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UNIT I - Introduction to Probability
Random Experiment:

An experiment whose output is uncertain even though all the

outcomes are known.

Example: Tossing a coin, Throwing a fair die, Birth of a baby.

Sample Space:

The set of all possible outcomes in a random experiment. It is

denoted by S.

Example:

For tossing a fair coin, 𝑆 = {𝐻, 𝑇}

For throwing a fair die, 𝑆 = {1, 2, 3, 4, 5, 6, }

For birth of a baby, 𝑆 = {𝑀, 𝐹}

Event:

A subset of sample space is event. It is denoted by A.

Mutually Exclusive Events:

Two events A and B are said to be mutually exclusive events if they do

not occur simultaneously. If A and B are mutually exclusive, then 𝐴 ∩ 𝐵 = Φ

Example:

Tossing two unbiased coins

𝑆 = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}

(i) Let 𝐴 = {𝐻𝐻}, 𝐵 = {𝐻𝑇}

𝐴 ∩ 𝐵 = {𝐻} ≠ Φ

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Then A and B are not mutually exclusive.

(i) Let 𝐴 = {𝐻𝐻}, 𝐵 = {𝑇𝑇}

𝐴∩𝐵 =Φ

Then A and B are mutually exclusive.

1.1 Probability:
𝑛(𝐴)
Probability of an event A is 𝑃(𝐴) =
𝑛(𝑆)

𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑐𝑎𝑠𝑒𝑠 𝑓𝑎𝑣𝑜𝑢𝑟𝑎𝑏𝑙𝑒 𝑡𝑜 𝐴

i.e. , 𝑃(𝐴) =
𝑇𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑐𝑎𝑠𝑒𝑠

Axioms of Probability:

(i) 0 ≤ 𝑃(𝐴) ≤ 1

(ii) 𝑃(𝑆) = 1

(iii) 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵), if A and B are mutually exclusive.

Note:

(i) 𝑃(𝜙) = 0

̅̅̅ = 1 − 𝑃(𝐴), for any event A

(ii) 𝑃(𝐴)

(iii) 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵), for any two events A and B.

Independent events:

Two events A and B are said to be independent if occurrence of A does not

affect the occurrence of B.

Condition for two events and B are independent:

𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) 𝑃(𝐵)

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Conditional Probability:

If the probability of the event A provided the event B has already

occurred is called the conditional probability and is defined as

𝑃(𝐴∩𝐵)
𝑃(𝐴|𝐵) = , provided 𝑃(𝐵) ≠ 0
𝑃(𝐵)

The probability of an event B provided A has occurred already is given by

𝑃(𝐴∩𝐵)
𝑃(𝐵|𝐴) = , provided 𝑃(𝐴) ≠ 0
𝑃(𝐴)

RANDOM VARIABLE

Define Random Variables:

A random variable is a function that assign a real number for all

the outcomes in the sample space of a random experiment.

Example:

Toss two coins then the sample space 𝑆 = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}

Now we define a random variable X to denote the number of heads in 2 tosses.

X(HH) = 2

X(HT) = 1

X(TH) = 1

X(TT) = 0

Types of Random Variables:

(i) Discrete Random Variables

(ii) Continuous Random Variables

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DISCRETE RANDOM VARIABLE

Definition : A discrete random variable is a R.V.X whose possible values

consitute finite set of values or countably infinite set of values.

Probability mass function (PMF):

Let X be discrete random variable. Then 𝑃(𝑋 = 𝑥𝑖 ) = 𝑝(𝑥𝑖 ) = 𝑝𝑖 is

said to be a Probability mass function of X, if

(i) 0 ≤ 𝑝(𝑥𝑖 ) ≤ 1

(ii) ∑𝑖 𝑝(𝑥𝑖 ) = 1

The collection of pairs {𝑥𝑖 , 𝑝𝑖 }, 𝑖 = 1, 2, 3, . .. is called the probability

distribution of the random variable X, which is sometimes in the form of a table
as given below:

𝑋 = 𝑥𝑖 𝑥1 𝑥2 ... 𝑥𝑟 ...

P(𝑋 = 𝑥𝑖 ) 𝑝1 𝑝2 ... 𝑝𝑟 ...

CUMULATIVE DISTRIBUTION FUNCTION

Let X be a R.V . The CDF of X is 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∑𝑋≤𝑥 𝑝(𝑥)

Note : 𝑝(𝑥𝑖 ) = 𝑃(𝑋 = 𝑥𝑖 ) = 𝐹( 𝑥𝑖 ) − 𝐹( 𝑥𝑖−1 ), Where F is the distribution

function of the random variable X.

Problems on Discrete Random Variables

1. A Discrete Random Variable X has the following probability

distribution

X 0 1 2 3 4 5 6 7 8

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P(x) a 3a 5a 7a 9a 11a 13a 15a 17a

(i) Find the value of “a”.

(ii) Find 𝑷[𝑿 < 𝟑], 𝑷[𝟎 < 𝑿 < 𝟑], 𝑷 [𝑿 ≥ 𝟑]

(iii) Find the distribution of X.

