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Probability

The document discusses various concepts in probability theory, including conditional probability, random variables, and the expectation of random variables. It outlines mathematical properties and theorems related to probability distributions and expectations. Additionally, it provides examples and formulas to illustrate these concepts.

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0% found this document useful (0 votes)
51 views

Probability

The document discusses various concepts in probability theory, including conditional probability, random variables, and the expectation of random variables. It outlines mathematical properties and theorems related to probability distributions and expectations. Additionally, it provides examples and formulas to illustrate these concepts.

Uploaded by

Santhakumari
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
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»D | --———-Unai =- 300 PROBABILITY Pxobabitety : © pxobabitsty A lo saince of decciedy - making swith coleulaled sks 4 te dace of - Ya lin chow G sample spac 3) and are not dixpink | tien PCnus) = Pca) + PCB) - Plans) Ava = Av Cina), whexe A ond Ana axo rudually foink dif = pl(aus) = P [av (ans) J * Pla) + P (ined Tey Autom 3} * Pw) +P0BY - PLAnB) or om (4) orwwovels F fxm ASeoram 3.3 Of)J P thus) = Pla) + [plang) +plane)3 —p (ane) = Plp) +P (inB) u(ane)J - P(angd fe Uiine) and lane) axe déijesnt: ] > Plav8) = playspiB)~P (ane) 9 Maltin ‘Theoxam af paohabittly fox two quenks A and B Plana) == Pla) - PlBin) , Pla) ¥o | = P(e) - Pale) , p(B) x0 Whore PBA) sopresents tondEtienal Probohtlety of Olcurence of B when He A event fas abwady Aappyred and P(nia) 8 Condédfonal Pope Aappord of A, qin Hol B has abstadsy happy Ret og wait athe hn Poy = 2, pes) = 2B) on prangy = DLANB) ns) nics) nes) por Be Undétional avent pip, He qdavourable @Oubeomes must be one of fhe Aample posits of B dey Gor Ha event Ale, Me Sample space fi B cand out ihe 018) Aample pout / nana) por tah fo fhe ocowence of Me ovent A, Honco nana) P (Ala) a RewrEltuig , we gee Pinna) = lB) MMB) _ PB). PCAyB) nes) n(B) Jericdoodg PtanB) = Mtr) x NAMB) _ P(r). Pepin). nts) nw) o> ) Confinuows Pbatbubion Funchion : BR x & a nbinucus xardom vartable with the pedid. $00), dan the functor x FG) = Plxen) = fdteidb, wert 0d = & called He lAbEbutun qfunckin cd.f) om Bomatines Lhe Ccumnudtalite distetbution qfunctin Co-d-f) of a xandom Variables %. Pxopetin @ DiiboEbution gfunction : Os FO) EI | mw snse pum analysis CRiamen sitegral) , we Knew that Fla) - dre = ft) v0 h > FO) B non dacwasthg qunctdon of 2. z ab Ft) . bin @) - Lim . oe F J Sova -{ for de ' y 04 FH) 4) FOL) Ba conffnucus § qunchiin