Unit-1

Topic-1- Probability
Introduction: Probability is one of the main branches of mathematics, the concepts of
probability are useful in many fields such as insurance, biological sciences, engineering and
physics. Probability is the study of predictions and uncertainty things. The word probability
means ‘chance’.

Experiment: An experiment is a physical action or process which is observed and whose

result is noted.

Ex: Tossing a coin, rolling a dice, picking a card from a pack of 52 cards.

Experient is classified into two types

(i). Deterministic Experiment

(ii). Random Experiment

Deterministic Experiment: An experiment is said to be Deterministic Experiment if its result

is unique

Ex: Throwing a stone upwards, ohm’s law.

Random Experiment: An experiment is said to be Random Experiment if its result is not

unique.

Ex: Tossing a coin, rolling a dice, picking a card from a pack of 52 cards.

Note: Probability is the study of only random experiments.

T.rial: Trial is a single performance of an experiment.

Outcome: The result of a trial in any random experiment is called outcome.

Sample Space: The sample space is the set of all possible outcomes of an experiment. It is
represented by ‘S’

Ex 1: When we flip a coin then sample space is S= { H , T }

Where ‘H’ denotes that the coin lands ‘Heads up’ and ‘T’ denotes that the coin lands ‘Tails
up’ for a fair coin we expect ‘H’ and ‘T’ have same chance of occurring. The probability of
‘H’ occurring is 0.5 and the probability of ‘T’ occurring is 0.5.
Ex 2: when we roll a die then the sample space is S= { 1, 2 , 3 , 4 , 5 ,6 }, the probability that
1
the die lands with ‘k’ up is where k = 1,2,3,4,5,6
6

1 1 1 1
The probability that the die lands with an even number is + + =
6 6 6 2

Permutation: The number of permutations of ‘r’ objects selecting from a set of ‘n’
n!
different objects is called a permutation it is denoted by n P where n P = ,r≤n
r r
( n−r ) !

Combination: The number of Combinations of ‘r’ objects selecting from a set of ‘n’
n!
different objects is called a Combination, it is denoted bynC where nC =
r r
( n−r ) ! r !

Mathematical or Classical Definition of Probability: If an experiment ‘E’ can be

occurred in ‘m’ ways out of possible ‘n’ mutually exclusive and collective exhaustive
events then the probability of an event ‘E’ is defined as

P ( E )=Number of Events favourable ¿ ' E ' ¿

Total number of events of the epertiment

m
P ( E )=
n this is also known a probability of success of an event.

n−m
Similarly, the probability of failure of an even ‘E’ is defined as P ( E )=
c
n

⇒
m
❑ 1−
n

⇒
❑ P ( E ) =1−P ( E )
c

⇒
❑ P ( E ) + P ( E ) =1
c

Note: The sum of the probabilities in any random experiment is ‘1’

The Axioms of probability: If ‘S’ be the sample space of an event ‘E’ in any random
experiment, then the axioms of probability are

(i). 0 ≤ p (E)≤ 1

n
(ii). ∑ P ( E i) =1
i=1

(iii). P ( E1 ∪ E2 )=P ( E1 ) + P ( E 1)

Pack of 52 cards: Pack of 52 cards consisting of 13 characters such as Ace,

2,3,4,5,6,7,8,9,10, Jack, King and Queen. Each card is classified into 4 types.

(i). Diamond (ii). Heart (iii). Club (iv). Spade

Diamond, Heart are red in color and club, spade are black in color, i.e, 26 are red color
cards and 26 are black color cards.

Ex 1: What is the probability of drawing a king card from a well shuffled pack of 52
cards?

