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Probablistics Formulas

The document discusses various probability problems involving geometric shapes, dice, students' ages, and driving pupils. It includes calculations for probabilities of specific events, conditional probabilities, and the use of Bayes' theorem. Additionally, it covers the expected value and variance of a random variable based on a given probability distribution.
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0% found this document useful (0 votes)
9 views8 pages

Probablistics Formulas

The document discusses various probability problems involving geometric shapes, dice, students' ages, and driving pupils. It includes calculations for probabilities of specific events, conditional probabilities, and the use of Bayes' theorem. Additionally, it covers the expected value and variance of a random variable based on a given probability distribution.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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From the rectangle with vertices (0,0),

(0,3), (1,0), (1,3) we draw a point (x,y).


Calculate the probability that y<e^x.

Solution: we look for the area under the


exponential curve for x from 0 to 1.
x0: Is the lower limit of the median
class. The median class is the class
interval where the cumulative frequency
first exceeds or equals N/2.
h0: Is the width (or size) of the median
class interval.
n0: Is the frequency of the median
class.
N: Is the total number of observations
(the sum of all frequencies).
n−1,cum: Is the cumulative frequency
of the class preceding the median class.
1. We throw two dice and a one coin. Try to write what is the omega space which
contains all the events. Try to note them all and the following events as well:
A) we have even number for the two dice and heads for the coin
B) we have the number greater than 3 for the first die and tails for the coin
C) we have the same numbers on two the dice
Which events are disjoint and which are independent?
Calculate the probabilities of the events A, B and C and the following ones as well:
- AUB
- A under the condition of B
- C'
- An C
1. die1 ∈ {1, 2, 3, 4, 5, 6}
die2 ∈ {1, 2, 3, 4, 5, 6}
Ω={ (1, 1, H), (1, 1, T), (1, 2, H), ..., (6, 6, T)}

coin ∈ {H, T}
|Ω|= 6x6x2= 72

∣A∣=3×3×1=9, P(A)=9/72= 1/8


B) Die1: 4, 5, 6 ⇒ 3 options, Die2: any (6 options), coin=T ∣B∣=3×6×1=18, P(B)=18/72= 1/4
A) 2,4,6 > 3 options per die, coin=H

C) die1 = die2 ⇒ 6 combinations: (1,1), (2,2), ..., (6,6), Coin: H or T ⇒ 2 options. ∣C∣=6×2=12, P(C)=12/72= 1/6
A∪B: ∣A∪B∣=∣A∣+∣B∣−∣A∩B∣ A requires coin = H, B requires coin = T ⇒ can't happen together, so disjoint. ∣A∩B∣=0⇒∣A∪B∣=9+18=27, P(AuB)=27/72= 3/8

C={(1,1,H),(1,1,T),(2,2,H),(2,2,T),…,(6,6,H),(6,6,T)} so 12. ∣C′∣=72−12=60


A under the condition of B A | B (A given B), P(A∣B)= P(A∩B)/P(B)= 0/P(B)= 0 P(A∣B)=0
C’ P(C′)=60/72= 1/24
AnC A∩C={(2,2,H),(4,4,H),(6,6,H)} P(A∩C)=3/72=1/24

2. There are 6 women in age (20,21,22,25,25,27) and 5 men in age


(22,22,25,24,28) in a students' group. Experiment is based on drawing a pair of
two students one of whom is a woman and the other one is a man. Construct
omega space and calculate the following probabilities:
A: A woman over the age of 21 and a man under the age of 24 will be drawn.
B: The woman and man drawn are the youngest or the oldest from the group.
C: The woman and man drawn are in the same age.

A∪B
Calculate probabilities:
-
- A under the condition of B and B under the condition of A
- C'
Which events are disjoint and which are independent?

2. Ω={(20,22),(20,22),(20,25),(20,24),(20,28),…,(27,28)} ∣Ω∣=6×5=30
A) W= 22, 25, 25, 27. M= 22, 22. So, |A| = 4×2 = 8. P(A) = 8/30 = 4/15
B) Valid pairs: (20,22), (20,22), (20,28), (27,22), (27,22), (27,28) → 6 pairs → P(B) = 6/30 = 1/5.
C) (22,22) (22,22) (25,25) (25,25)→ Total = 4 P(C) = 4/30 = 2/15
A∪B: Common outcomes: (27,22), (27,22) → 2 outcomes P(A ∩ B) = 2/30 = 1/15 P(A∪B) = P(A) + P(B) – P(A∩B) = 4/15 + 1/5 – 1/15 = 2/5
P(A | B) = P(A ∩ B) / P(B) = (1/15) / (1/5) = 1/3 P(B | A) = P(A ∩ B) / P(A) = (1/15) / (4/15) = 1/4
C′ All outcomes not in C → 30 - 4 = 26. P(C′) = 26/30 = 13/15