of % on Lha sf ght, Ghe dBuentfruilbs a Fix) axe af He most Lounlable . Tk may bo noted drat b a Ptae web) = F4tordy = [sere - [feed de a oo -a = plxeb) -P (xa) = Fb) - Flat - Abr hors » b [_PCazs 2b) = Placxeb) = plasxeb) fF de ---02) 20] pla - 4 Fo) fr) dF es) Sen de. oT dF tt) 3 knewn 0s probabélihy differontal bX. 6) [Witte Animas qf probability? The cariorns Lhus provide a Aek of sutles which difine sulakierstips bekwecn obbrack entitis , These gule can Le used to deduce betwen ind He Hiroremns tan be brought together to de-luc1e mene Lemplex Lheonams. These Horas fave no ampxital meanig wlbawugh thay can be given an Sntexprelalicy toms enpréial Phonomenen . The simpoxtank pout , fowewer, & Bok Be malkemalital dovelopmenk of probabtittty Preoxum & th ne way , condébiinot aygon tke uitepretaion given fe Be Moony. he hot of all possible oulvornes ofa sgiien seandom Lapetinent B soled He ramp space wassotaled wilh Hin epetment » Fah powtble oubeme 0% clement sha Apace & talled 2 Larple point oa an Qbemen Cary event, Random Van‘able : : A snandom variable Cn.vy Boa Gun clic Xl) weth demain 3 ank range (-6,6) buch Bol for eveuf seal pumben a, Bin werk (wi x le) 4a) ée. Propertits of DAtrtbutiv Fanchion : sh fo ka df of ho xv x and of ath, Sen Plazxéb) = FCb) -Fla) 00h * 5 : Puoed The events azxeb and ‘x60’ sare difeint cand Bus unfor A the donk \xeb. Hence by additeén Hees of probability : Plasx2b) 4 OC x20) = P(xeb) > pl azxeb) =P(réb) -Plxe2a) > Ptb)~ Fla) Ht pA dS ob one dimensional xv. x, Phen @ ofetx) 41 em) Fx) 2 FLY) xy $n ober words , alt dA txtbubén Gfurchearis ae meno bombably — pon - docwasing sand Lin bokwan oand 1. Sp ph ded of one dinansional 1.V x, then bin pido and plo) km pide) pe Arab Jak the orpres nohitch He panple Apa 8 asa teusntabla Valuer of wxelten as qollows. ao ps)- 9 2 penexexemida S plinzvens) nz) n=0 Fle) = 6 i b t2 MR OS rena Fen) 4 LR OF Ptnn)-roo a7 n=) bye feo - hm © Aa 4 Flo) ready 4 we [rte3n = Fly} 2 Flo) -~F tw)\ 4 Lpce)-rto)} \> Fle) Fla) = *{*) Ate Lh pC)

fy ————_. a Whot A He chance Hat a will contain 53 sundays’) bon. deap year = 36 days = 52 weeks and 2 days The folowing ue the powthle tembateota gon hor two ‘over’ days : § dun, Mont, fen Tue {Tue , wed, f Wed thu Sha, wath Spur, sat} fat, Aur) Requibied probability = £ nts) n(n) NO) = § gun, mon 4h sak , Suny Ae Laun't Seren V5 fue} {wed 9 (mH {sak Rese ae Y Requived probahstlity 2 ee Heap year Aolected at nandorn —————— UNIT = Yy_ a Matwemancar EXPECTATION MatRematiicad Expectation of Random The prohabilcty Aibduten fo a xandem Vartoble, We oflan want fo compute Me mean on cupected value 4 Biz xandem vartable » Ye erp ected valse a xandemn Vass able ua heights aw the probab il os asratated wilh the lorresponding Values s the