Solution:

(i) We know that ∑ 𝑃(𝑥) = 1

⇒ 𝑎 + 3𝑎 + 5𝑎 + 7𝑎 + 9𝑎 + 11𝑎 + 13𝑎 + 15𝑎 + 17𝑎 = 1

⇒ 81𝑎 = 1
1
⇒𝑎=
81

(ii) 𝑃[𝑋 < 3] = 𝑃[𝑋 = 0] + 𝑃[𝑋 = 1] + 𝑃[𝑋 = 2]

= 𝑎 + 3𝑎 + 5𝑎

= 9𝑎
9
=
81

𝑃[0 < 𝑋 < 3] = 𝑃[𝑋 = 1] + 𝑃[𝑋 = 2]

= 3𝑎 + 5𝑎

= 8𝑎
8
=
81

𝑃 [𝑋 ≥ 3] = 1 − 𝑃[𝑋 < 3]
9 72
=1− =
81 81

(iii) Distribution of X:

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X P(x) F(X) = P[X≤ 𝒙]

0 a 1
F(0) = P[X≤ 0] =
81

1 3a 1 3 4
F(1) = P[X≤ 1] = 𝐹(0) + 𝑃(1) = + =
81 81 81

2 5a 4 5 9
F(2) = P[X≤ 2] = 𝐹(1) + 𝑃(2) = + =
81 81 81

3 7a 9 7 16
F(3) = P[X≤ 3] = 𝐹(2) + 𝑃(3) = + =
81 81 81

4 9a 16 9 25
F(4) = P[X≤ 4] = 𝐹(3) + 𝑃(4) = + =
81 81 81

5 11a 25 11 36
F(5) = P[X≤ 5] = 𝐹(4) + 𝑃(5) = + =
81 81 81

6 13a 36 13 49
F(6) = P[X≤ 6] = 𝐹(5) + 𝑃(6) = + =
81 81 81

7 15a 49 15 64
F(7) = P[X≤ 7] = 𝐹(6) + 𝑃(7) = + =
81 81 81

8 17a 64 17 81
F(8) = P[X≤ 8] = 𝐹(7) + 𝑃(8) = + =
81 81 81

2. A Discrete Random Variable X has the following probability distribution

X 0 1 2 3 4 5 6 7

P(x) 0 k 2k 2k 3k 𝒌𝟐 𝟐𝒌𝟐 𝟕𝒌𝟐 + 𝒌

(i) Find the value of “k”.

(ii) Find 𝑷[𝑿 < 𝟔], 𝑷[𝟏 < 𝑿 < 𝟓], 𝑷 [𝑿 ≥ 𝟔], 𝑷[𝑿 > 𝟐]

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(iii) Find 𝑷[𝟏. 𝟓 < 𝑿 < 𝟒. 𝟓 ∕ 𝑿 > 𝟐]

𝟏
(iv) Find the distribution of X and find the value of k if 𝑷[𝑿 < 𝒌] >
𝟐

Solution:

(i) We know that ∑ 𝑃(𝑥) = 1

⇒ 0 + 𝑘 + 2𝑘 + 2𝑘 + 3𝑘 + 𝑘 2 + 2𝑘 2 + 7𝑘 2 + 𝑘 = 1

⇒ 10𝑘 2 + 9𝑘 = 1

⇒ 10𝑘 2 + 9𝑘 − 1 = 0

⇒ (𝑘 + 1)(10𝑘 − 1) = 0
1
⇒ 𝑘 = −1 (𝑜𝑟)𝑘 =
10

(ii) 𝑃 [𝑋 ≥ 6] = 𝑃[𝑋 = 6] + 𝑃[𝑋 = 7]

= 2𝑘 2 + 7𝑘 2 + 𝑘

= 9𝑘 2 + 𝑘
9 1
= +
100 10

19
=
100

(iii) 𝑃[𝑋 < 6] = 1 − 𝑃[𝑋 ≥ 6]

19
=1−
100

81
=
100

(iv) 𝑃[1 < 𝑋 < 5] = 𝑃[𝑋 = 2] + 𝑃[𝑋 = 3] + 𝑃[𝑋 = 4]

= 2𝑘 + 2𝑘 + 3𝑘

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= 7𝑘
7
=
10

𝑃[1∙5 < 𝑋<4∙5 ∩ 𝑋 > 2]

(v) 𝑃[1.5 < 𝑋 < 4.5 ∕ 𝑋 > 2] =
𝑃[𝑋>2]

𝑃[2 < 𝑋<4∙5 ]

=
𝑃[𝑋>2]

𝑃[𝑋=3]+𝑃[𝑋=4]
=
𝑃[𝑋>2]

5
10
= 7
10

5
=
7

Distribution of X:

X P(x) F(X) = P[X≤ 𝒙]

0 0 F(0) = P[X≤ 0] = 0

1 k 1 1
F(1) = P[X≤ 1] = 𝐹(0) + 𝑃(1) = 0 + =
10 10

2 2k 1 2 3
F(2) = P[X≤ 2] = 𝐹(1) + 𝑃(2) = + =
10 10 10

3 2k 3 2 5
F(3) = P[X≤ 3] = 𝐹(2) + 𝑃(3) = + =
10 10 10

4 3k 5 3 8
F(4) = P[X≤ 4] = 𝐹(3) + 𝑃(4) = + =
10 10 10

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8 1 81
5 𝑘2 F(5) = P[X≤ 5] = 𝐹(4) + 𝑃(5) = + =
10 100 100

81 2 83
6 2𝑘 2 F(6) = P[X≤ 6] = 𝐹(5) + 𝑃(6) = + =
100 100 100

83 7 1 100
7 7𝑘 2 + 𝑘 F(7) = P[X≤ 7] = 𝐹(6) + 𝑃(7) = + + =
100 100 10 100

1
The value of k = 4 when 𝑃[𝑋 < 𝑘] >
2

3. If the random variable X takes the values 1, 2, 3 and 4 such that 𝟐𝑷(𝑿 =

𝟏) = 𝟑𝑷(𝑿 = 𝟐) = 𝑷(𝑿 = 𝟑) = 𝟓𝑷(𝑿 = 𝟒). Find the probability

distribution.

