UNIT II PROBABILITY AND RANDOM VARIABLES
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.
Sample space: The totality of all possible outcomes of a random experiment
is called a sample space S and a possible outcome, or element in a sample
space is called a sample point.
Eg: in throwing a die, S = {1,2,3,4,5,6}
Equally likely events: Two or more events are equally likely if each of them
has an equal chance of happening.
Mutually exclusive events: Two events are said to be mutually exclusive if
the occurrence of any one of them excludes the occurrence of the other in a
single experiment.
Eg. If a coin is tossed, the events of getting H and T are mutually exclusive.
Eg: Consider the following two events:
A — a randomly chosen person has blood type A, and
B — a randomly chosen person has blood type B.
Events A and B are mutually exclusive or disjoint.
Eg: Consider the following two events:
A — a randomly chosen person has blood type A
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
Independent events. Two or more events are independent if the occurrence
of one does not affect the occurrence of the other.
Eg. If a coin is thrown twice, the result of the second throw is not affected by
the result of the first throw.
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.
Complementary events: If A and B are mutually exclusive and exhaustive
events, then A is the complementary event of B and vice versa
Eg: When a die is thrown, getting an even number and getting an odd number
are complementary events
1. Which of the following are pairs of mutually exclusive events in drawing
a card from a standard deck of 52 cards?
(a) A heart and a queen
(b) A club and a red card
(c) An even number and a spade
(d) An ace and an even number
2. Which of the following are mutually exclusive outcomes in the rolling of
two dice?
(a) A total of 5 points and a 5 on one die
(b) A total of 7 points and an even number of points on both dice
(c) A total of 8 points and an odd number of points on both dice
(d) A total of 9 points and a 2 on one die
(e) A total of 10 points and a 4 on one die
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.
Statistical or posterior definition
If an experiment is repeated a large number of times under identical and
homogeneous conditions, then the limiting value of the ratio of the number of
times the event A happens to the total number of trials, as the number of trials
increases indefinitely , is called the probability of A
If the event A happens m times out of n repititions of a random experiment,
then
Axioms of Probability
Let be a sample space and be an event. Let be a real valued function
defined on . is called the probability of if satisfies the following
axioms:
(i) For every event ,
(ii)
(iii) If A and B are mutually exclusive events, then
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
Theorem 1: Probability of an impossible event is zero. i.e.,
Theorem 2: where is the complementary event of .
Theorem 3:Addition law of probability
If and are any two events,
Corollary: If are any three events, then
Theorem 4: If A and B are two events such that , then
Independent events: Two events A and B are independent if
Problems
1. One card is selected at random from a pack of 52 cards. What is the
probability that it is either a king or an ace?
Answer:
Let be the event that the card is a king
be the event that the card is an ace.
Then
and are mutually exclusive events
2. A and B are events with . Find
Answer:
3. Four persons are chosen at random from a group containing 3 men, 2
women and 4 children. Find the probability that exactly two of them will be
children.
Answer:
Total number of persons =
Four persons can be selected in ways.
Probability of selecting exactly 2 children and the remaining 2 from among 3
m3n and 2 women =
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.
Hence, required probability = .
5. The probability that solves a problem is and the probability of and
solving the problem is . The probability of or solving the problem solving
the problem is . Calculate the probability of solving the problem.
Answer:
Let and respectively denote the events of and solving the problem.
Then
Now,
Hence,
6. From a well shuffled deck of 52 playing cards, 4 cards are selected at
random. Find the probability that the selected cards are
i) 3 spades and 1 heart
ii) 2 kings, 1 ace and 1 queen
iii) All are diamonds
iv) There is one card of each suit.
v) All the four are hearts and one of them is a jack.
vi) A spade, a heart, a diamond and a club in that order
Answer:
P(getting 3 spades and I heart) =
P(getting 2 kings, 1 ace and 1 queen) =
P(all are diamonds) =
P(getting one card from each suit) =
P(getting 4 hearts out of which one is a jack) =
P(getting A spade, a heart, a diamond and a club in that order)
7. What is the chance that a leap year selected at random will contain 53
Sundays?
