Probability

* Def: Random Experiment

It is an experiment, which we know at advance all its
possible outcome, but we can’t predict which of these outcomes
will occur when the experiment takes place.

Def: The Sample Space

The set of all out comes of a Random Experiment.

Def: The Event

Any subset of the sample space.

* Types of Events:
Sure [Certain] Event (S) : The event, which must occur.
Impossible Event (): The event, which never occurs.
Simple event : The event which, consists of one element
only.
Matually exclusive events : 2 events, the occurrence of
one prevents the occurrence of the other.
* Operations on Events:
1-Union (  = or)
In the opposite figure The shaded part represents
= The occurrence of at least one of the 2 events.

2. Intersection (  = and)
In the opposite figure, The shaded part re-presents
3-Difference ()
In the opposite figure,The shaded part means the
occurrence of  only,also the occurrence of A and nam
occurance of B

4-The Complement Event

In the opposite figure,The shaded part means  = the
\

non-occurrence of  .
/ A  S  

Def (1)
If ,   S , then ,  are
Matually exclusive if     

Def (2)
1 ,  2 , . . . .,  n are said Mautually exclusive events if the
intersection
of any 2 of them = 
 Note
It is sail that an event occurs if , one of its outcomes
occur.

Example [1]
In the exp. of Tossing 2 coins once, and observing the
number of the upper faces of the 2 coins, write down the
sample space, and find the following events:
A = The appearance of at least a tail.
B = The appearance of at most a tail.
C = The appearance of exactly one head.
D = The appearance of 2 heads at most.
E = The non-appearance of tails.
F = The appearance of 2 heads at least.
Sol
S = h, h, h, t, t, h, t, t
A = h, t, t, h, t, t
B = h, t, t, h, h, h
C = h, t, t, h
D=S
E = h, h
F = h, h

Example [2]
If the experiment is tossing a die twice and observing the
upper faces, determine the following events:
A: The sum of the 2 upper faces greater
than 11.
B: The sum of the 2 upper faces less than 5.
C: The sum of the 2 upper faces is divisible by 4.
D: The absolute difference between the
upper 2 faces is 3.
E: Getting a prime No. in at least one of
the 2 tosses.
F: Getting a prime No. only one time.
Sol
A = 6,6
B = 1,1, 1,2, 1,3, 2,1, 2,2, 3,1
C = 1,3, 3,1, 2,2, 2,6, 3,5, 5,3, 4,4, 6,2, 6,6
D = 1,4, 4,1, 2,5, 5,2, 3,6, 6,3
E= 1,2, 1,3, 1,5, 4,2, 4,3, 4,5, 6,2, 6,3, 6,5
2,1, 2,4, 2,6, 3,1, 3,4, 3,6, 5,1,
 
5,4, 5,6, 1,2, 1,3, 1,5, 4,2, 4,3,
 
F = 4,5, 6,2, 6,3, 6,5 

* Axioms and Rules of Probability

1. If   S , then     1
2. (S)  1
3.   
4.              (at least)
5. if ,  are Matually exclusive events,
       
6.  A  1  
/

7.          

\

8.     only       

9.       1        
\

10. If S = a1, a2,. . ., an , where a1 , a2 , , an are simple

events, Then  a1    a2     an   1
And if a1, a2, , an of the same probability, then
 a1    a 2     a n  
1
n
11.       1     
\ \

12.       1     
\ \

13. at most   1    

14. If NO. of elements of   m and
If NO. of elements of s  n
    
m
n
15.  only or  only        

Example [3]
If A, B are 2 events of a sample space «S» of a random
experiment
    ,      ,      ;
1 1 4
6 18 9 Find
i)      ii)   
\ \

Sol
              
    
4 1 1
9 6 18
   
1
3
1 1 1
              = 6 8 9
\  

  \   1   
1 2
 1 
3 3

Example [4]
If A, B are Matually exclusive events of a sample space
«S» of a random experiment, and if    0.26,    0.33; Find
ii)      iii)     
\
 ( A B) \ \ \
i)

Sol
 The 2 events are Matually exclusive
          
      0.26  0.33  0.59
i)      1     
\

 1 0  1
 
ii)      1     
\ \

 1  0.59  0.41
 
iii)            
\

 0.26  0  0.26
Example [5]
      \ ,    ,     \  
1 5
If 3 12
Find each;
i)    ii)    

Sol
1
  ( A) 
   1      1   
\
 2     1 2
     \         

     
5 1

12 2
     
1
12
              
1 1 1 3
   
2 3 12 4

Example [6]
A card is drawn randomly from 40 cards numbered from 1
to 40. Find the prob. that the drawn card carries on odd
NO.
Divisible by 5.
Divisible by 7.
Divisible by 5 OR 7.