Let ‘E’ be the event of choosing a king card

We can choose one king card from 4 king cards in 4 C ways 1

We can select one king card from a pack of 52 cards in 52C ways 1

⇒
4C 1
❑ The probability of choosing one king card is 52 = 13
1

C 1

Ex 2: If 3 coins are tossed or a fair coin is tossed thrice then find the probability of
getting

(i). Three tails (ii). Two tails (iii). No tails

In the random experiment of tossing a coin three times, the total number of events are
 3
2 =8

The sample space S= { HHH , HHT , HTT , TTT , TTH , THH , HTH , THT }

(i). The probability of getting 3 tails = 1/8

(ii). The probability of getting 2 tails = 3/8

(iiI). The probability of getting no tails = 1/8

Ex 3: Three cards are selected at random from a pack of 52 well shuffled cards, then find
the probability of getting

(i). 3 spade cards

(ii). 2 spade and 1 Diamond card

(iii). 1 Spade, 1 Diamond and 1 Heart cards

In the random experiment of selecting 3 cards from a pack of 52 cards, the total number
of outcomes are 52C 3

(i). let ‘A’ be the event of selecting 3 spade cards

⇒
❑ the favorable events for getting 3 spade cards = 13C 3

⇒ 13C
❑ P ( A)= 3

52C 3

⇒
13 x 12 x 11
❑ =0.0458
52 x 51 x 50

(ii). let ‘B’ be the event of selecting 2 spade and 1 Diamond cards

⇒
❑ the favorable events for getting 2 spade and 1 Diamond cards = 13C X 13C
2 1
⇒ 13C X 13C
❑ P ( B )= 2 1

52C 3

13 x 12 x 13
⇒
1x 2
❑ =0.0458
52 x 51 x 50
1x 2x 3

(iii). let ‘C’ be the event of selecting 1 spade and 1 Diamond and 1 Heart cards

⇒
❑ the favorable events for getting 1 spade and 1 Diamond and 1 Heart cards =

13C X 13C x 13C

1 1 1

⇒ 13C X 13C x 13C

❑ P ( C )= 1 1 1

52C 3

⇒
13 x 13 x 13 x 1 x 2 x 3
❑ =0.0994
52 x 51 x 50

Ex 4: what is the probability of getting the sum is ‘8’ in a single task of pair of fair dice?

The total number of possible outcomes are 6 2=36

The favorable events to get the sum 8 are ( 2 , 6 ) , ( 3 ,5 , ) ( 4 , 4 ) , ( 5 , 3 ) , ( 6 ,2 )

⇒ 5
❑ the probability of getting the sum 8 = 36

Ex 5: what is the probability for a leap year to have 52 Mondays and 53 Sundays?

A leap year consists of 366 days

⇒
❑52 weeks and 2 days

The two days may be any one of the following ways

Monday, Tuesday

Tuesday, Wednesday

Wednesday, Thursday

Thursday, Friday

Friday, Saturday

Saturday, Sunday

Sunday, Monday

The favorable cases for a leap year to have 52 Monday and 53 Sundays =1

⇒ the required probability = 1/ 7

❑

Ex 6: In a class there are 10 boys and 5 girls, a committee of 4 students to be selected

from the class. Find the probability to contain at least 3 girls.

⇒
Total number of students in the class = 10 Boys + 5 Girls ❑ 15

We can select 4 students from 15 students in 15C ways

4

Let ‘B’ the event of selecting at least 3 girls, this may be 3 girls, 1 boy or 4 girls

5C X 10 C +5 C
The favorable events to form a committee of at least 3 girls =
3 1 4

15C 4

Ex 7: 6 boys and 6 girls sit in a row at random, what is the probability that (i). 6 girls sit
together (ii). 1 boy and 1 girl sit together.

⇒
The total number of students in the class = 6 boys + 6 girls❑ 12

We can arrange 12 students among themselves in 12! Ways

(i). if we treat all 6 girls as one unit then the total number of students = 1 unit of girls + 6
 ⇒
boys ❑ 7

We can arrange 7 students among themselves in 7! Ways

⇒ 7!
❑ the probability of sitting all 6 girls together = 12!

(ii). Boy and girl sit together in two ways

⇒
❑ BGBGBGBGBGBG∧GBGBGBGBGBGBG

We can arrange 6 girls among themselves in 6! Ways and 6 boys among themselves in 6!
Ways

⇒ the favorable events to sit boy and girl together =2 x 6 ! x 6 !

❑

⇒ 2x 6! x6!
❑the probability of sitting boy and girl together = 12!

