http://www.amaderforum.

com

CHAPTER 9. PROBABILITY AND STATISTICS

Probability and Statistics

• Introduction
• Random Experiment and Sample Space
• Events
• Probability of an Event
• Theorems of Probability
• Multiplication Rule of Probability
• Random Variables and Probability Distributions
• Theorems Introduction
• Conditional Probability
• Baye's Theorem
• Random Variable and Probability Distribution
• Binomial Distribution
• Poisson Distribution
• Applications
• Conclusion

http://www.amaderforum.com
 http://www.amaderforum.com

Introduction
In our day to day life, we come across many uncertainty of events. We wake up in the
morning and check the weather report. The statement could be 'there is 60% chance of
rain today'. This statement infers that the chance of rain is more than that having a dry
weather. We decide upon our breakfast from a statement that "corn flakes might reduce
cholesterol". What is the chance of getting a flat tyre on the way to an important
apartment? And so on.

How probable an event is? We generally infer by repeated observation of such events in
long term patterns.

Probability is the branch of mathematics devoted to the study of such events.

People have always been interested in games of chance and gambling. The existence of
games such as dice is evident since 3000 BC. But such games were not treated
mathematically till fifteenth century. During this period, the calculation and theory of
probability originated in Italy. Later in the seventeenth century, French contributed to this
Literature of study. The foundation of modern probability theory is credited to the
Russian mathematician, Kolmogorov. In 1993, he proposed the axioms, at which the
present subject of probability is based.

http://www.amaderforum.com
 http://www.amaderforum.com

Random Experiment and Sample Space

An experiment repeated under essentially homogeneous and similar conditions results in
an outcome, which is unique or not unique but may be one of the several possible
outcomes. When the result is unique then the experiment is called a 'deterministic'
experiment.

Example:

While measuring the inner radius of an open tube, using slide callipers, we get the same
result by performing repeatedly the same experiment. Many scientific and Engineering
experiments are deterministic.

If the outcome is one of the several possible outcomes, then such an experiment is called
a "random experiment" or 'nondeterministic' experiment.

In other words, any experiment whose outcome cannot be predicted in advance, but is
one of the set of possible outcomes, is called a random experiment.

If we think an experiment as being performed repeatedly, each repetition is called a trial.

We observe an outcome for each trial.

Example:

An experiment consists of 'tossing a die and observing the number on the upper-most
face'

In such cases, we talk of chance of probability, which numerically measures the degree of
chance of the occurrence of events.

Sample Space (S)

The set of all possible outcomes of a random experiment is called the sample space,
associated with the random experiment.

Note:

Each element of S denotes a possible outcome. Each element of S is known as sample

point.

Any trial results in an outcome and corresponds to one and only one element of the set S.

e.g.,

http://www.amaderforum.com
 http://www.amaderforum.com

1. In the experiment of tossing a coin,

S = {H, T}

2. In the experiment of tossing two coins simultaneously,

S = {HH, HT, TH, TT}

3. In the experiment of throwing a pair of dice,

S = {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6), (2,1), (2,2),………. (6,1), (6,2), (6,3), (6,4),
(6,5), (6,6)}

http://www.amaderforum.com
 http://www.amaderforum.com

Events
An event is the outcome or a combination of outcomes of an experiment. In other
words, an event is a subset of the sample space. e.g.,
{a head} in the experiment of tossing a coin is an event.

{a sum equal to 6} in the experiment of throwing a pair of dice is an event. Occurence

of an event Suppose we throw a die. Let E be the event of a perfect square number. Then
E = {1,4}. Suppose 3 appeared on the upper most face, then we say that the event E has
not occurred. E occurs only when 1 or 4 appears on the upper most face. Therefore
whenever an outcome satisfies the conditions, given in the event, we say that the event
has occurred. In a random experiment, if E is the event of a sample space S and w is the
outcome, then we say the event E has occurred if w E.

Types of Events S= {1,2,3,4,5,6}] If the event is set of elements less than 2, then E = {1}
is a simple event 1)

Simple Event:

If an event has one element of the sample space then it is called a simple or elementary
event.

Example:
Consider the experiment of throwing a die.

