Unit 5 Notes Probability
Unit 5 Notes Probability
Syllabus
Axioms of probability - Conditional probability - Total probability – Baye’s
theorem - Random variable – Distribution function – properties - Probability
mass function - Probability density function – moments and moment
generating function .
Basic Concepts:
Random experiment: It is an experiment which can be repeated any number
of times under the same conditions, but does not give unique results. The
result will be any one of several possible outcomes, but for each trial, the
result will not be known in advance. A random experiment is also called a trial
and the outcomes are called events.
Eg: Tossing a coin is a trial, getting head is an event.
Equally likely events: Two or more events are equally likely if each of them
has an equal chance of happening.
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B — a randomly chosen person is a woman.
In this case, it is possible for events A and B to occur together.
Events A and B are not disjoint
Exhaustive events: When a list of possible events that can result from an
experiment includes every possible outcome, the list is said to be exhaustive.
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Classical or mathematical or apriori definition of probability
If there are m equally likely, mutually exclusive and exhaustive outcomes and
m of them are favourable to an event , then
Note: 1.
2. Probability that A does not happen =
3.
Axioms of Probability
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Note: Axiom (i) – Axiom of non-negativity states that the probability of an
event is a non – negative real number
Axiom (ii) – Axiom of certainty states that the probability of a sure event is 1.
Axiom (iii) – Axiom of union
Problems
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2. A and B are events with .
Find
Answer:
.
4. Three coins are tossed together. Find the probability that there are
exactly 2 heads.
Answer:
Sample space =
Out of these, three cases - are favourable to getting exactly 2
heads.
Answer:
5
Let and respectively denote the events of and solving the problem.
Then
Now,
Hence,
Answer:
7. What is the chance that a leap year selected at random will contain 53
Sundays?
Answer:
6
In a leap year, there are 366 days, i.e., 52 weeks and 2 days.
The sample space of these two remaining days is {(Sunday,Monday),
(Monday, Tuesday), (Tuesday, Wednesday), (Wednesday, Thursday),
(Thursday, Friday), (Friday, Saturday), (Saturday, Sunday)}
Required probability =
Now,
9. If , find .
Answer:
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10. Let A and B be two events, such that
Answer:
(i) We have
(ii)
Now
11. Three groups of children contain 3 girls, 1 boy; 2 girls, 2 boys; 1 girl
and 3 boys respectively. One child is selected at random from each group.
Show that the chance that the three selected consists of 1 girl and 2 boys is
13/32.
Answer:
Let the selection of a girl and boy from 1, 2, 3 groups be and
respectively.
Group 1 consists of 3 girls, 1 boy
Group 2 consists of 2 girls, 2 boys
Group 3 consists of 1 girl, 3 boys
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Hence, probability of one girl and two girls =
are respectively.
Answer:
Let be the events that respectively solve the problem.
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13. A problem in Statistics is given to five students A, B, C, D and E. Their
15. The odds that person speaks the truth are 3:2 and the odds that
person
speaks the truth are 5:3. In what percentage of cases are they likely to
contradict each other on anidentical point?
Answer:
Let be the event that speaks the truth
and be the event that speaks the truth
Then . Hence
. Hence
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The event that and contradict each other on an identical point can
happen in the following mutually exclusive ways:
speaks the truth and tells a lie, i.e.,
speaks the truth and tells a lie, i.e.,
Then,
, since and are independent
Conditional probability
if
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if
17. A box contains 4 bad and 6 good tubes. Two are drawn from the box
at a time. One of them is tested and found to be good. What is the
probability that the other one is also good?
Answer:
Let be the event that one tube drawn is good and be the event that the
other tube is good.
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knowledge of hardware, 45% have inadequate idea of software and 70% are
in either one or both of the two categories. What is the percentage of people
who know software among those who have a sufficient knowledge of
hardware?