Solution:

Let 2𝑃(𝑋 = 1) = 3𝑃(𝑋 = 2) = 𝑃(𝑋 = 3) = 5𝑃(𝑋 = 4) = 𝑘

⇒ 2𝑃(𝑋 = 1) = 𝑘

𝑘
⇒ 𝑃(𝑋 = 1) =
2

⇒ 3𝑃(𝑋 = 2) = 𝑘

𝑘
⇒ 𝑃(𝑋 = 2) =
3

⇒ 𝑃(𝑋 = 3) = 𝑘

⇒ 5𝑃(𝑋 = 3) = 𝑘

𝑘
⇒ 𝑃(𝑋 = 3) =
5

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We know that ∑ 𝑃(𝑥) = 1

⇒ 𝑃(1) + 𝑃(2) + 𝑃(3) + 𝑃(4) = 1

𝑘 𝑘 𝑘
⇒ + +𝑘+ =1
2 3 5

15𝑘+10𝑘+30𝑘+6𝑘
⇒ =1
30

61𝑘 30
⇒ =1 ⇒𝑘=
30 61

The Probability Distribution is

X 1 2 3 4

P(x) 𝑘 1 30 15 𝑘 1 30 10 30 𝑘 1 30 6
= × = = × = 𝑘= = × =
2 2 61 61 3 3 61 61 61 5 5 61 61

4. Suppose that the random variable X assumes three values 0, 1 and 2

with probabilities 1/3, 1/6 and ½ respectively. Obtain the distribution

function of X.

Solution:

Values of X = x 0 1 2

P(x) 1/3 1/6 1/2

P(0) P(1) P(2)

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The distribution of X

X P(x) F(X) = P[X≤ 𝒙]

0 0 1
F(0) = P[X≤ 0] =
3

1 k 1 1 1
F(1) = P[X≤ 1] = 𝐹(0) + 𝑃(1) = + =
3 6 2

2 2k 1 1
F(2) = P[X≤ 2] = 𝐹(1) + 𝑃(2) = + =1
2 2

5. The Probability function of an infinite distribution is given by 𝑷( 𝑿 =

𝟏 𝒋
𝒋) = ( ) , 𝒋 = 𝟏, 𝟐, … . . , ∞. Verify that the total probability is 1 and find
𝟐

also mean, variance, P( X is even), P(X is divisible by 3), P(X ≥ 𝟓)

Solution:

x 1 2 3 4 5 ….

P(X = x) 1 1 2 1 3 1 4 1 5 … ..
2 ( ) ( ) ( ) ( )
2 2 2 2

1 1 2 1 3 1 4
∑ 𝑝(𝑥) = + ( ) + ( ) + ( ) + ⋯ …
2 2 2 2

1 1 1 2 1 1 −1 1⁄
= [1 + + ( ) + ⋯ . ] =
2 2 2 2
[(1 − 2) ] = 1 2 = 1
⁄2

∴ Total Probability is 1

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Mean , 𝐸(𝑋) = ∑ 𝑥𝑝(𝑥)

1 1 2 1 3 1 4
= 1× +2 ×( ) + 3 ×( ) +4× ( ) +⋯…
2 2 2 2

1 1 1 2
= [1 + 2 × + 3 ( ) + ⋯ . ]
2 2 2

1 1 −2
=
2
[(1 − 2) ] ( ∵ 1 + 2𝑥 + 3𝑥 2 + ⋯ . = (1 − 𝑥)−2 )

1⁄
=12=2
⁄4

∴ 𝐸(𝑋) = 2

𝐸(𝑋 2 ) = ∑ 𝑥 2 𝑝(𝑥)

1 1 2 1 3 1 4
= 12 × + 22 × ( ) + 32 × ( ) + 42 × ( ) + ⋯ …
2 2 2 2

1 1 1 2
= [1 + 4 × + 9 ( ) + ⋯ . ]
2 2 2

1 1 1 −3
=
2
[(1 + 2) (1 − 2) ] ( ∵ 1 + 4𝑥 + 9𝑥 2 + ⋯ . = (1 + 𝑥)(1 − 𝑥)−3 )

1 3 8
= × × =6
2 2 1

𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − [ 𝐸(𝑋)]2

= 6–4=2

P( X is even) = P( X= 2) + P( X = 4) + P( X = 6)+….

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1 2 1 4 1 6
= ( ) +( ) + ( ) + ⋯ …
2 2 2

1 2 1 2 1 4
= ( ) [1 + ( ) + ( ) + ⋯ … ]
2 2 2

1 1 −1 1 4
= [(1 − 4) ] = 4 × 3
4

1
P( X is even) =
3

P( X is divisible by 3 ) = P( X=3) + P( X = 6) + P( X =9)+….

1 3 1 6 1 9
= ( ) +( ) + ( ) + ⋯ …
2 2 2

1 3 1 3 1 6
= ( ) [1 + ( ) + ( ) + ⋯ … ]
2 2 2

1 1 −1 1 8
= [(1 − 8) ] = 8 × 7
8

1
P( X is divisible by 3) =
7

P(X ≥ 5) = P( X=5) + P( X = 6) + P( X =7)+….