Compound Event:

If an event has more than one sample points, the event is called a compound event . In the
above example, of throwing a die, {1, 4} is a compound event.

Null Event (φ ):

As null set is a subset of S, it is also an event called the null event or impossible event. 4)
The sample space S= {1, 2, 3, 4, 5, 6} in the above experiment is a subset of S. The event
represented by S occurs whenever the experiment is performed. Therefore, the event
represented by S is called a sure event or certain event.

Complement of an Event:

The complement of an event E with respect to S is the set of all the elements of S which
are not in E.

The complement of E is denoted by E' or EC. Note: In an experiment if E has not

occurred then E' has occurred. Algebra of Events In a random experiment, considering

http://www.amaderforum.com
 http://www.amaderforum.com

S(the sample space) as the universal set, let A, B and C be the events of S. We can define
union, intersection and complement of events and their properties on S, which is similar
to those in set theory.
ii) A-B is an event, which is same as ''A but not B"

Example: Consider the same experiment throwing a die, then S= {1, 2, 3, 4, 5} Let A =
{1, 2, 3, 4}, B = {2, 3, 4, 5} The following are also events
A - B = {1} A'= {5, 6} Mutually Exclusive Events Two events
associated with a random experiment are said to be mutually exclusive, if both cannot
occur together in the same trial. In the experiment of throwing a die, the events A = {1,
4} and B = {2, 5, 6} are mutually exclusive events. In the same experiment, the events A
= {1, 4} and C = {2, 4, 5, 6} are not mutually exclusive because, if 4 appears on the die,
then it is favourable to both events A and C.

The definition of mutually exclusive events can also be extended to more than two
events. We say that more than two events are mutually exclusive, if the happening of one
of these, rules out the happening of all other events. The events A = {1, 2}, B = {3} and
C={6}, are mutually exclusive in connection with the experiment of throwing a single
die. If A and B are two events, then A or B or (A B) denotes the event of the occurrence
of at least one of the events A or B. A and B or (A B) is the event of the occurrence of
both events A and B. If A and B happen to be mutually exclusive events, then P(A B) =
0. For example, in the experiment of tossing three coins, if A and B be the events of
getting at least one head and at most one tail respectively, then S = {HHH, HHT, HTH,
THH, HTT, THT, TTH, TTT} A = {HHH, HHT, HTH, THH, HTT, THT, TTH} B =
{HHH, HHT, HTH, THH}
E1, E2, …, En are n events associated with a
random experiment are said to be pairwise mutually exclusive,
For example, let a pair of dice be thrown and let
A, B, C be the events "the sum is 7", sum is 8, sum is greater than 10, respectively. ∴ A
= {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)} B = {(2,6), (3,5), (4,4), (5,3), (6,2)} and C =
{(5,6), (6,5), (6,6)} The events A, B and C are pairwise mutually exclusive. Two events
A and B are said to be mutually exclusive if the occurrence of A prevents the occurrence
of B and vice versa.

Exhaustive Events For a random experiment, let E1, E2, E3,….. En be the subsets of the
sample space S. E1, E2, E3, … En form a set of Exhaustive events if
A set of events E1, E2, E3, …. En of S are said to mutually
exclusive and exhaustive events if

http://www.amaderforum.com
 http://www.amaderforum.com

Example:

In tossing of a coin, there are two exhaustive cases, {H}, {T}.

In throwing of a dice, there are 6 exhaustive cases, {1}, {2}, {3}, {4}, {5}, {6}.

In throwing of a pair of dice, there are 36 exhaustive cases. Example of an event which
is exhaustive, but not mutually exclusive. In throwing a die experiment, let E1 represent
the outcomes which are less than 4, E1= {1,2,3}.

Let E2 represent the outcomes which are greater than 2, E2= {3,4,5,6}.

Let E3 represent the outcomes which are greater than 4, E3 ={5, 6}. Clearly E1 and E3 are
mutually exclusive, but not exhaustive. Let E4 ={2, 4, 6} and E5 = {1, 2, 5} Then E4 and
E5 are mutually exclusive and exhaustive since.