Answer:
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)}
No. of events favourableto getting an extra Sunday = 2.
Required probability =
8. Three horses A, B, C are in a race. A is twice as likely to win as B and B
is twice as likely to win as C. What are their respective probabilities of
winning?
Answer:
Let be respectively the events that win the race.
is twice as likely to win as
is twice as likely to win as
Now,
9. If , find .
Answer:
10. Let A and B be two events, such that
Show that (i) (ii)
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
Hence, probability of one girl and two girls =
12. A problem is given to 3 students A, B, C whose chances of solving it are
respectively.
What is the probability that
(i) The problem is solved
(ii) Exactly one of them solves the problem.
Answer:
Let be the events that respectively solve the problem.
(i) (The problem is not solved) =
(since are independent)
(The problem is solved) =
(ii) (Exactly one of them solves the problem)
, since the 3 cases are mutually
exclusive
, due to independence
13. A problem in Statistics is given to five students A, B, C, D and E. Their
chances of solving it are . What is the probability that the problem
will be solved?
Answer:
The probability that no student solves the problem =
Hence, the probability that the problem will be solved =
14. A is known to hit the target in 2 out of 5 shots whereas B is known to
hit the target in 3 out of 4 shots. Find the probability of the target being hit
when both try independently?
Answer:
, since and are
independent
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
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
Hence and are likely to contradict each other on an identical point in 47.5%
of the cases.
16. The odds in favour of A solving a mathematical problem are 3 to 4 and
the odds against B solving the problem are 5 to 7. Find the probability that the
problem will be solved by at least one of them.
Answer:
, since and are
independent
Multiplication law of probability
If A and B are dependent events in a sample space S, then,
if
if
Conditional probability
If A and B are dependent events, the conditional probability of A given B
means the probability of occurrence of A when the event B has already
happened. It is denoted by P(A/B) and is defined by
if
if
Note:If two events A and B are independent,
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.
18. If the probability that a communication system will have high fidelity
is 0.81 and the probability that it will have high fidelity and high
selectivity is 0.18, what is the probability that a system with high
fidelity will also have high selectivity?
Answer:
Let be the event that the system has high selectivity
and be the event that the system has high fidelity.
19. In a certain group of computer personnel, 65% have insufficient
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%
Total probability theorem
If the events constitute a partition of the sample space and
, then for any event in we have
Baye’s theorem
Let be n mutually exclusive and exhaustive events. Let be an
independent event such that
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?
Ans: Let A1 be the event that Mr. Chatterji becomes principal
A2 be the event that Mr. Ayangar becomes principal
A3 be the event that Dr. Singh becomes principal
B be the event that co-education was introduced in the college.
Total probability theorem,
21. In a bolt factory, machines A, B and C manufacture respectively 25%,
35% and 40% of the total. Of their output 5, 4, 2 percent are defective bolts. 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 total probability theorem,
By Baye’s theorem,
Probability that the defective bolt was manufactured by machine A =
Probability that the defective bolt was manufactured by machine B =
Probability that the defective bolt was manufactured by machine C =
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.
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:
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.
Let be the event of selecting 2 white balls.
By Baye’s theorem,
Thus, probability that all the balls are white =
24. For a certain binary, communication channel, the probability that a
transmitted ‘0’ is received is 0.95 and the probability that a transmitted ‘1’ is
received as 1 is 0.90. If the probability that a ‘0’ is transmitted s 0.4, find the
probability that (1) a ‘1’ is received and (2) a ‘1’ was transmitted given that a
‘1’ was received.
