UNIT -1 Psobahlilityand andom Vaiables

The torm pobablility 90 chane

to Atudy Mandomno% and unaxtainy

Random oxporiment
Expouiment, o othe type whe the
Dtome ho Caot be edictod Ce called andom

Oxpoximertd.
Cund oNentRULot
The xpement is Jenown bial and

the outome kODwN Cases.

|Mutually' aelaive wents:

tuo ovont 8aid be mudually
exustve ushon agec the
of Dthex. 1 the.n 0cCUeANe
peevort the OCClae knouon as
9it,
rcsive everts.
mutually
PLAI U A) V Ag UAn) P(A) + PA3) + PA3) +

).0 PlAt UA) = PlA) +PlA2)h

known
The above qation poobabli lity
orlusre oVents.

Exhauutie ewen:

The total no p@sstble outoms în any

knoun exhasttvo Ovents,
trial
Dutomu
EX:

Throulng a, a t o m
 lanical
Mathematical Pls) -I LGum all Pro babiity )
posible tases
P(A) = No

DutComs
14 A, A1, An
frobahlility mutually exlusive
cae], and the robablility
then,
dunotot byP tower
tonovont denoted by q. P(A) UA) VA3 U.VAn) P{AI) + P(A) + P(A3) + +
not hapyortng PCAn)
These Conditiony should be
satiuyiud 4o all
pHDbab lility is aluays one.That , Oxpoimenb.
Sun 4
P+q =1 Thesuema 1n psuobabltlity :
The Nobabliliay Can bo lou than Öbsobablildy the tompliment event ACA
be than ene. qiven
PCÄ) I -PIA)
2 ie., (04PL1)
A and vents which
The probalty tmpoible oNent iS zeo. ytwD

1. Fnd the head in

ae ot dijoined then.,
pxobahlility PLAUB) = PUA) + PB) AOB)=
LBn. - PCANB)
toung
Fo thuee non- mutually rert thavtng 86me
Bn, the total no.
LEmmen pofret) A, B, c then
outtome = 2
PCA VBUO) - PIA) + P(B) + PlC) t P(ANBN) - P(ADB) -
PUH) = posutble
Planc) - PC AnC)
1.A poson krown to hit the tarqet In
POH) thee Ot geur shotshoeas tanothex peAON
Arlomy known ht the tanget
obabit lity :
shot. Fnd the peobabllity
be. the Lample kpae, PUAS
thee the tor gots being
hit, at all ohen, the both pous öru brained.
caled dhe pobaklility the

theeollasing axlorn, olven

event efnu, both pexion hit the 6ame tarqet.

A, DLP LA) 21
 PUA) + PLB) - P(ADB)
P(AVB) pr P(target beng
all)
Psodue ulliplcaten ule;
eustve everti P(ANB) P(B). PAIB)
Sinte is non - mutually
P(ANA) P(a). PLB)
( P(AN)
ib P(AB)
tliß P(B|A)

:PIAUB) - PlA)+ PLB) -PIAn8) qivan,

cle)
P(ANB) = (A)+ P(B) -PAUB
al PlB) = 3/4
12 PLAVB) =/2 4-1
448-4 12
12 2

suppese CaNd drawn a shuyd

Pack (ds. What pxokahlility that
cad duawn a king ?
12

tç tlA|B) = P(ADB)
P kpade) = PLB)
04
r(kinq)

Thekeoee the mobublrifty daaung a spade tiD PBLA) = PUADg)

and

Con dltisnal &obablity. : dv PLAIB) = PlANe PIA)- P(ANB)

1he a on ditinal pohablility the event A ith PLD) |- PB)

the tonditen that Nert has aluady

by -
hagpened
P(AlB) = PAnB) )2
NPB) 13-11
12
PB/A) = PLANB) PUAJ 0
PCA)
 NOTE tuo eventa then P(A) =0. B5PLB) 0. T3 PUAN9) 0.1ufnd PAVB)
A and A
æ)
P( B) = PlB) - PANB) Gfven,P(A) -0.B5
PLB) - D.13
o B then
|to I ACB, A Aubset P(ANB) = 0.l4
P[BN PlB) -PUA)

LD 14 BCA, then =|- PIADB)

t(AnB) PUA) -P(B)
= |-0. l4
mathematH Aind
1. A PADblem =0.94

haney
RKCbalt lty that RRcbl om i l be 3. 1 PIA) = 0. 5, PLB) .3. Fn d p(ANB) =0.15 P(AIE).
What the
Aolve all tham bed independorly .
P(AlB) -PANB)
/ Pl) Va P(B)
Given, PL) =/ , PIY) - P(A)-PA6)
= PlA) - PlANB
|- PLD)
= 0.5-D.15
= PlrUyO)
toek3yekao -D.3 035 -09r
- PUo+ PlY) +Plz) -PLXN ) -Plyn z) -
P(ZNx) 4Plxn Yn
0.T