3. Three pupils learn to drive a car. The probability that the first of them will have a
crash is 0.1, for the second is 0.2 and for the third 0.05. Today only one of the
three pupils will start the lesson. Calculate the following probabilities:
a. A pupil will have a crash
b. It turned out to be crash. What is the probability that it was the first pupil.
3.
a. P(crash)= (0,1+0,2+0,3)/3 = 7/60
b. P(A∣B)= P(A∩B) / P(B) P(A∩B)= P(pupil 1) x P(crash pupil 1) = 1/3 x 1/10 = 1/30 So, P(pupil 1 / crash)= (1/30) / (7/60) = 2/7
devices 2 and 3 are used randomly. The signal can be received in a bad, medium or good quality. Based on the collected
data it was calculated that the frequency of receiving the signal depending on its quality for all devices is as follows:
Device/ quality Good Medium Low
1 0,1 0,2 0,7
2 0,2 0,3 0,5
3 0,5 0,2 0,3
What probabilities are included in the table above?
Calculate the following probabilities:
a. The signal will be of good quality
b. The signal will be at least of medium quality
What is the probability that the signal was sent by the first device knowing that we received low quality signal?

4. P(1)=0,5, so P(2)?= 0,25 and P(3)?= 0,25 because D1+D2+D3=1 total probability:
a. P(G) = P(G | 1) x P(1) + P(G | 2) x P(2) + P(G | 3) x P(3) P(G)=(0.1×0.5)+(0.2×0.25)+(0.5×0.25) P(G)=0.05+0.05+0.125=0.225
b. P(G∪M)= P(G) + P(M) P(M) = P(M | 1) P(1) + P(M | 2) P(2) + P(M | 3) P(3) P(M)=(0.2×0.5)+(0.3×0.25)+(0.2×0.25) P(M)=0.1+0.075+0.05=0.225
So P(G∪M)= 0,225 + 0,225 = 0,45
P ( L∣ 1) x P(1)
- Bayes’ theorem: P(1∣L)= → P(L) = P(L | 1) x P(1) + P(L | 2) x P(2) + P(L | 3) x P(3) P(L)=(0.7×0.5)+(0.5×0.25)+(0.3×0.25)
P (L)
5. A shooting target with a radius of 10 cm is divided into three concentric rings
with radius of 2 cm, 6 cm and 10 cm, for hitting which the following points 3, 2 and
1 are scored respectively. We assume that the shooter always hits the target and
that he does so randomly. What is the probability of scoring two points in one
shot?
5. Area=π×r2 A total=π×(10)2=100π A inner=π×(2)2=4π A middle=π×(6)2−π×(2)2=36π−4π=32π A outer=π×(10)2−π×(6)2=100π−36π=64π
P(scoring 2 points)= A middle / A total = 32π / 100π = 0,32

6. From a square with side length 1 with vertices (0,0), (0,1), (1,0) and (1,1), a
point with coordinates (x,y) was drawn. Calculate probability that he drawn point
met the following conditions:
a. x<y
b. x<0.5 and y<0.25
c. y < x²
d. |x-y|<1/5
1 1 1
6. a. line y=x divides the square into two equal triangular regions. The valid region is the upper triangle, which has area: A= ×1×1= So, P(x<y)=
2 2 2
b. valid region is the rectangle defined by 0≤x<0.5 and 0≤y<0.25 Area=(0.5−0)×(0.25−0)=0.5×0.25=0.125 P(x<0.5, y<0.25)=0.125
1 3
x 1= 1 1 1
P( y < x )=∫ x 2 dx =
2
c. curve y=x2 forms a region below it inside. Probability is computed as the integral of x2 over [0,1]: ¿0 – 0= P(y<x2)=
0 3 3 3 3
d. inequality means the point (x,y) lies within a band around the line y = x, where the difference between x and y is less than 1/5.
1 1 2
The two bounding lines are: y= x +
, y= x − valid region is a band of width centered around y=x, where 0≤y≤1.
5
7. Calculate the following probabilities 5 on the joint probabilities below:
based 5
Number of users/ 0 1 2 3
number errors
1 0,1 0,1 0,05 0
2 0 0,1 0,1 0,15
3 0 0,2 0,1 0,1
a. The number of users is greater than 1
b. Number of users is at most 2 and number of errors does not exceed 2
c. The number of errors will be greater than 1 if there are 2 users
d. The number of errors will be greater than 1 if there are 2 or 3 users
e. There were at most 2 users if we know that at least 2 errors were observed.