1 5 1 6 1 7
= ( ) +( ) + ( ) + ⋯ …
2 2 2

1 5 1 1 2
= ( ) [1 + ( ) + ( ) + ⋯ … ]
2 2 2

1 1 −1 1 1
= [(1 − 2) ] = 32 × 2 =
32 16

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MATHEMATICAL EXPECTATION FOR DISCRETE RANDOM

VARIABLE

Note:

(i) 𝐸(𝑐) = 𝑐

(ii) 𝑉𝑎𝑟(𝑐) = 0

(iii) 𝐸(𝑎𝑋) = 𝑎𝐸(𝑋)

(iv) 𝐸(𝑎𝑋 + 𝑏) = 𝑎𝐸(𝑋) + 𝑏

(v) 𝑉𝑎𝑟(𝑎𝑋) = 𝑎2 𝑉𝑎𝑟(𝑋)

(vi) 𝑉𝑎𝑟(𝑎𝑋 ± 𝑏) = 𝑎2 𝑉𝑎𝑟(𝑋)

Problems:

1. If 𝑽𝒂𝒓(𝑿) = 𝟒, find 𝑽𝒂𝒓(𝟒𝑿 + 𝟓), where X is a random variable.

Solution:

We know that 𝑉𝑎𝑟(𝑎𝑋 + 𝑏) = 𝑎2 𝑉𝑎𝑟(𝑋)

Here 𝑎 = 4, 𝑉𝑎𝑟(𝑋) = 4

𝑉𝑎𝑟(4𝑋 + 5) = 42 𝑉𝑎𝑟(𝑋) = 16 × 4 = 64

2. Let X be the number on a die when a die is thrown. Find the mean

and variance of X.

Solution:

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The PMF is given by

x 1 2 3 4 5 6

P(X = x) 1 1 1 1 1 1
6 6 6 6 6 6

Mean , 𝐸(𝑋) = ∑ 𝑥𝑝(𝑥)

1 1 1 1 1 1
=1 × +2 × +3 × +4 × +5 × +6 ×
6 6 6 6 6 6

21
= = 3.5
6

𝐸(𝑋 2 ) = ∑ 𝑥 2 𝑝(𝑥)

1 1 1 1 1 1
=12 × + 22 × + 3 2 × + 42 × + 5 2 × + 62 ×
6 6 6 6 6 6

91
= = 15.16
6

𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − [ 𝐸(𝑋)]2

= 15.16 – (3.5)2 = 2.91

3. A Fair coin is tossed three times. Let X be the number if tails

appearing, Find the probability distribution of X. And also calculate

E(X)

Solution:

S = { HHH, HTH,HHT,THH,TTH,THT,HTT,TTT}

X denotes the number of tail

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∴ X(HHH) = 0,X(HTH) = 1, X(HHT) = 1, X(THH) = 1, X(TTH) = 2,

X(HTT) = 2, X(TTT) = 3

∴ Random variable X takes the value 0,1,2,3

1
𝑃(𝑋 = 0) = 𝑃(𝐻𝐻𝐻) =
8
3
𝑃(𝑋 = 1) = 𝑃(𝐻𝑇𝐻, 𝐻𝐻𝑇, 𝑇𝐻𝐻) =
8
3
𝑃(𝑋 = 2) = 𝑃(𝑇𝑇𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻) =
8
1
𝑃(𝑋 = 3) = 𝑃(𝑇𝑇𝑇) =
8

The probability function of X is

x 0 1 2 3

P(X = x) 1 3 3 1
8 8 8 8
Mean , 𝐸(𝑋) = ∑ 𝑥𝑝(𝑥)

1 3 3 1
=0 × +1 × +2 × +3 ×
8 8 8 8

12
= = 1.5
8

Continuous Random Variable:

If X is a random variable which can take all the values in an

interval then X is called continuous random variable.

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Properties of Probability Density Function:

The Probability density function of the random variable X denoted by

f(x) has the following properties.

(i) 𝑓(𝑥) ≥ 0

∞
(ii) ∫−∞ 𝑓(𝑥)𝑑𝑥 = 1

Cumulative Distribution Function (CDF):

𝐹𝑋 (𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∫ 𝑓(𝑥)𝑑𝑥

−∞

Properties of CDF:

(i) 𝐹(−∞) = 0

(ii) 𝐹(∞) = 1

𝑑
(iii) [𝐹(𝑥)] = 𝑓(𝑥)
𝑑𝑥

(iv) 𝑃(𝑋 ≤ 𝑎) = 𝐹(𝑎)

(v) 𝑃(𝑋 > 𝑎) = 1 − 𝐹(𝑎)

(vi) 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝐹(𝑏) − 𝐹(𝑎)

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Problems on Continuous Random Variables:

1. A continuous random variable X has a density function 𝒇(𝒙) =

𝑲
, −∞ ≤ 𝑿 ≤ ∞. i) Find the values of K ii) Cumulative
𝟏+𝒙𝟐

distribution function iii) P( X > 0) iv) Mean of X.

Solution: Given X is a continuous RV defined in ( −∞, ∞)

i) To find of k

∞
We know that ∫−∞ 𝑓(𝑥)𝑑𝑥 = 1

∞ 𝐾
⇒ ∫−∞ 𝑑𝑥 = 1
1+𝑥 2

∞ 𝑑𝑥
⇒ 𝐾 ∫−∞ =1
1+𝑥 2

∞ 𝑑𝑥
⇒ 𝐾 ∫−∞ =1
1+𝑥 2

⇒ 𝐾[𝑡𝑎𝑛−1 𝑥]∞
−∞ = 1

⇒ 𝐾[𝑡𝑎𝑛−1 ∞ − 𝑡𝑎𝑛−1 (−∞)] = 1

𝜋 𝜋
⇒ 𝐾[ + ] = 1
2 2

2𝜋
⇒ 𝐾[ ] = 1
2

1
⇒𝐾=
𝜋

ii) CDF of X

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𝑥
𝑑𝑥
𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = 𝑘 ∫
1 + 𝑥2
−∞