++4+4-&)-)-6 A.LPA) 0.9 ,PCBlA) 0.g then

)
PLA) =0.9
) - A N B )

Given,
PLA)
P ( B ) A )

0 .X
8 0 9 =

(B|A) =PANB)
PUA)
92.
P(AND) P(BIA). PIA)

8).
-lo.9, (0 - D t
be -Mr gon 's law:
P( DD) - PLA)V ALB)
P[AVB) PA) NPLB)
 nd black kollu,
ertain1
6. A bag d&awn
TUo balls ushite and
ARObalilfey that
1.
ball s Hack.
Total
ball ID 8 - 1
ball
bablitity g gelag ene wshite
Rao
P)

black ball
fDbabltlity & qoting Bne Bayo's theoem:
PB) A A2 , An' bo
mutually
exutve oyent (a<yeut onei ohor) with pobalfl Tty
= 8 P(A) ¢0

= 80
(cos thak ) üa io. BCÜ A PLB) #0, then
etainu and
b. A bag
P[Aj|B) = PAi) PLB)AI)
balls aL daus wftout ep lacement . lhat iu the
PLADPIBA1)icrt
pkobabl+tfty that both the balls Red.
bolt <actory machine A ,B and

Boobablility dawing a, Ked ball nthe KOApatlvaly a257.(A, 35 %114 407. sLLpectively
Jhe total Atok f theix output
duaw
and dpettve , bolte. A bat dawn
tsob ability 4 geking 2 aned ball in the seond Tandom 4Rom the prèdutt and to
tha Robablitt tie that 1t
bo da<ective . lhat ae

PLBIA)- PLADB)
PA) N1
Let A,B and denota' tha
kalls ate med
selectod at andom ç
balle PIANE)
PIA)
that
by tho mathine,
manula chwred

= (ADB)
 OVert that tha lolt
denote tho delccti ve bott
Let pobablfty thodt
dyuctve . PLC) = o%
PIB)= 35%
PIA) = Q92 PLcIo)
U.u0XD.02
D.0345 D.OBl5
00

-0. 35 -0.02ZI
0.25

b. Thseee LDntain
thcovem:
ULing ayor's
Hai/o) Pai)P(B/A)
P(Atra) - PLAi) P(A/A) bals upectvaly. 1 Un is cheesen at
RAtB/A)
SPUAT) ALB/A1)
Mandom ond ball
Aad. Find the probablft y that (ame
PA/D) P(AÍ) PUD JA) ti to

(A) PUD /A )
olowr Rod ushite Blue
Th rUAT) PE D/A)=PA) PLD/A)+ PCB) PCD/B) + P(C) P(D)
A
+b.25) (0. D6) 4 (D. 36)to. cu) + lo.uo) (o. 02)
2 3
0.0B4 5

The mobbif ty that the Hc.6 3 2

ma<atuwad by madhine As

Let A) A2 and A dLnote the eetive

PIAD) f(A) PID/)u
b.0B45 that the
chossen.
- 0. 25 xo. O5
0.345 PIA3) = %

The rio babilfity that tha deective tlt

Let denote the Loithdkawinq
may atuRud ly mahne bal,

P(B/D) P(B) f(OB)o1a

D. 0Bu5
kayer'! thaorem,
=D. Z5x DDL
Uáng
D. DL D5B
D.B45
PA/B) PA) xP(B/A2)
MA) lB/A)
 LOt B denoto Ctha QUent.that 2 balls taken

the Aolected white and sed.

0. B2 91K3
sue P(B/AD
Frtm 0.

2x1
D. 328

0.0555
P(o/Aa)i(= 4CI X2c) x3 YXD 2
6.28 2C2 J2X1

1X2
P(A) (B/A1) + f(A) PLB/A:) + P(A)e (B/A3)
ball
: Pro bablilty
0. 1b93

9
PIAL/B) = x 32

0.828
-0.2B8 3
0.|25
0.3810
0.3)8 oUslng baye th@0r DM,

PA3/B)= PlA3) xP( B/AB) P(Ai B) = PlA1) PleA)

0.326 PUADPL B/A)

0. 4514
O.328
D. 230 3
fhe onton
Ushite, 2 black , Bred ; 2 wshite, ee lolack, 0. 2383

wfite, 6 back, 3 red

choesen at Tandom 0.2B93
bally axe dxan.