Answer:
Let be the event that a computer personnel has insufficient
knowledge of hardware, and be the event that he has inadequate idea of
software. Then
Hence, the percentage of people who know software among those who have a
sufficient knowledge of hardware = 85.7%
Baye’s theorem
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Then the conditional probability of given that has already occurred, is
20. In 1989 there were three candidates for the position of principal – Mr.
Chatterji, Mr. Ayangar and Dr. Singh – whose chances of getting the
appointment are in the proportion 4 : 2 : 3 respectively. The probability that
Mr. Chatterji if selected would introduce co-education in the college is 0.3.
The probabilities of Mr. Ayangar and Dr. Singh doing the same are respectively
0.5 and 0.8. What is the probability that there was co-education in the college
in 1990?
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A bolt is drawn at random from the product and is found to be defective. What
are the probabilities that it was manufactured by machines A, B and C?
Ans:
Let be the events that a bolt selected at random is
manufactured by machines respectively and be the event that a bolt is
defective.
By Baye’s theorem,
22. The contents of urns I, II, III are as follows: 1 white, 2 black and 3 red
balls; 2 white, 1 black and 1 red balls; 4 white, 5 black and 3 red balls
respectively. One urn is chosen at random and two balls are drawn from it.
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They happen to be white and red. What is the probability that they come from
urns I, II, or III ?
Answer:
Let denote the events that urn I, II, III respectively are selected. Let
be the event that the two balls taken from the selected urn are white and
red.
Now
Now
23. An urn contains 5 balls. Two balls are drawn and are found to be white.
What is theprobability of all the balls being white?
Answer:
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The urn may contain 2, 3, 4 or 5 white balls. Let the events be
defined as follows
Event that the urn contains 2 white balls and 3 balls of other colours
: Event that the urn contains 3 white balls and 2 balls of other colours
:Event that the urn contains 4 white balls and 1 ball of other colour
: Event that the urn contains 5 white balls (i.e., all balls are white)
The events are eqully likely, since the number of white balls is not
known.
By Baye’s theorem,
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(1) By total probability theorem,
26. A lab blood test is 95% effective in detecting a certain disease when it
is present. However, the test also gives a false positive result for 1%
of the healthy persons tested. If 0.5% of the population actually has
the disease, what is the probability that a person has the disease given
that his test is positive?
Answer:
Let be the event that the person has the disease.
is the event that the person does not have the disease.
Let be the event that the test result is positive.
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By total probability theorem, probability that the test result is positive =
By Baye’s theorem,
By Baye’s theorem,
Random variables
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Outcome: HH HT TH TT
Value of X: 2 1 1 0
Two types of random variable:
1. Discrete random variable 2. Continuous random variable
A random variable which can assume only a countable number of real values is
called a discrete random variable.
Eg: Number of telephone calls per minute, marks obtained in a test etc.
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Properties of probability density function
(i)
(ii)
(iii)
(iv)
Distribution function
Let X be a random variable. The function
Problems
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(iv) the minimum value of ‘ ’ such that
Answer:
(i)
(ii)
(iii)
Hence
(iv) The distribution function of is given in the table:
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2. A discrete random variable has the following probability distribution
(i)
(ii)
(iii)
3. If , find (i)
(ii)
Answer:
(i) =
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(ii)
Then
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5. A continuous random variable X has a p.d.f . Find
such that
Answer:
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7. The mileage in thousands of miles which car owners get with a certain
kind of tyre is a random variable having p.d.f
, for
and . Find the probabilities that one of these tyres will last
(i) atmost 10,000 miles (ii) anywhere from 16,000 to 24,000 miles
(iii) atleast 30,000 miles
Answer:
, for
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8. The diameter of an electric cable X is a continuous R.V with p.d.f
1 1 2
(iii) P X / X (iv) a number such that
2 3 3
P ( X b) = P ( X b).
