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UNIT-I: PROBABILITY

1. Permutations (Ordered Arrangements)

1. Arranging n objects
2. Number of permutations
3. Permutations of different Kind
4. Arrange in a circle
5. Exercises

An arrangement (or ordering) of a set of objects is called a permutation. (We can

also arrange just part of the set of objects.)

In a permutation, the order that we arrange the objects in is important

Example

Consider arranging 3 letters: A, B, C. How many ways can this be done?

Answer

The possible permutations are

ABC, ACB,
BAC, BCA,
CAB, CBA.

Hence, there are six distinct arrangements.

Another way of looking at this question is by drawing 3 boxes.

Any one of the A, B, C goes into the first box (3 ways to do this), and then the
remaining one of the two letters goes into the second box (2 ways to do this), and
the last remaining letter goes into the third box (only one way left to do this).

Hence, total no of ways 3 2 1 = 6

Reminder - Factorial Notation

n factorial (written n!) is defined as:

n! = n (n 1) (n 2) ... 3 2 1

Theorem 1 - Arranging n Objects

In general, n distinct objects can be arranged in n! ways.

Example

In how many ways can 4 different resistors be arranged in series?

Answer

Since there are 4 objects, the number of ways is

4! = 24 ways

Theorem 2 - Number of Permutations

The number of permutations of n distinct objects taken r at a time, denoted by

Pnr,where repetitions are not allowed, is given by

Notes:

(1) Pnn = n! (since 0! = 1)

(2) Some books use the following notation for the number of permutations:

nPr

and others have:

n
Pr

Example 1

In how many ways can a supermarket manager display 5 brands of cereals in 3

spaces on a shelf?

Answer

This is asking for the number of permutations, since we don't want repetitions.
The number of ways is:

Example 2

How many different number-plates for cars can be made if each number-plate
contains four of the digits 0 to 9 followed by a letter A to Z, assuming that

(a) no repetition of digits is allowed?

(b) repetition of digits is allowed?

Answer

(a) There are 10 possible digits (0, 1, 2, ..., 9) and we need to take them 4 at a
time. There are 26 letters in the alphabet.
With no repetition, we have:

(b) With repetition, we have simply:

(number of digits from 0000 to 9999) 26

= 10,000 26

= 260,000

Theorem 3 - Permutations of Different Kinds of Objects

The number of different permutations of n objects of which n1 are of one kind, n2

are of a second kind, ... nk are of a k-th kind is

Example

In how many ways can the six letters of the word "mammal" be arranged in a
row?

Answer

We use Theorem 3.

Since there are 3 "m"s and 2 "a"s in the word "mammal", we have:

There is one "L" in "mammal", but it does not affect the answer, since 1! = 1.
Theorem 4 - Arranging Objects in a Circle

There are (n - 1)! ways to arrange n distinct objects in a circle.

Example

In how many ways can 5 people be arranged in a circle?

Answer

(5 1)! = 4! = 24 ways

Exercise 1

In how many ways can 6 girls and 2 boys be arranged in a row

(a) without restriction?

(b) such that the 2 boys are together?

(c) such that the 2 boys are not together?

Answer

(a) This is just 8 people being arranged in a row: 8! = 40,320

(b) Regard the 2 boys as one "unit" and so there are 7 "units" to arrange. This can
be done 7! = 5040 ways.

The boys can be arranged in 2! = 2 ways, so the required answer is

7! 2! = 10,080

(c) There are only 2 possibilities: the boys are together or they are not.

So the number of ways of arranging so that the boys are not together is:

40,320 10,080 = 30,240

Exercise 2
How many numbers greater than 1000 can be formed with the digits 3, 4, 6, 8, 9 if
a digit cannot occur more than once in a number?

Answer

This is choosing 4 from 5 (any 4 digit number chosen from 3, 4, 6, 8, 9 will be

>1000) plus 5 from 5 (any 5 digit number will be >1000), where order is
important. So the number of ways is

Exercise 3

How many different ways can 3 red, 4 yellow and 2 blue bulbs be arranged in a
string of Christmas tree lights with 9 sockets?

Answer

We use Theorem 3:

So

Exercise 4

In how many ways can 5 people be arranged in a circle such that two people must
sit together?

Answer
Regard the 2 people who sit together as one "unit" and the other 3 people as 3
"units". Arrange 4 "units" in a circle:

(4 1)! = 3! = 6 ways

Number of permutations of 2 people who sit together: 2! = 2

So

6 2 = 12 ways

2. Combinations (Unordered Selections)

A combination of n objects taken r at a time is a selection which does not take

into account the arrangement of the objects. That is, the order is not important.

EXAMPLE 1

Consider the selection of a set of 4 different letters from the English alphabet.

Suppose

David selected A, E, R, T;
Karen selected D, E, N, Q; and
John selected R, E, A, T

Note: David and John selected the same set of letters, even though they selected
them in different order. Hence, these 3 people have selected only 2 different sets
of 4 letters (not 3 sets!!).

Question: How many different sets of 4 letters can be selected from the
alphabet?
Answer

We will use permutations from the previous section to see what is going on.

There are ways of arranging any 4 letters chosen from the alphabet (where
the order is important):

But in this question, the order is not important. Any set of 4 letters chosen can be
arranged in 4! ways.

Hence, the number of different sets of 4 letters is

Using the result from the above example and generalising, we have the following
expression for combinations.

Number of Combinations

The number of ways (or combinations) in which r objects can be selected from a
set of n objects, where repetition is not allowed, is denoted by:

Note:In our example above, the number of different sets of 4 letters which can
be chosen from the alphabet is
EXAMPLE 2

Find the number of ways in which 3 components can be selected from a batch of
20 different components.

Answer

EXAMPLE 3

In how many ways can a group of 4 boys be selected from 10 if

(a) the eldest boy is included in each group?

