Random Experiment:
An experiment whose outcomes we cannot predict in advance, but we can list its all possible
outcomes in advance.
For example: tossing of a coin.
Sample Space:
It is a set of all possible outcomes of a random experiment. It is usually denoted by “S”.
In tossing of a coin. Sample space = S = {𝐻, 𝑇}
Event:
Any subset of a sample space is called an event.
For example, in tossing of a coin, all possible events are: ∅, {𝐻}, { 𝑇}, {𝐻, 𝑇}
Sample Point:
Each element of sample space is called sample point.
Simple event:
An event with only one sample point is called simple event.
Compound event:
Compound event is an event with at-least two sample points.
Example:
Tossing of a coin.
Sample space = S = {𝐻, 𝑇}
n(S) = 2
All possible subset are:
∅, {𝐻}, { 𝑇}, {𝐻, 𝑇}
How to find probability?
Let A is the event that head appears.
A= {𝐻}
n(A)=1
P(A)=n(A)/n(S)=1/2
Random Variable:
A variable whose values are determined by a random experiment or realizations of random
experiment is called a random variable.
A coin is tossed twice:
S = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}
Let X = number of heads
Then
S. No. Outcomes No. of heads = x
1 HH 2
2 HT 1
3 TH 1
4 TT 0
Then probability distribution of random variable “X” is
x P(x)
0 1/4
1 2/4
2 1/4
Properties of a probability distribution:
a. 0 < 𝑃(𝑥) < 1
b. ∑𝑛𝑖=1 𝑃(𝑥𝑖 ) = 1
Another example:
A coin is tossed thrice or three coins are tossed once.
S = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝑇𝐻𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}
n(S)=8
Let Y = Number of heads
Then all possible values of random variable y are 0, 1, 2, 3.
Probability distribution of random variable Y is
y Favourable sample points Number of sample points P(y) y*P(y) y2*P(y)
0 TTT 1 1/8 0 0
1 HTT, THT, TTH 3 3/8 3/8 3/8
2 HHT, HTH, THH 3 3/8 6/8 12/8
3 HHH 1 1/8 3/8 9/8
Sum 1 12/8=1.5 24/8=3
Mean of a probability distribution
𝐸(𝑌) = 𝑀𝑒𝑎𝑛 = ∑ 𝑦 ∗ 𝑃(𝑦)=1.5
𝐸(𝑌 2 ) = ∑ 𝑦 2 𝑃(𝑦)=3
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 𝑜𝑓 𝑌 = 𝑉𝑎𝑟 (𝑌) = 𝐸(𝑌 2 ) − [𝐸(𝑌)]2
= 3 − [1.5]2 = 0.75
Binomial Probability Distribution:
Binomial Experiment:
An experiment with the following four properties is known as a binomial experiment.
a. n=number of trials is fixed.
b. For each trial there are only two possible outcomes:
i. Success (S)
ii. Failure (F)
c. p=P(Success) remains same for each trial.
d. Successive trials are independent.
Binomial Probability Distribution:
𝑛
𝑃(𝑋 = 𝑥) = 𝑃(𝑥) = ( ) 𝑝 𝑥 𝑞 𝑛−𝑥 , 𝑥 = 0,1,2, … , 𝑛
𝑥
Where n= number of trials
p= P(Success) in each trial
q=P(Failure)
x=number of successes or binomial random variable.
Note: n and p are two parameters of a binomial distribution/model.
Numerical Problems, Sheldon M. Ross:
Page 242:
Solution (a) Given
n=20 and p=0.4
Complete binomial probability distribution using minitab is
x P(x)
0 0.000037
1 0.000487
2 0.003087
3 0.012350
4 0.034991
5 0.074647
6 0.124412
7 0.165882
8 0.179706
9 0.159738
10 0.117142
11 0.070995
12 0.035497
13 0.014563
14 0.004854
15 0.001294
16 0.000270
17 0.000042
18 0.000005
19 0.000000
20 0.000000
Page 245: Numerical Questions, Sheldon M. Ross