Ex 8: what is the probability that ‘4s’ letters appear consequently in the word
‘MISSISSIPPI’ assuming that the letters are arranged at random.

The word ‘MISSISSIPPI’ consisting 11 letters out of these 11 letters we have

M-1, I-4, S-4, P-2

⇒ 11!
❑the total number of possible outcomes are 1! x 4 ! x 4 ! x 2!

If we treat all ‘4s’ letters as one unit, then the total number of letters are 1 unit of ‘4s’,
M-1, I-4, P-2

⇒ 8!
❑ the favorable events for the occurrences of all ‘4s’letters consequently = 1! x 4 ! x 2!

⇒ 8! 11!
❑ the required probability is 1! x 4 ! x 2! / 1! x 4 ! x 4 ! x 2!
Mutually Exclusive Events: any two events A, B are said to be mutually exclusive events
if A ∩ B=∅

Ex : In the random experiment of tossing a coin head and tail are mutually exclusive

Probability Addition Theorem: If A,B are any two events of random experiments having
sample space ‘S’ then probability addition theorem states that

P ( A ∪ B )=P ( A ) + P ( B ) −P( A ∩ B)

Ex 9: what is the probability that a card drawn at random from a pack of 52 cards to be a
king or queen?

let ‘A’ be the event of getting a king card and ‘B’ be the event of getting a queen card

⇒ 4C
❑ P ( A)= 1

52C 1

4C
P ( B )= 1

52C 1

⇒
4C
❑ by probability addition theorem the probability of getting a king or queen card is 52
1

C 1

4C ⇒
2
+
1
❑
52C 1
13

Conditional Event: let A, B are any two events of a random experiment and if the event
‘A’ occurs after the occurrence of an event ‘B’ then event ‘A’ is said to be conditional
A
event given by ‘B’ it is represented by
B

Conditional Probability: let A, B are any two events of a random experiment such that

then the probability of an event ‘A’ after the occurrence of an Event

P ( A ) ≠ 0 , P (B )≠ 0

‘B’ is known as conditionally probability of ‘A’ given by ‘B’ it is represented by P ( BA ),

Similarly conditional probability of ‘B’ given by ‘A’ is defined as P ( BA )
Note: P ( BA )= P(P(B)
A ∩ B)
∧P ( )=
B
A
P( A ∩ B)
P( A)

Independent Events: Any two events A, B are said to be independent events if the
occurrence or non-occurrence of an event ‘A’ is not affected by the occurrence or non-
occurrence of an event ‘B’

Note: If A,B are any two independent events then P ( BA )=P ( A )∧P ( BA )=P ( B )
Probability Multiplication Theorem: If A, B are any two events of a random experiment
B
then probability multiplication theorem states that P ( A ∩B )=P ( A ) . P( )
A

Note: If A,B are any two independent events then probability multiplication theorem

P ( A ∩B )=P ( A ) . P(B)

Ex 10: if P ( A C ) =3/8 , P ( B C )=1/2 , P ( A ∩B )=1/4 then find

( ) ( ) ( ) ( )
C C
A B A B
(i). P (ii). P (iii). P C (iv).
P C
B A B A

We know that P ( )
A P( A ∩ B)
B
=
P(B)

⇒ 1/4
❑ 1/2 ( P ( B )=1−P ( B ) ¿
C

⇒
❑ ½

(ii). We know that P ( BA )= P (PA( ∩A )B )

⇒ 1/4
❑ 5/8 ( P ( A )=1−P ( A ) ¿
C
⇒ 2/5
❑

( )P( A C ∩ BC )
C
A
(iii). We know that P C = C
B P(B )

By addition theorem we have P ( A ∪ B )=P ( A ) + P ( B ) −P( A ∩ B)

⇒ 5 1 1
❑ P ( A ∪ B )= 8 + 2 − 4

⇒ 7
❑ P ( A ∪ B )= 8

We have P ( A C ∩B C )=1−P ( A ∪ B )

⇒
7 1
❑ 1− =
8 8

( )
C
A 8 1
P C = =
B 1 4
2

( ) P( A C ∩ BC )
C
B
(iv). We know that P C
= C
A P (A )
1

( )
C
⇒
B 8 1
❑P C = =
A 3 3
8

Ex 11: In a certain town 40% have brown hair and 25% have brown eyes and 15% have
both brown hair and brown eyes. If a person is selected at random from the town then
find the probability that (i). If he has brown hair, what is the probability that he brown
eyes also (ii). If he has brown eyes, then determine the probability that he does not have
brown hair.