(b) the eldest boy is excluded?

(c) What proportion of all possible groups contain the eldest boy?

Answer

(a) Choose 3 from 9, since the eldest boy is fixed:

(b) If the eldest boy is excluded, it is actually choose 4 boys from 9:

(c) The number of all possible groups is

So the proportion of all possible groups containing the eldest boy is:

EXAMPLE 4

A class consists of 15 boys of whom 5 are prefects.

How many committees of 8 can be formed if each consists of

(a) exactly 2 prefects? (b) at least 2 prefects?

Answer

The number of ways of choosing 2 prefects from 5 is 10

The number of ways of choosing 6 non-prefects from 10 is

(a) Number of possible committees with exactly 2 prefects:

(b) Number of committees with 3 prefects:

Number of committees with 4 prefects:

Number of committees with 5 prefects:

So the number of committees with at least 2 prefects is:

2100 + 2520 + 1050 + 120 = 5790

Alternative Solution:

The problem with the method used above is that if we have many (say 20) to
count, it would become very tedious. So we look at another way of doing it.

If we find the number of committees with 0 prefects and 1 prefect, and subtract
this from the total number of committees, we will have the number with at least
2:

Number of committees with 0 prefects:

Number of committees with 1 prefect:

The total number of committees is:

So the number with at least 2 prefects is given by:

6435 45 600 = 5790

EXAMPLE 5

Out of 5 mathematicians and 7 engineers, a committee consisting of 2

mathematicians and 3 engineers is to be formed. In how many ways can this be
done if
(a) any mathematician and any engineer can be included?

(b) one particular engineer must be in the committee?

(c) two particular mathematicians cannot be in the committee?

Answer

(a)

(b)

(c)
3. Introduction to Probability Theory

The statistician is basically concerned with drawing conclusions (or inference)

from experiments involving uncertainties. For these conclusions and inferences to
be reasonably accurate, an understanding of probability theory is essential.

In this section, we shall develop the concept of probability with equally likely
outcomes.

Experiment, Sample Space and Event

Experiment: This is any process of observation or procedure that

(1) can be repeated (theoretically) an infinite number of times and

(2) has a well-defined set of possible outcomes.

Sample space: This is the set of all possible outcomes of an experiment.

Event: This is a subset of the sample space of an experiment.

Consider the following illustrations:

Experiment 1: Tossing a coin.

Sample space: S = {Head or Tail} or we could write:

S = {0, 1} where 0 represents a tail and 1 represents a head.

Experiment 2: Tossing a coin twice.

Sample Space:

S = {HH, TT, HT, TH} where

H represents head and

T represents tail.
Some events:

E1 = {Head},

E2 = {Tail},

E3 = {All heads}

Experiment 3: Throwing a die.

Sample space:

S = {1, 2, 3, 4, 5, 6} or S = {Even, odd}

Some events:

Even numbers, E1 = {2, 4, 6}

Odd numbers, E2 = {1, 3, 5}

The number 1, E3 = {1}

At least 3, E4 = {3, 4, 5, 6}

Experiment 4:

Two items are picked, one at a time, at random from a manufacturing process,
and each item is inspected and classified as defective or non-defective.

Sample space:

S = {NN, ND, DN, DD} where

N = Non-defective

D = Defective

Some events:

E1 = {only one item is defective} = {ND, DN}

E2 = {Both are non-defective} = {NN}

1. Factorial Notation

For the following sections on counting, we need a simple way of writing the
product of all the positive whole numbers up to a given number. We use factorial
notation for this.

Definition of n!

n factorial is defined as the product of all the integers from 1 to n (the order of
multiplying does not matter) .

We write "n factorial" with an exclamation mark as follows: n!

n! = (n)(n 1)(n 2)...(3)(2)(1)

Examples

a) 5! = 5 4 3 2 1 = 120

b) 10! = 10 9 8 ... 3 2 1 = 3,628,800

c) 0! = 1 (this is a convention)

d) 2! = 2

Exercise

Find the value of:

Answer

We write it out in full and cancel.

NOTE: We conclude from this answer and the answer for (d) above that we
cannot simply cancel a fraction containing factorials. That is:

Probability and Poker

In the standard game of poker, each player gets 5 cards and places a bet, hoping
his cards are "better" than the other players' hands.

The game is played with a pack containing 52 cards in 4 suits, consisting of:

13 hearts: 2 3 4 5 6 7 8 9 10 J Q K A
13 diamonds: 2 3 4 5 6 7 8 9 10 J Q K A
13 clubs: 2 3 4 5 6 7 8 9 10 J Q K A
13 spades: 2 3 4 5 6 7 8 9 10 J Q K A

The number of different possible poker hands is found by counting the number of
ways that 5 cards can be selected from 52 cards, where the order is not
important. It is a combination, so we use Cnr .

Number of possible poker hands = C525 = 52!/(5!47!) = 2,598,960.

Calculating Conditional Probability

Let E1 and E2 be any two events defined in a sample space S such that P(E1) > 0.

The conditional probability of E2, assuming E1 has already occurred, is given by

EXAMPLE 1

Let A denote the event `student is female' and let B denote the event `student is
French'. In a class of 100 students suppose 60 are French, and suppose that 10 of
the French students are females. Find the probability that if I pick a French
student, it will be a girl, that is, find P(A|B).

Answer

Since 10 out of 100 students are both French and female, then

P(A and B) = 10/100

Also, 60 out of the 100 students are French, so

P(B) = 60/100

So the required probability is:

EXAMPLE 2

What is the probability that the total of two dice will be greater than 8, given that
the first die is a 6?
Answer

Let E1 = first die is 6;

Let E2 = total of two dice is > 8

Then "E1 and E2" will be given by (6, 3) (6, 4) (6, 5) (6, 6).

There are 36 possible outcomes when we throw 2 dice.

