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L1-Theory of Probability
Introduction: If an experiment is repeated under essentially
homogeneous and similar conditions, we generally come
across two types of situations:
(a) The result or what is usually known as the outcome is
unique or certain. The phenomena covered under this
trial are known as deterministic or predictable
phenomena. By a deterministic phenomenon we mean
one in which the result can be predicted with certainty.
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Example:
(i)
1
P,
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(b) The result is not unique but may be one of the several
possible outcomes. The phenomena are unpredictable
or probabilistic.
(i) In a random toss of a uniform coin we are not sure of
getting the head or tail.
(ii) A manufacturer cannot ascertain the future demand of
his product with certainty.
(iii) A sales manager cannot predict with certainty about
the sales target next year.
(iv) If an electric tube has lasted for one year, nothing can
be predicted about its future life.
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Basic Terminology
1. Random Experiment: If in each trial of an experiment
conducted under identical conditions, the outcome is
not unique, but may be any one of the possible
outcomes, then such an experiment is called a random
experiment.
Example: tossing a coin, throwing a die, selecting a card
from a pack of playing cards, selecting a family out of a
given group of families, etc.
A pack of cards consists of four suits called spades,
Hearts, Diamonds and Clubs. Each suits consists of 13
cards, of which nine cards are numbered from 2 to 10, an
Dr. Brajesh Kumar Jha
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ace, king, a queen, and a jack. Spades and clubs are black
faced cards, while hearts and diamonds are red faced cards.
2. Outcome: The result of a random experiment will be
called an outcome.
3. Trial and Event: Any particular performance of a
random experiment is called a trial and outcome or
combination of outcomes are termed as events.
Example:
(i)
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62 = 36
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(ii) Similarly in tossing a coin the events head and tail are
mutually exclusive.
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Mathematical Probability
Definition: If a random experiment or a trial results in n
exhaustive, mutually exclusive and equally likely outcomes
(or cases), out of which m are favourable to the occurrence of
an event E, then the probability p of occurrence (or
happening) of E, usually denoted by P(E), is given by:
p = P( E ) =
Remark:
(i)
Since
m 0, n 0
and
mn
so
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P ( E ) 0 and P ( E ) 1 0 P( E ) 1
E or E c .
E or E c ,
i.e., non
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q = P ( E )=
nm
m
= 1 = 1 p p + q = 1
n
n
P( E ) = 1
P( E ) = 0
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Ans: 1/6.
(ii) The first die shows 6,
Ans: 1/6.
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It is multiple of 5 or 7,
Ans: 8/25
(ii) It is multiple of 3 or 7,
Ans: 2/5
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and these screws are drawn at random from the box, the
probability P of picking them in the desired order is very
small, namely
P=
1
1
=
= 0.00003 %
10 3628800
When not all given things are different, we obtain for their
number of permutations as follows
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n1 + n2 . + ....... + nc = n
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Example:
In
how
many
ways
can
the
letters
of
REARRANGE be permuted?
Solution: There are nine letters with three Rs, two As and
two Es. the number of permutations is.
9! 9.8.7.6.5.4.3.2.1
=
= 15120
3!2!2!
3.2.1.2.1.2.1
6.4
10.9
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n!
( n k )!
(3a)
(3b)
26 5 = 11881376
. From (3a)
26!
= 7893600 .
( 26 5)!
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n!
n( n 1)( n 2).....( n k + 1)
=
k! ( n k )!
1.2......k
(4a)
n + k 1
Ck
500!
500 .499 .498 .497 .496
=
= 2552446876 00
5! 495!
1 .2.3 .4.5
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Theorem 5:
n Pk =
n Ck =
Or
n!
= k! n C k
( n k )!
Pk
k!
P3 7.6.5
=
= 35
3!
3.2.1
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P4
= 210
10 C 4 =
4!
10
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52
number of cases.
(i)
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C1 4 C1 4 C1 4 C1
52
C4
= 256/52C4
C2 4 C2
52
C4
(iii) Since there are 26 black cards (of spades and clubs)
and 26 red cards (of diamonds and hearts) in a pack of
26
C 2 26 C 2
52
C4
C 2 13 C 2
52
C4
C1 13 C1 13 C1 13 C1
52
C4
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Theorems on Probability
Theorem 1 If A is any event defined on finite sample space
U, then P ( A') = 1 P( A)
Where A is the complementary event of A.
Theorem 2
0 P ( A) 1
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AI B =
AU B =U
and
AI B =
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Conditional Probability
Let A and B be two events of finite sample space U. The
probability that B occurred given that A has occurred is
denoted by P(B/A) and is called conditional probability.
Theorem 1 If A and B are any two events of a finite sample
space U, then show that
P (B / A ) =
P( A I B )
,
(
)
P A
P ( A) > 0
P( A / B ) =
P( A I B )
,
P (B )
P (B ) > 0
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OR
P ( A I B ) = P (B ).P ( A / B )
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or
P (B / A ) = P (B ).
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Hence
2
1
. and P(E 2 / E1 ) = .
10
9
P(E1 I E 2 ) = P(E1 ). P(E 2 / E1 ) =
2 1 1
. = .
10 9 45
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4
4 4
=
52 51 663
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Example 5:
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A is selected.
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L4 - Bayess Theorem
If
P(Ei ) 0, (i = 1,2,3,......., n)
is a subset of
U Ei
i 1
P(Ei )P( A / Ei )
n
P(E )P( A / E )
i
i =1
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L5
Example 1. What is the probability of getting 9 cards of
the same suit in one hand at a game of bridge?
