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Probability Notes

The document discusses various concepts in probability theory, including axioms, rules of total probability, and different types of probability distributions such as discrete, continuous, and binomial distributions. It outlines formulas for calculating probabilities and expected values, as well as the characteristics of random variables. Additionally, it touches on specific distributions like Poisson and negative binomial distributions, providing insights into their applications and properties.

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jyotikrishbansal
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© All Rights Reserved
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0% found this document useful (0 votes)
3 views17 pages

Probability Notes

The document discusses various concepts in probability theory, including axioms, rules of total probability, and different types of probability distributions such as discrete, continuous, and binomial distributions. It outlines formulas for calculating probabilities and expected values, as well as the characteristics of random variables. Additionally, it touches on specific distributions like Poisson and negative binomial distributions, providing insights into their applications and properties.

Uploaded by

jyotikrishbansal
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

DATE

PAGE

mol m re o rth ybe is

The NuM

rcbabide

AxiomA ot Probabiltty: Po babilily ik a mbex that iz.

aLsigmed to each menkor 4a

Satses ho
folloueimg pohesthiad:
everabton a

ramdom popeimonb
(2)
DATE

PAGE 2
p(EUE= pLEDP(E).

alefima aua ramolo1.


exhemetkb
P(AUB= lA e)- P(ANB).
eueuta,
e mutually encltive
p(EUE)=pE) PE)
94 here are

P(AUBSC)= PA)+PUB)+P)PIAOg- p(B0c)- PCAAt

>4 E, Ea,En gne mLuteually exclutive erents,

Comclimal Probabilily Comobihnal pobabtisy

hoclool Hho eueub B has ale oy a occured olenote

P (A1B) = P(AOB)

Multi punakin onl Tolal Probahility Ruledi he


hcobabitiy
DATE
3
PAGE

Te Comaim hobability claßisatia Com he reuoiteu o


prvide a formula ad llae multijalicat'on ude for proba
bilites.
PAnB) = PrB). PIA JA) PAp(PA,ia ho

wlijdicaiaa rule o pebabiliy.


Total Paohabiliyy Rule
oo eremta A amal &
oy my

P(B)= PIBOA) PCB0A') RIBIA PA)+ P(BIA).PA


A A
(BNA
E

m mutually ecludive elete,

= PAt). PED + P(AE).VEat + PA\Em) Pbn)

adeaem olen ce d deso eremta: Two elente A amal B

qre sid to e

PCALA) = PA)
8)
p(BJA) = p
DATE
4
PAGE

eaacleu co
Son cle d n eventa lhe eveuta E,EarEM
daid to be tnalepemaleutif
foy Cmy abaet these eneuce

PE,OEE0EkJ= pE)x PLEa)x. x PlEu)

encluiye cma ekote eveute ame A

Aho
PIEIA) pE).P(A|EJ where Pwo.

Random Vaiale A rendlon voriable is a

lexpeincnt. 9t asignA q real mumser to each out tome

A yemde a vgiatde % clen otd

o to Yymdom v9riade is olem eol


lelley ueh as e=70 mitia mpeeL.

Dis erele aml Contauou Ran clom V griadei: A yomdom

eid to be q glit erete Andom variade


DATE

PAGE

lDisCret Hrobability Disbi aution: Suphose oiscre to

out Come of sonse expeimanit, heu

loheve
Coasileter a oibete prebabilty

li slatauion d tto oles Crele vanao X.

Distyibuion Fun chon cy ub0lafiye Disbeibutas AnchM:

The olisbabuhon fumchien c ho oliireto ver'ate x alemoted

Cosnioneous Brobahiby sishi bution, The fabailiy

Comimuos arieto x olefinel b a femchion fou i

toy al to

omol tho Continubus ceve


byo babiy Cerve.
DATE

PAGE
6
Gpmulative ishibuie Eumchion: psokabilit
oleudily funcia a

is Callao ho cemulathe
imby fyn chiou
CoMnuous variato . 94 les
lishi bution
o llowing properHes.
o ho

Ci) (co) =|

a
fafstffoyor Ftt-F.