0.2383
P|AB/B) D.9383
fsobabi ity denaty gunti on :
D. 2383 tontinucuu Handom vaviable then
a

0.O806 D. 253
be pcbaatlity dans ty
D. 2393
yollauing nditim
Junti en
Random Vaxiale :

A
. Hal Yaniake
Kandom Uviable expoimrt
a
the
outtome
by vaiable. :
Han dom 3
called
tyycs Randem VAxiabe
Th ee FOt Lonti nupus Hardom variable X, the
Distrete erdom våiake)7
pucbabiillty th at fn the intowal
bntinuous 1andom aiable [aibj gvan by

Ruobablit ty
A Handom vaxiable that take a
tourtable umber poible valuey Aald to

be disc cte.-,0
sandom vaiable has the follouing paolabli iy
LonttnuD HaNdom 1iable: 1. A

sandom vaslable that Can 4unctien

value betw cen Aomu X D
2k
Kardom vasiale. PCX): 0 2K

(ii) PLX2) (v) PlBL XL6)

tuobakility un ten:
Probablility man yn tion : tmf)
P)=1
2 a a inte')'andom vakiable
Ushtch assne valus wth
robaatlHo Pla), l13). PIn) Lpetivey. tien
Laled proklility mas

the yoloutng c¡nditien Va

X:0 3

1
tio r(x L6) :

yunction prokabhlity drity

. The qiven
yuntiom.
ontBnuou sandom Vatablo 4ollas the
B. A
miNe and
Jow I. 0., (1) =kgh. Doke
tiy P(X>2): tht
botw con O.2
the pobablf lity
=5)
P(X >2) f(X =3) + f(X =) +P(X
D.5

æ)k:

dct.3LKE5) =P(K=3) + P(X =u) +P(Y=5)

tv) P9L2 5); :.E=3lko 4(a) - 32'A

P(3L2 L5) = P(X =3) + P(x -)
D.2 asd 0.5
Go ProbablHI fty betw een

4 r (0.2 n Lo. 5) ;

4
Plo. 2 22 A0.5) = Ss2 da
Q. chock ush cthek tho JuncHen 30.5

puobabllT ty donsty unutlon (OT) hot.

Given,
= 0.12 5 -0.0Dg
Tho nditens to ba Aatiyid, =0.I|7

HOe
 dlstrl buton :
Qunulative X2 -1 2

b a dircrote Nandom yaxiobl 0.066 D.[32 D.3 D. 198

Let PCX -1) 0.1
dsttbufon yunctton
the
fi)Px < 2)

Let x be Mandm vastble, e

- 0.| + 0.06b + 0.24 D.(32
yunton s x
the distrlbut on
= 0. 98
F) = P(xL 2)

diri bution uncton

Px12) - Pl-) + PlO) + P)

.0. 318s17
tii
F-o) D umlaHva dTtrtbuHon
21
iv) the duti bution, yuncten o
PL2) - 0.1 F2) = D.l
Hondom Vaslable X then -2
F-) -F(-2) + P-D - 0. (64
Fla) <FLb) u a Kb. PE) = 0.066
P CO) = D.2
Flo) =F)+ P(O) = D. 366
Ran dom Vaiable has tho golinoing FD =F(o) + PD = 0.u98
PD =0.|32
puobablility dati butisn
2 P(2) = D. 3 F 2) = FtD + P2) = 0. 199
X21 P3) = D.)98 F(3) = F() + PB) = 0.41
b.1 D.2 2K O. 3

Find valus
iü PLxe9) and d. Obtain tho probabi lity dis tribution the
tiu) Find tha uinulatve dis tributl en 4olloutng table
2

Ptr=11) D.I 0. D.9

dlstrtbton
P(21) =1 The MObablflfty
Flo) - 0.1
0.1 + 0.3+D.3 + K 1 2A 42L 1
F) - O. 5
0.6tbt -)

F(3) = 2.
 2

F(X= 21) 0.9 P(X 3) - Plx = = 3) + Plx = =4) + Plx =5) + Pr =6)+
PX = =) +PCx = =3)
D.5
P(K= 2i) D. 3

du cvete oandom vaxiable r has bhe foleo ing

B. Ih 0
dàtributon..dle 281 -0. 888
obabli ity
5
X

3a
PlX-) PCX 3)

Find the vaue a Plx 2 3) tica

P(x> 3)
PLXLB) , P(0LNL3) , P(*3)
- l-P0) +PLD+P (2)]
tüiy Find the distributon qunttion o X or)
cumul ative Aistri buton 4unton
8