Answer:
(i)
(ii)
(iii)
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9. If the c.d.f. of a random variable X is given by
4
1 − 2 , x 2
FX ( x ) = x
0 ,x 2
Find (i ) P ( X 3) (ii ) P ( 4 X 5 ) (iii ) P ( X 3)
Answer:
(i)
Hence,
(iii)
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Find , the density function of X and
Answer:
(or)
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g (xi ) p(xi ) if X is a discrete random variable
i
E g ( X ) =
g (x ) f X (x ) if X is a continuous random variable
−
Mean of X = X = E ( X )
Variance of X = ((
X2 = E X − X ) ) = E (( X − E ( X )) ) = E (X ) − (E ( X ))
2 2 2 2
Properties of variance
(i) Var( X ) 0
(ii) Var(a ) = 0 , where a is a constant
xi r pi if X is a discrete r.v, r 1
i
r = E (X r ) =
x r f X (x )dx if X is a continuous r.v., r 1
−
Central moments: (Moments about the mean)
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( )
x − X r p if X is a discrete r.v, r 1
(( ))
i i
r i
r = E X − X =
( )
x- X f X (x )dx if X is a continuous r.v., r 1
−
r
12. When a die is thrown, X denotes the number that throws up. Find
E(X), E(X2), Var(X) and standard deviation.
Ans: X is a discrete random variable.
p = , for x = 1, 2, 3, 4, 5, 6
The p.m.f. of X is
X: 1 2 3 4 5 6
p=P(X=x):
E ( X ) = xi pi =
( )
E X 2 = xi p i =
2
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13. If a random variable X has density function
x
for x = 1,2,3
f (x ) = 6
0 otherwise
find mean, variance, S.D. of X and E(4X3+3X+11)
Answer:
The probability distribution of is
14. The random variable X can take only the values 2 and 5. Given that
the value 5 is twice as likely as the value 2, determine the expectation of X.
Answer:
The probability distribution of X is
X: 2 5
P(X=x): a 2a
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Hence the probability distribution of X is
X: 2 5
P(X=x):
15. A coin is tossed till a head appears. What is the expectation of the
number of tosses required?
Answer:
The favourable events are
H, TH, TTH, TTTH, ……
Let X be the number of tosses required for first head.
Probability distribution of X is
X: 1 2 3 4 ……….
P(X=x): …......
16. By throwing a fair die, a player gains Rs. 20 if 2 turns up, gains Rs. 40
if 4 turns up, and loses Rs.30 if 6 turns up. and loses Rs.30 if 6 turns up. He
never loses or gains if any other number turns up. Find the expected value of
money he gains.
Ans: Let X denote the money won on any trial.
Let be the amount of money won, if the face shows (i = 1, 2, 3, 4, 5,6)
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Then P( = )= =
17. A man draws 3 balls from an urn containing 5 white and 7 black balls.
He gets Rs. 10 for each white ball and Rs. 5 for each black ball. Find his
expectation.
Ans: Let X be the amount that the man expects to receive. Then X takes the
following values:
Balls: 3B 1W2B 2W1B` 3W
X: 15 20 25 30
The p.m.f. of X
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X: 15 20 25 30
P(X=x) :
E(X) =
Ans: ( )=
X
Find Var ( X ), Var (2 − 3 X ), Var .
2
Answer:
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21. A continuous random variable X has pdf f (x ) = kx 2 e − x , x 0. Find
k, rth raw moment, mean and variance.
Answer:
Note:
Substitute
Mean =
Variance=
22. Find the mean, variance of the random variable X which has the
x, 0 x 1
following density function. f (x ) = 2 − x, 1 x 2
0
otherwise.
Answer:
is a continuous random variable.
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Mean =
1 − e − x , 0 x
F (x ) =
0, otherwise
Find the pdf of X. Determine rthraw moment, mean and variance of the
distribution.
Answer:
Substitute
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Variance=
, Variance=
Mean =
25. ( )
For the continuous distribution f (x ) = k x − x ,0 x 1 , find k, mean
2
and S.D.
Answer:
6, Mean=0.5, Variance=0.05, S.D.=0.2236
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1. A random variable X has the probability function
1
f ( x) = , x =1, 2, 3,.....
2x
Find its (i) M.G.F, (ii) Mean.