So

Therefore

4. Independent and Dependent Events

If the occurrence or non-occurrence of E1 does not affect the probability of

occurrence of E2, then

P(E2 | E1) = P(E2)

and E1 and E2 are said to be independent events.

Otherwise they are said to be dependent events.

[Recall from conditional probability that the notation P(E2 | E1) means "the
probability of the event E2 given that E1 has already occurred".]

Two Events

Let's consider "E1 and E2" as the event that "both E1 and E2 occur".
If E1 and E2 are dependent events, then:

P(E1 and E2) = P(E1) P(E2 | E1)

If E1 and E2 are independent events, then:

P(E1 and E2) = P(E1) P(E2)

Three Events

For three dependent events E1, E2, E3, we have

P(E1 and E2 and E3) = P(E1) P(E2 | E1) P(E3 | E1 and E2)

For three independent events E1, E2, E3, we have

P(E1 and E2 and E3) = P(E1) P(E2) P(E3)

EXAMPLE 1

If the probability that person A will be alive in 20 years is 0.7 and the probability
that person B will be alive in 20 years is 0.5, what is the probability that they will
both be alive in 20 years?

Answer

These are independent events, so

P(E1 and E2) = P(E1) P(E2) = 0.7 0.5 = 0.35

[Note, however, that if person A knows person B, then they will be dependent
events, especially if A is married to B.]

EXAMPLE 2

A fair die is tossed twice. Find the probability of getting a 4 or 5 on the first toss
and a 1, 2, or 3 in the second toss.
Answer

P(E1) = P(4 or 5) = 2/6 = 1/3

P(E2) = P(1, 2 or 3) = 3/6 = 1/2

They are independent events, so

P(E1 and E2) = P(E1) P(E2) = 1/3 1/2 = 1/6

EXAMPLE 3

Two balls are drawn successively without replacement from a box which contains
4 white balls and 3 red balls. Find the probability that

(a) the first ball drawn is white and the second is red;

(b) both balls are red.

Answer

(a) The second event is dependent on the first.

P(E1) = P(white) = 4/7

There are 6 balls left and out of those 6, three of them are red. So the probability
that the second one is red is given by:

P(E2 | E1) = P(red) = 3/6 = 1/2

Dependent events, so

P(E1 and E2) = P(E1) P(E2 | E1) = 4/7 1/2 = 2/7

(b) Also dependent events. Using similar reasoning, but realising there will be 2
red balls on the second draw, we have:
EXAMPLE 4

A bag contains 5 white marbles, 3 black marbles and 2 green marbles. In each
draw, a marble is drawn from the bag and not replaced. In three draws, find the
probability of obtaining white, black and green in that order.

Answer

We have 3 dependent events.

5. Mutually Exclusive Events

Two or more events are said to be mutually exclusive if the occurrence of any
one of them means the others will not occur (That is, we cannot have 2 events
occurring at the same time).

Thus if E1 and E2 are mutually exclusive events, then

P(E1 and E2) = 0.

Suppose "E1 or E2" denotes the event that "either E1 or E2 both occur", then

(a) If E1 and E2 are not mutually exclusive events:

P(E1 or E2) = P(E1) + P(E2) P(E1 and E2)

We can also write:

P(E1 E2) = P(E1) + P(E2) P(E1 E2)

A diagram for this situation is as follows. We see that there is some overlap
between the events E1 and E2. The probability of that overlap portion is P(E1 E2).

An example for non-mutually exclusive events could be:

E1 = students in the swimming team

E2 = students in the debating team

In this case, the yellow area represents students in the swimming team only, and
the darker green area represents students in the debating team only. The light
green overlap area represents the students in both the swimming team and the
debating team.

(b) If E1 and E2 are mutually exclusive events:

P(E1 or E2) = P(E1) + P(E2)

Our diagram for mutually exclusive events shows that there is no overlap:

An example of mutually exclusive events could be:

E1 = male students

E2 = female students

There is no overlap. [Of course, gender is not a simple issue as in fact, some
overlap does occur. Don't read too much into it this is just an example.]

EXAMPLE 1

It is known that the probability of obtaining zero defectives in a sample of 40

items is 0.34 whilst the probability of obtaining 1 defective item in the sample is
0.46. What is the probability of

(a) obtaining not more than 1 defective item in a sample?

(b) obtaining more than 1 defective items in a sample?

Answer

(a) Mutually exclusive, so

P(E1 or E2) = P(E1) + P(E2) = 0.34 + 0.46 = 0.8

(b) P(more than 1) = 1 0.8 = 0.2

EXAMPLE 2

The probability that a student passes Mathematics is and the probability that

he passes English is . If the probability that he will pass at least one subject is

, what is the probability that he will pass both subjects?

(We assume it is based on probability only.)

Answer

It is possible for a student to either:

 Pass math only
Pass English only
Pass both math and English

So we conclude that these are not mutually exclusive events. We have:

P(E1 or E2) = P(E1) + P(E2) P(E1 and E2)

So

Assorted Exercises

Exercise 1

A box contains 100 items of which 4 are defective. Two items are chosen at
random from the box. What is the probability of selecting

(a) 2 defectives if the first item is not replaced;

(b) 2 defectives if the first item is put back before choosing the second item;

(c) 1 defective and 1 non-defective if the first item is not replaced?

Answer

(a) On the first draw, there are 4 defectives in the box out of the 100 total items.

If we have already chosen one of the defectives on the first draw, then on the
second draw, there will be 3 defectives left out of the 99 items in the box. The
required probability is:
(b) Both the first draw and the second draw have the same probability of getting a
defective, i.e. 4 in 100. Required probability is:

(c) We can either:

1. Get a defective on the first draw (4 chances in 100) then a non-defective on

the second (96 non-defectives out of 99 left in the box); OR
2. Get a non-defective first (96 chances in 100) then a defective (4 in the
remaining 99).