7. a. P(U>1)=P(U=2)+P(U=3) (0+0.1+0.1+0.15)+(0+0.2+0.1+0.1)=0.35+0.4=0.75 P(U > 1) = 0.75


b. P(U≤2,E≤2)=P(U=1,E=0)+P(U=1,E=1)+P(U=1,E=2)+P(U=2,E=0)+P(U=2,E=1)+P(U=2,E=2) → P(U ≤ 2, E ≤ 2) = (0.1+0.1+0.05)+(0+0.1+0.1)=0.25+0.2=0.45
P (U=2 , E>1) P (U=2 , E=2)+ P(U =2 , E=3) 0.1+0.15 0 , 25
c. Conditional probability: P(E>1∣U=2) = = = =
P (U=2) P (U=2) 0.1+0.1+0.1+0.15 0 , 45
P (U=2 , E>1)+ P(U =3 , E >1) (0.1+0.15)+(0.1+ 0.1) 0.45
d. P(E>1∣U=2 or 3) = = =
P ( U=2 ) + P(U=3) (0+ 0.1+ 0.1+0.15)+(0+ 0.2+0.1+0.1) 0 ,75
8. Calculate and draw distribution of the variable X in terms of probability
distribution and distribution function.
X -1 0 1 2 3 4
p 0,2 0,2 0,1 0,1 0,1 0,3
Calculate the expected value, variance and coefficient of variation for variable X.
Calculate the expected value and variance for variables:
a. 2X-1
b. X²-the third moment of variable X
8.
X -1 0 1 2 3 4
P(X) 0.2 0.2 0.1 0.1 0.1 0.3
F(X) 0.2 0.4 0.5 0.6 0.7 1.0
Expected value: E[X]=∑X⋅P(X) =(−1×0.2)+(0×0.2)+(1×0.1)+(2×0.1)+(3×0.1)+(4×0.3)=−0.2+0+0.1+0.2+0.3+1.2=1.6
Var[X]=E[X2]−(E[X])2 E[X2]=(−1)2(0.2)+02(0.2)+12(0.1)+22(0.1)+32(0.1)+42(0.3) =0.2+0+0.1+0.4+0.9+4.8= 6.4 Var[X]=6.4−(1.6) 2=6.4−2.56=3.84
Coefficient of variation: =
a. E[2X−1]=2E[X]−1=2(1.6)−1=3.2−1=2.2 Var[2X−1]=4Var[X]=4(3.84)=15.36
b. E[X2]=6.4 from previous calculation. E[X3]=(−1) 3(0.2)+03(0.2)+13(0.1)+23(0.1)+33(0.1)+43(0.3) =−0.2+0+0.1+0.8+2.7+19.2=22.6

9. Calculate the correlation coefficient for variables X and Y with joint probabilities
inside the table:
X/Y -1 0 1 3
1 0,1 0,15 0,2 0
2 0,15 0 0,1 0
3 0,2 0,05 0 0,05
And calculate the following probabilities:
- P(X<2.5 , Y>-1)
- P(X>1 | Y<3)
- P(X>Y)
9. E(X)=∑XP(X) E(X)=(1⋅0.45)+(2⋅0.25)+(3⋅0.3)=1.85 E(Y)=∑YP(Y) E(Y)=(−1⋅0.45)+(0⋅0.2)+(1⋅0.3)+(3⋅0.05)=−0.1
E(XY)=∑XYP(X,Y) E(XY)=(1⋅(−1)⋅0.1)+(1⋅0⋅0.15)+(1⋅1⋅0.2)+(2⋅(−1)⋅0.15)+(2⋅1⋅0.1)+(3⋅(−1)⋅0.2)+(3⋅0⋅0.05)+(3⋅3⋅0.05)=0.15

10. Calculate the following statistics for variable X:


Median, Mode, Q1, Q3, Q, Q(90%), Q(35%), V
X -2 -1 0 3 2 1
p 0,1 0,2 0,3 0,05 0,15 0,2

10.
X -2 -1 0 1 2 3
P 0,1 0,2 0,3 0,2 0,15 0,05
Cumulative P 0,1 0,3 0,6 0,8 0,95 1
Median: value x cumulative probability greater or equal then 0,5. x=0 -> 0,6, so median =0
Mode: value x with highest probability. -> 0,3 for x=0 so mode=0
Q1: x cumulative probability greater or equal to 0,25. X= -1 -> 0,3. So Q1= -1
Q3: x cumulative probability greater or equal to 0,75. X= 1 -> 0,8. So Q1= 1
Q2: same as median, so Q2=0.
Q(90%): x cumulative probability greater or equal to 0,9. X= 2 -> 0,95. So Q1= 2
Q(35%): x cumulative probability greater or equal to 0,35. X= 1 -> 0,6. So Q1= 0
Variance: E(X)=∑x P(X=x) E(X2)=∑x2 P(X=x) Var(X)=E(X2)−(E(X))2 Var(X)=1.85−(0.25)2

11. Estimate the following statistics based on the collected data:


a. Expected value of X, variance, coefficient of variation, Median, Mode, Q1, Q3
and draw the empirical distribution
x n
0 15
1 22
2 26
4 16
6 21
13. Calculate Pearson and Spearman coefficients:
Number of failures/ 1 2 3 4 5
number of users
0 100 30 10 30 20
1 30 90 40 40 0
2 10 50 90 60 45
3 10 5 40 100 70
4 0 0 10 30 90
And the following probabilities:
- P(X>Y)
- P(X<2 | Y>2)

14. A competitor starts in 5 independent swimming competitions. The results so far


show that he wins the competition once in 7 starts. What is the probability that:
- he wins the competition exactly once
- he wins no competition
- he wins at least once

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