Noida Institute of Engineering and Technology,

Greater Noida

Probability and Random Variable

Unit: III

Subject Name: Jyoti Singh

Mathematics-IV
Department of
Subject Code: AAS0402
Mathematics

B Tech 4th Sem

12/13/2024

Faculty Name Jyoti Singh Unit III

1
 Evaluation Scheme

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 Syllabus

Unit-I (Statistical Techniques-I)

Introduction: Measures of central tendency: Mean, Median, Mode, Moment,
Skewness, Kurtosis, Curve Fitting ,Method of least squares, Fitting of straight
lines, Fitting of second degree parabola, Exponential curves ,Correlation and
Rank correlation, Linear regression, nonlinear regression and multiple linear
regression
Unit-II (Statistical Techniques-II)
Testing a Hypothesis, Null hypothesis, Alternative hypothesis, Level of
significance, Confidence limits, p-value, Test of significance of difference of
means, Z-test, t-test and Chi-square test, F-test, ANOVA: One way and Two
way. Statistical Quality Control (SQC), Control Charts, Control Charts for
variables (Mean and Range Charts), Control Charts for Variables ( p, np and C
charts).

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 Syllabus

Unit III (Probability and Random Variable)

Random Variable: Definition of a Random Variable, Discrete Random
Variable, Continuous Random Variable, Probability mass function, Probability
Density Function, Distribution functions.
Multiple Random Variables: Joint density and distribution Function,
Properties of Joint Distribution function, Marginal density Functions,
Conditional Distribution and Density, Statistical Independence, Central Limit
Theorem (Proof not expected).
Unit IV (Expectations and Probability Distribution)
Operation on One Random Variable – Expectations: Introduction, Expected
Value of a Random Variable, Mean, Variance, Moment Generating
Function, Binomial, Poisson, Normal, Exponential distribution.

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 Syllabus

Unit V (Wavelets and applications and Aptitude-IV)

Wavelet Transform, wavelet series. Basic wavelets
(Haar/Shannon/Daubechies), orthogonal wavelets, multi-resolution analysis,
reconstruction of wavelets and applications.
Number System, Permutation & Combination, Probability, Function, Data
Interpretation, Syllogism.

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 Branch Wise Application

 Data Analysis
 Artificial intelligence
 Network and Traffic modeling

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 Course Objectives

• The objective of this course is to familiarize the students with statistical

techniques. It aims to present the students with standard concepts and tools at
an intermediate to superior level that will provide them well towards
undertaking a variety of problems in the discipline.
The students will learn:
• Understand the concept of correlation, moments, skewness and kurtosis and
curve fitting.
• Apply the concept of hypothesis testing and statistical quality control to create
control charts.
• Remember the concept of probability to evaluate probability distributions.
• Understand the concept of Mathematical Expectations and Probability
Distribution.
• Remember the concept of Wavelet Transform and Solve the problems of
Number System, Permutation & Combination, Probability, Function, Data
Interpretation, Syllogism.

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 Course Outcomes

CO1: Understand the concept of correlation, moments, skewness and kurtosis

and curve fitting.
CO2: Apply the concept of hypothesis testing and statistical quality control to
create control charts.
CO3: Remember the concept of probability to evaluate probability
distributions
CO4: Understand the concept of Mathematical Expectations and Probability
Distribution
CO5: Remember the concept of Wavelet Transform and Solve the problems of
Number System, Permutation & Combination, Probability, Function, Data
Interpretation, Syllogism.

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 Program Outcomes

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 PSOs

PSO Program Specific Outcomes(PSOs)

PSO1 The ability to identify, analyze real world problems and design
their ethical solutions using artificial intelligence, robotics,
virtual/augmented reality, data analytics, block chain technology,
and cloud computing
PSO2 The ability to design and develop the hardware sensor devices
and related interfacing software systems for solving complex
engineering problems.
PSO3 The ability to understand inter disciplinary computing techniques
and to apply them in the design of advanced computing.
PSO4 The ability to conduct investigation of complex problem with the
help of technical, managerial, leadership qualities, and modern
engineering tools provided by industry sponsored laboratories.