Let ‘A’ be the event of having brown hair and ‘B’ be the event of having brown eyes.

2
Given that P ( A )=40 %=
5
 1
P ( B )=25 %=
4

3
P ( A ∩B )=15 %=
20

(i). Probability of a person having brown hair, as well as brown eyes also

( BA )= P(PA(A∩)B)
⇒
❑P

3
⇒
20 3
❑ =
2 8
5

(ii). Probability of a person having brown eyes, doesn’t have brown hair

( )
c
⇒
A
c
P (A ∩ B)
❑P =
B P (B)

We have P ( A c ∩B )=P ( B )−P ( A ∩B )

⇒
1 3 1
❑ − =
4 20 10

( )
c
⇒
A 10 2
❑P = =
B 1 5
4

Baye’s theorem: If E1 , E2 , E 3 … … … E n are ‘n’ mutually exclusive and exhaustive events

having sample space ‘S’ such that P ( Ei ) >0 ∀ i=1 , 2 ,3 , … … n and ‘A’ is any other event
intersecting with each ‘ Ei ’ such that P ( A ) >0 then Baye’s theorem states that

( EA )= P ( E ) . P P (Ek ∩ A )
⇒
k
❑P
1
( EA )+ P ( E ). P ( EA ) … … … … P ( E ) . P ( EA )
1
2
2
n
n

Ex 12: In a certain college 25% of boys and 10% if girls are studying mathematics, the
girls constitute 60% of the student’s body, then

(i). what is the probability that the mathematics is being studied?

(ii). If a student is selected at random and is found to be studying mathematics, find the
probability that the student is a girl
(iii). If a student is selected at random and is found to be studying mathematics, find the
probability that the student is a boy.

Let ‘B’ and ‘G’ be the events of boys and girls respectively.

Let ‘M’ be the event of studying mathematics.

3 2
Given that P ( G )=60 %= and P ( B )=40 %=
5 5

Probability of the boys studying mathematics = P ( MB )= 100

25 1
=
4

Probability of the girls studying mathematics = P ( MG )= 100

10
=
1
10

(i). By total probability we have the probability of studying mathematics is

P ( M )=P ( B ) . P
M
B ( )
+ P (G ) . P
M
G ( )
⇒
2 1 3 1
❑ X + X
5 4 5 10
⇒
4
❑
25

(ii). If a student is selected at random and is found to be studying mathematics, the

probability that the student is a girl is P

G
M ( )
P ( MG )= P ( B ) . P PM( G∩+ PM(G) ) . P M
By baye’s theorem we have
(B) (G)
⇒
❑
P (G) . P ( MG )
P (B ). P ( MB )+ P (G ) . P ( MG )

3 1
x
⇒
5 10
❑
4 3
25 = 8 ¿
¿
(iii). If a student is selected at random and is found to be studying mathematics, the

probability that the student is a boy is P

B
M ( )
P ( MB )= P ( B ) . P PM( B+∩PM(G) ) . P M
By baye’s theorem we have
(B) (G)
⇒
❑
P (B ). P ( MB )
P (B ). P ( MB )+ P (G ) . P ( MG )
2 1
x
⇒
5 4
❑
4 5
25 = 8 ¿
¿
Ex 13: In a bolt manufacturing factory, machines A,B,C manufactures 20%, 30%, 50%
of the of total of the output respectively and 6%, 3%, 2% are defective. If a bolt is
selected at random and found to be defective then find

(i). The probability of defective

(ii). If a bolt is found to be defective, then the probability that it is manufactured by

machine ‘A’

(iii). If a bolt is found to be defective, then the probability that it is manufactured by

machine ‘B’

(iv). If a bolt is found to be defective, then the probability that it is manufactured by

machine ‘C’

