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Statistics & Probability Class Notes

The document consists of class notes on Statistics and Probability prepared by Adrija Ray Dakua at Brainware University. It covers topics such as basic probability, classical and axiomatic definitions of probability, conditional probability, Bayes' Theorem, and statistical independence, along with sample questions for practice. The notes provide definitions, formulas, and examples to illustrate key concepts in probability theory.

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0% found this document useful (0 votes)
24 views15 pages

Statistics & Probability Class Notes

The document consists of class notes on Statistics and Probability prepared by Adrija Ray Dakua at Brainware University. It covers topics such as basic probability, classical and axiomatic definitions of probability, conditional probability, Bayes' Theorem, and statistical independence, along with sample questions for practice. The notes provide definitions, formulas, and examples to illustrate key concepts in probability theory.

Uploaded by

vamitew605
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

BRAINWARE UNIVERSITY

[BSCM202] CLASS NOTES [Statistics & Probability]

Page | 1

Module II

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

Page | 2

Content
[Link] Topic [Link]
1 Review of Basic Probability 3-4
2 Classical Definition of Probability 4
3 Axiomatic Definition of Probability 4
4 Conditional Probability 4-5
5 Bayes’ Theorem 5-8
6 Sample questions on the above topics 9-14

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

Basic Probability

Page | 3 Sample Space:


In probability theory, the sample space of an experiment or random trial is
the set of all possible outcomes or results of that experiment. A sample space
is usually denoted using set notation, and the possible ordered outcomes, or
sample points,are listed as elements in the set. It is common to refer to a
sample space by the labels S, Ω, or U (for "universal set"). The elements of a
sample space may be numbers, words, letters, or symbols. They can also be
finite, countably infinite, or uncountably infinite.
For example, if the experiment is tossing a single coin, the sample space is
the set{H,T},For tossing two coins, the sample space is{HH,HT,TH,TT}
Event:
A subset of the sample space is an event, denoted by E is a subset of the
sample space.
The events may be elementary or composite.
Elementary event: when the event space consist only one element then the
events are called elementary events.
Composite event: when the event space consist more than one element then
the events are called composite events.

Mutually Exclusive Events:


In probability theory, two events are said to be mutually exclusive if they
cannot occur at the same time or simultaneously. In other words, mutually
exclusive events are called disjoint events. If two events are considered
disjoint events, then the probability of both events occurring at the same
time will be zero.
If A and B are the two events, then the probability of disjoint of event A and
B is written by: Probability of Disjoint (or) Mutually Exclusive Event = P (
A and B) = 0

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

Exhaustive Events:
Exhaustive events are a set of events in a sample space such that one of them
Page | 4
compulsorily occurs while performing the experiment. In simple words, we
can say that all the possible events in a sample space of an experiment
constitute exhaustive events. For example, while tossing an unbiased coin,
there are two possible outcomes - heads or tails. So, these two outcomes are
exhaustive events as one of them will definitely occur while flipping the
coin.
Classical Definition of Probability:
Suppose the total number of elementary events in a sample space is n,where
n is finite and the elementary events are equally likely, and n(E) of them are
favourable to an event [Link] probability of event E,denoted by P(E),is
defined as,
𝑛(𝐸)
P(E)=
𝑛
Axiomatic Definition of Probability:
Let S be the sample space of a random experiment E and A be any event
connected with E, i.e, A ⊆ 𝑆.The probability of A is a number associated
with A,to be denoted by P(A) such that the following axioms are satisfied:
i) P(A)≥ 0
ii)if A be a sure event, P(A)=1
iii) for any finite or countably infinite number of mutually exclusive events
A1,A2,….,An of S
P(𝐴1 ∪ 𝐴2 … .∪ 𝐴𝑛 ) = 𝑃(𝐴1 ) + 𝑃(𝐴2 ) + ⋯ + 𝑃(𝐴𝑛 )
Conditional Probability:
The probability of occurrence of any event A when another event B in
relation to A has already occurred is known as conditional probability. It is
depicted by P(A|B).

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

Page | 5

As depicted by the above diagram, sample space is given by S, and there are
two events A and B. In a situation where event B has already occurred, then
our sample space S naturally gets reduced to B because now the chances of
occurrence of an event will lie inside B.
As we have to figure out the chances of occurrence of event A, only a
portion common to both A and B is enough to represent the probability of
occurrence of A, when B has already occurred. The common portion of the
events is depicted by the intersection of both the events A and B, i.e. A ∩ B.
The formula is,
P(A|B) = N(A∩B)/N(B)
Or
P(B|A) = N(A∩B)/N(A)

Bayes’ Theorem :

Statement: Let E1,E2,E3,...,Enbe a set of events associated with a sample space S,


where all events E1,E2,E3,...,En have non-zero probability of occurrence and they
form a partition of S.