Sol
n (s) = 40
   
4
a)   5,15,25,35 40

  
3
b)   7,21,35 40
1
A  B 
c) A  B  35 ، 40
4 3 1 6
       
40 40 40 40
Example [7]
From the digits of the number 3210, find the numbers
which consists of 2 different digits , calculate the prob. of
the event that the No. is even or the tenth digit is odd.

Sol
S  10,20,30,21,31,12,32,13,23
  10,20,30,12,32 even 
  10,30,31,12,32,13 tenth digits is odd 
    10,13,30,12,32,20,31
    
7
9

Example [8]
A die is tossed twice, and the NO. on the upper face is
observed each time; find the prob. that:
a) The sum of the 2 . greater than or equal to 10.
b) One of the 2 numbers is 4 and the sum less than 9.
c) The sum of the numbers is even.

Sol
s  1,1, 1,2,, 6,6
n  s   36
  4,6, 6,4, 5,5, 5,6, 6,5, 6,6
   
6 1

36 6
  4,1, 1,4, 4,2, 2,4, 4,3, 3,4, 4,4
  
7
36
 even  
18 1

36 2

Example [10]
3 persons X, Y and Z are in race, if the prob. that Y wins
= twice the prob. that X wins, the prob. that Z wins = 3
times the prob. that X wins, and only one person will win;
find
The prob. that X wins.
The prob. that X OR Z wins.
 The prob. that Z doesn’t win.

Sol
Let the prob. that X wins = a
Let the prob. that Y wins = 2a
Let the prob. that Z wins = 3a
 a  2a  3a  1
1
a
 6a  1 6
    a 
1
6          
 a  3a  4a
1 2
 4 
6 3
3 3 1
    1   
\  1  
6 6 2

Random Variable
And Probability Distribution
* Def: The Random Variable
Any function X : S  R is called a random variable and the values, which
the random variable takes, is called the range of the random variable.

* Types of Random Variable

[Link]: Its range is countable.
[Link]: Its range is uncountable.

* PROBABILITY DISTRIBUTION
If X is a discrete random variable whose range
= 1 ,  2 , ,  n , F  r       r  where r  1,2, , n
The set of ordered pairs 1 , f 1 ,  2 , F  2 ,,  n , f  n is called
Probability Distribution also, we can write the Prob. Dist. as follows
 Where [1] f  i    i  1,2,, n.
n

 f    1
i
[2] i 1

* IMPORTANT RULES
n
    i f  i 
Mean (expectation): i 1

n
2   x fx  
i 1
2
i i 2
Variance:
Standard Deviation:   
2


 100%
Coefficient of Variation: 
To find , ,, the table consists of 5 columns, which are
 i , f  i ,  i2 , f  i 

* Def: The Density Function:

If X is a continious random variable
whose range = [a, b], then the real
valued function «F» is called a density function if:
i) Its graph lies above X-axis.
ii) The total area under the curve
of the function and above X-axis
between X = a, X = b is one.
And to find  c  x  d 
We calculate the area under its
curve and above X-axis between
X = c, X = d.
 Remember
base  height
S.. 
2
S..rectangle  length  width
sum of bases
S..trapezium   height
2

* SOLVED EXAMPLES

Example [1]
If x is a continious random variable, its function is given as
 2  1 1  
 ,
f  x    28

 Zero otherwise
Prove that f   is a density function.
Find    2

Sol
f 1  f 5  f 2 
3 11 5
28 28 28
 1  11 3 
 The total area    4 1
2  28 28 
 The graph lies above x  axis
 f   represents a density function.
   z 
13 5 4 1
    1  
2  28 28  28 7

Example [2]
IF the x is a Discrete Random Variable whose Prob. Dist. given by
k
f   
Where;   1,1,3,6 17
Find:
i) The value of k.
ii)The Prob. Dist.
iii)The Mean, Standard Deviation and
Coeff. Of Variation.