mathemalfcl expan hos lempulting fhe orpocted yolue Fa diate sandem variable xX wklh prshobb lily mans gunchiin (p.m.4) fin B fuen below t FU) = Zaha), Chon diicrole nv) __ ou) The Walhematuionl oxpresuin ox umpubr He Lapoctedl Value of a wenkfrucus yandem Vartable x with probability — densely functiin (pd. FSO) 8 , Aowerar , as pws a Food = fx didn, Chon entfruow me) _ oe oe) Provided the xfght hand Alegel wi a) ori |r Bb abwlutey covergint £0s9 proukded te eey pe 2 J) letoul de = fm fer) du 2 = Zltti)= Zixl fay ce x dadetheén Theorem of Expectation - th x and y ore sandem variables, then EQay) = EG) 4EQ) prootded call the xpodtabors out, Paoot : Loe x cond y be continuous avs with pout pd. 4. tay 04) and maxgthal pdt 6-fyer) and Jyl4) Sospocktvoly «Then by dof Eu): f detode on ob d Fo = f r an 4 ae yt, y) dy _— 0) try) dey Caged bw ay Od dhdy a Jey tay) ady ab > Eu) 4 £CY) Tho sustt fan bo eitended by n Vavtab la AB gulen below. ie Mullick Teonam of Expotakich x ond Y are fncbepondent nandom vastab Lo, Shar) FE Gy) = EOD. Et), proof Pwleediiig os th prepoty 3, we Bawe a Etxy) = f ry dey Giyddidy ab ob wb ° I foxy fy ti) dy y) du dy 2 «Talis ¥ and y a Frdapendert: | J nyt bY yty cy ey and Tukg ofdditeen Troonam of enpeckiahin @ ond @J Edx) ly) provided XY and y aw sidepardent Proportils Fxpactation ; is Property |: ddéhin Theosem of Expoctaten at x sand y sox svandem Vawuable , Han Eby) EU) 46LY) provtded all Be expectation lst prod: wae k andy be Unbhrucus sv B with pork pdt fey Guy) and marginal pd th fy) and fy ty) sespectively . gen by defn, “ Fid: fxdytdds — ~« = — > | y dy ( (y) dy 0) mo EGA) ih cory 4ey ty) de dy -b -o wm =f Fade Cupdidy if ydry (iy de dy -b ob ob ? Jaf “iy mydyjde 4 J EP Soy ta wrx 4, L L- gd a Le “ ; oF wf mde + fawtoas = Ey) +ECy) qh ret fon be artendend 40 7 Vascliob los aus giuan bolocp. Phuporty % Nullpltahch ‘eonam af pedattin qt X and y oe Srolapondlent. ‘gandem vartable , Bon ECxy) 2 £00: gly) Proof : proueeding as pepe me hase guy) Lf ny dry uy de dey “ a i, wy fy dy ty) dudy tun x and ¥ axe Tndeportint ] ob = ty td ), 2 txt af yty updy ee #Cy), provided x and y we Sndependlant . _=" porty 3: Pe If x B a xardem variable and '0' 3 Lerstant °F yavted) = a£ Srey PE (apcrdia) = E Pvt yjva, doh WC), @ qundsch of ¥, bo vw and al Sxpedabchs ontit. ctha Jost sintequal does nok dspord en b, ff i tends b tow as hyo Moen Oy (48 Mow |e le letoy civ ea fy thx Fa pea ea 2s dro <2 Hen by Dominated covergenes Ghaoxem (8.0.1), bh 4 He Limek instdo bho srlegal. 