20
Given that P ( A )=
100

20
P ( B )=
100

50
P (C)=
100

Let ‘D’ be the event of defective, by the given data we have P ( DA )= 1006
P ( DB )= 1003
P ( DC )= 1002
(i). By the totalprobability we have the probability of defective
P ( D )=P ( A ) . P
D
A( )
+ P( B) . P ( )
D
B ( )
+ P (C ) . P
D
C
⇒
20 6 30 3 50 2
❑ X + X + X
100 100 100 100 100 100
⇒
31
❑
1000

(ii). If a bolt is found to be defective, then the probability that it is manufactured by

machine ‘A’ = P
A
D ( )

By baye’s theorem we have P ( )=

A (
P ( A) x P
A)
D

P ( A ) x P ( )+ P ( B ) x P ( )+ P ( C ) x P ( )
D D D D
A B C

20 6
X
⇒
100 100 12
❑ =
20 6 30 3 50 2 31
X + X + X
100 100 100 100 100 100

(iii). ). If a bolt is found to be defective, then the probability that it is manufactured by

machine ‘B’ = P
B
D ( )

By baye’s theorem we have P ( )=

B (
P (B ) x P
B)
D

P ( A ) x P ( )+ P ( B ) x P ( )+ P ( C ) x P ( )
D D D D
A B C

30 3
X
⇒
100 100 9
❑ =
20 6 30 3 50 2 31
X + X + X
100 100 100 100 100 100

(iv). If a bolt is found to be defective, then the probability that it is manufactured by

machine ‘C’ = P
C
D ( )
By baye’s theorem we have P ( )=
C ( C)
D
P (C ) x P

P ( A ) x P ( )+ P ( B ) x P ( )+ P ( C ) x P ( )
D D D D
A B C

50 2
X
⇒
100 100 10
❑ =
20 6 30 3 50 2 31
X + X + X
100 100 100 100 100 100

***

Discrete Random Variables

Introduction: A random variable is a variable (numerical quantity) that can take
different values as a result of the outcomes of a random experiment. When a random
experiment is carried out, the totality of outcomes of the experiment forms a set which
is known as sample space of the experiment. Similar to the probability distribution
function, a random variable may be discrete or continuous.

→
Definition: Random variable is function which is defined by X : S❑ R, where ‘S’ is the
sample space and ‘R’ is the Real Number Set.

Generally, we represent random variables by ‘X’ and the values assigned to random
variables by small letters of English alphabet or numerical values (positive integers).

Discrete Random Variable: The random variable ‘X’ having sample space ‘S’ is said to be
discrete random variable if takes finite number of values with in the given range.

Ex: In the random experiment of tossing a coin twice, the random variable which is
defined as number of heads occurred in that experiment is known as discrete random
variable.

Cumulative Distributive Function: the cumulative distributive function of a discrete

random variable is defined as F ( x )=P( X ≤ x )

Discrete Probability Distribution: If the random variable ‘X’ takes finite number of values

x 1 , x 2 , x 3 … … … x n and the corresponding probabilities are p1 , p2 , p3 … … … pn then the

discrete probability distribution is the set of values ' x i ' together with corresponding
probabilities ' pi '

Probability function: The probability function of a discrete random variable ‘X’ is

defined as p ( x i )=f ( x i ) =P ( X=x )

Note: If f ( x ) is probability function and F ( x ) is cumulative distributive function then

(i). p ( x i ) ≥ 0

n
(ii). ∑ p ( x i )=1
i=1

d
(iii). { F ( x ) } =f ( x )
dx

Mean or Expectation or Expected value: : If the random variable ‘X’ takes finite number
of values x 1 , x 2 , x 3 … … … x n and the corresponding probabilities are p1 , p2 , p3 … … … pn
then the mean or expectation or expected value of a discrete random variable ‘X’ is
defined as μ=E ( x ) =p 1 x 1+ p 2 x 2 + p 3 x 3 +… … … … pn x n