Answer:
Let be the event of transmitting 1 is the event of transmitting 0
Let be the event of receiving 1 is the event of receiving 0
(1) By total probability theorem,
(2) By Baye’s theorem,
25. The chances of three candidates and becoming the manager
of a company are in the ratio 3: 5: 4. The probability that a special bonus
scheme will be introduced by them if selected are 0.6, 0.4 and 0.5
respectively. If the bonus scheme is introduced, what is the probability that
has become the manager?
Answer:
Given
Let denote the event of introducing the bonus scheme.
Probability that has become the manager =
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.
By total probability theorem, probability that the test result is positive =
By Baye’s theorem,
27. In answering a question in a multiple choice test, a student either
knows the answer or he guesses it. Let p be the probability that he
knows the answer and 1-p be the probability that he guesses.
Assuming that a student who guesses the answer will be correct
with probability 1/5, where 5 is the number of multiple choice
alternatives, what is the conditional probability that a student knew
the answer to a question given that he answered it correctly?
Answer:
Let be the event that the student knows the correct answer.
is the event that he guesses.
Let be the event that he answered the question correctly.
By Baye’s theorem,
Random variables
A real variable X whose value is determined by the outcome of a random
experiment is called a random variable.
Eg. A random experiment consists of two tosses of a coin. Consider the
random variable representing the number of heads (0, 1, or 2)
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
Discrete 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.
Probability mass function (p.m.f.)
If X is a discrete random variable assuming values then
is called the probability mass function of X.
should satisfy the following conditions
(i)
(ii)
Continuous random variable
A random variable X is said to be continuous if it can take all possible values
between certain limits
Probability density function (p.d.f.)
The probability density function of a continuous random variable is
defined as
, where
is an infinitesimally small interval and satisfies the following conditions:
(i) is integrable over the range
(ii) for all
(iii)
Properties of probability density function
(i)
(ii)
(iii)
(iv)
Distribution function
Let X be a random variable. The function
is called the distribution function or cumulative distribution function (c.d.f) of
(iv) For a continuous random variable,
Properties of distribution function
Let F be the distribution function of the random variable X
(i) If a < b, then
(ii)
(iii) If then , ie, is a monotonically non-decreasing
function
(iv)
Problems
1. A discrete random variable has the probability function given below:
Find (i) the value of
(ii)
(iii) the distribution function of .
(iv) the minimum value of ‘ ’ such that
Answer:
(i)
cannot be negative, hence
Hence the probability distribution is given by
(ii)
(iii)
Hence
(iv) The distribution function of is given in the table:
2. A discrete random variable has the following probability distribution
Find (i) the value of (ii)
(iii) (iv) distribution function of .
(i)
Hence the probability distribution of is:
(ii)
(iii)
(iv) Distribution function
3. If , find (i)
(ii)
Answer:
(i) =
(ii)
4. If a random variable x takes the value 1, 2, 3, 4 such that
find the probability distribution of .
Answer:
Let
Then
Hence the probability distribution is
5. A continuous random variable X has a p.d.f . Find
such that
Answer:
6. A continuous random variable X that can assume any value between
and has the density function given by
Find
Answer:
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
(i) (tyre will last atmost 10000 miles)=
(ii) (tyre will last anywhere from 16,000 to 24,000 miles)=
(iii) (tyre will last atleast 30,000 miles) =
8. The diameter of an electric cable X is a continuous R.V with p.d.f
Find the (i) value of . (ii) The c.d.f of X
(iii) (iv) a number such that
Answer:
(i)
(ii)
(iii)
=
9. If the c.d.f. of a random variable X is given by
Find
Answer:
(i)
Hence,
(ii) , by property of c.d.f
(iii)
10. If Find the p.d.f of .
Answer:
11. If X is a continuous random variable with p.d.f.
Find , the density function of X and
Answer:
Using distribution function,
(or)
Mathematical expectation and moments
The mean value of a random variable X is called the expectation of X and is
denoted by E(X).