Let A be any event which occurs with E1orE2orE3...orEn,then according to Bayes


Theorem,

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

P(Ei)P(A|Ei)
P(Ei|A)= i=1,2,3…,n
∑nk=1P(Ek)P(A|Ek),

Page | 6  Here Ei∩ Ej= φ, where i ≠ j. (i.e) They are mutually exhaustive events
 The union of all the events of the partition, should give the sample space.
 0 ≤ P(Ei) ≤ 1
Proof:

Conditional probability is the probability of event A given that other related events
have already occurred.

(Ei), be is a partition of the sample space S. Let A be an event that occurred. Let us
express A in terms of (Ei).

A=A∩S

= A ∩ (E1,E2,E3,...,En)

A = (A ∩E1) ∪ (A ∩E1) ∪ (A ∩E1)....∪ ( A ∩E1)

P(A) = P[(A ∩E1) ∪ (A ∩E1) ∪ (A ∩E1)....∪ ( A ∩E1)]

We know that when A and B are disjoint sets, then P(A∪B) = P(A) + P(B)

Thus here, P(A) = P(A ∩E1) +P(A ∩E1)+ P(A ∩E1).....P(A ∩En)

According to the multiplication theorem of a dependent event, we have

P(A) = P(E). P(A/E1) + P(E). P(A/E2) + P(E). P(A/E3)......+ P(A/En)

Thus total probability of P(A)= ∑P(Ei)P(A|Ei),i=1,2,3,...,n ------(1)

Recalling the conditional probability, we get


P(Ei|A)=P(Ei∩A)P(A),i=1,2,3,...,n ---(2)

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

Using the formula for conditional probability of P(A|Ei), we have

P(Ei∩A)=P(A|Ei)P(Ei) --- (3)


Page | 7 Substituting equations (1) and (3) in equation (2), we get

P(A|Ei)P(Ei)
P(Ei|A) = i=1,2,3,...,n
∑P(Ek)P(A|Ek)

Hence, Bayes Theorem is proved.

Statistical Independence of events:

There are two equivalent conditions of statistical independence. First, the events A
and B are statistically independent if

Prob(A ∩ B) = Prob(A) × Prob(B)

The probability of A and B occurring at the same time is the product of the
probabilities. This means that if they occur at the same time, it is purely by chance
and there is no systematic association between the two.

Second, the events A and B are statistically independent if

Prob(A|B) = Prob(A).

This condition follows from the relationship given above:


𝑃𝑟𝑜𝑏(𝐵)𝑃𝑟𝑜𝑏(𝐴)
Prob(A∣B)= = prob(A)
𝑃𝑟𝑜𝑏(𝐵)

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

Page | 8

The probability of A conditional on the event B is the same as the probability of A.


It means, given that it already has occurred, your knowledge about the event B has
no bearing on the probability of event A.

Similarly, for Prob(B|A) = Prob(B).

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

Sample questions:

Page | 9 Multiple Type Questions:


1 Examine if A and B are mutually exclusive events , then

a. P(A∩B) =P(A).P(B) b. P(A∩B)=P(A)+P(B)

c. P(A∩B) =0 d. None of these.

2 A number is chosen at random among the first 120 natural numbers. Choose the correct
option for the probability of the number chosen being a multiple of 5 or 15.

a.1/5 b.1/8

c.1/16 d.1/9

3 Choose the correct option. Bag contain 10 back and 20 white balls, One ball is drawn at
random. calcuate the probability that ball is white

a)1 b)1/3

c)2/3 d) 0

4 Choose the correct option. A speaks truth in 75% of cases and B in 80% of cases.
Calculate the percentage of cases are they likely to contradict each other, narrating the
same incident

a)25% b)35%

c)45% d)50%

5 Choose the correct option. From a pack of 52 cards, one card is drawn at random.
Calculate the probability of a face card drawn.

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

a)3/13 b)1/13

c)1/52 d)1/26
Page | 10
6 The formula for Bayes' Theorem is, choose the correct option

a) P(A|B) = P(B|A) * P(A) / P(B) b) P(A|B) = P(A) * P(B) / P(A ∩ B)

c) P(A|B) = P(B|A) * P(A) / P(B|A) + P(B|¬A) * d) P(A|B) = P(B|A) * P(A) + P(B|¬A) * P(¬A)
P(¬A)

7 Two dice are rolled. Choose the correct option, the probability of getting a sum of 7 or 11.

a) 1/6 b)1/12

c)1/16 d)1/36

8 In a deck of 52 cards, calculate the probability of drawing a red card or a face card.

a)13/26 b)13/52

c)16/52 d)8/13

9 Two dice are rolled and the numbers are multiplied [Link] the probability of total
being 5 is

a.1/18 b.1/12

c.1/36 [Link] of these

10 A coin is tossed 5 times. Calculate the probability that all five tosses show heads.

a.0.03 b.0.01

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

c.0.07 [Link] of these.