So the probability is (4/100) (96/99) + (96/100) (4/99), which can also be

written as:

Note: In probability, the word "OR" in the question usually means we need to add
the probabilities.

Exercise 2

Five small radios are packed in identical, unmarked individual sealed boxes. Three
boxes are on table X and contain 2 radios made by firm A and one by firm B. Two
boxes are on table Y and contain one radio made by firm A and one by firm B. If
someone moves a box from table X to table Y and you randomly select a box from
table Y, what is the probability that you will select a radio made by firm B?

Answer

At first:

Table X: AAB

Table Y: AB
Let

P(AX) = probability of selecting A from X

P(BX) = probability of selecting B from X

P(BY) = probability of selecting B from Y

Exercise 3

If the independent probabilities that three people A, B and C will be alive in 30

years time are 0.4, 0.3, 0.2 respectively, calculate the probability that in 30 years'
time,

(a) all will be alive

(b) none will be alive

(c) only one will be alive

(d) at least one will be alive

Answer

(a) P = P(A) P(B) P(C) = 0.4 0.3 0.2 = 0.024

(b) We use the notation P( A) to mean "the probability that A will not occur". So:

P = P( A) P( B) P( C) = 0.6 0.7 0.8 = 0.336

 (c)

(d) P = 1 { P( A) P( B) P( C) } = 1 0.336 = 0.664

6. Bayes' Theorem

Let E1 and E2 be two mutually exclusive events forming a partition of the sample
space S and let E be any event of the sample space such that
P(E) 0.

The Theorem
Bayes' Theorem for mutually exclusive events

Example

The sample space S is described as "the integers 1 to 15" and is partitioned into:

E1 = "the integers 1 to 8" and

E2 = "the integers 9 to 15".

If E is the event "even number" then we have the following:

Statement of Bayes' Theorem

The probabilities for the situation described above is given by Bayes' Theorem,
which can be calculated in two ways:

So for our example above, checking both items of this equation:

We get the same result using the second form:

Extending Bayes' Theorem for Mutually Exclusive Events

Bayes' Theorem can be extended as follows:

If E1, E2, ... , Ek are mutually exclusive events forming partitions of the sample
space S and if E is any event of S such that P(E) 0, then

EXAMPLE 1

Of all the smokers in a particular district, 40% prefer brand A and 60% prefer
brand B. Of those smokers who prefer brand A, 30% are females, and of those
who prefer brand B, 40% are female. What is the probability that a randomly
selected smoker prefers brand A, given that the person selected is a female?

EXAMPLE 2

There are 3 urns A, B and C each containing a total of 10 marbles of which 2, 4

and 8 respectively are red. A pack of cards is cut and a marble is taken from one
of the urns depending on the suit shown - a black suit indicating urn A, a diamond
urn B, and a heart urn C. What is the probability a red marble is drawn?

If somebody secretly cut the cards and drew out a marble and then announced to
us a red marble had in fact been drawn, could we compute the probability of the
cut being, say, a heart (or more generally, can we compute the probability of a
specified prior event given that the subsequent event did occur)?

Answer

Conclusion: The probabilities add to 1, so we can compute the probability of a

specified event given the subsequent event did occur.
 7. Probability Distributions - Concepts

Concept of Random Variable

Definitions of random, discrete and continuous variables

Distribution function
Probabilities as relative frequency
Expected value
Variance
Standard deviation

The term "statistical experiment" is used to describe any process by which several
chance observations are obtained.

All possible outcomes of an experiment comprise a set that is called the sample
space. We are interested in some numerical description of the outcome.

For example, when we toss a coin 3 times, and we are interested in the number of
heads that fall, then a numerical value of 0, 1, 2, 3 will be assigned to each sample
point.

The numbers 0, 1, 2, and 3 are random quantities determined by the outcome of

an experiment. They may be thought of as the values assumed by some random
variable x, which in this case represents the number of heads when a coin is
tossed 3 times.

So we could write x1 = 0, x2 = 1, x3 = 2 and x4 = 3.

Definitions

1. A random variable is a variable whose value is determined by the outcome

of a random experiment.
 2. A discrete random variable is one whose set of assumed values is
countable (arises from counting).
3. A continuous random variable is one whose set of assumed values is
uncountable (arises from measurement.).

We shall use:

A capital X for the random variable and

Lower case x1, x2, x3... for the values of the random variable in an experiment.
These xi then represent an event that is a subset of the sample space.

The probabilities of the events are given by: P(x1), P(x2), P(x3), ...

We also use the notation P(X). For example, we may need to find some of the
probabilities involved when we throw a die. We would write for the probability of
obtaining a "5" when we roll a die as:

EXAMPLE 1 - Discrete Random Variable

Two balls are drawn at random in succession without replacement from an urn
containing 4 red balls and 6 black balls.

Find the probabilities of all the possible outcomes.

EXAMPLE 2 - Continuous Random Variable

A jar of coffee is picked at random from a filling process in which an automatic

machine is filling coffee jars each with 1 kg of coffee. Due to some faults in the
automatic process, the weight of a jar could vary from jar to jar in the range 0.9 kg
to 1.05 kg, excluding the latter.

Let X denote the weight of a jar of coffee selected. What is the range of X?

Distribution Function

Definitions:

1. A discrete probability distribution is a table (or a formula) listing all

possible values that a discrete variable can take on, together with the
associated probabilities.
2. The function f(x) is called a probability density function for the continuous
random variable X where the total area under the curve bounded by the x-
axis is equal to 1. i.e.

The area under the curve between any two ordinates x = a and x = b is the
probability that X lies between a and b.

Probabilities As Relative Frequency

If an experiment is performed a sufficient number of times, then in the long run,

the relative frequency of an event is called the probability of that event
occurring.