13
C 9 39 C 4 4
52
C13
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39
C3
1 48
C3
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C1 3 C1 2 C1 1
24
=
10
210
C4
15
1
=
210 14
(iii)
1 13
=
14 14
1 9 C 3 = 84
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Ans:
(i)
C 2 13 C1
19
C3
C1 4 C1 9 C1
19
C3
Required Probability =
15
C3
19
C3
13
C3
19
C3
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6! 3!
8!
3
=
2! 2! 2!
2! 2! 2!
28
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Example
6.
If
the
letters
of
the
word
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11
P2 = 11 10 = 110
positions.
The number of ways in which there will be exactly 4 letters
between R and E are enumerated below:
(i)
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12
6
=
110 55
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11!
4! 4! 2! 1!
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(i)
S S S S . . . . . . .
(ii)
. S S S S . . . . . .
(iii)
. . S S S S . . . . .
(iv)
. . . S S S S .
(v)
. . . . S S S S
(vi)
. . . . . S S S S
. . .
(vii) . . . . . . S S S S
(viii) . . . . . . . S S S S
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7!
11!
4
=
4! 2! 1! 4! 4! 2! 1! 165
Always together
24! 2! 2
=
25!
25
(ii)
24! 23 23
=
25!
25
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2
n 1
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L6 Random Variable
Definition: A function whose domain is the set of possible
outcomes, and whose range is a subset of the set of reals.
Such a function is called a random variable.
A real number X connected with the outcome of a random
experiment E. For example, if E consisits of two tosses the
random variable which is the number of heads (0, 1 or 2).
Outcome:
HH
HT
TH
TT
Value of X
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[ : X ( ) a] B .
Example 1: If a coin is tossed, then
1, if = H
S = [1 , 2 ] , where 1 = H , 2 = T ; X ( ) = 0, if = T
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X ( ) = ; = 1, 2, ....6
0, if = is even
Y ( ) =
1, if = is odd
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1
1
( ) = if X ( ) = 0 ,
,
where
X
X
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(ii)
X + ( ) = max {0, X ( )}
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(i)
P(a X b ) = P( X = a ) + F (b ) F (a ).
(ii)
(iii)
P(a X < b ) = F (b ) F (a ). P( X = b ) + P( X = a )
0 F (X ) 1
(ii)
F ( x ) < F ( y ) if x < y.
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of
telephone
calls
per
unit
time,
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p(xi ) 0 i,
p(xi ) = 1
(ii)
i =1
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p(x)
2k
2k 3k
(i)
k2 2k2
7
7k2+k
Find k
(ii) Evaluate P( X
(iii)
1
If P( X a ), > 2 , find the minimum value of a,
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Solution:
7
(i)
p( x ) = 1
Since
x =0
10k + 9k 1 = 0
2
k + 2k + 2k + 3k + k 2 + 2k 2 + 7k 2 + k = 1
1
(10k 1)(k + 1) = 0 k =
or 1
10
p(x)
1
10
2
10
2
10
3
10
1
2
100 100
7
17
100
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(ii)
1 2 2 3
1
+ + + +
10 10 10 10 100
81
=
100
P( X > 6) = 1 P( X < 6) = 1
81
19
=
100 100
(iii)
P( X a ) >
4
5
1
By trial, we get a = 4
2
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of 0
p(x)
FX(x)
1
10
3
10
X,x:
5
10
4
5
81
100
83
100
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Example 2: If,
x
; x =1, 2, 3, 4, 5
p(x ) = 15
P( X = 1 or 2) , and
0, elsewhere find (i)
5
P < X <
X > 1
(ii) 2
2
Solution:
(i)
(ii)
P( X = 1 or 2) = P( X = 1) + P( X = 2) =
5
P < X <
X > 1
2
2
1
2 1
+
=
15 15 5
5
P < X < I ( X > 1)
2
2
=
P ( X > 1)
P {( X = 1 or 2) I ( X > 1)}
P( X = 2)
2 / 15
1
=
=
=
P ( X > 1)
1 P( X = 1) 1 (1 / 15) 7
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Solution: If both dice are unbiased and the two rolls are
independent, then each sample point of sample space S has
probability 1/36. Then
p(2) = P( X = 2) = P{(1,1)} =
1
36
2
36
3
p(4) = P( X = 4) = P{(1,3), (2,2), (3,1)} =
36
p(5) = P( X = 5) = P{(1, 4), (2, 3), (3, 2), (4,1)} =
4
36
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2
36
1
p(12) = P( X = 12) = P{(6, 6)} =
36
p(x)
1/36
2/36
3/36
4/36
5/36
6/36
X
8
9
10
11
12
p(x)
5/36
4/36
3/36
2/36
1/36
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f X (x )dx
P(x X x + dx)
f X (x) = lim
x0
x
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P( X ) =
f (x )dx
x =
and
x=
y = f (x )
, x-axis and
.
b
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x f (x )dx
(i)
Arithmetic Mean =
(ii)
1
Harmonic Mean : =
H
a
b
1
a x f (x )dx
b
(iii)
log x f (x )dx
a
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(iv)
r
x
f (x )dx
a
(v)
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(i)
< b ) = P( X > b )
P( X a ) = P( X > a )
(ii)
P( X > b ) = 0.05
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FX (x ) = P( X x ) =
f (t ) dt,
< x <
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0 F ( X ) 1, < x <
P(a X b) =
5. It is denoted as
6. Similarly P(a < X
7.
F ' (x) =
f (x)dx = f (x)dx
a
f (x)dx
P( X b) P( X a ) = F (b) F (a )
< b ) = P(a < X b ) = P(a X < b ) = F (b ) F (a )
d
F (x ) = f (x ) dF (x ) = f (x )dx
dx
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1
, x>a
(i)
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(iii) Compute
1 1
2
P X
X
2
3
3
< k ) = P( X > k )
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Mathematical Expectation
The expected value
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