Equally Likely Outcomes The outcomes of a random experiment are said to be equally
likely, if each one of them has equal chance of occurrence. Example: The outcomes of an
unbiased coin are equally likely.

http://www.amaderforum.com
 http://www.amaderforum.com

Probability of an Event
So far, we have introduced the sample of an experiment and used it to describe events. In
this section, we introduce probabilities associated to the events. If a trial results in n-
exhaustive, mutually exclusive and equally likely cases and m of them are favourable to
the occurrence of an event A, then the probability of the happening of A, denoted by
P(A), is given by

Note 2:

If P(A) = 0 then A is called a null event, or impossible event.

Note 3:

If P(A) = 1 then A is called a sure event.

Note 4:

If m is the number of cases favourable to A. Then m - n is favourable to "non occurrence

of A

Note 5: If the odds are a:b in favour of A then

This is the same as odds are b:a against the event A. Statistical or Empirical Probability If
a trial is repeated N number of times under essential homogeneous

Axiomatic Approach to Probability Axiomatic approach to probability closely relates the

theory of probability to set theory. Let S be the sample space of an experiment.
Probability is a function, which associates a non-negative real number to every event A
of the sample space denoted by P(A) satisfying the following axioms. For every event
A in S, P(A) ≥ 0. P(S) = 1. If A1, A2, A3,….An are mutually exclusive events in S,
then

http://www.amaderforum.com
 http://www.amaderforum.com

Theorems of Probability
Theorem 1:(Addition Rule of Probability)

If A and B are any two events, then Proof:

(From the Venn diagram)

( A and AC B are mutually exclusive)

Note 1:

If A and B are mutually exclusive events, then P(A B) = P(A) + P(B)

Note 2:
If A, B, C are any three events, then

Example:

In tossing a fair die, what is the probability that the outcome is odd or grater than 4?
Suggested answer: Let E1 be the event that the outcomes are odd. E1 = {1,3,5} Let E2 be

the event that the outcomes are greater than 4. E2 = {5,6}

http://www.amaderforum.com
 http://www.amaderforum.com

Theorem 2:

P(AC) = 1 - P(A) Proof:

∴P(A) = 1 - P(AC)

Example:

In tossing a die experiment, what is the probability of getting at least 2. Suggested

answer: Let E be the event that the outcome is at least 2, then E = {2,3,4,5,6} EC= {1}

Theorem 3:

P(φ ) = 0 Proof: The proof follows from theorem 2, P(φ )C = 1 - P(φ )

=1-1=0

Example:

In throwing a die experiment, what is the probability of occuring a number greater than
8 ? Suggested answer: Let E be the event where the outcome is greater than 8. E = φ
P(φ ) = 0

http://www.amaderforum.com
 http://www.amaderforum.com

Multiplication Rule of Probability

We have already proved that if two events A and B from a sample S of a random
experiment are mutually exclusive, then

In this section, we examine whether such a rule exists, if ' ' is replaced by ' ' and '+' is
replaced by 'x' in the above addition rule. If it does exist, what are the particular
conditions restricted on the events A and B.

This leads us to understand the dependency and independency of the events.

Example:

A bag contains 5 white and 8 black balls, 2 balls are drawn at random. Find

a) The probability of getting both the balls white, when the first ball drawn, is replaced.

b) The probability of getting both the balls white, when the first ball is not replaced.

Suggested answer:

a) The probability of drawing a white ball in the first draw is . Since the ball is

replaced, the probability of getting white ball in the second draw is also .

b) The probability of drawing a white ball in the first draw is . If the first ball drawn
is white and if it is not replaced in the bag, then there are 4 white balls and 8 black balls.

Therefore, the probability of drawing a white ball in the second draw = .

In this case, the probability of drawing a white ball in the 2nd draw depends on the
occurrence and non-occurrence of the event in the first draw.

Independent Events

http://www.amaderforum.com
 http://www.amaderforum.com

Events are said to be independent if the occurrence of one event does not affect the
occurrence of others.

Observe in case(a) of above example,

The probability of getting a white ball in the second draw does not depend on the
occurrence of the event on the first draw.

However in case(b), the probability of getting a white ball in the second draw depends on
the occurrence and non - occurrence of the event in the first draw.

It can be verified by different example.