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 CO-PO Mapping

Sr. Course PO1 PO PO PO4 PO PO PO PO PO PO10 PO11 PO12

No Outcome 2 3 5 6 7 8 9

1 CO1 H H H H L L L L L L L M

2 CO2 H H H H L L L L L L M M

3 CO3 H H H H L L L L L L M M

4 CO4 H H H H L L L L L L L M

5 CO5 H H H H L L L L L L M M

*L= Low *M= Medium *H= High

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 CO-PSO Mapping

CO PSO1 PSO2 PSO3 PSO4

CO.1 H L M L

CO.2 L M L M

CO.3 M M M M

CO.4 H M M M

CO.5 H M M M

*L= Low *M= Medium *H= High

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 Program Educational Objectives(PEOs)

PEO-1: To have an excellent scientific and engineering breadth so as to

comprehend, analyze, design and provide sustainable solutions for real-
life problems using state-of-the-art technologies.
PEO-2: To have a successful career in industries, to pursue higher
studies or to support entrepreneurial endeavors and to face the global
challenges.
PEO-3: To have an effective communication skills, professional
attitude, ethical values and a desire to learn specific knowledge in
emerging trends, technologies for research, innovation and product
development and contribution to society.
PEO-4: To have life-long learning for up-skilling and re-skilling for
successful professional career as engineer, scientist, entrepreneur and
bureaucrat for betterment of society.

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 Result Analysis

Branch Semester Sections No. of No. Passed % Passed

enrolled Students
Students
CS IV A 67 67 100

IOT IV A 49 45 91.83%

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 End Semester Question Paper Template

Link:100 Marks Question Paper Template.docx

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 Prerequisite and Recap (CO3)

 Knowledge of Maths 1 B.Tech.

 Knowledge of Maths 2 B.Tech.
 Knowledge of Permutation and Combination.

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 Brief Introduction about the Subject with Videos (CO3)

• We will discuss properties of complex function (limits,

continuity, differentiability, Analyticity and integration)
• In 3rd module we will discuss application of partial differential
equations
• In 4th module we will discuss numerical methods for solving
algebraic equations, system of linear equations, definite integral
and 1st order ordinary differential equation.
• In 5th module we will discuss aptitude part.
• https://youtu.be/iUhwCfz18os
• https://youtu.be/ly4S0oi3Yz8
• https://youtu.be/f8XzF9_2ijs

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 Unit Objectives (CO3)

1. A basic knowledge of random variables.

2. The student is able to reflect developed mathematical methods
in probability and random variable.
3. Understand the concept of random variable.
4. To explore the key properties: such as PMF, PDF etc.

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 Topic Objective(CO3)

The random variable is very much helpful for making prediction.

Estimates and predictions form an important part of research
investigation. With the help of statistical methods, we make
estimates for the further analysis.

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 Prerequisite and Recap (CO3)

 Knowledge of combination
 Knowledge of permutation
 Some basic concepts of set theory.
 Knowledge of determine Probability of events.

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Faculty Name JyotiMaths
Singh IVUnit III Unit-III 20
 Random Variable(CO3)

Definition: A particular value which cannot be predicated in advance

then the value is called random variable.
There are two types of Random Variable.
Discrete Random variable: isolated values is known as discrete
random variables.
Example: By tossing a coin 4 times, the number of Heads come up then
the value of random variables are 0,1,2,3,4.
Continuous Random Variable: which variables can assume any value
within interval is called continuous .
Example : the heights of a group of individuals, Weight of the students
in a class etc.

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Faculty Maths
Name Jyoti IV(AAS0402)
Singh Unit III Unit-III 21
 Probability Mass Function(CO3)

Probability Mass Function: A function P(x) or p(x) defied by

Is called Probability function of the discrete random variable X. where

X assumes values and are corresponding probabilities.
Properties:

Q1. Five defective bulbs accidentally mixed with twenty good ones. It
is not possible to just look at a bulb and tell whether or not it is
defective . Find the probability distribution of the number of the

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 Probability Mass Function(CO3)

defective bulbs, if four bulbs are drawn at random from this lot.
Solution: Let X denote the number of defective bulbs in 4 so X can
take values 0,1,2,3 and 4.
Number of defective bulbs =5
Number of good bulbs =20
Total number of bulbs =25

P(X=1)=P( one defective and 3 good ones)=

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 Probability Mass Function(CO3)

P(X=2)=P( 2 defective and 2 good ones)=

P(X=1)=P( 3 defective and 1 good ones)=
P(X=1)=P( all 4 defectives)=
Therefore probability distribution of the random variable X is

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 Probability Mass Function(CO3)

Q 2. A die is tossed thrice . A success is ‘getting 1 or 6’ on a toss . Find

the mean and the variance of the number of success.
Solution: Let X denote the number of success . Clearly X can take the
values 0,1,2 or 3.
Probability of success
Probability of failure
P(X=0)=P(no success)=P( all 3 failures)
P(X=1)= P(1 success and 2 failure)
P(X=2)= P(2 success and 1 failure)

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 Probability Mass Function(CO3)