⇒ n
❑ μ=E ( x )=∑ pi xi
i=1

Variance: : If the random variable ‘X’ takes finite number of values x 1 , x 2 , x 3 … … … x n

and the corresponding probabilities are p1 , p2 , p3 … … … pn then the variance of a
 discrete random variable is defined as σ 2=p 1 x 12+ p 2 x 22+ p 3 x 32 +… … … … pn x n2 −μ 2

⇒ n
❑ σ 2=∑ pi x i2 −μ 2
i=1

⇒ 2
❑ σ =E ( x )− { E (x) }
2 2

Standard Deviation: The positive square root of a discrete random variable is known as
standard deviation

√∑
⇒ n
❑ σ= pi xi2−μ 2
i=1

Ex 1: If a random variable ‘X’ has the following probability function

X 1 2 3 4 5 6 7

P(x) 0 k K 2K 3K k
2 2
7k +k

Then find (i). Value of ‘K’ (ii). Evaluate P ( X <6 ) , P( X ≥ 6) (iii). P ( 0< X < 5 )

n
We know that ∑ P ( x i )=1
i=1

⇒
2 2
❑ 0+k + k+ 2 k +3 k + K +7 k + K =1

⇒
2
❑ 8 k + 8 K−1=0
⇒
❑ k=0.1 ,−1.11
⇒
❑ k=0.1 (Probability should be always positive)

(ii). P ( X <6 )= p ( 1 )+ p ( 2 )+ p ( 3 ) + p ( 4 ) + p ( 5 )
⇒
❑ 0+k + k+ 2 k +3 k
⇒
❑ 7 k=7 ( 0.1 ) =0.7

P ( X ≥6 )= p ( 6 ) + p ( 7 )
⇒
2 2
❑ K +7 k + K
⇒
2
❑ 8 K + K =0.18

(iii). P ( 0< X < 5 )= p ( 1 ) + p ( 2 )+ p ( 3 )+ p ( 4 )

⇒
❑ 0+k + k+ 2 k=0.4

Ex 2: If ‘X’ denotes the number of heads occur in a single toss of 4 fair coins. Then
determine (i). P ( X <2 ) (ii). P ( 1< X ≤3 )

In the random experiment of tossing a fair coin by 4 times, we have total number of possible
outcomes are 24 =16

Sample space S= {HHHH

HTHT ,THTH , HTTH , THHT , HTHH ,THTT , HHTH ,TTHT }
,TTTT , HHHT , TTTH , HHTT ,TTHH , HTTT ,THHH ,

⇒
❑ the required probability distribution is
X 0 1 2 3 4

P(x) 1/16 4/16 6/16 4/16 1/16

1 4 5
(i). P ( X <2 ) = + =
16 16 16

6 4 5
(ii). P ( 1< X ≤3 )= + =
16 16 8

Ex 3: A random variable ‘X’ has the following probability distribution

X 1 2 3 4 5 6 7

P(x) k 2K 2K 3K k
2
2k 2 2
7k +k

Then determine (i). value of ‘k’ (ii). Evaluate P ( X <6 ) , P( X ≥ 6) (iii). P ( 0< X < 5 )

(iv). Mean (v). variance (vi). Cumulative distributive function.

n
We know that ∑ P ( x i )=1
i=1
 ⇒
2 2 2
❑ k +2 k +2 k +3 k + K +2 K +7 k + K =1

⇒
2
❑ 10 k + 9 K −1=0
⇒
❑ 0.1,−1

But value of ‘k’ is always positive

⇒
❑ k=0.1

(ii). P ( X <6 )= p ( 1 )+ p ( 2 )+ p ( 3 ) + p ( 4 ) + p ( 5 )
⇒
2
❑ k +2 k +2 k +3 k + K
⇒
2
❑ K +8 k=0.81

P ( X ≥6 )= p ( 6 ) + p ( 7 )
⇒
2 2
❑ 2 K +7 k + K
⇒
2
❑ 9 K + K =0.19

(iii). P ( 0< X < 5 )= p ( 1 ) + p ( 2 )+ p ( 3 )+ p ( 4 )

⇒
❑ k +2 k +2 k +3 k =0.8
n
(iv). We know that mean of the distribution is μ=E ( x ) =∑ p i x i
i=1

