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Module 6 covers the basics of probability, including definitions of events, sample spaces, and key concepts such as conditional probability and probability distributions. It distinguishes between discrete and continuous probability distributions, providing formulas for expectation, variance, and standard deviation. The module also includes problems and examples related to discrete and continuous distributions, along with homework problems for practice.
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MODULE 6 PROBABILITY
# Basics of Probability
® Tf ‘Nis an event and ‘sis the sample space
ter [r= that oes
@ osP(Ayst orpeite baat
® Tf K is on event and ‘A’ is complementry event
then Pa)+ PA)=4) SS >[ PA = IP)
@ Conditional Probability :- nlercecton (come)
= Pcane) effetti A §
rive) 7) B fas occured
on
_ PCAne) Probability ef &
PON) = 57 | olen A tas occured
PROBABILITY DISTRIBUTION
-———
DISCRETE frobelil CONTINUOUS
gents
3 FORMULAE t- FORMULAE s-
@) Sum of all Probabilihes is one G@) Sum of all Probabilities is one
— bg
SZ pedat Fat [fodax=2 Part
@) Expectation (mean) :- @ Expectation (mean) :-
EO = Sx run EO = fe fade
@ Variance f Vari) or vinx) oe 6*}| (@) Variance { VarOs) or Vix) ox oti
Vanix) = E(x) ~ [E09] Vari) = EO) ~ [ecg ]”
where ,
whee, Aa
EG = SX POD EQ)= [efolde
@ Standard deviation (spdery i= | @ Standard deviation (svder i=
o= t+] vanod oa + Jvabs
G) Median (m) ® Median (mi
@ Haymenic Mean {Hm}
&
Ha [x todm PROBLEMS ON DISCRETE DISTRIBUTION ch
@ teranm seanieciotanan manny ¥OFC? Ys
x opt? i
Pa ntact ei) cdf
Find: Ok WPK=4), WPS=X=8) MED OY VO) WO
Salo
GAS, Sum of alk Probabilities is one
= Sree =4
K+ Sk ESR Se FRESE TNR AIBK od
4gKnt alee ds
Pdf: is,
xlo[' (z|2| 4] «le
wis (ele lelel els
Wd PLXE4) = 1 PO >a)
= \-[r&s.0]
ce -24
43
= 8s
45
+[p (x29 = 05002
Wd P(B5) () POsXs8)
PO kok ok
fd :() (a) POK<5)
OF oo GE wd &
E05/mean/ expectation
Ww ELE
o B= rape
Zt te
ae Web an § + ang thee Ge
tee
Gy
ey sum of all Pobeb's is one:
S eeevat
Keak t ake Rak rte aks
keg a
But oS P(xene 1
= we discord Kel wr vant) (6'9- -» [Vaalx)= BU) -[eGo]?| 0
ae Za ered
2s Bebe tee +d rig ob ez
Pa?