EXAMPLE 3
Refer to the previous example. The weight of a jar of coffee selected is a
continuous random variable. The following table gives the weight in kg of 100 jars
recently filled by the machine. It lists the observed values of the continuous
random variable and their corresponding frequencies.

Find the probabilities for each weight category.

Number
Weight X
of Jars
0.900 - 0.925 1
0.925 - 0.950 7
0.950 - 0.975 25
0.975 - 1.000 32
1.000 - 1.025 30
1.025 - 1.050 5
Total 100

Expected Value of a Random Variable

Let X represent a discrete random variable with the probability distribution

function P(X). Then the expected value of X denoted by E(X), or , is defined as:

E(X) = = (xi P(xi))

To calculate this, we multiply each possible value of the variable by its probability,
then add the results.

(xi P(xi)) = { x1 P(x1)} + { x2 P(x2)} + { x3 P(x3)} + ...

E(X) is also called the mean of the probability distribution.

EXERCISE
1.In Example 1 above, we had an experiment where we drew 2 balls from an urn
containing 4 red and 6 black balls. What is the expected number of red balls?

2.I throw a die and get $1 if it is showing 1, and get $2 if it is showing 2, and get $3
if it is showing 3, etc. What is the amount of money I can expect if I throw it 100
times?

3.The number of persons X, in a Singapore family chosen at random has the

following probability distribution:

X 1 2 3 4 5 6 7 8
P(X) 0.34 0.44 0.11 0.06 0.02 0.01 0.01 0.01

Find the average family size E(X).

4.In a card game with my friend, I pay a certain amount of money each time I lose.
I win $4 if I draw a jack or a queen and I win $5 if I draw a king or ace from an
ordinary pack of 52 playing cards. If I draw other cards, I lose. What should I pay
so that we come out even? (That is, the game is "fair"?)

Variance of a Random Variable

Let X represent a discrete random variable with probability distribution function

P(X). The variance of X denoted by V(X) or 2 is defined as:

V(X) = 2 = *{X E(X)}2 P(X) ]

Since = E(X), (or the average value), we could also write this as:

V(X) = 2 = *{X }2 P(X) ]

Another way of calculating the variance is:

V(X) = 2 = E(X2) [E(X)]2

Standard Deviation of the Probability Distribution

is called the standard deviation of the probability distribution. The

standard deviation is a number which describes the spread of the distribution.
Small standard deviation means small spread, large standard deviation means
large spread.

In the following 3 distributions, we have the same mean ( = 4), but the standard
deviation becomes bigger, meaning the spread of scores is greater.

Normal Curve

= 4, = 0.5
Normal Curve

= 4, = 1

Normal Curve

= 4, = 2

The area under each curve is 1.

EXAMPLE 8

Find V(X) for the following probability distribution:

X 8 12 16 20 24
P(X)

Answer

We have to find E(X) first:

Then:

Checking this using the other formula:

V(X) = E(X 2) [E(X)]2

For this, we need to work out the expected value of the squares of the random
variable X.

X 8 12 16 20 24
X2 64 144 256 400 576
P(X)

We found E(X) before: E(X) = 16

V(X) = E(X2) [E(X)]2 = 276 - 162 = 20, as before.

EXERCISE

1. If a number is selected at random from all four digit numbers formed from the
 numbers 1,2,3 and 4 without repetition. Find the probability that the number
is
(i) Divided by 5 (ii) an even number
2. A problem is given to three students A, B, C whose chances of solving it are 1/2,

3/4 and 1/4 resp. What is the probability that the problem is solved.

3. A, B, C are aiming to shoot the balloon. A will succeed 4 times out of 5

attempts.

The chance of B to shoot the balloon is 3 out of 4 and that of c is 2 out of 3. If

the

three aim the balloon simultaneously, then find the probability that at least two
of

them hit the balloon.

4. In a certain college 25% boys and 10% girls are studying Mathematics. The girls
constitute 60% of the students. If a student is selected and is found to be
studying Mathematics, Find the probability that the student is a
(i)Girl (ii)Boy
5. In a bolt factory machines A, B, C manufacture 20%, 30%, 50% of the total of

their output and 6%, 3% and 2% are defective. A bolt is drawn at random and

found to be defective. What is the probability that it is manufactured by

(i)Machine A (ii)Machine B (iii)Machine C

6. A random variable X has the following discrete probability distribution.

X 0 1 2 3 4 5 6
 P(x) 0 2k 2k 3k K2 2k2 7k2+k

Find the value of (i) k (ii) P(x 2) and P (2 x 5)

(iii) Mean and Variance (iv) The distribution function of X

(v) if P(x k) > 1/2 , Find minimum value of k

7. If X and Y are discrete random variables and K is a constant then prove that

(i) E[X+K] = E[X] + K (ii) E[X+Y] = E[X] + E[Y]

8.Find the mean and the variance of the uniform probability distribution given by

f(x)= 1/n, x= 1,2n

9. Given that f(x) = kx/2, is a probability distribution for a random variable X that

can take on the values x = 0,1,2,3 and 4.

i) Find k ii) Mean and Variance of X

10. A continuous random variable has the p.d.f f(x) = k , if x0

=0, otherwise.

Find i) k ii) Mean iii) Variance

 Distributions

1.The Binomial Probability Distribution

A binomial experiment is one that possesses the following properties:

1. The experiment consists of n repeated trials;

2. Each trial results in an outcome that may be classified as a success or a
failure (hence the name, binomial);
3. The probability of a success, denoted by p, remains constant from trial to
trial and repeated trials are independent.

The number of successes X in n trials of a binomial experiment is called a binomial

random variable.

The probability distribution of the random variable X is called a binomial

distribution, and is given by the formula:

P(X) = Cnxpxqnx

where

n = the number of trials

x = 0, 1, 2, ... n

p = the probability of success in a single trial

q = the probability of failure in a single trial

(i.e. q = 1 p)
Cnx is a combination

P(X) gives the probability of successes in n binomial trials.