⇒
❑ 1 ( k )+2 ( 2 k ) +3 ( 2 k ) + 4 ( 3 k ) +5 ( k )+ 6 ( 2 K ) +7 ¿)
2 2

⇒
❑ 1 ( 0.1 ) +2 ( 0.2 ) +3 ( 0.2 ) +4 ( 0.3 ) +5 ( 0.01 ) +6 ( 0.02 ) +7 ( 0.17 )
⇒
❑ μ=3.66
n
(v). We know that variance of the distribution isσ =∑ pi x i −μ
2 2 2

i=1

⇒
2 2
❑ σ =0.1 ( 1 ) +0.2 ( 4 )+ 0.2 ( 9 ) +0.3 ( 16 ) +0.01 ( 25 ) +0.02 ( 36 )+ 0.17 ( 49 ) −( 3.66 )
⇒
2
❑ σ =3.404

(vi). We know that cumulative distributive function F ( x )=P( X ≤ x )

xi F (x i)
 1 K=0.1
2 3 K=0.3
3 5 K=0.5
4 8 K=0.8
2
5 K +8 k =0.81
2
6 3 K +8 k =0.83
2
7 10 K +9 k =1

Note 1. If ‘X’ is a discrete random variable and ‘K’ is any constant then E ( X + K )=E ( X ) + K

2. If ‘X’ is a discrete random variable and ‘a,b’ are any two constant then

E ( aX + b )=aE ( X ) +b

3. If ‘X,Y’ are any two discrete random variables then E ( X +Y )=E ( X ) + E (Y )

***

Continuous Random Variables

Continuous Random Variable: If a random variable ‘X’ takes infinite number of values then
that is known as continuous random variable.

Ex: Height of the students between 5 feet to 6 feet, weight of the students between 50kgs to
60kgs.
Probability density function: let f ( x ) be a function where ‘x’ is the continuous random
b

variable, then the probability of the variable in the interval ( a , b ) is defined by ∫ f ( x ) dx her
x=a

f ( x ) is known as Probability density function.

Distribution function: the cumulative distributive function of a continuous random variable

‘X’ is defined by F ( x )=P( X ≤ x )

Note: if f ( x ) is probability function and F ( x ) is distribution function of a continuous random

variable ‘X’ then

(i). if f ( x ) ≥ 0
∞

(ii). ∫ f ( x ) dx=1
x=−∞

d
(iii). { F ( x ) } =f ( x )
dx
Mean or Expectation of a Continuous Random Variable: The mean or expectation of a
∞

continuous random variable ‘X’ is defined as μ=E ( x ) = ∫ x . f ( x ) dx

x=−∞

Variance of a Continuous Random Variable: The variance of a continuous random variable

∞

‘X’ is defined as σ =
2
∫ 2
x . f ( x ) dx−μ
2

x=−∞

⇒ 2
❑ σ =E ( x )− { E (x) }
2 2

Median: Median of the continuous random variable ‘x’ is a point which divides the total
distribution into two equal parts.

If x ∈ ( a , b ) and ‘M’ is the median of the random variable ‘X’ then it is obtained by solving
M b 1
f ( x ) dx= ¿
∫ f ( x ) dx= ∫ 2
x=a x= M
¿

Mode: Mode of a continuous random variable ‘X’ is a value of ‘x’ for which f ( x ) is
maximum.

It is obtained by taking f ' ( x )=0 where f '' ( x )< 0

Ex 1: if a random variable ‘x’ as the probability density function f ( x )=2e−2 x , x> 0

¿0, x≤0
Then find the probability that it will take on a value (i). between 1 and 3 (ii). p ( x> 0.5 )
3