Sol
k  1 k 1
f1  f  1 
17 i) 17
k 6 k  3
f6  f3 
17 17
k  1  k  1  k  3  k  6 
   1
 17 
 4k  9  17
k=2

ii) Prob. Dist.

iii)
     i f  i  
65
17
2
337  65 
    f  i    
2
i
2 2
    5.2
17  17 
  5.2  2.28

  100%  59.66%
Coeff. of variation 

Example [3]
If x is a continious random variable with density function
a  4
f    
 otherwise
Find:
Ã)The value of a.
ii)  1    2

Sol
F    
f 4   4a
 4  4a
Total area= 2 =1
8a  1
1
a 
8
F1  a
2  2a
a  2a
1    2  1
2
3a 31 3
  
2 8 2 16

Example [4]
In the experiment of tossing a coin 3 times and observing the upper face
each time, if the random variable denotes «No. of heads»; find:
i)The range of the random variable.
ii)The Probability Distribution.

Sol
The range   h, h, h, t, t, t , h.h, t , t, h, h, h, t, h, t, t, ht, h, t , h, t, t 
 0,1,2,3
Probability Distribution:
 Example [5]
If x is a discrete random variable, its Probability Distribution
given by

If   2.6 , find a, b

Sol
 (1) a + b = 1
2a + 3b = 2.6  (2)
from (1) , (2)
a = 0.4 , b = 0.6

Example [6]
2 boxes each of them contains 3 balls numbered from 1 to 3, a ball is
drawn randomly from each box, and the random variable x is defined as
the product of the 2 numbers on the 2 selected balls. Find the Prob. Dist.,
Mean for the random variable x.

Sol
  1,1, 1,2, 1,3, 2,1, 2,2, 2,3, 3,1, 3,2, 3,3
Range  1,2,3,4,6,9

Prob. Dist.
     . f  
1 2 2 1 2 1
  1  2   3   4   6   9   4
9 9 9 9 9 9

Example [7]
If the coefficient of variation = 8%, and the Mean of the random varaile =
75 ,
Find : The standrad deviation and the variance.

Sol

  100%
Coefficient of variation 

  100%
8% 75
100  600
   6
  36
2
   6

Example [8]
A random variable, its Mean = 125 and its variance =25. Find the coef. of
variation.

Sol

  100 %
Coeff. of variation 
5
  100 %  4%
125

Example [9]
If x is a discrete random variable its range  1,2,3,4 and if    1  0.3 ,
   3  0.4,    4  0.1. Find the Prob. Dist., then find the Mean,
variance and the Standard Deviation.

Sol
0.3     2  0.4  0..1  1
     2  0.2
    . f    1  0.3  2  0.2  3  0.4  4  0.1
   2.3
    . f     2
2 2

1  0.3  4  0.2  9  0.4  16  0.1  2.3

2

= 6.3 - 5.29 = 1.01

  1.01  1.005

Example [10]
If x is a continious random variable its density function is given by
1
 3  1 1  
f     40
 otherwise
 0
Find:      3

Sol
f 1 
4
40
f 5 
16
40
f 3 
10
40
     3
4 10

 1    3  40 40  2
2
14

40
7

20

Normal Distribution

* Normal Random Variable

It is a continuous random variable, its range = R and the
graph of its density is the normal curve (bell shaped
curve- Gauss ion curve).

* The properties of the normal curve.