If A and B are two independent events, then

This is known as Multiplication Rule of Probability.

The converse is also true, that is if two events A and B associated with a random
experiment are such that

then the two events are independent.

Two events are said to be dependent if the occurrence of one affects the occurrence of the
other. In this case,

In the above example,

let

A = event that the outcome is a white ball in the first draw

B = event that the out come is a white ball in the second draw

In case (a),

∴The probability that both the balls drawn is white

http://www.amaderforum.com
 http://www.amaderforum.com

In case (b),

(Since the ball after the first draw is not replaced)

P(B) = P (first draw is white and second draw is white)

+ P (first draw is black and second draw is white)

(both the balls are white)

Here P(A B) P (A). P(B) since the events are not independent. Independent
Experiment

Two random experiments are said to be independent if for every pair of events E and F,
where E is associated with the first experiment and F is associated with the second
experiment, the probability of simultaneous occurrence of E and F, when the two
experiments are performed, is the product of the probabilities P(E) and P(F), calculated
separately on the basis of the two experiments.

i.e,. P(E F)= P(E).P(F)

Example:

Probability of solving a specific problem independently by A and B are

respectively. If both try to solve the problem independently, find the probability that the
problems be solved.

http://www.amaderforum.com
 http://www.amaderforum.com

Suggested answer:

Let A be the event of A solving the problem.

Let B be the event of B solving the problem.

Then,

P (A not solving the problem)

P (B not solving the problem)

(Considering the experiments as independent, because A and B solve the problem

independently)

P (both not solving the problem)

Probability that the problem can be solved

Note:

If A and B are independent, then

i) Ac and Bc are independent

ii) Ac and B are independent

iii) A and Bc are independent

http://www.amaderforum.com
 http://www.amaderforum.com

Random Variables and Probability Distributions

It is often very important to allocate a numerical value to an outcome of a random
experiment. For example, consider an experiment of tossing a coin twice and note the
number of heads (x) obtained. Outcome HH HT TH TT No. of heads (x) 2 1 1 0 x is
called a random variable, which can assume the values 0, 1 and 2.

Thus, random variable is a function that associates a real number to each element in the
sample space. Random variable (r.v) Let S be a sample space associated with a given
random experiment.

A real valued function X which assigns to each ω i ∈ S, a unique real number, X(ω i) = xi
is called a random variable.

Note:

There can be several r.v's associated with an experiment. A random variable which can
assume only a finite number of values or countably infinite values is called a discrete
random variable. e.g., Consider a random experiment of tossing three coins
simultaneously. Let X denote the number of heads obtained. Then, X is a r.v which can
take values 0, 1, 2, 3. Continuous random variable A random variable which can assume
all possible values between certain limits is called a continuous random variable. Discrete
probability distribution A discrete random variable assumes each of its values with a
certain probability.

Let X be a discrete random variable which takes values x1, x2, x3,…xn where pi = P{X =
xi} Then X : x1 x2 x3 …xn P(X) : p1 p2 p3 … pn is called the probability distribution of x, If

in the probability distribution of x,

Note 1 :
P{X = x} is called probability mass function.

Note 2:

Although the probability distribution of a continuous r.v cannot be presented in tabular

forms, we can have a formula in the form of a function represented by f(x) usually called
the probability density function.

http://www.amaderforum.com
 http://www.amaderforum.com

Theorems Introduction
From our earlier chapter we know that, in statistical experiments, if the events A and B
are independent, then

But suppose the two events are not independent, that is the occurrence of one depends on
the occurrence of other, then how do we compute This can be explained by
conditional probability.

Baye's theorem is named after the British mathematician Thomas Bayes who published it
in a research paper in 1763. It gives one of the important applications of the conditional
probabilities by using the additional information supplied by the experiment or the past
records.

http://www.amaderforum.com
 http://www.amaderforum.com

Conditional Probability
Let us consider the random experiment of throwing a die. Let A be the event of getting an
odd number on the die.

∴ S = {1, 2, 3, 4, 5, 6} and A = {1, 3, 5}

Let B = {2, 3, 4, 5, 6}. If, after the die is thrown, we are given the information, that the
event B has occurred, then the probability of event A will no more be 1/2, because in this
case, the favourable cases are two and the total number of possible outcomes will be five
and not six.