1
= [𝑡𝑎𝑛−1 𝑥]−∞
𝑥
𝜋

1
= ( 𝑡𝑎𝑛−1 𝑥 − 𝑡𝑎𝑛−1 (−∞))
𝜋
1 𝜋
𝐹(𝑥) = ( 𝑡𝑎𝑛−1 𝑥 + ) ; −∞ < 𝑥 < ∞
𝜋 2
∞ ∞ 𝑑𝑥
iii) 𝑃(𝑋 > 0) = ∫0 𝑓(𝑥)𝑑𝑥 = 𝑘 ∫0
1+𝑥 2

1
= [𝑡𝑎𝑛−1 𝑥]∞
0
𝜋

1 1
= ( 𝑡𝑎𝑛−1 ∞ − 𝑡𝑎𝑛−1 0) =
𝜋 2
𝑥
𝑖𝑣) 𝑀𝑒𝑎𝑛 𝑜𝑓 𝑋, 𝐸(𝑋) = ∫ 𝑥𝑓(𝑥)𝑑𝑥
−∞

∞
𝑥 𝑑𝑥
= ∫
1 + 𝑥2
−∞

𝑥
𝐸(𝑋) = 0 ∵ 𝑖𝑠 𝑎𝑛 𝑜𝑑𝑑 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛
1+𝑥 2

2. A Continuous random variable X can assume any value between

X = 2 and X = 5 has the density function given by 𝒇(𝒙) =

𝒌(𝟏 + 𝒙). 𝑭𝒊𝒏𝒅 𝒊) 𝒌 𝒊𝒊) 𝒑[ 𝑿 > 𝟒] 𝒊𝒊𝒊) 𝑷 [ 𝟑 > 𝑿 > 𝟒]

Solution:

Solution: Given X is a continuous RV defined in ( 2,5)

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i) To find of k

∞
We know that ∫−∞ 𝑓(𝑥)𝑑𝑥 = 1

5
⇒ ∫2 𝐾(1 + 𝑥)𝑑𝑥 = 1

5
⇒ 𝐾 ∫2 (1 + 𝑥)𝑑𝑥 = 1

5
𝑥2
⇒ 𝐾 [𝑥 + ] =1
2 2

25
⇒ 𝐾 [5 + − 2 − 2] = 1
2

27
⇒ 𝐾[ ] = 1
2

2
⇒𝐾=
27

𝒊𝒊) 𝒑[ 𝑿 > 𝟒] = ∫ 𝑓(𝑥)𝑑𝑥

4

= 𝑲 ∫(1 + 𝑥)𝑑𝑥
4

5
𝑥2
= 𝐾 [𝑥 + ]
2 4

25
⇒ 𝐾 [5 + − 4 − 8]
2

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25
⇒ 𝐾[ − 7]
2

2 11 11
= [ ]=
27 2 27

𝒊𝒊𝒊) 𝑷 [ 𝟑 > 𝑿 > 𝟒] = ∫ 𝑓(𝑥)𝑑𝑥

3

= 𝑲 ∫(1 + 𝑥)𝑑𝑥
3

4
𝑥2
= 𝐾 [𝑥 + ]
2 3

9
= 𝐾 [4 + 8 − 3 − ]
2

2 9 1
= [ ]=
27 2 3

1
𝑷 [ 𝟑 > 𝑿 > 𝟒] =
3

𝟏
, |𝒙| < 𝟐
3. If a random variable X has PDF 𝒇(𝒙) = {𝟒
𝟎, |𝒙| > 𝟐

Find (i) 𝑷[𝑿 < 𝟏] 𝒊𝒊)𝑷[|𝑿| > 𝟏] (𝒊𝒊𝒊)𝑷[𝟐𝑿 + 𝟑 > 𝟓]

Solution:

1
(i) 𝑃[𝑋 < 1] = ∫−2 𝑓(𝑥)𝑑𝑥

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1 1
= ∫−2 𝑑𝑥
4

1 1
= [𝑥]−2
4

1
= [1 − (−2)]
4

3
=
4

(ii) 𝑃[|𝑋| > 1] = 1 − 𝑃[−1 < 𝑋 < 1]

1
= 1 − ∫−1 𝑓(𝑥)𝑑𝑥

1 1
= 1 − ∫−1 𝑑𝑥
4

1 1
=1− [𝑥]−1
4

1
= 1 − [1 − (−1)]
4

2
=1−
4

2
=
4

(iii) 𝑃[2𝑋 + 3 > 5] = 𝑃[2𝑋 > 5 − 3]

5−3
= 𝑃 [𝑋 > ]
2

2
= 𝑃 [𝑋 > ]
2

= 𝑃[𝑋 > 1]
2
= ∫1 𝑓(𝑥)𝑑𝑥

21
= ∫1 𝑑𝑥
4

1
= [𝑥]12
4

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1 1
= [2 − (1)] =
4 4

MATHEMATICAL EXPECTATION OF CONTINUOUS RANDOM

VARIABLES

∞
(i) 𝐸(𝑋) = ∫−∞ 𝑥 𝑓(𝑥)𝑑𝑥

∞
(ii) 𝐸(𝑋 2 ) = ∫−∞ 𝑥 2 𝑓(𝑥)𝑑𝑥

(iii) 𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − 𝐸[(𝑋)]2

Problems:

1. Let X be a continuous random variable with probability density function

𝒇(𝒙) = 𝒌𝒙(𝟐 − 𝒙), 𝟎 < 𝒙 < 𝟐. Find (i) k (ii) mean (iii) variance (iv)

cumulative distribution function of X (v) rth moment.