P(X=3)= P(all 3 successes)

Therefore the probability distribution of the random variable X is

X 0 1 2 3
P(X)

To find the mean and Variance

Mean

Variance =

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 Continuous Random Variables(CO3)

Continuous Random Variable: Which variables can assume any value

within interval is called continuous .
Example : The heights of a group of individuals, Weight of Students etc

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 Probability Density function(CO3)

Probability Density function: It is expressed as

Properties of probability Density function:

i. for every x,

Q1. If f(x) has probability density determine c and find the probability
that , i.e. .
Solution: Probability density function ……..(1)
Using 2nd property

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 Probability Density function(CO3)

We have

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 Cumulative distribution function(CO3)

Cumulative distribution function: when value of variate then the

probability of function is written as

Then the function F(x) is called the cumulative distribution function or

simply the distributive functions.
Properties of cumulative distribution function:
i. ,i.e.

ii. is a continous function of x on the right.

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 Cumulative distribution function(CO3)

Q1. The diameter, say X , of an electric cable, is assumed to be a

continuous random variable with p.d.f.:
i. Check that above is p.d.f.
ii. Obtain an expression for the c.d.f. of X.
iii. Compute and
iv. Determine the number k such that
Solution:
v. it satisfies the first property of probability density function so f(x)
is p.d.f.

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 Cumulative distribution function(CO3)

ii. For finding values of k given condition is

so value of k is because it is in given range.

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 Daily Quiz(CO3)

Q1. A random variable has the following probability mass function:

0 1 2 3 4 5 6 7

i. Find
ii. Evaluate and
iii. If find the minimum value of
iv. Determine the distribution function of

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 Weekly assignment(CO3)

Q1. Find the probability distribution of the number of doublets in four throws of a pair
of dice.
Q2. The probability distribution of a random variable X is given by:

find the corresponding density function.

Q3. A random variable x has the density function

Determine k and the prob. Distribution.

Q4. The diameter (say X) of an electric cable is assumed to be a continuous random
variable with pdf
(i) Check that function is a pdf.
(ii)Obtain an expression for the cdf of X.
(iii) Determine the k such that

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 Prerequisite and Recap(CO3)

 Random Variables for one dimension.

 Probability Density function
 Probability mass function

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 Topic Objective(CO3)

Multivariable random variable:

In this lecture, we will extend the idea of single random variable in to the two
dimensional variables.
Based on this idea , we will discuss the joint probability distribution,
Marginal probability distribution and Conditional probability distribution.

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 Multiple random variable(CO3)

Two dimensional random variables(Multiple random variables):

Let S be the sample space of the random experiment. Let X and Y be two random
variables, then the pair (X,Y) is called a bivariate random variable(or two dimensional
random variable) if each of X and Y associates a real number with every outcomes.
If the random variables X and Y are both discrete then (X,Y) is called discrete
bivariate random variable.
If the random variables X and Y are both continuous then (X,Y) is called continuous
bivariate random variable.
For Example: Consider a random experiment of tossing a fair coin thrice. Let the
random variable X denote the number of heads and Y denotes the number of tails that
occurs in three tosses. Then, X takes the values 0,1,2,3 and Y takes the values 0,1,2,3.
Here (X,Y) is the discrete bivariate random variable.
The range space of X is
The range space of Y is
The range space of (X,Y) is

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 Joint Probability function(CO3)

Joint Probability function or distribution:

Let X and Y be two random variables defined on the same sample space.
Case 1: If X and Y are discrete random variables then a probability function

That yields the probability that X will assume a particular value while at the same time
Y assumes a particular value called a joint probability function of X and Y and the
following properties: (i) (ii)
Case 2: If X and Y are continuous random variables then the probability density
function

that yields the probability that the point lies in the infinitesimal rectangular region of area
is called the joint probability density function of X and Y and following properties:
(i) for all in the given range.
(ii) exists and is equal to 1.

The probability distribution defined in terms of joint probability function or joint

probability density function is called a joint probability distribution.
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 Joint Probability function(CO3)

Example: The joint density function of X and Y is given by x 0 1 2

y
Find the value of k. 0 0 2k 4k
Solution: For joint density function, we have 1 k 3k 5k
2 2k 4k 6k

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 Marginal Probability distribution(CO3)

Marginal Probability distribution or function:

(i) for two random variables X and Y, the marginal probability distribution of X,
denoted by is given as:
For Discrete random variables:
For Continuous random variables: fX
(ii) for two random variables X and Y, the marginal probability distribution of Y,
denoted by , is given as:
For Discrete random Variables:
For Continuous random variables: fY

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Faculty Name Jyoti Singh Unit III
 Marginal Probability distribution(CO3)

Example: For the joint probability distribution of two random variables X and Y
given below:
Y 1 2 3 4 Tota
X l
1
2
3
4
Total 1

Find the marginal probability distribution of X and Y.