The probability of event A, with the condition that event B has happened will 2/5. This
conditional probability is denoted as P(A/B). Let us define the concept of conditional
probability in a formal manner.

Let A and B be any two events associated with a random experiment. The probability of
occurrence of event A when the event B has already occurred is called the conditional
probability of A when B is given and is denoted as P(A/B). The conditional probability
P(A/B) is meaningful

P(A/B) = Probability of occurrence of event A when the event B as already occurred.

http://www.amaderforum.com
 http://www.amaderforum.com

Remark 1:

Remark 2:

If A and B are mutually exclusive events, then

∴If A and B are mutually exclusive events, then A/B and B/A are impossible events.

For an illustration, let us consider the random experiment of throwing two coins.

∴S = {HH, HT, TH, TT}

Let A = {HH, HT}, B = {HH, TH} and C = {HH, HT, TH}

A/B is the event of getting A with the condition that B has occurred.

Remark 3:

We know that for the events A and B,

If B = S then

http://www.amaderforum.com
 http://www.amaderforum.com

= P (A)

Remark 4:

If A = B

Remark 5:

From the formula of conditional probabilities, we have

Equation (2) and equation (3) are known as multiplication rules of probability for any two
events A and B of the same sample space.

Remark 6:

We know that two events are independent if the occurrence of one does not effect the
occurrence of other. If A and B are independent events

P (A/B) = P (A) and P (B/A) = P (B)

http://www.amaderforum.com
 http://www.amaderforum.com

∴The multiplication rule for the independent events A and B is given by

Remark 7:

So far, we have assumed that the elementary events are equally likely and we have used
the corresponding definition of probability. However the same definition of conditional
probability can also be used when the elementary events are not equally likely. This will
be clear from the following example.

Suppose a die is tossed. Let B be the event of getting a perfect square.

The die is so constructed that the event numbers are twice as likely to occur as the odd
numbers.

Let us find the probability of B given A, where A is the event getting a number greater
than 3 while tossing the die.

S = {1, 2, 3, 4, 5, 6}

If probability of getting an odd number is x, the probability of getting an even number is

2x.

Since P (S) = 1

x + 2x + x + 2x + x + 2x = 1

9x = 1

A = {4, 5, 6}

http://www.amaderforum.com
 http://www.amaderforum.com

Example 1:

A card is drawn from an ordinary deck and we are told that it is red, what is the
probability that the card is greater than 2 but less than 9.

Suggested answer:

Let A be the event of getting a card greater than 2 but less than 9.

B be the event of getting a red card. We have to find the probability of A given that B has
occurred. That is, we have to find P (A/B).

In a deck of cards, there are 26 red cards and 26 black cards.

∴n(B) = 26

Among the red cards, the number of outcomes which are favourable

Example 2:

A pair of dice is thrown. If it is known that one die shows a 4, what is the probability that

a) the other die shows a 5

http://www.amaderforum.com
 http://www.amaderforum.com

b) the total of both the die is greater than 7

Suggested answer:

Let A be the event that one die shows up 4. Then the outcomes which are favourable to A
are

(4, 1), (4, 2), (4, 3), (4, 4), (4, 5), (4, 6) (1, 4), (2, 4), (3, 4),

(5, 4), (6, 4)

(a) Let B be the event of getting a 5 in one of the dies. Then the outcomes which are
favourable to both A and B are (4, 5), (5, 4)

(b) Let C be the event of getting a total of both the die greater than 7.

The out-comes which are favourable to both C and A.

(4, 4), (4, 5), (4, 6), (5, 4), (6, 4)

∴n (C) = 5

Note that in the above example P (B) and P (B/A) are different.

Similarly P (C) and P (C/A) are different.

http://www.amaderforum.com
 http://www.amaderforum.com

Baye's Theorem
In the previous section, we have learnt that

i) If A and B are two mutually exclusive events, then

ii)

Before we state and prove Baye's Theorem, we use the above two rules to state the law of
total probability. The law of total probability is useful in proving Baye's theorem and in
solving probability problems. Following is an example which explains this law.