Solution:

(i) To find k,

2 2
∫0 𝑓(𝑥)𝑑𝑥 = 1 ⇒ 𝑘 ∫0 (2𝑥 − 𝑥 2 )𝑑𝑥 = 1

2
2𝑥 2 𝑥3
⇒ 𝑘[ − ] =1
2 3 0

8
⇒ 𝑘 [4 − ] = 1
3

4
⇒ 𝑘( ) = 1
3

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3
⇒𝑘=
4

(ii) To calculate mean of X

2
𝐸(𝑋) = ∫0 𝑥 𝑓(𝑥)𝑑𝑥

2 3
= ∫0 𝑥 2 (2 − 𝑥)𝑑𝑥
4

3 2
= ∫0 (2𝑥 2 − 𝑥 3 )𝑑𝑥
4

2
3 2𝑥 3 𝑥4
= [ − ]
4 3 4 0

3 16
= ( − 4)
4 3

3 4
= × =1
4 3

(iii) To calculate variance of X

2
𝐸(𝑋 2 ) = ∫0 𝑥 2 𝑓(𝑥)𝑑𝑥

2 3
= ∫0 𝑥 3 (2 − 𝑥)𝑑𝑥
4

3 2
= ∫0 (2𝑥 3 − 𝑥 4 )𝑑𝑥
4

2
3 2𝑥 4 𝑥5
= [ − ]
4 4 5 0

3 32
= (8 − )
4 5

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3 8 6
= × =
4 5 5

𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − 𝐸[(𝑋)]2

6 1
= −1=
5 5

(iv) To calculate CDF of X

𝑥
𝐹𝑋 (𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∫−∞ 𝑓(𝑥)𝑑𝑥

𝑥
= ∫0 𝑓(𝑥)𝑑𝑥

𝑥 3
= ∫0 𝑥(2 − 𝑥)𝑑𝑥
4

3 𝑥
= ∫0 (2𝑥 − 𝑥 2 )𝑑𝑥
4

𝑥
3 2𝑥 2 𝑥3
= [ − ]
4 2 3 0

3 𝑥3
= (𝑥 2 − )
4 2

1
= (3𝑥 2 − 𝑥 3 )
4

0; 𝑥<0
1
𝐹(𝑥) = { (3𝑥 2 − 𝑥 3 ); 0 ≤ 𝑥 < 2
4
1; 𝑥≥2

(v) To find the rth moment:

∞
𝐸(𝑥 𝑟 ) = ∫−∞ 𝑥 𝑟 𝑓(𝑥)𝑑𝑥

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2 3
= ∫0 𝑥 𝑟 𝑥(2 − 𝑥)𝑑𝑥
4

3 2
= ∫0 (2𝑥 𝑟+1 − 𝑥 𝑟+2 ) 𝑑𝑥
4

2
3 2𝑥 𝑟+2 𝑥 𝑟+3
= [ − ]
4 𝑟+2 𝑟+3 0

3 2𝑟+2 2𝑟+3
= [(2
4 𝑟+2
−
𝑟+3
) − (0 − 0)]

3 1 1
= × 2𝑟 22 [ − ]
4 𝑟+2 𝑟+3

2𝑟
= 6 ∙ (𝑟+2)(𝑟+3)

2. The probability distribution function of a random variable X is

𝒙; 𝟎<𝒙<𝟏
𝒇(𝒙) = { 𝟐 − 𝒙; 𝟏 < 𝒙 < 𝟐 Find the cumulative distribution function
𝟎; 𝒙>𝟐

of X.

Solution:

𝑥
We know that c.d.f 𝐹(𝑥) = ∫−∞ 𝑓(𝑥)𝑑𝑥

(i) When 𝟎 < 𝒙 < 𝟏

0 𝑥
𝐹(𝑥) = ∫−∞ 𝑓(𝑥)𝑑𝑥 + ∫0 𝑓(𝑥)𝑑𝑥

𝑥
= 0 + ∫0 𝑥 𝑑𝑥

𝑥
𝑥2
=[ ]
2 0

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𝑥2
= −0
2

𝑥2
=
2

(ii) When 𝟏 < 𝒙 < 𝟐

0 1 𝑥
𝐹(𝑥) = ∫−∞ 𝑓(𝑥)𝑑𝑥 + ∫0 𝑓(𝑥)𝑑𝑥 + ∫1 𝑓(𝑥)𝑑𝑥

1 𝑥
= 0 + ∫0 𝑓(𝑥)𝑑𝑥 + ∫1 𝑥 𝑑𝑥

1 𝑥
𝑥2 𝑥2
= [ ] + [2𝑥 − ]
2 0 2 1

1 𝑥2 1
= ( − 0) + [(2𝑥 − ) − (2 − 2)]
2 2

1 𝑥2 3
= + 2𝑥 − −
2 2 2

𝑥2
= 2𝑥 − −1
2

(iii) When 𝒙 > 𝟐

0 1 2 𝑥
𝐹(𝑥) = ∫−∞ 𝑓(𝑥)𝑑𝑥 + ∫0 𝑓(𝑥)𝑑𝑥 + ∫1 𝑓(𝑥)𝑑𝑥 + ∫2 𝑓(𝑥)𝑑𝑥

1 2 𝑥
= 0 + ∫0 𝑓(𝑥)𝑑𝑥 + ∫1 𝑓(𝑥)𝑑𝑥 + ∫2 𝑥 𝑑𝑥

1 2
= 0 + ∫0 𝑥 𝑑𝑥 + ∫1 (2 − 𝑥)𝑑𝑥 + 0

1 2
𝑥2 𝑥2
= [ ] + [2𝑥 − ]
2 0 2 1

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1 1
= ( − 0) + [(4 − 2) − (2 − )]
2 2