11 An urn A contains 2 white and 3 black chips, and another urn B contains 3 white and 4 black
chips. One urn is selected at random, and a chip is drawn from it. If the chip drawn is found black,
Page | 11 Calculate the probability that the urn chosen was A

a.19/41 [Link] of these.

c)20/41 d)21/41

12 A box contains 20 electric bulbs, out of which 4 are defective. Two bulbs are chosen at random
from this [Link] the probability that at least one of these is defective is

a.5/9 b.6/9

c.7/19 d)none of these

13 Bag 1 contains 4 white and 6 black balls while another Bag 2 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 .Calculate
the probability that it was drawn from Bag 1.

a. 12/13 b. 5/12

c. 7/11 d. 7/12

14 Choose the correct option. Three unbiased coins are [Link] the probability of
getting at most two heads.

a. 3/4 b. 3/8

c. 7/4 d. 7/8

15 Choose the correct option. When two coins are tossed simultaneously, Calculate the
chances of getting at least one tail.

a. 3/4 b. 1/4

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

c. 1/2 d. 1

16 Choose the correct option. Suppose three coins are tossed simultaneously, Calculate the
Page | 12 chances of getting at least one head?

a)1/8 b)7/8

c)2/8 d)4/8

17 Choose the correct option. Bag contain 10 back and 20 white balls, One ball is drawn at
random. Calculate the probability that ball is white

a)1 b)1/3

c)2/3 d) 0

18 Choose the correct option. A speaks truth in 75% of cases and B in 80% of cases.
Evaluate the percentage of cases are they likely to contradict each other, narrating the
same incident.

a)25% b)35%

c)45% d)50%

19 Choose the correct option. From a pack of 52 cards, one card is drawn at random.
Calculate the probability of a face card drawn.

a. 4/13 b. 1/13

c. 1/52 d. 1/26

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

Short Answer Type Questions:


1 Write down the axioms of probability.

Page | 13 2 Illustrate Bayes’ theorem.

3 Explain independent events.

4 Explain conditional probability.

5 A fair coin is tossed twice such that E: event of having both head and tail, and F: event of having
atmost one tail. Calculate P(E), P(F) and P(E|F)

6 Two dice are rolled, if it is known that atleast one of the dice always shows 4,Calculate the
probability that the numbers appeared on the dice have a sum 8

7 If a family has two [Link] the conditional probability that both are girls if there is
atleast one girl?

8 If P(A) = 2P(B) = 4/13 and P(A|B) = ⅔,Calculate the value of P(A U B).

9 Let E and F are events of a experiment such that P(E) = 3/10 P(F) = ½ and P(F|E) = ⅖. Calculate
the value of P(E ∩ F)

10 A bag contains 4 balls. Two balls are drawn at random without replacement and are found to be
blue. Calculate the probability that all balls in the bag are blue.

Long Answer Type Question:


1 A standard deck of playing cards contains 52 cards, including 4 suits (hearts, diamonds, clubs, and
spades) with 13 cards each. Calculate the probability of drawing a heart from the deck.A bag
contains 5 red balls and 3 blue balls. Calculate the probability of randomly selecting a red ball
from the bag.

2 Two dies are thrown simultaneously and the sum of the numbers obtained is found to be 7.
Calculate the number 3 has appeared at least once.

3 You toss a fair coin three times:

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

Calculate the probability of three heads, HHH? Calculate the probability that you observe exactly
one heads? Given that you have observed at least one heads, calculate the probability that you
observe at least two heads.

Page | 14
4 A store contains 35 light green parakeets (14 females and 21 males) and 44 sky blue parakeets (28
females and 16 males). You randomly choose 1 of the parakeets. Calculate the probability that it is
a female or sky blue parakeet.

5 A card is drawn from a well-shuffled deck of 52 cards. Calculate the probability of getting a king
or an ace.

6 Let X and Y be two events such that P(X|Y) = 1/2. P(Y|X) = 1/3 and P(X⋂Y) = 1/6. Show that, X
and Y are independent and Calculate P(X U Y) .

7 A bag contains 4 balls. Two balls are drawn at random without replacement and are found to be
blue. Calculate the probability that all balls in the bag are blue.

8 In a neighbourhood, 90% children were falling sick due flu and 10% due to measles and no other
disease. The probability of observing rashes for measles is 0.95 and for flu is 0.08. If a child
develops rashes, calculate the child’s probability of having flu.

9 Three urns are there containing white and black balls; first urn has 3 white and 2 black balls,
second urn has 2 white and 3 black balls and third urn has 4 white and 1 black balls. Without any
biasing one urn is chosen from that one ball is chosen randomly which was white. Calculate
the probability that it came from the third urn.

10 It is observed that 50% of mails are spam. There is a software that filters spam mail before
reaching the inbox. It accuracy for detecting a spam mail is 99% and chances of tagging a non-
spam mail as spam mail is 5%. If a certain mail is tagged as spam calculate the probability that it is
not a spam mail.

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics


BRAINWARE UNIVERSITY
[BSCM202] CLASS NOTES [Statistics & Probability]

Page | 15

PREPARED BY: Adrija Ray Dakua ,Department of Mathematics

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