Example:

Let S is the sample space which is the population of adults in a small town who have
completed the requirement for a college degree. The population is categorized according
to sex and employment status as follows

∴One of these individual is to be selected for a tour throughout the country. Knowing
that the individual chosen is employed, what is the probability that the individual is a
man?

Suggested answer:

Let M be the event that a man is selected, E be the event that the individual selected, is
employed. Using the reduced sample space, we have

Also, we have

From the original sample space, we have

http://www.amaderforum.com
 http://www.amaderforum.com

Suppose that we are now given the additional information that 36 of those employed and
12 of these unemployed are the members of the rotary club. What is the probability of the
event A that the selected individual is a member of the rotary club?

Suggested answer:

A is the event that the selected individual is a member of the rotary club.

From the figure, it is clear that

The generalization of the foregoing example, where the sample space is partitioned into n
subsets is known as Law of Total Probability. Theorem: (Law of Total Probability) If B1,

http://www.amaderforum.com
 http://www.amaderforum.com

B2, B3, ….., Bn are mutually exclusive and exhaustive events of the sample space S, then
for any event A of S.

Proof:

From the venn diagram, we have

where are mutually exclusive events.

Baye's Theorem Let S be a sample space.

If A1, A, A3 ... An are mutually exclusive and exhaustive events such that P(Ai) ≠ 0 for all
i.

Then for any event A which is a subset of

We have,

http://www.amaderforum.com
 http://www.amaderforum.com

Proof:

P(A) P(A1) P(A/A1) +P(A2)P(A/A2)+….+P(An) P(A/An) ….(1)

Also,

Example:

In a bolt factory 25%, 35% and 40% of the total is manufactured by machines A, B and
C, out of which 5%, 4% and 2% are respectively defective. If the bolt drawn is found to
be defective, what is the probability it is manufactured by the machine A?

Suggested answer:

Given P (A) = 0.25, P (B) = 0.35 and P (C) = 0.4 Let D be the event of getting a defective
bolt.

P (D/A) = 0.05 P (D/B) = 0.04 P (D/C) = 0.02

http://www.amaderforum.com
 http://www.amaderforum.com

http://www.amaderforum.com
 http://www.amaderforum.com

Random Variable and Probability Distribution

If is often very important to allocate a numerical value to an outcome of a random
experiment. For example consider an experiment of tossing a coin twice and note the
number of heads (x) obtained. Outcome : HH HT TH TT No. of heads (x) : 2 1 1 0 x is
called a random variable, which can assume the values 0, 1 and 2. Thus random variable
is a function that associates a real number to each element in the sample space.

Random variable (r.v) Let S be a sample space associated with a given random
experiment. A real valued function X which assigns to each ω i ∈ S, a unique real
number.

Note:
There can be several r.v's associated with an experiment. A random variable which can
assume only a finite number of values or countably infinite values is called a discrete
random variable. e.g., Consider a random experiment of tossing three coins
simultaneously. Let X denote the number of heads then X is a random variable which can
take values 0, 1, 2, 3.

Continuous random variable

A random variable which can assume all possible values between certain limits is called a
continuous random variable.

Discrete Probability Distribution

A discrete random variable assumes each of its values with a certain probability, Let X be
a discrete random variable which takes values x1, x2, x3,…xn where pi = P{X = xi} Then X
: x1 x2 x3 .. xn P(X): p1 p2 p3 ..... pn is called the probability distribution of x.

Note 1:

In the probability distribution of x

Note 2:

P{X = x} is called probability mass function.

http://www.amaderforum.com
 http://www.amaderforum.com

Note 3: Although the probability distribution of a continuous random variable cannot be

presented in tabular form, it can have a formula in the form of a function represented by
f(x) usually called the probability density function.

Probability distribution of a continuous random variable Let X be continuous random

variable which can assume values in the interval [a,b]. A function f(x) on [a,b] is called
the probability density function if

Mean and Variance of a Discrete

Random Variable Let X be a discrete random variable which can assume values x1, x2, x3,
…xn with probabilities p1, p2, p3 ….. pn respectively then (a) Mean of X or expectation of
X denoted by E(X) or µ is given by

(b) Variance of X denoted by σ 2 is given by

Note :

Example :

Two cards are drawn successively without replacement, from a well shuffled deck of
cards. Find the mean and standard deviation of the random variable X, where X is the
number of aces.