Mean and Variance of Binomial Distribution

If p is the probability of success and q is the probability of failure in a binomial

trial, then the expected number of successes in n trials (i.e. the mean value of the
binomial distribution) is

E(X) = = np

The variance of the binomial distribution is

V(X) = 2 = npq

Note: In a binomial distribution, only 2 parameters, namely n and p, are needed

to determine the probability.

EXAMPLE 1

A die is tossed 3 times. What is the probability of

(a) No fives turning up?

(b) 1 five?

(c) 3 fives?

Answer
This is a binomial distribution because there are only 2 possible outcomes (we get
a 5 or we don't).

Now, n = 3 for each part. Let X = number of fives appearing.

(a) Here, x = 0.

(b) Here, x = 1.

(c) Here, x = 3.

EXAMPLE 2

Hospital records show that of patients suffering from a certain disease, 75% die of
it. What is the probability that of 6 randomly selected patients, 4 will recover?

Answer

This is a binomial distribution because there are only 2 outcomes (the patient
dies, or does not).

Let X = number who recover.

Here, n = 6 and x = 4. Let p = 0.25 (success - i.e. they live), q = 0.75 (failure, i.e.
they die).

The probability that 4 will recover:

Histogram of this distribution:

We could calculate all the probabilities involved and we would get

Histogram of this distribution:

We could calculate all the probabilities involved and we would get:

The histogram (using Excel) is as follows:

It means that out of the 6 patients chosen, the probability that none of them will
recover is 0.17798, the probability that one will recover is 0.35596, and the
probability that all 6 will recover is extremely small.

SNB "Histogram"

Alternatively, we can use "Plot Approximate Integral" to give us something

approaching the histogram of this experiment. Of course, the x-values are not
quite right in the SNB answer (because it was not designed to do this), so I have
made an adjustment to the x-axis.

EXAMPLE 3
In the old days, there was a probability of 0.8 of success in any attempt to make a
telephone call. (This often depended on the imortance of the person making the
call, or the operator's curiosity!)

Calculate the probability of having 7 successes in 10 attempts.

Answer

Probability of success p = 0.8, so q = 0.2.

X = success in getting through.

Probability of 7 successes in 10 attempts:

Histogram

Using the following function in SNB,

we have:

EXAMPLE 4

A (blindfolded) marksman finds that on the average he hits the target 4 times out
of 5. If he fires 4 shots, what is the probability of

(a) more than 2 hits?

(b) at least 3 misses?

Answer

Here, n = 4, p = 0.8, q = 0.2.

Let X = number of hits.

Let x0 = no hits, x1 = 1 hit, x2 = 2 hits, etc.

 (a)

(b) 3 misses means 1 hit, and 4 misses means 0 hits.

EXAMPLE 5

The ratio of boys to girls at birth in Singapore is quite high at 1.09:1.

What proportion of Singapore families with exactly 6 children will have at least 3
boys? (Ignore the probability of multiple births).

Answer

The probability of getting a boy is

Let X = number of boys in the family.

Here,

n = 6,
p = 0.5215,
q = 1 0.52153 = 0.4785

So the probability of getting at least 3 boys is:

NOTE: We could have calculated it like this:

EXAMPLE 6

A manufacturer of metal pistons finds that on the average, 12% of his pistons are
rejected because they are either oversize or undersize. What is the probability
that a batch of 10 pistons will contain
(a) no more than 2 rejects? (b) at least 2 rejects?

Answer

Let X = number of rejected pistons

(In this case, "success" means rejection!)

Here, n = 10, p = 0.12, q = 0.88.

(a)

No rejects

One reject

Two rejects

So the probability of getting no more than 2 rejects is:

(b) We could work out all the cases for X = 2, 3, 4, ..., 10, but it is much easier to
proceed as follows:

Histogram

Using SNB , we can define the function

and then use matrices to find the

values at 0, 1, 2, ... which gives us the histogram:
Alternatively, using SNB :
2. The Poisson Probability Distribution

The Poisson distribution was developed by the French mathematician Simeon

Denis Poisson in 1837.

The Poisson random variable satisfies the following conditions:

1. The number of successes in two disjoint time intervals is independent.

2. The probability of a success during a small time interval is proportional to
the entire length of the time interval.

Apart from disjoint time intervals, the Poisson random variable also applies to
disjoint regions of space.

Applications

the number of deaths by horse kicking in the Prussian army (first

application)
birth defects and genetic mutations
rare diseases (like Leukemia, but not AIDS because it is infectious and so not
independent) - especially in legal cases
car accidents
traffic flow and ideal gap distance
number of typing errors on a page
hairs found in McDonald's hamburgers
spread of an endangered animal in Africa
failure of a machine in one month

The probability distribution of a Poisson random variable X representing the

number of successes occurring in a given time interval or a specified region of
space is given by the formula:

1
where

x = 0, 1, 2, 3...

e = 2.71828 (but use your calculator's e button)

= mean number of successes in the given time interval or region of space

Mean and Variance of Poisson Distribution

If is the average number of successes occurring in a given time interval or region

in the Poisson distribution, then the mean and the variance of the Poisson
distribution are both equal to .

E(X) =

and

V(X) = 2 =

Note: In a Poisson distribution, only one parameter, is needed to determine the

probability of an event.

EXAMPLE 1

A life insurance salesman sells on the average 3 life insurance policies per week.
Use Poisson's law to calculate the probability that in a given week he will sell

(a) some policies

(b) 2 or more policies but less than 5 policies.

2
(c) Assuming that there are 5 working days per week, what is the probability that
in a given day he will sell one policy?