Note: If X is a random variable and g(X) is a real function of X, then
Properties of Mathematical expectation
If X and Y are random variables and a, b are constants, then
(i) E(a) = a
(ii) E(aX) = aE(X)
(iii) E(aX+b) = aE(X) + b
(iv) E(X+Y) = E(X) + E(Y)
(v) E(XY) = E(X).E(Y) if X and Y are independent random variables.
Mean and Variance
Mean of X =
Variance of X =
Properties of variance
(i)
(ii) , where a is a constant
(iii)
(iv)
(v) if X and Y are independent
Moments
Raw moment: (Moments about the origin)
The rth raw moment of a random variable X about the origin is defined as he
expected value of the rth power of X.
Central moments: (Moments about the mean)
Relationship between raw moments and central moments
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):
13. If a random variable X has density function
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
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)
Then P( = )= =
Then the pmf of X is given by
Face shown up: 1 2 3 4 5 6
: 0 20 0 40 0 -30
Expected value of money he gains = Rs. 5
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
P(X =15) = P(3 black) =
P(X =20 ) = P(2 black, 1 white) =
P(X =25 ) = P(1 black, 2 white) =
P(X =30 ) = P(3 white) =
The p.m.f. of X
X: 15 20 25 30
P(X=x) :
E(X) =
18. If , find where is a random variable.
Ans: ( )=
19. If and are independent random variables with variances 2 and 3
respectively, find the variance of
Ans
20. Let X be a random variable with
Answer:
21. A continuous random variable X has pdf Find k,
rth raw moment, mean and variance.
Answer:
Note:
where is a positive integer. (Gamma integral)
Using Gamma integral,
Substitute
Mean =
Variance=
22. Find the mean, variance of the random variable X which has the
following density function.
Answer:
is a continuous random variable.
Mean =
23. Let X be a random variable with distribution function F given by
Find the pdf of X. Determine raw moment, mean and variance of the
rth
distribution.
Answer:
Substitute
Variance=
, Variance=
24. The cumulative distribution function of a random variable X is
Find the probability density function of X and the mean
and variance of X.
Answer:
Mean =
using Gamma integral
25. For the continuous distribution , find k, mean and
S.D.
Answer:
6, Mean=0.5, Variance=0.05, S.D.=0.2236
Moment Generating function (M.G.F.)
1. A random variable X has the probability function
Find its (i) M.G.F, (ii) Mean.
Answer:
To find MGF:
To find mean
2. Find the m.g.f , mean and variance of the distribution whose p.m.f is
Answer:
To find MGF
To find mean
To find variance
3. Find the moment generating function of the distribution:
Hence find the the mean, variance, .
Answer:
4. The moment generating function of a random variable is given by
. Find the p.d.f. of
Answer:
For a discrete random variable,
Comparing with the given MGF, we get the values of
5. Find the m.g.f of the random variable X which has the following density
function.
Answer:
Extra questions
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 , find .
4. In a random experiment, . Find .
5. The probability of A solving a problem is 2/3 and the probability of A and B
solving the problem is 14/25. The probability of A or B solving the problem is
4/5. Calculate the probability of B solving the problem.
6. If A and B are two events such that find
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.
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 A 1, 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 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)
(iii)Variance of (iv) distribution function of X.
2. Given the probability density function , find k and the
c.d.f.
3. If the density function of a continuous random variable X is given by
(i) Find the value of ‘a’ (ii) Find c.d.f of X (iii) Compute
4. The diameter of an electric cable is a continuous R.V with p.d.f
. Find the (i) value of k. (ii)
(iii) (iv) Mean of
5. The probability mass function of is given below.
: 0 1 2 3 4 5
2 11 23 9 4
Determine (i) (ii) (iii) Mean of (iv) Variance of
6. If the p.d.f. of a random variable is , find and
.
7. A continuous r.v. has the probability density function given by
. Find and .
8. Let be a random variable taking values -1, 0 and 1 such that
. Find the mean of