4G th (4), wegeh ob ; (fe thy ron mdb Lem) tes) ef hdo Je, | dee) =o > “ 9 Gr (HH? = Bele) ye, ne 4 () 4 wantonly tonbirueus sh 1b! Paopoxty 8: "$00 ond 6,00 ox fen Otel. Pruvef Lonfugate fundken , g, te CE). where He WS De Lemgplke lenjugate ea $, (0) = ECe™) - Elles kx reuate xi] dt EY taskx chit) © Lies COX eesin Leaj = Ele) - gee) —<— Proposiey 24 : | R be dancin wf arv. XS Aymmebita iy about toe, 0% A Fle) Ur) = fer) Fb), Ban (0 ab real valued and ever qurctin of. Prot: py dsfenilin par Rave fe ce fe eydy — (xe-4) * be, g,(0 = Ve garde= J _# ay ; De fe fry) 49? dW) > db.) B an aven dunckeér of f+ From i) and or we gee 1 ge ~ GL) = GO Dine drt 8 2 rial Valued and avon qurckin bE. p B tomo xv with charackedtihé quncleos J, CE), a Bp, = FU) Gab, Lan Uh Ler rs os Z, du), — Py Proof! — ted = Lee oe Exfjcantiakig Cunder te Integral pr)” 1! Brmes won bo k, We get eC OG) «fear Soodx ctf at fin) dx : [e an : of. e e4e)de, | ; LY 2 dt bee 2, 2 Uf xtfoodds = CeCe) =f py! “bs te ge a lene , ko (4) ] rs ate} ko? te) | fe geo) Puspoty 6: —_ , Bs, () = By (Ue), c being ca tenstont « a Ih Xand ty axe Tadgpardante xandem vertables , fem Bx, 4 tlt) = Gx, te) brat) oa vox gentrally on Independant. xandem Voxtab Lod Koz ba, A, OF Baw? Bayt naa ARAUED = Ox, (ED Pan CO - xp) — londthtinal Pypactalion: - - £ xX and y we bwo xandem vasables , fan tovartance helweon thm 4% dofined a tovtxy) = E Lf wen LYE) = & Tey-xety) - YER) vECME) = Elxy)-EQEG) _ BOAECY) + Eqoety) - gtxy) -EELY) Sh x ard Y are Independant Bion ECXY) and Gang sh Mat cose = wv Quy) = EO) Bey) eC e Expocted value af 2. Random Veale The walamabcal exproiin don Lompuling Re Cumcted value q a ASiote xandem vYextable y wbth prohabibe 2 fl pan uncer (p.m.4) fo0 B gws balovo 2 BODE) E(x) - Erte), fon diseate 4.v) UNITS BINomiAL pisTRIBUTION Binomiad B.%tatbution : @ sandem varfable xB sat to polllew hinemfal dAtaibubiin ff assumes erly non-negative volcs ond. Bs prctabliltty mars qunchien Li aiven by: Plxex) = Ptrd= jin) Pa x20, 1,2,-0n 5 qel-P ° 7 obkuueste Moment § Bloramial déstxfbubim : The but Gout memanti about oigin of Bonomial ABtribubiin xe Chtaired as ofllows ' 9 tne Ween = SC) PG op 2 (i) ward ho en “ge van o ia Vinemial ABtbrtbulcin Li np. qu by. EG?) - 3 (2) qn Doo n etry) nto) , | A-2 - ; 1 xx) (**) 4 . = 2 o = Ata p 5 z (n2)Pt"g" " oe = Alo) Pocgrpy? , Pp = ntn -t) p> ¥np 2 pate V2 BL O14 xb o[n )e%y ba! = EG?) ~ § Brod= 2 5 420 a8 n = nln-1dUn a) p3 a oe a28 g \x-2 : Mind tn-2) p%Xqap)m3, 43M (np? (gap)? np =N (n(n -2) p3 4 3N(N-1)p2 4np. Alrclaaty FO NI O92) 4-3) 4 be (ney) Or) RAH (HAND AK Aobots Aa 270-3) 4 By fy “Cy -2) 4 0% Gr) 4 (By giving to x He Values |, 2 and 3, we gird He values ap abibaxy venalaids 8 and 0) Hy’ = EC) = 2 MA) pian = in-1) Un-2) (9-3) phy ba (na) (1-2) P34 in.17 FL np Yon sin pteptcatied (ontaal Moranrt of Blnomfal datxfhulten « Vo = Hy*py'* = 07p?.nP24 np.-Pp?- np LL-P) =npq, Ha = fay! — Spin"! a9p!? = Yntnnd tn 9)p°+ 3n(n-)p* npg ~3E 0 (0-1) ps nP Fa = np C-3np?43np +97. 