Answer

Here, = 3

(a) "Some policies" means "1 or more policies". We can work this out by finding 1
minus the "zero policies" probability:

P(X > 0) = 1 P(x0)

Now So o

b)

c) Average number of policies sold per day:

So on a given day,
3
EXAMPLE 2

Twenty sheets of aluminum alloy were examined for surface flaws. The frequency
of the number of sheets with a given number of flaws per sheet was as follows:

Number of flaws Frequency

0 4

1 3

2 5

3 2

4 4

5 1

6 1

What is the probability of finding a sheet chosen at random which contains 3 or

more surface flaws?

Answer

The total number of flaws is given by:

(0 4) + (1 3) + (2 5) + (3 2) + (4 4) + (5 1) + (6 1) = 46

So the average number of flaws for the 20 sheets is given by:

4
The required probability is:

Histogram of Probabilities

We can see the predicted probabilities for each of "No flaws", "1 flaw", "2 flaws",
etc on this histogram.

Histogram of Probabilities

[The histogram was obtained by graphing the following function for integer values
of x only.

Then the horizontal axis was modified appropriately.]

5
EXAMPLE 3

If electricity power failures occur according to a Poisson distribution with an

average of 3 failures every twenty weeks, calculate the probability that there will
not be more than one failure during a particular week.

Answer

The average number of failures per week is:

"Not more than one failure" means we need to include the probabilities for "0
failures" plus "1 failure".

EXAMPLE 4

Vehicles pass through a junction on a busy road at an average rate of 300 per hour.

1. Find the probability that none passes in a given minute.

2. What is the expected number passing in two minutes?
3. Find the probability that this expected number actually pass through in a
given two-minute period.

Answer

The average number of cars per minute is:

(a)
6
(b) E(X) = 5 2 = 10

(c) Now, with = 10, we have:

Histogram of Probabilities

Based on the function

we can plot a histogram of the probabilities for the number of cars per minute:

EXAMPLE 5

A company makes electric motors. The probability an electric motor is defective is

0.01. What is the probability that a sample of 300 electric motors will contain
exactly 5 defective motors?

Answer

The average number of defectives in 300 motors is = 0.01 300 = 3

The probability of getting 5 defectives is:

7
NOTE: This problem looks similar to a binomial distribution problem, that we met
in the last section.

If we do it using binomial, with n = 300, x = 5, p = 0.01 and q = 0.99, we get:

P(X = 5) = C(300,5)(0.01)5(0.99)295 = 0.10099

We see that the result is very similar. We can use binomial distribution to
approximate Poisson distribution (and vice-versa) under certain circumstances.

Histogram of Probabilities

3.The Normal Distribution

A random variable X whose distribution has the shape of a normal curve is called a
normal random variable.

8
Normal Curve

This random variable X is said to be normally distributed with mean and standard
deviation if its probability distribution is given by

Properties of a Normal Distribution

1. The normal curve is symmetrical about the mean ;

2. The mean is at the middle and divides the area into halves;
3. The total area under the curve is equal to 1;
4. It is completely determined by its mean and standard deviation (or
variance 2)

Note:

In a normal distribution, only 2 parameters are needed, namely and 2.

Area Under the Normal Curve using Integration

The probability of a continuous normal variable X found in a particular interval [a,

b] is the area under the curve bounded by x = a and x = b and is given by

9
and the area depends upon the values of and .

The Standard Normal Distribution

It makes life a lot easier for us if we standardize our normal curve, with a mean of
zero and a standard deviation of 1 unit.

If we have the standardized situation of = 0 and = 1, then we have:

Standard Normal Curve = 0, = 1

We can transform all the observations of any normal random variable X with mean
and variance to a new set of observations of another normal random variable Z
with mean 0 and variance 1 using the following transformation:

We can see this in the following example.

Example

10
Say = 2 and = 1/3 in a normal distribution.

The graph of the normal distribution is as follows:

= 2, = 1/3

The following graph represents the same information, but it has been
standardized so that = 0 and = 1:

= 0, = 1

The two graphs have different and , but have the same shape (if we tweak the
axes).

The new distribution of the normal random variable Z with mean 0 and variance 1
(or standard deviation 1) is called a standard normal distribution. Standardizing
the distribution like this makes it much easier to calculate probabilities.

11
If we have mean and standard deviation , then

Since all the values of X falling between x1 and x2 have corresponding Z values
between z1 and z2, it means:

The area under the X curve between X = x1 and X = x2 equals:

The area under the Z curve between Z = z1 and Z = z2.

Hence, we have the following equivalent probabilities:

P(x1 < X < x2) = P(z1 < Z < z2)

Example

Considering our example above where = 2, = 1/3, then

One-half standard deviation = /2 = 1/6, and

Two standard deviations = 2 = 2/3

So s.d. to 2 s.d. to the right of = 2 will be represented by the area from

to . This area is graphed as follows:

= 2, = 1/3

12
The area above is exactly the same as the area

z1 = 0.5 to z2 = 2

in the standard normal curve:

= 0, = 1

Percentages of the Area Under the Standard Normal Curve

A graph of this standardized (mean 0 and variance 1) normal curve is shown.

13
In this graph, we have indicated the areas between the regions as follows:

-1 Z 1 68.27%

-2 Z 2 95.45%

-3 Z 3 99.73%

This means that 68.27% of the scores lie within 1 standard deviation of the mean.

This comes from:

Also, 95.45% of the scores lie within 2 standard deviations of the mean.

This comes from:

Finally, 99.73% of the scores lie within 3 standard deviations of the mean.

This comes from:

The total area from - < z < is 1.

The z-Table

The areas under the curve bounded by the ordinates z = 0 and any positive value
of z are found in the z-Table. From this table the area under the standard normal
curve between any two ordinates can be found by using the symmetry of the curve
about z = 0.

14
EXAMPLE 1

Find the area under the standard normal curve for the following, using the z-table.
Sketch each one.