1-has one top at x = .
2-The curve intersects with x - axis at  , - .
3-The curve is symmetric about x = .
4-The total area under the curve, above x - axis is one.,
0.5 in each side of .
5-
i) 68.26% of the area over the interval
[ - ,  +]
ii) 95.44% of the area over the interval
[ - 2,  +2]
iii) 99.74% of the area over the interval
[ - 3,  +3]

* The standard normal random variable. (Z)

It is a normal random variable in which,  = 0 and  = 1
* Calculation of probability of standard
normal random variable (Z)
To find  (a = x = b)
We find the area under the curve,
Above x - axis between x = a, x = b.
Notes
1) The reading of the table begins from zero.
2) The curve is symmetric aboutx = 0 , and the area of
each side
of x = 0 is 0.5.
* Exercises
1st group
of Z is a standard normal random variable, find:
1)  (Z < 2)
= 0.5 - 0.4772
= 0.0228

2) (Z < -2)

= 0.5 - 0.4772
= 0.0228
3) (Z < 1.37)
= 0.5 + 0.4772
= 0.9147

4) (- 2.75 < Z < 1.64)

= 0.4970 + 0.4495
= 0.9465.
5) (- 2.17 < Z < -1)
= 0.4850 - 0.3413
= 0.1437.

6)
= (- 2.34 = Z = 2.34)
= 2 x 0.4908
= 0.9808

2nd group
If Z is a standard normal random variable, find the value if
K which satisfies:
1)  (Z = K) = 0.1256
(0 = Z = K)
= 0.5 - 0.1256 = 0.3744



 (Z > K) = 0.7184
 (K < Z < 0) = 0.7184 - 0.5
= 0.2184





 (Z < K) = 0.9045
(0 < Z < K) = 0.9045 - 0.5
= 0.4045





 (-1 <Z < K) = 0.6187
(0 < Z < K) = 0.6187 - 0.3413
= 0.2774

 

 (-2.3 <Z < K) =0.1076
(-K < Z < 2.3) = 0.1067
(0 < Z < 2.3) - (0 < Z < -K)
= 0.1067
(0 < Z < -K) =0.4893 - 0.1067
 (0 < Z < -K) = 0.3826
   



Calculation for probabilities for normal random
variable (X)
We must change to standard normal random variable (Z) by
the rule :
Z = ( x -  /) 



Notes
1) the No. of … = the prob. Of … x total Number.
2) The percentage of … = the prob. Of … x 100%.

3rd group

1) if x is a normal random variable whose Mean = 0.35

and its Variance = 0.25., find:
i)  (x < 0.6) ii)  (- 0.35 < x < 0.95)

Sol
 = 0.35  = 0.5

i)  (x < 0.6)
=  (Z = ((0.6-0.35)/0.5)
=  (Z = 0.5)
= 0.5 - 0.1915 = 0.3085.

ii)  (- 0.35 = x = 0.95)

=  [(- 0.35 - 0.35)/0.5)] = Z = [(0.95 -
0.35)/0.5]
=  (-1.4 < Z < 1.2)
= 0.3849 + 0.4192 = 0.8041

2) if X is a normal random variable with

Mean = 17, and its standard deviation= 4., find the value
of K of
i)  (X < K) = 0.1915
ii)  (X > K) = 0.3413

Sol

i)  (X < K) = 0.1915
 (Z = (K - 17)/4) = 0.1915
(0< Z < (17 - K)/4)
= 0.5 - 0.1915
= 0.3085
 



 (x > K) = 0.3413
(Z > (K-17/4) = 0.3413
(0 < Z < (K-17/4)8
= 0.5 - 0.3413
= 0.1587








Find :
 (X > ).
b)  (X >  + 2).
c)  ( -3 < X <+- ).

Sol
a)  (X > ).=  (Z > 0) = 0.5
b)  (X >  + 2).
=  (Z > 2)
= 0.5 - 0.4772 = 0.0228

c) ( -3 < X < + ).

=  (-3 < Z < 1)
= 0.4987 + 0.3413 = 0.84

4) if the height of water of rainfall during a

month follows the normal distribution with mean
=  = 5 cm, and variance = 9 cm2. find the
prob. That the height of water of rainfall in
this month in the next year.
i) greater than 8 cm.
ii) Between 2 cm , 11 cm.

Sol
i)  = 5
=3
 (X > 8) =  (Z > 1)
= 0.5 - 0.3413 = 0.1587.
ii)  (2 < x < 11)
=  (-1 < Z < 2)
= 0.3413 + 0.4772 = 0.8185.