9p 41 -3npq) = np 33np (-P) +2p%- 3p sv-anpry = np (op2apar) = np (2p? ap4q) =npq Cap ) = MPL L44P-2P4 npg (4-p) Vy = fy! =p! ya bpot 3p," empg 4 ragin-2) P99 re Jon simptlecctcor | eM Py = fe’ p20 Cg -P)? C4-P)? _ C\-ap)? 3 33 . - (-9P) 9°p793 — ie 8 " - np4 py, a= by n 1 a NP4 Lirain-2) pq) fa 2 pg 2 a og Pa q = 34 1-bPY 1: Veo: Le. 9p amas 4 oP) aay 72 B39 1- bra Potssen PAltbubon + a — —_—__—_— I standem vaxtable x A Said to bo folic a pounwen dadeebukin 3 ie asmume only one -nagalite vabuos and ts Prolabiltty mas Ghunctcin A given by * Pla, ¥) = Plxe) (or Rey ee ace 9 thom ise Bi UW knw at Ha panamelen of Hx dpbthubin 23 aura, de shall use the nolaleén X_PtAV te dlenoke Hak XG 4 peuson Yasiobe we Postouneter d Vomurts ef paiiton Pibeetbulin i ' a wre FG) = S2PG = Sx.e>@ we wo 420 2 x mm a) he : 0 Then a ” mht) areted Hence Bie mean of Ya porwon dilrsputw 4) ; ob ob Wels FO%2 S xp AI= F bat aarh CO” X20 Mee 2 a) yb : es aly) My a ek 120 = = Mere & nee a ay | mt = Were 1a > My 1 3 ob 2 Ys = FO3)= 5 wpa le S : oe x0 a) {rte (1-294 Rhos} ‘O 2 O Sau hi ed el rae MY goby) 4-2 a - 399] EO a ev N 2, ean }2 peti +) ». sey Fed, ge ye”, A = 98,aata® , % byl = EG) > Soh, Pex, a) 120 : 2 Sxtvo-ad O-3)#bx CNG HF OI 49 only A pea) x Rig fo os d3t 2 yx { tek Cob yee =e x a ey ls A \ 2, cian! |*P° | Za MEY Is, toa?) PA = NY te-dod) abe Carded J 4422 CePod) 4d = Ny AB pt NED . The Gout Lontxal moments 02 now oblancd sr Pollows ' Boz bole wi? (XRD M2 ; Tua tho yroan and the vartance of bho power Addbilhutase wore each oytal Lo a | 7 —————_—_—_ - nO EE TTR \ : | | Va = Bo! '49H = CMe aN A) BALMER) +207 od | Pu = py !-tpe' by 4 bbs! op, = OMebie ety a) " * Wh C893 AN) A EAY OM y | chee May) -3n (o- offetonts of skowrwnand Murtosel ore gfven by ° Boobs 2 Ry A: and 5 ee. : > wo NA ha = Yu 2 34h and heh oi » 1? ’ Hence dhe pouwon cise bukin A always 2 Alawed Afiesbalor peak Jo te Lint a Doe fio Oot PE Relabin din ie moments Of Bihomial Babbxtbuben By dah» Yo = EGx-200Y' = 2 ten" (2) P%gr™ Pifforntiabe’g wp. 1-fo P, 4ve get diy F [8 a ie Z (2) Gorn xn) pg 4 Gene” n-0 Jap%!g? _ ln» praert-!) 1 = a - ae 2 (n) oer Iptghay < (A)cx-or) "p” Es xD a" (4 - 2% : ry 4 ) (inp) = em 2 ct op) pix) + z (rnp) ie) x0 10 Pa - n = ry . eon & Corp)" PIF Ss [x-0e) Y") poy j oe * | 2) Ts By | 2) Hany 2 PO Lovpy a t “) (RonoAsky exmula ) Bw Pp pubifag y=1,9 and 2 Auccessiely sf , We got ba = Po (apo + db) = neg | reall i foo! ona },-0) | \tg 5 p+ dhe s+ ty [an ap =P dem = p94. Spee) = Pq 4 (PP?) =npq. C)-2p) =npy (oP) : | By = Ps [ang » 2] =Pa ann +d, {nro carl) — ee =Pq 1 30q ond Pc) (1-29)4) = Py 1 8n%q an it (p-3p2n2P?)] = Pq [3n*pqan (i-bP +6P7) J = PY Lan pq +n C 1-690] =mp4 L3neq +1 -pqy = hPL vit 3Py tn-2) | .

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