1 3
= +2− =1
2 2

𝑥2
; 0<𝑥<1
2
𝐹(𝑥) = 𝑥2
2𝑥 − − 1; 1 < 𝑥 < 2
2
{ 1; 𝑥>2

3. The Cumulative distribution function of a random variable X is given by

𝟎; 𝒙<𝟎
𝟏
𝒙𝟐 ; 𝟎≤𝒙<
𝑭(𝒙) = 𝟐
𝟑 𝟏
𝟏− (𝟑 − 𝒙)𝟐 ; ≤ 𝒙 < 𝟑
𝟐𝟓 𝟐
{ 𝟏, 𝒙≥𝟑

Find the pdf of X and evaluate 𝑷(|𝑿| ≤ 𝟏) using both pdf and cdf.

Solution:

Given

0; 𝑥<0
1
𝑥 2; 0≤𝑥<
𝐹(𝑥) = 2
3 1
1− (3 − 𝑥)2 ; ≤ 𝑥 < 3
25 2
{ 1, 𝑥≥3

𝑑
Pdf id 𝑓(𝑥) = [𝐹(𝑥)]
𝑑𝑥

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0; 𝑥<0
1
2𝑥; 0≤𝑥<
𝑓(𝑥) = 2
6 1
(3 − 𝑥); ≤ 𝑥 < 3
25 2
{ 0, 𝑥≥3

To find 𝑷(|𝑿| ≤ 𝟏) using cdf:

𝑃(|𝑋| ≤ 1) = 𝑃(−1 ≤ 𝑋 ≤ 1)

= 𝐹(1) − 𝐹(−1)

3
= [1 − (3 − 1)2 ] − 0
25

12
=1−
25

25−12 13
= =
25 25

To find 𝑷(|𝑿| ≤ 𝟏) using pdf:

𝑃(|𝑋| ≤ 1) = 𝑃(−1 ≤ 𝑋 ≤ 1)

1
= ∫−1 𝑓(𝑥)𝑑𝑥

1
0 2 1

= ∫ 𝑓(𝑥)𝑑𝑥 + ∫ 𝑓(𝑥)𝑑𝑥 + ∫ 𝑓(𝑥)𝑑𝑥

−1 0 1
2

1
2 1
6
= 0 + ∫ 2𝑥 𝑑𝑥 + ∫ (3 − 𝑥)𝑑𝑥
25
0 1
2

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1
1
𝑥2 2 6 𝑥2
= 2 ( ) + [3𝑥 − ]1
2 25 0 2
2

1 6 1 3 1
= + [3 − − + ]
4 25 2 2 8

13
=
25

1.2 Baye’s Theorem

If 𝐵1 , 𝐵2 , . . . , 𝐵𝑛 be a set of exhaustive and mutually exclusive events associated

with a random experiment and D is another event associated with 𝐵𝑖 , then
𝑃(𝐵𝑖 )∙𝑃(𝐷/𝐵𝑖 )
𝑃(𝐷/𝐵𝑖 ) = ∑𝑛
𝑖=1 𝑃(𝐵𝑖 ) 𝑃(𝐷/𝐵𝑖 )

State and Prove Bayes Theorem

(OR)
State and Prove Theorem of Probability of Causes.

Soln :
Statement

If 𝐵1 , 𝐵2 , … Bn be a set of exhaustive and mutually exclusive events

associated with random experiment and 𝐷 is another event associated with (or
caused )by Bi. Then

𝑃(𝐵𝑖 ) ⋅ 𝑃(𝐷/𝐵𝑖 )
𝑃(𝐷 ∣ 𝐵𝑖 ) =
∑𝑛𝑖=1 𝑃(𝐵𝑖 )𝑃(𝐷/𝐵𝑖 )

Proof :

𝐷
𝑃(𝐵𝑖 ∩ 𝐷) = 𝑃(𝐵𝑖 ) ⋅ 𝑃 ( )
𝐵𝑖

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𝐵𝑖
𝑃(𝐷 ∩ 𝐵𝑖 ) = 𝑃(𝐷) ⋅ 𝑃 ( )
𝐷

𝑃(𝐵𝑖 ) ⋅ 𝑃(𝐷/𝐵𝑖 )
𝑃(𝐵𝑖 ∣ 𝐷) = … … … (1)
𝑃(𝐷)

The inner circle reprosents the events D.D can occur along with 𝐵1 , 𝐵2 , … 𝐵𝑛
that are exhaustive and mutually exclusive

∴ 𝐷𝐵1 , 𝐷𝐵1 , … . 𝐷𝐵𝑛 are also mutually exclusive such that

𝐷 = 𝐷𝐵1 + 𝐷𝐵2 + ⋯ + 𝐷𝐵𝑛

∴ 𝐷 = ∑𝐷𝐵𝑖

𝑃[𝐷] = 𝑃[Σ𝐷𝐵𝑖 ]

= ∑𝑃[𝐷𝐵𝑖 ]

= ∑𝑃[𝐷 ∩ 𝐵i ]

𝑃[𝐷] = ∑𝑛𝑖=1 𝑃(𝐵𝑖 ) ⋅ 𝑃(𝐷/𝐵𝑖 )

Substitute 𝑃[𝐷] in eqn (1)

𝑃(𝐵𝑖 ) ⋅ 𝑃(𝐷/𝐵𝑖 )
(1) ⇒ 𝑃[𝐵𝑖 /𝐷] =
∑𝑛𝑖=1 𝑃(𝐵i )𝑃(𝐷/𝐵𝑖 )

Hence the proof ,

Problem based on Baye’s Theorem

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1. Four boxes A,B,C,D contain fuses. The boxes contain 5000, 3000,
2000 and 1000 fuses respectively. The percentages of fuses in boxes
which are defective are 3%, 2%, 1% and 5% respectively.one fuse in
selected at random arbitrarily from one of the boxes. It is found to be
defective fuse. Find the probability that it has come from box D.