5) if X is a normal random variable with mean = 17

and standard deviation = 2. find:
i)  (16 < x < 20) ii)  (X > 15)

Sol
 = 17
=2

i) (16 < x < 20)

=  (-0.5 < Z < 1.5)
= 0.1915 + 0.4332
= 0.6247
ii) (X > 15)
=  (Z > -1)
= 0.5 + 0.3413
= 0.8413

6) if the Monthly income for a group of 400 workers

follows the normal distribution with mean 250 L.E. and its
standard deviation 25 L.E. find the number of workers
whose income less than 304 L.E.

Sol

 = 250
 = 25
total number = 400
 (X < 304) =  (Z < 2.16)
= 0.5 + 0.4846 = 0.9846
The number = 0.9846 x 400 = 394

7) if x is a normal random variable with mean = 45 , and

 standard deviation = 4 ,
find the value if K of  (X > K) = 0.1587

Sol

 = 45
=4
 (X > K) = 0.1587
 (Z > (K - 45)/4) = 0.1587
 (0 < Z < (K - 45)/4)
= 0.5 - 0.1587
= 0.3413
  

8) If the weights of students in a certain college follows the
normal distribution with mean = 68 kgm. And variance =
16 Kgm2 Find :

i) The prob. That the weight greater than 70 kgm.

ii)The percentage of students whose weights lie
between 65 kgm, 72 kgm.
iii)The number of students whose weights exceeds
66 kgm. if the number of students is 2000
students.

Sol

 = 68
=4
i)  (X > 70)
=  (Z > 0.5)
= 0.5 - 0.1915 = 0.3085.

ii)  (65 < X < 72)

=  ( -0.75 < Z < 1)
= 0.2734 + 0.3413
= 0.6147
The percentage
= 0.6147 x 100%
= 61.47%

iii) ( X > 66)

=  (Z > -0.5)
= 0.5 + 0.1915.
= 0.6195
The number = 0. 6915 x 2000
= 1383
9) It is found that the heights of a certain plant is
normally distributed with mean = 50cm, and standard
deviation = . if 10.56% of this plant is less 45 cm. Find
the variance of the height of this plant.

Sol
 (X < 45) = 0.1056
 (Z <(-5/)) = 0.0156
 (0 <Z < (5/6)) = 0.5 - 0.1056
= 0.3944

 = 4
2
(variance) = 16

10) if the marks of students in an Examination follows the

normal Distribution with mean = 61 marks , and standard
deviation = 12,if 19% of the students get Excellent. Find
the minimum mark a student must get in order to receive
this degree.
Sol
Let this mark = K
 (X > K) = 0.19
 (Z > (K - 61)/12) = 0.19
 (0 < Z < ((K - 61)/12) = 0.31



Correlation
* Def: The correlation
The correlation is a relation between 2 variables or more . And is
measured by means of correlation coefficient “r” where -1 = r = 1

* Types of correlation

-Direct: 0 = r = 1 1
-Indirect (inverse): -1 = r < 02

Notes
1- If r = 0 no relation
2- If r = 1 perfect direct
3- If r = -1 perfect indirect

* Degrees of correlation
 1- weak : If 0 < r < 0.4 or -0.4 < r < 0
2- moderate (middling): If 0.4 = r = 0.6 or -0.6 = r = -0.4
3- Strong: If 0.6 < r < 1 or -1 < r < 0.6

* Pearson’s correlation coefficient :

n xy   x y
r
n x 2   x  n y 2   y 
2 2

Where n is the number of ordered pairs , the table in this case consists of
5 columns , which are x , y , xy , x2 and y2

Example: 1- Fined person’s correlation coefficient Form the following

data between x , y and determine its type degree .

Sol
 7  320  49  45 35
n=7 r= 7  359  2401 7  303 - 2025 = 112  96

r= 0.34 Direct / Weak .

* Spearman’s rank correlation coefficient

In this way , we find the correlation coefficient between ranks of values,
not the values itself.
Steps:
1- Arrange both of the given ordered pairs by the same way ( ASC.
Together or desce . together ) and if 2 values or more , have the same
order , give each of them the Arithmetic Mean of their orders .
2- The table consists of 4 columns : ranks of x- ranks of y- D - D2 where
“D” is the absolute difference between ranks .
3- Use the rule :

Where n is the number of ordered pairs .

Example 2
From the following table

Find Spear man’s rank correlation coefficient between x , y .