Suggested answer:

X is the number of aces drawn while drawing two cards from a pack of cards. The total
ways of drawing two cards 52C2. Out of 52 cards these are 4 aces. The numbers of ways of
not drawing an Ace =48C2. The number of ways of drawing an ace is 4C1 x 48C1 and two
aces 4C2. Therefore the r.v. X can take the values 0, 1, 2.

http://www.amaderforum.com
 http://www.amaderforum.com

= 0.1629 - 0.0236 = 0.13925

Let X be a continuous random variable which can assume
values in (a, b) and f(x) be the probability density of x then (a) Mean of X or Expectation

of X is given by (b) Variance of x is given by

http://www.amaderforum.com
 http://www.amaderforum.com

Binomial Distribution
A trial, which has only two outcomes i.e., "a success" or "a failure", is called a Bernoulli
trial.

Let X be the number of successes in a Bernoulli trial, then X can take 0 or 1 and

P(X =1) = p = "probability of a success"

P(X = 0) = 1 - p = q = "probability of failure".

Consider a random experiment of performing n independent Bernoulli trials.

Let p be the probability of success, q = 1 - p be the probability of failure.

The probability of x successes and consequently (n - x) failures in n independent trials in

a specified order say SSSFFSSFF….FSF is given by

P(SSSFFSSFF…FSF)

= P(S) P(S) P(S) P(F) P(F) P(S) P(S) P(F)….P(F) P(S) P(F)

= p.p.p.qq.ppq….qpq

= pxqn-x

But x successes can occur in nCx ways.

∴P(X = x) = nCx px qn-x is the probability mass function of exactly x successes.

The probability distribution of the number of successes, so obtained is called the binomial
distribution.

X P[X = x]

0 qn

1 nC1 pqn-1

2 nC2 p2 qn-2

3 nC3 p3 qn-3

http://www.amaderforum.com
 http://www.amaderforum.com

n pn

Note 1:

n and p are called the parameters of the binomial distribution.

Note 2:

If x is a binomial variate with parameters n and p then it is denoted by x = b(n, p).

Note 3:

Example:

5 cards are drawn successively with replacement from well shuffled deck of 52 cards.
What is the probability that

i) all the five cards are spades

ii) only 3 cards are spades

iii) none is a spade.

Suggested answer:

Let X be the random variable for the number of spade cards drawn.

p = probability of drawing a spade card

q=1-p

n=5

http://www.amaderforum.com
 http://www.amaderforum.com

Recurrence Relation for the Binomial Distribution

We have

P(X = x + 1) = nCx+1 px+1 qn-x-1

Mean and variance

http://www.amaderforum.com
 http://www.amaderforum.com

= np (p+q)n-1

To find the variance:

We have

http://www.amaderforum.com
 http://www.amaderforum.com

= n(n-1) p2 (p+q)n-2 + np

= n2p2 - np2 + np

= n2p2 + np(1-p)

= n2p2+ npq

Now V(x) = E(x2) - [E(x)]2

= n2p2 + npq - n2 p2

= npq

Example:

If the mean and variance of a binomial distribution are respectively 9 and 6, find the
distribution.

Suggested answer:

Mean of a binomial distribution = np = 9

Variance of a binomial distribution = npq = 6

Binomial distribution is given by

http://www.amaderforum.com
 http://www.amaderforum.com

Poisson Distribution

Poisson distribution is a limiting process of binomial distribution. Poisson distribution

occurs when there are events which do not occur as outcomes of a definite number of
outcomes.

Poisson distribution is used under the following conditions:

Number of trials n tends to infinity

Probability of success p tends to zero and

np = λ is finite.

Poisson Distribution as a Limiting Form of the Binomial Distribution We shall now

deduce the Poisson distribution from the binomial distribution by assuming that n → ∞
and p → 0 such that the product np always remains finite, say λ.