(a) between z = 0 and z = 0.78

(b) between z = -0.56 and z = 0

(c) between z = -0.43 and z = 0.78

(d) between z = 0.44 and z = 1.50

(e) to the right of z = -1.33.

Answer

From the z-table:

(a) 0.2823

(b) 0.2123

15
(c) 0.1664 + 0.2823 = 0.4487

(d) 0.4332 - 0.1700 = 0.2632

(e) 0.4082 + 0.5 = 0.9082

16
EXAMPLE 2

Find the following probabilities:

(a) P(Z > 1.06)

(b) P(Z < -2.15)

(c) P(1.06 < Z < 4.00)

(d) P(-1.06 < Z < 4.00)

Answer

From the z-table:

(a) This is the same as asking "What is the area to the right of 1.06 under the
standard normal curve?"

We need to take the whole of the right hand side (area 0.5) and subtract the area
from z = 0 to z = 1.06, which we get from the z-table.

(b) This is the same as asking "What is the area to the left of -2.15 under the
standard normal curve?"
17
This time, we need to take the area of the whole left side (0.5) and subtract the
area from z = 0 to z = 2.15 (which is actually on the right side, but the z-table is
assuming it is the right hand side.)

(c) This is the same as asking "What is the area between 1.06 and 4.00 under the
standard normal curve?"

(d) This is the same as asking "What is the area between -1.06 and 4.00 under the
standard normal curve?"

We find the area on the left side from z = -1.06 to z = 0 (which is the same as z = 0
to z = 1.06), then add the area between z = 0 to z = 1.04 (on the right side):

EXAMPLE 3

18
It was found that the mean length of 100 parts produced by a lathe was 20.05 mm
with a standard deviation of 0.02 mm. Find the probability that a part selected at
random would have a length

(a) between 20.03 mm and 20.08 mm

(b) between 20.06 mm and 20.07 mm

(c) less than 20.01 mm

(d) greater than 20.09 mm.

Answer

X = length of part

(a) 20.03 is 1 standard deviation below the mean;

20.08 is standard deviations above the mean

So the probability is 0.7745.

(b) 20.06 is 0.5 standard deviations above the mean;

20.07 is 1 standard deviation above the mean

19
So the probability is 0.1498.

(c) 20.01 is 2 s.d. below the mean.

So the probability is 0.0228.

(d) 20.09 is 2 s.d. above the mean, so the answer will be the same as (c),

P(X > 20.09) = 0.0228.

EXAMPLE 4

A company pays its employees an average wage of $3.25 an hour with a standard
deviation of 60 cents. If the wages are approximately normally distributed,
determine

a. the proportion of the workers getting wages between $2.75 and $3.69 an
hour;
b. the minimum wage of the highest 5%.

Answer

20
X = wage

(a)

So about 56.6% of the workers have wages between $2.75 and $3.69 an hour.

(b) W = minimum wage of highest 5%

x = 1.645 (from table)

Solving gives: x = 4.237

So the minimum wage of the top 5% of salaries is $4.24.

EXAMPLE 5

The average life of a certain type of motor is 10 years, with a standard deviation of
2 years. If the manufacturer is willing to replace only 3% of the motors that fail,
how long a guarantee should he offer? Assume that the lives of the motors follow
a normal distribution.

Answer

X = life of motor

21
x = guarantee period

Normal Curve: = 10, = 2

We need to find the value (in years) that will give us the bottom 3% of the
distribution. These are the motors that we are willing to replace under the
guarantee.

P(X < x) = 0.03

The area that we can find from the z-table is

0.5 - 0.03 = 0.47

The corresponding z-score is z = -1.88.

Since , we can write:

Solving this gives x = 6.24.

So the guarantee period should be 6.24 years.

Example 6

22
In the standard normal curve to the right, the mean is 0 and the standard
deviation is 1.

The green shaded area in the diagram represents the area that is within 1.45
standard deviations from the mean. The area of this shaded portion is 0.4265 (or
42.65% of the total area under the curve).

To get this area of 0.4265, we read down the left side of the table for the standard
deviation's first 2 digits (the whole number and the first number after the decimal
point, in this case 1.4), then we read across the table for the "0.05" part (the top
row represents the 2nd decimal place of the standard deviation that we are
interested in.)

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06

1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279

We have:

(left column) 1.4 + (top row) 0.05 = 1.45 standard deviations

The area represented by 1.45 standard deviations to the right of the mean is
shaded in green in the standard normal curve above.

23
You can see how to find the value of 0.4265 in the full z-table below. Follow the
"1.4" row across and the "0.05" column down until they meet at 0.4265.

Exercises

1. In a Binomial distribution containing of 5 independent trials the probability of 1

and

2 successes are 0.49 and 0.2048 respectively. Find parameter p of the

distribution.

2.Ten coins are thrown simultaneously. Find the probability of getting 7 heads.

3. The probability of a man hitting a target is 1/3.

(i) If he fires 5 times, what is the probability of his hitting the target at least
twice.

(ii) How many times must he fires so that the probability of his hitting the target
at

least once is more than 90%.

4. Find mean and variance of Poisson distribution.

5.The probability of a Poisson variate taking the values 1 and 2 are equal.

Find (i) (ii) P (X 1) (iii) P (1<x<4)

6. Suppose 2% of the people on the average are left handed. Find

(i) The probability of finding 3 or more left handed

(ii) Probability of finding 1 left handed

7. Average no:of accidents on any average day on a national highway is 1.8.

Determine the probability that the no:of accidents are

(i) at least one (ii) at most one

8. 1000 students had written an exam. The mean of the test is 35 and S.D is 5.

Assuming the distribution to be normal find

(i) how many students marks lie between 25 and 40

24
(ii) how many students get more than 40

(iii) how many students get below 20

(iv) how many students get more than 50

****

25