(i). we know that p ( 1< x< 3 )=∫ f ( x ) . dx

1

3
⇒
❑∫ 2 e
−2 x
. dx
1

(2)
⇒ −2 x 3
e
❑−2
1

⇒
−2 x 3
❑−( e 1)
⇒
−2 −6
❑ e −e
∞

(ii). we know that p ( x> 0.5 )=∫ f ( x ) .dx

0.5

∞
⇒
❑∫ 2 e
−2 x
. dx
0.5

(2)
⇒ −2 x ∞
e
❑−2
0.5

⇒
−2 x ∞
❑−( e )
0.5

⇒
−1 1
❑e =
e

Ex 2: if the probability density function of a continuous random variable ‘x’ is given by

f ( x )=k ( 1−x 2 ) , where 0< x< 1

¿ 0 , otherwise

Then find (i). value of ‘k’ (ii). p ( 0.1< x <0.2 ) (iii). P ( x> 0.5 )
∞

We know that ∫ f ( x ) . dx=1

−∞

0 1 ∞
⇒
❑ ∫ f ( x ) . dx ∫ f ( x ) . dx +∫ f ( x ) . dx=1
−∞ 0 1

1
⇒
❑∫ k ( 1−x ) . dx =1
2

0
 ( )
⇒ 3 1
x
❑ k x− =1
3 0
⇒
3
❑ k=
2
0.2

(ii). We know that p ( 0.1< x <0.2 )=∫ f ( x ) . dx

0.1

0.2
⇒
❑ ∫ k ( 1−x ) dx
2

0.1

0.2
⇒
3
❑ ∫ ( 1−x ) dx
2

0.1 2

( )
3 1
⇒
3 x
❑ x−
2 3 0

= 0.14
∞

(iii). we know that p ( x> 0.5 )=∫ f ( x ) .dx

0.5

1
⇒
❑ ∫ k ( 1−x ) dx
2

0.5

1
⇒
3
❑ ∫ ( 1−x ) dx
2

0.5 2

( )
3 1
⇒
3 x
❑ x−
2 3 0.5

= 0.34

Ex 3: the probability density function of a continuous random variable ‘x’ is given by

1
f ( x )= sinx where 0 ≤ x ≤ π
2

¿ 0 , otherwise

(
Then find the (i). Mean (ii). Median (iii). Mode of the distribution (iv). P 0 < x<
π
2 )
∞

(i). we know that mean of the continuous random variable ‘X’ is μ=E ( x ) = ∫ x . f ( x ) dx
x=−∞
 0 π ∞
⇒
❑ μ= ∫ x . f ( x ) dx +∫ x . f ( x ) dx+∫ x . f ( x ) dx
x=−∞ 0 π

π
⇒
❑ μ=∫ x . f ( x ) dx
0

π
⇒
x
❑ μ=∫ . sinx dx
0 2

⇒ π
❑μ = 2

(ii). We know that median ‘M’ is the point which divides the total distribution into two equal
M π
1
parts it is obtained by solving ∫ f ( x ) dx=∫ f ( x ) dx =
0 M 2

⇒
M 1
❑∫ f ( x ) dx= 2 ¿
0
¿

⇒ 1M 1
❑∫ 2 sinx dx= 2 ¿
0
¿
M 1 1
⇒
❑∫ 2 sinx dx= 2 ¿
0
¿
⇒
M
❑ (−cosx )0 =1
⇒
❑ (−cosM +1 )=1
⇒
❑−cosM =0
⇒
π
❑ Median M =
2

(iii). We know that Mode of a continuous random variable ‘X’ is a value of ‘x’ for which
f ( x ) is maximum.

It is obtained by taking f ' ( x )=0 where f '' ( x )< 0

1
We have f ( x )= . sinx
2

Take f ( x )' =0
⇒
1
❑ . cos x=0
2
⇒
❑ cos x=0
⇒
π
❑ Mode of the continuous random variable is x=
2
π
2

( )
(iv).we know that P 0 < x< π =❑∫ f ( x ) dx
⇒

2 0

π
2
⇒
1
❑∫ . sinx dx
0 2

⇒
1 π
❑ ( ) 2
2 cosx 0
⇒
1
❑
2

Note 1: if ‘X’ is a continuous random variable and y=ax+ b , then E ( y )=a E ( x ) +b where a ,
b are constants.

2. : if ‘X’ is a continuous random variable and ‘K’ is any constant then

(i). Variance ( x +k ) =variance (x)

(ii). Variance ( kx ) =k 2 . variannce( x )

***