Sol
 n=6
6 D 2
6  49.5
r  1   1 -  0.41
nn - 1
2
6  35

Example 3
From the following table

1- Find Pearson’s correlation coefficient

2- Find Spearman’s rank correlation coefficient.
3- Compare between r in 1 , 2

Sol
Pearson : 1
 n=6

n xy   x y 6  43  39  29
r 
n x 2   x  n y 2   y 
2 2 6  283  1521 6  161  481

147 147
r   0.988
177  125 148.74
2-Spearman :

n=6

6 D 2 6  0.5
r  1  1  0.986

n n 1 2
 6  35
 The value of r in both cases approximately equal , but there is a 1
difference between them .

Example 4

If

y 9  x  14
 x  252
2  xy  192
n7  y  171
2

Find Pearson’s correlation coefficient .

Sol

7  192  14  9
r
7  252  196 7  171  81
1218
r
1568  1116
1218
r  0.92
1322.83

REGRESSION

* Scattering Diagram
 A set of disjoint points, and by the

use of the method of least squares ,

we can find the

Equations of Regression .

the eq. Of Reg . of y on x ( to Estimate y when x = 1

…)_

Y=ax+b , where

1-

( coeff. Of Reg of y on x )

2-
1-The [Link] reg of x on y(to Estimate x when y =.)
 X=cy+d , where

( coeff . of Reg x on y ) )1
)2

)3
)4
2-The relation between the linear correlation )5
coefficient “r” and the coeff of Reg :

r2  ac
Where “r” takes the same sign as a,c.

Note
to find the eq. Of Reg , the table consists of 5 columns
which are x,y,xy,x2 and y2 .

Example1

If the coeff. of Reg of y on x is - 0.25 , and the coeff . of

Reg of correlation X an y is -0.81. find the linear
correlation coeff and determine its type and its degree .

Sol

a = -0.25 c= -0.81
2
r = ac = (-0.25 ) ( -0.81)
r = -0.45 indirect / moderate .

Example 2
If the coeff. of Reg of x on y is 1.21 and the linear
correlation coeff. between x , y is 0.33 . find the coeff of
Reg of y on x .

Sol

c= 1.21 r= 0.33
r2 = ac

0.332
a   0.09
1.21

Example 3
From the following table

a-Estimate x when y = 5 , by using a suitable reg.

Line
Find the eq. Of reg. Of y on x .-b
Find the linear correlation coeff using the Reg.- c
Coefficients
d-Find Pearson’s correlation coefficient
e-Compare the results in “c” , “d” .
 n=6
a- x = c y + d

n xy   x y 6  75  30  20
c  
n y 2   y  6  82  400
2

c = -1.63
d 
x  c y

30  1.63  20
 10.43
n 6

X = -1.63 y + 10 . 43 when y = 5
X = -1.63 (5) + 10.43 = 2.28
b- y = a x + b
n xy   x y 6  75  30  20
a  
n x2   x 6  192  900
2

a  0.595

b 
y  a x

20  0.595  30
n 6
b=6.31
y = - 0.595 x + 6.31
c- r2 = a c
r2 = -0.595 X -1.63
r= -0.98

n xy   x y
r 
d-
n x2   x n y   y 
2 2 2
  150  150
r    0.98
252  92 15.87  9.59

er in c , d is the same .

Example 4
If ∑ x = 50 ∑ y = 60
∑xy = 361 ∑ x2 = 310
∑ y2 = 498 n = 10

find: 1- the eq. Of reg. Of y on x

2-Estimate x when y = 8

Sol
1- The eq. Of Reg. Of y on x :
Y=ax+b
n xy   x y 10  361  50  60 61
a   
n x   x 10  310  2500
2
2
60
61
60   50
b 
y  a x
 60  0.92
n 10
61
y  x  0.92
60
2- The eq. Of reg. Of x on y
x=cy+d
n xy   x y 10  361  50  60
c   610
n y   y  10  498  3600
2 2
= 1380
61
c 
138
91
50   60
d 
 x  c y
 138
n 10
23.5
d  2.35
10
61
x  y  2.35
138
 61
aty  8 : x   8  2.35  5.89
138