= 0.898

iD Dshibutton quntin

a -0. 0123 FLO) - l

F) = t
tib P(x<3)
F(2) = +

P(xL4) = P(X ==0) + PUX==) + P(X ==2)

FC5) 25.
81
P(O <X < 3)
L49
Fl6) 81
P(ox 3) - PCX = =) +P(x= -)
b

F() =
 X has the yollowng P1.54x < H5) n POX >2)
4. A
Handom vaiabe tiD P.5 4X 4.5 |P(x>y)
P)
obab lil Pty juntin
X 3 LI PLX2)
P(A12) PlANB)
fl) 2 2k PLB)
PIX= 3) +P(* = =1)
PX =b)+P x )
PUx=3) + PUX =1)+ PCK e 6)+

P(x26) , PUYXb)
rüi) Evaluate pl.5 4 XLH.blxy2) /
tiv» Fiod t(kL3) , P(x>3), Pl12xL5) 5x 100
70
- 0.1
MI P[XLC)> V then tind the minimum vale uy o.
io ind the isti luti cn Qunction x

P Cx ) - PUX= u) + Rt= n) +fu =6) +fx =3)

PO) =) 2 1
2
D4 k+ 2k+ 2A + 3A + +2+1+L=l
ot 20 200 4 1 00
O000
kIok + 9} -l=0 -=0. 5

PK=)
PLI4X 5)= PlY -) 4 P(x= 3) +
,k -l is not poscTble

Now
-0.1
2;2
Vio
tv)
it PLXAb) PED) + PK=1) + PX =2)+Px -2) + PK =A) + P(X = 5)
PUX L0) = PUr 0)
-0

wh en C=1
100
Px L) = Plx =o)+PUr =D
PUX b) - PCX =b) + PU=a)

J00
when c
= 11
to0 POX L1) = PUX-0) + PLX ) t PUX =2)
 POxe3)
15k4 10t B0k t6k |
80

POx )
80
- 0. 640.3 =0.8>
bIk = 30

(v) X:0 5 distvibutlon

Th0 Probablitty
PU): o 3/0
|00 3 L
Byo0 8h00
2
F): D
PU) 15 30
b1

tumulativo distrtibutton :

Kandom vaxiable take the 1alue X:

20
ALch that 2P(X=) =3P(x=2) =P=3) -5[PX=4) 61

Fx) : 15 25
the
pobality utribution funcion and
andom variable such that
tumulative be an

=PUr =2) : PxK0) = PUr -0) -

Px> 0)
POx =2)=PLX = -1) =P =D du baibutfon unctin
mas Junction ond
Gfí ven, 2tlr =D = 3 PLX -2) = PUr=3) =5(P(x =0)) Find probabli lfty Airacke ie

P(x =3) =k Cortl nkutA Eale

Then, 2P(k=1) = KX-) eiven,

- PlX =) - P(X >0)
PUK=1) = PX =3) lbs P(x =-2)= Pr = -1)=Plx =D) -PLX= 2) : PLYA0)
anho PX-2) -P(X=-)P(X=) - PCX) -k
2) +P(x)
Wt. 1, P(X<0) - P(N =-
= k+ k 2k

+P(x=)
P(X > 0) = l(x = D
2 B

PO: F/a k
K/5 So, PCX =0) = 2k
 0 A
X
2k K
PUK)

i. A = 3

to be Aurafty unron,

. X

PU) Vb
QuTlatíre di tri butipn unction ;
FK - 2 ) +

FCY =0)
21 1
F(X =)

FCK - 2) Kandom
probabl?iity densi ty Jun ction
6. Giv en that, a
and P(x o. 6)
, 4nd t
vasiabl e 42) =ka,0c1 21
-2
12
F(x)
oiiven.
Psoblom wn dor Loirupus Handon
vaniable: (
A Lortinuus Ban dorn vesL able X Lollas
the RObaittity Jaw
POtoxmine
A.

GTven

Ving pro baiility law,

 Note: 6 Lt Y bo an linuow random vanlaM a
0.8 with
proabii ity doutty qunuian
loo+h enwise
F) =PUe) Flnd í) P(X Lo.1)
0.5

tü PUX Va)

- (l -0.25)
Giveo. |o ,oth orwiso
Se B. 5

A. A tontinuous R.V X has prob abitlity knstty

unton

GTven,
-(-o)
) = 1x0. -0.l6

15
B3lu

PLx L Va) =
D
 2
)
Pr Ws)

= Px>3/u)
P(X SV))
(8 +1)

P(x374 |x V)
PLX)Ads

P(X >V2)

3/4

(t-) 7314 dlis tribution Qution :

- )di
F(a) = PCx L2)

G. In continuDuw an dom F) =
variabe
prokabillky dens Tty quntian

tiD Fnd P(DLXL1)

umutative dirbutfon
cit) Find F(3) Th0
[umulative Aistlbuto)
F) =
122 L2
GTv on,
pthense
 urtin Lotinuaws
14 the density MOM erdA
by
random vaxiable For drohe RV FoY orinuow RV
NO.