Answer:
To find MGF:
To find mean
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2. Find the m.g.f , mean and variance of the distribution whose p.m.f is
q x p, x = 0,1, 2......
p ( x) =
0, otherwise
Answer:
To find MGF
To find mean
To find variance
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3. Find the moment generating function of the distribution:
Answer:
42
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4. The moment generating function of a random variable is given
Answer:
For a discrete random variable,
5. Find the m.g.f of the random variable X which has the following
x, 0 x 1
density function. f (x ) = 2 − x, 1 x 2
0
otherwise.
Answer:
Extra questions
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Basic probability
1. The odds against manager X settling the wage dispute with the workers are
8:6 and the odds in favour of manager Y settling the same dispute are 14:16.
(i) What is the chance that neither settles the dispute if they both try
independently?
(ii) What is the probability that the dispute will be settled?
2. In a shooting test, the probability of hitting the target is 1/2 for A. 2/3 for
B and 3/4 for C. If all of them fire at the target, find the probability that the
target is hit.
( )
3. If P( A) = 0.4, P( B) = 0.7 and P( A B) = 0.3 , find P A B .
( ) ( ) ( ) (
(a )P A B (b) P A B (c) P A B (d ) P A B )
Baye’s theorem
1. A company has two plants to manufacture scooters. Plant I
manufactures 80% of the scooters and plant II, the rest. At plant I, 85
out of 100 scooters are rated higher quality and in plant II, only 65 out of
100 scooters are rated higher quality. What is the probability that the
scooter came from plant II, if it is known that the scooter is of higher
quality?
2. A firm has three factories producing 20%, 30% and 50% of its total
output. The corresponding % of defectives in the three factories are 3,4
and 5 respectively. A consumer brings in a unit purchased from the firm
which was found to be defective. Find the probabilities that it was
produced at each of the three factories.
3. Bag I contains 4 white and 6 black balls while another Bag II contains 4
white and 3 black balls. One ball is drawn at random from one of the bags and
it is found to be black. Find the probability that it was drawn from Bag I.
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4. In a factory, three machines A, B, C produce 20%, 30% and 50% of the
bobbins. Of their outputs, 10%, 10% and 20% of the bobbins respectively are
defective. A quality inspector selects a bobbin at random and examines it.
What is the probability that it is defective? If the bobbin is found to be
defective, what is the probability that it was produced by machines A, B and
C?
5. There are 4 candidates A1, A2, A3, A4 for the post of highway
commissioner, and the respective probabilities that they will be selected are
0.3, 0.2, 0.4 and 0.1. The probability of a project’s approval are 0.35, 0.85,
0.45 and 0.15 respectively after the above candidate’s selection. If the
project has been approved, what is the probability that candidates A1, A2, A3,
A4 have been selected?
6. A factory produces a certain type of output by three machines. The
respective daily production figures are : machine A:3000 units, machine B:
2500 and machine C:4500 units. Past experience shows that 1 percent of the
output produced by machine A is defective, 1.2 percent of the output produced
by machine B is defective and 2 percent of the output produced by machine C
is defective. An item is drawn from the day's production at random and is
found to be defective. What is the probability that it comes from (i) machine A,
(ii) machine B, (iii) machine C.
Random variables
1. A discrete random variable X has the following probability distribution
x : 0 1 2 3 4
P(X=x): a 3a 5a 7a 9a
Find (i) the value of a (ii) P(1 X 4)
(iii)Variance of X (iv) distribution function of X.
k
2. Given the probability density function f ( x ) = , − x , find k and the
1 + x2
c.d.f.
3. If the density function of a continuous random variable X is given by
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ax, 0 x 1
a, 1 x 2
f ( x) =
3a − ax, 2 x 3
0, elsewhere
(i) Find the value of ‘a’ (ii) Find c.d.f of X (iii) Compute P X 1.5
P( X 1.5 / X 1) .
7. A continuous r.v. has the probability density function given by
( )
f (x ) = a 1 + x 2 , 2 x 5 . Find a and P( X 4) .
8. Let X be a random variable taking values -1, 0 and 1 such that
P( X = −1) = 2P( X = 0) = P( X = 1) . Find the mean of 2 X − 5
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