P(B)
P (B, /A)
P(A/B,) P(B;)
i=1
13 12 39
P (BB) 20
X
19 95
21
P(RR) = 190
91
P (BR) 190
P (R/BB) P (BB)
P(BB/R) P(R/BB)P(BB) + P(R/BR)P(BR) + P(R/RR)P(RR)

Example 1.3.9

There are 3 boxes containing respectively,

black balls;
Yiyhite, 2 red, 3 black balls; 2 white, 3red, 1
3 white, 1red, 2 black balls
A box is chosen at random and from it two balls are drawn at randoa.
The two balls are 1 red and 1 white. What is the probability that
they came from second box?
[A.U N/D 2019 (R17) PQT] [A.U May 2001]
Solution :
Let B, B, B denotc the evcnts that the boxes are chosen
respcctively and let Abe the event that the two balls taken from the
selected box arc white and red.
 15th
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