's eoreto andom vaialle Tho cemulative oicbasuhira

Fw= PCX ) =

foloLoimg pokeohien:

Men amcl Vaimce qa discrete aemalom Vartekle: The meH Y


expeckal vele
DATE

PAGE

C Voy ()=

(?Ue)_þ)

'
Enpecled alue fa fechioa a oliccrele rmlom VanalHe:

E(ax+h) = a E9-+b
DATE
PAGE

[Link] Variable X take vales o, L 2,3,4 wath polab He

Oo036 amol o, ooo| Tes [Link]

o (0. 65 &)C2916)+ &Co.oy86)+3 ([Link]?6)+4(o000)

APthoug x mever alume ho wals oy Ae Deightool average

foy (o-o.4)2fo

D•36 D2916

676 O.0y336
12.96 [Link]|296

[Link]) = O36.

12 13

O20

6=v()=JBs =l36.
DATE

PAGE

Bimomi al Dictribution: A Yameom e þenment len Siss

BeYMOude: brial such thab


m

The briak are tindepemdent.


) Each ba'al resuelein ly dion bodas'le ct comel, label
ucceas am"faiPure".
8 TA pebbily oa suecesstha each bal, olesso taol y

Yem oein& CoAStent.


The ynalom wGn'akde olenehng ho numen otAucteLA

a bazticalay rgmic bollutant Assme that Ho smple


|ane tn cle be ncle nk Leith reganl to tho loreseu co olho polltanb

2 tonteetaa hoþDflutemt

18 Aoamles cmaly Sheu

Th erefore

Detemine tho pebabiily Ahat at Jest fouz Aambles


Comtcuhy tho ho lutemt

18-2
n= ao, b= os

Birmoial ol'sha buhn,


OATE

PAGE

binomiaf Yenalon

Theve foe ho probabeliy 4a alefechve potis Dl

Tho prob ahi ly e atfeast Haxee olef chiue parke sba a

one alefechiwe

=0323
Teue, the onmber qsmples faring at deast h:
DATE
|2
PAGE

The

binemi af olisabuiafer he oleta:


3
6

SelHere

Hence Hao bino mial ishi beti on bo be itd iz


N(Z+b)

heoe cap freq uem ciel lich re as followA:


2 9
69 191 9.6 2.9
13
DATE
PAGE

Potscon Dicibuhian Ieiz iztoitia isthe liihing cate


age aul i
vey Amall, tce eping np
9+ jz a
oiaha'buhalateo to ho fheteesg
brolbabiliies of eeute
seich Qre emrenely ee Lut oeick have a lagemmser
Cpportenibes for occurem ce FY eoade

chegueI ata bo Mk, mumbes e hey tons bovn slinal pe

Tho hrobaailikg

m m) n-2p)

P(xY) = m.m. m

Y!
DATE
PAGE

Meam poizk4 dicbi buhiaiX mp

a coleua inechia
nove than eo lwte qot a bad eo ehon

Sel
Heve obabilily coccu Ye
walee

bobahility hot meve Yaan 2 asle qet aa basl reachin


= -f Prohe that mo one goti
qota a bad eachat
[Link] ne gek a bal geg cho + Bc
hat o qet bas reachon
21

Eak a Poisson disha biehon for the folloming alotai


2
122 2
eol Hexe
DATE

PAGE

r!
The theoYelicouf frequeacies aei
f: 121 61 2

DicYefs hifom Disb'hution: Acanalo m venialle a Rasa


dis orete uniform diskibuhion sf

Iheu

2
Proyai mcha a aAeIete banifoa
Yomalom variable.

b, for 9s b. Ihau

12
16
DATE

PAGE

Caeomebrie nistri bution: taoerdea Renoullitals


imalepen oleub bak wit Constant probakiLity hoaduce)
he Yenmdo m yanate that equel the mym bey biatA usati

bare smler o<b<lol

Var( = o

Negakve Binomiaj Disbbutian: Gon a sees d Remoulll


brias the ranelom vaiahle

mogaive bimemic andom var'abte k, pare me kex


rl 2, 3 r'

EK)= þ2

claiee asdyccetkes anol N-K obiecta cledaifjeol

ltshene k m mN
cqual
ämplea hypogeemelnie remdon
DATE
PAGE

yamae anol

M= mao, tk-N{
to mi k,n.

N
The
Coneha
term
feclo
N} iA Lalled ths ftaito populaha,

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