MOan
30-42 bT)
E0) = *t Pn1)
D Math em atfe al

Find Yalue
E(2?)
EN2) P(xi)

B. Mom ent atout

orlgin (Hi)
H. Mont Mr = E(x-X) E(x-R)"- fu-3'fsd
about m0an

2 3 (Hr)
Jar d1 +Jadt Ja-an da Jo =l Moments :
X bo discoccto sandom vaniable taking
values
with pro tablility
the
BOLpactivcly. Thcn the
Mas unction
th momert about tho
An

5 the mean
momert about
the (ertat morut)
Then
20 =1
San dand deulato.
mom ont and central
Rolatlon bottwoen MCand

momort:

H 0

-Pa-3 B,+ , '3

Note:
th
 Moan : 0+ )tD. 3) +(9 t0.J5) + l)2to.1)
sandom vaiable and
y a
X and 2.95
Lonlant then,
0,b E(2X+ 3) = E()X43

. ECa) = a 2 ELXt 3 = 2x 0. 25 = 9g.5D

3. E Cax) aElx)
Elax)+ Eb) vax (2x43) = 22 Vorl x)
3. EAx4b) =
b
= QElr)4
E(x) +El) 0u(3:15 -(0.26)y-(.as 15)
4. Ex4 Y) -

Vaxlani : qunctin . HONe

a. nd mean Vasierds variab)e.
Tandom
1. vax (x) = Elx') -lE)) tontinuou
2-2 Ica2d
2. YaT 0) D
D otherwise

3. Van (ax) - a vay cr)

van taxt) = avax tx) +0 Mean

-0

standaxd deriation:
Stardaxd deuiation

= EUK2) -(E(*))
I. Give the
yolouing Aistri butiony o x find
E[) ,ELX2) X4 3) Yar (3X 42) +(u3--)
X:-3 -2

PU): 0. D5 0.1 0.3

D.3 0.I5 0. to Van (x) = E(K) -/EL)

Gtven,
ducreto random voriable
E0) fPni) = 3)lo.05) +
+t(a)tD.
2)(o.115))4 +6)t0.10)
L-)(0.3) t
D(6.3) 4

t
t23to.) +l-i90.3) +
 yaxtx) E(x) -(Et))*t
tii nd momentabout e the origun is,

i=2

Tandom vaxieble'r has the dis ti butio

unttion F3 (-5, JExL3. Find t=?

12

l9)
E(X)
Vaniant E(x) -(Elnj

= Ra' - (Hi92

A. Gvon

Ffnd Handom Laiabl e

(St
mbment about the origin The Aensity quntion
momeAt AbDUt the orfain
gi ven by cndrth moment
mean
momort
abaut the origin É) mean
cand iart
vai ant Find

MOn
mo met akout ()
he orign is,
a

-923 (3-X)

|st Moment abDL! the

orgin 1s,
 Moment qonotng Juntlon (MGr):
Vaxiant
MGT Mr t) - ELeEy
That , Ete) -[4eipan dor oninup

Anothox gon c mGt:

-4- )

Note:
t) voriant aN tx) = Elr') {EUx))

--(03 MGF:
Poopevtt o
|. Mox t) = Mx (U)
....Mn lt)
(uD y th (t) = MaiCt), Mx, lt.
moment
distri butfon
MGF
qollouing
I. Flnd the

2
Quton.
Ja 2(2-2) da

H da MeF is,

tii e(at)

r43

MoF the qlven distri butian undion

0. Find he
mean nd vakiant
and alb ind
 al : 3
Otherwire

=2.
Juncion
That the qiven
a Flnd M6F x haw'ng
-Ln22
robabliliy
Lo, ottorwisa
se
-22)
MGF Mx lt) = e Giv an. o oth omwise

MGF - Mlt) Etet)

Mean
disonete random varlable
the
B, Find tho MGF ( variana
HOne
ind t Moan
3 o thorws0

MGF = Mylt) = Elet)

Jettke*ban
t0

-1|k -t),e
Mean Hi

(2 -3) (E-t)Debk

(Ha')