We shall now use a very important result of limits in Calculus. We state this result
without proof:

http://www.amaderforum.com
 http://www.amaderforum.com

where e is a constant lying between the number 2 and 3 and ex is defined by

with x a real number. From equation (1), we observe that each of (r - 1) factors,

that

Thus

where λ is a finite number and is equal to np. The sum of the probabilities P(X = r) or
simply P(r) for r = 0, 1, 2, … is 1. This can be seen by putting r = 0, 1, 2, … in (4) and
adding all the probabilities.

http://www.amaderforum.com
 http://www.amaderforum.com

Also, each of the probabilities is a non-negative fraction. This leads to the distribution
defined below:

A random variable X taking values 0, 1, 2, … is said to have a Poisson distribution with

parameter λ (finite), if its probability distribution is given by

There are many daily life situations where n is very large and p is very small. In such
situations, the Poisson distribution can be more conveniently used as an approximation to
binomial distriburtion which may prove cumbersome for large values of n. This is called
Poisson approximation to binomial distribution. The Poisson approximation to binomial
distribution is easier to compute directly and easier to tabulate than the binomial

distribution, since the values of e- for various values of λ are found in standard tables.
Some examples of such situations are i) telephone trunk lines with a large number of
subscribers and the probability of telephone lines being available is very small, ii) traffic
problems with repeated occurrence of events such as accidents whose probability is very
small, iii) many industrial processes undergoing mass scale production with probability
of events as 'faults' or 'breakdowns' being very small, etc. The probability mass function
of the Poisson distribution given by

Note 1:

= e-
 
e =1

Example: A random variable X has a Poisson distribution with parameter λ such that P
(X = 1) = (0.2) P (X = 2). Find P (X = 0).

Suggested answer: For the Poisson distribution, the probability function is given by

http://www.amaderforum.com
 http://www.amaderforum.com

Given P (x = 1) = (0.2) P (X = 2)

Recurrence Relation for the Probabilities of Poisson Distribution

Mean and Variance

 
= λe- e = λ

Example:
If the variance of the Poisson distribution is 2, find the probabilities for r = 1, 2, 3, 4 and
5 from the recurrence relation of the Poisson distribution.

http://www.amaderforum.com
 http://www.amaderforum.com

Suggested answer:

The variance of the Poisson distribution

=λ=2

Recurrence relation is given by

http://www.amaderforum.com
 http://www.amaderforum.com

Applications
After the elementary study in probability, let us see how we can utilise this basic
knowledge in solving problems of different areas.

Example 1:

In a housing colony 70% of the houses are well planned and 60% of the houses are well
planned and well built. Find the probability that an arbitrarily chosen house in this colony
is well built given that it is well planned.

Suggested answer:

Let A be the event that the house is well planned. B be the event that the house is well
built. P (A) = 0.7 Probability that a house, selected is well built given that
it is well planned.

Example 2:

In a binary communication channel, A is the input and B is the

Suggested answer:

We know that

http://www.amaderforum.com
 http://www.amaderforum.com

We know that

By Law of total probability

http://www.amaderforum.com
 http://www.amaderforum.com

Example 3:

A manufacture ships his products in boxes of 10. He guarantees that not more than 2 out
of 10 items are defective. If the probability that an item selected at random from his
production line will be defective is 0.1, what is the probability that the guarantee is
satisfied.

Suggested answer:

Let X be the random variable which represents number of defective items selected which
has a binomial distribution with

n = 10, p = 0.1, q = 0.9

Probability that the guarantee is satisfied

http://www.amaderforum.com
 http://www.amaderforum.com

Conclusion
In this chapter we have studied the method of evaluating probabilities of events relating
to independent events and conditional events. We have also studied about random
variables and their probability distributions, namely binomial distribution and Poisson
distribution.

The binomial distribution is defined on a random variable which takes finite discrete
values whereas the Poisson distribution is defined on a random variable which takes
infinite discrete values such as 0, 1, 2, 3, ….

There are few more discrete probability distribution which will be discussed in higher
classes. The most important continuous probability distribution in the entire field of
statistics is normal distribution.

This bell shaped probability distribution function is also an approximate to binomial

distribution. We will be learning the importance of these distribution function in later
classes.

http://www.amaderforum.com