(OR)

Four boxes A,B,C,D contain fuses. Box A contain 5000 fuses , box B contain
3000 fuses, box C contain 2000 fuses and box D contain 1000 fuses. The
percentage of fuses in boxes which are defective are 3%, 2%, 1% and 0.5%
respectively. One fuse is select at random from one of the boxes. It is
found to be defective fuse . What is the probability that it has come from
box D.

Soln:

Since selection ratio is not given

Assume selection ratio is 1 : 1 : 1 : 1

Total = 1+1+1+1 = 4

1
𝑃(𝐴) =
4

1
𝑃(𝐵) =
4

1
𝑃(𝐶) =
4

𝑃(𝐷) = 1/4

Let E be the event selecting a defective fuse from any one of the machine

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𝑃(𝐸/𝐴) = 3% = 0.03

𝑃(𝐸/𝐵) = 2% = 0.02

𝑃(𝐸/𝐶) = 1% = 0.01

𝑃(𝐸/𝐷) = 5% = 0.05

𝑃(𝐸) = 𝑃(𝐴)𝑃(𝐸/𝐴) + 𝑃(𝐵)𝑃(𝐸/𝐵) + 𝑃(𝐶)𝑃(𝐹/C) + 𝑃(𝐷)(𝐹/D)

1
= × 0.03 + 1/4 × 0.02 + 1/4 × 0.01 + 1/4 × 0.05
4

= 0.0275

𝑃(𝐷)𝑃(𝐸/𝐷)
𝑃(𝐷/𝐸) =
𝑃(𝐸)

1
×0.05
4
= = 0.4545
0.0275

= 0.4545

2. In a bolt Factory, Machines A,B and C manufacture respectively

25%, 35% and 40% of total output . also out of these output of A,B,C
are 5,4,2 percent respectively are defective. A bolt is drawn at
random from the total output and it is found to be defective. What is
the probability that it was manufactured by the machine B?

(OR)

In a company machine A, B and C manufactured bolts, 25%, 35% and

40% of total output . also out of these output of A,B,C are 5,4,2 percent
respectively are defective. A bolt is taken random from the total output and

BA4101- STATISTICS FOR MANAGEMENT

 ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY

it is found to be defective. Find the probability that it was manufactured

by the machine B?

Soln:

Given ,P(𝐸1 ) =P(A) =25% = 0.25

P(𝐸2 ) =P(B) =35% = 0.35

P(𝐸3 ) =P(C) =40% = 0.40

Let 𝐷 be the event of drawing defective bolt

5
𝑃(𝐷/𝐸1 ) = 5% = = 0.05
100

𝑃(𝐷/𝐸2 ) = 4% = 0.04

𝑃(𝐷/𝐸3 ) = 2%) = 0 ⋅ 02

To find 𝑃( 𝐸2 /𝐷)

By Bayes theorem

𝑃(𝐸2 )𝑃(𝐷/𝐸2 )
𝑃( 𝐸2 /𝐷) =
𝑃(𝐸1 ) 𝑃(𝐷/𝐸1 ) + 𝑃(𝐸2 )𝑃(𝐷/𝐸2 ) + 𝑃(𝐸3 )𝑃(𝐷/𝐸3 )

(0.35)(0.04)
= (0.25)(0.05)+(0.35)(0.04)+(0.4)(0.02)

0.014
=
0.0345

= 0.406

3. A bag A contains 2 white and 3 red balls and a bag B contains 4

white and 5 red balls. One ball is drawn at random from one of the

BA4101- STATISTICS FOR MANAGEMENT

 ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY

bag and is found to be red. Find the Probability that it was drawn
from bag B

(OR)

A box A contains 2 white and 3 red balls and a box B contains 4 white and
5 red balls at random one ball is taking and is found to be red. What is the
probability that it was drawn from bag B?

Soln:

Let 𝐵1 be the event that the ball is drawn from the bag 𝐴.

Let 𝐵2 be the event that the ball is drawn from the bag 𝐵.

Lat 𝐴 be the event that the drawn ball is red

1
𝑃(𝐵1 ) = 𝑃(𝐵2 ) =
2

3𝐶1 3
𝑃(𝐴/𝐵1 ) = =
5𝐶1 5

5𝐶1 5
𝑃(𝐴/𝐵2 ) = =
9𝐶1 9

𝑃(𝐵2 )𝑃(𝐴/𝐵2 )
𝑃(𝐵2 /𝐴) =
𝑃(𝐵1 )𝑃(𝐴/𝐵1 ) + 𝑃(𝐵2 )𝑃(𝐴/𝐵2 )

1 5
( )( )
2 9
= 1 3 1 5
(2)(5)+(2)(9)

5
18
= 52
90

25
𝑃(𝐵2 /𝐴)=
52

BA4101- STATISTICS FOR MANAGEMENT