Solution: The marginal probability distribution of X is given by

Now,

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Faculty Name Jyoti Singh Unit III
 Marginal Probability distribution(CO3)

Similarly, we can evaluate

Now marginal probability distribution of Y is given by

Hence, The marginal distribution of X The marginal distribution of Y

X 1 2 3 4 Y 1 2 3 4

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 Conditional Probability distribution(CO3)

The conditional Probability distribution for X given Y, denoted by is defined as :

Similarly , the conditional Probability distribution for Y given X, denoted by is
defined as :
Example: The joint density function of X and Y is given by

Find the conditional probability distribution of Y given

Solution: The conditional Prob. Distribution of Y when is given:

For
For
Y 0 1 2 Total
For
X
0 0 1/27 2/27 3/27
1 2/27 3/27 4/27 9/27
2 4/27 5/27 6/27 15/27
Total 6/27 9/27 12/27 1
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 Daily Quiz(CO3)

Q1. The joint probability distribution of two random variables X and Y is given by:
and
Find (i) Marginal Probability distribution of X and Y(ii) Conditional Probability
distribution of X given Y=1.
Q2. The joint probability density function of the two dimensional random variable
(X,Y) is of the form:
(i) Determine the value of k.
(ii) The marginal Probability density function.
(iii) The conditional Probability density functions of X and Y.

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Faculty Name Jyoti Singh Unit III
 Weekly Assignment(CO3)

Q1. The joint probability distribution of X and Y is given by

find the marginal Prob. Distribution of X and Y. Also find the conditional Prob.
Distribution of Y given X=3.
Q2. Suppose that two dimensional continuous random variable (X,Y) has joint pdf
given by
(a) Verify that
(b) Find
Q3. Find k so that will be a probability density function.

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 Weekly Assignment(CO3)

Q4. A two dimensional random variable (X,Y) has a bivariate distribution given by:
for and Find the marginal distribution of X and Y.

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 MCQ (CO3)

Q1. Four person are chosen at random from a group containing 3 men, 2
women and 4 children then the probability that exactly two of them will be
children is

a. None of these
Q 2. In a certain state, 25 percent of all cars emit excessive amounts of
pollutants. If the probability is 0.99 that a car emitting excessive amounts will
fail the state’s vehicular emission test, and the probability is 0.17 that a car not
emitting excessive amounts of pollutants will nevertheless fail the test. What is
the probability that a car that fails the test actually emits excessive amounts of
pollutants?

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 MCQ (CO3)

a. 0.60
b. 0.70
c. 0.66
d. None of these
Q3. A can hit a target 3 times in 5 shots, B 2 times in 5 shots and C 3 times in
4 shots. All of them fire one shot each simultaneously at the target. What is
the probability that at least two shots hit-
e. 0.60
f. 0.62
g. 0.63
h. 0.50

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Singh 48
 MCQ (CO3)

Q4. The probability that a civilian can hit a target is 2/5 and the probability
that an army officer can hit the same target is 3/5 while the civilian can fire 8
shots in the time the army officer fires 10 shots. If they fire together, then what
is the probability that army officer shoots the target?

a. None of these

Q 5The p.d.f of a continuous random variable is defined by- . Then the

value of is-

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 MCQ (CO3)

a. None of these

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 Glossary Questions (CO3)

Q: Please select the correct option from the given Glossary:

(i) 1 (ii) (iii) (0,1,2) (iv) (v) .
(a) The value of k _____ so that function will be a probability density
function.
(b) The random variable takes the value _______ from the number of aces in
a draw of two cards from a well shuffled deck of 52 cards.
(c) The value of is equal to ______. If is a probability density function.
(d) The formula of the Conditional probability distribution X given Y is
____________.
(e) If the pdf of , then the is _________.

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 Previous Question Paper

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 Previous Question Paper

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 Old Question Papers

First Sessional Set-1 (CSE,IT,CS,ECE,IOT).docx

Second Sessional Set-2 (CSE,IT,CS,ECE,IOT).docx
Maths IV PUT.docx
Maths IV final paper_2022.pdf

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 Expected Question for University
Exam(CO3)

Q. Two dimensional random variable (X,Y) have the joint density function

Find (i)the marginal prob. distribution of X and Y.

(ii) the conditional prob. Distribution of X given Y
(iii) the conditional prob. Distribution of Y given X.

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 Thank
You

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