oO eae et ]
z +t
reals le [4 [a ]% Ja |e &
WACK) = PC KEL 23,9) -
= grerdrg from),
Yor(x) = 12-4521 (B.1406)~
= OFS
Va) = 25857
il) PCx>S) = P(x=6,9)
v ¢ P(x 6,9) wid Gi (sad
aie a elet
by ty by Gs +Taw
CALLUS lees lal ear
Gv 9(04 x45) = P(x=e, 12,345) oF
= I- p(x>5)
= 1-[e(x=6,7)]
~ 004934
= 0 Meh D reeves teeta (00 te bay ay etn
$a hs we tno,
Speen
cere ah, eg
SK oa oK
ube bbat oe
5K
KLck +945 5K Now cdf is given by
uk+a4 20 KA Por es
fon 2] BY] t
. t t
But for K=3, P(x=0) bewmes negative Bez ayer
Wwe discard K=3 BCR ee
+ EG) = FR youll
- (tein)
Pat is,
x [eo | |
tom 3 | Fl]
© rmerarna cine sedsaternnn vanseinseen seven | kebving O 4 @ in cae,
= m=z > neg
Sdo- As we know, pat is,
Spud = x @ [2 [6 [20 [24
promt nega get eole Lele |e |e
2 mene
a4 FoR youly
Jona 3 |-©
Now we have ,
men
EQ) =16
2 Sr 2 (e=4) =
5 |
wel + am+ bos geee + Béak =e
Pa! ‘A a =
given)
(2m +16n =
—e
am+4n=2 G) He povabty cers
sed @)= 90°F
SC 106" payes0-1 Fageand POX)
Tans (= 19, (1) 8) NET: Doe; EXTC : W-8, D-18)
pat is, But fer c=2,1 , P(x=0)>4
x o 4 2 we discard ca2,1
PE | 32 [ac-we*] se-1
As we knew, £28)
= rory=t 4
ade 4e 10% 5e4 2 FoR You
12,
do:
3Aw+9e 2 =0
£ 1
er2,1,4
© rine random variable x'takes the values 1, 23,4 such tat 22 = 1) = SPIX = 2)
P(x = 3) =8P(X = 4) find the probably clstrbuton and cumulative detcuton of
sdox tere we fave,
QP(X=%) = 3F(K*2) = 6S) 5 P(x= 4)
Pat is,
x 4 2 3 4
AP(K=)) = ox
(81) = mL ETF de
2 POE
Fi t
> 3p (x=4)= P=) For You 1!
Aded= K
eed = §
> B-P(KeW) = PS)
E =
Pos= €
HH HOMEWORK PROBLEMS
@ The probability density function of a random variable x is [CMPNINFT : D-15;
x: [2/41] 0][1]2]3 MPN : M-18, D-18;
pa lorLe [ostae [Ost k MECHIAUTOIPRODICIVL : D-18]
Find -()k, (mean, (i) variance (Ans.: (90.1, () 08, (i) 2.16}
(© Arandom discrete variable x has the probability density function given
k T211[o0][1[213 {INET M18]
Pays o2 Tk [Ot aK LOTR] [Ans. (02, (0.4, (i) 3.3104)
Find )K GER) Gi) VOO
(g [Link] random variable has the probability distribution given below:
x[-2[-1[0]1][2]3 [CMPNINFT : M-17]
poo [0.2 | « [0.1] 2x [0.1 | 2K (Ans.: k= 0.12, Mean = 0.64,
Find k, the mean and variance Variance = 3.3104]
ds) A aiscrete random variable has the probability density function given below
Xe 72 Se [MECHIAUT
P(K=x):| 02] k | Ot] 2 | 01] 2k cmp!
Find k, the mean and variance. [Ans.: 0.12, 0.64, 3.3104]
(i) overeat cnt cain re
emscearmmapncn, SS Topco
(69 pasado renee neem
Pore oes Cea Ce] week 008 mean= 125 PROBLEMS ON CONTINUOUS DISTRIBUTION
Hnalihy doesn't matter
seer be: p(x>2) = PLX2D)
n=
wo Pl ise xe8)
fr: (DK) Mean Variance Oe wi pS)
2 = = | Gly Yotanee «
Sdo- +2 8X) =kKY OA ---- oc zee | WO AEE
telatce «| Vak(x) = £02) - Cew)™ i @
=o
@ As we know,
[soaae =i
°
2
Kfae dx =!
TA
feu
on
aw
3
#]
a
thet,
EX = 12 FO) de
EW= [? (arid) dx
2 ED
Z|
5
2 PAP is,
f@= 2@ta~ Dexee
ec ceets Dthenvise
Wy Mean:
“7 EQ®= [rime
i2 (QQexyde
OY) P(rs< X22): W PCxr)
2 2
= J fax = J fojan
5 }
L feGewen
ey
4 fz@edo
at
w PCx eID:
- rom
2 2@ on
4
AA $9) etx crane.s anion vale ih pray debuen
There ot ermx- bm
roxene le O08 eek stn 8 Ry Ey
Salo Paf. is, Now,
ozxes
elseuthart,
As we know,
¢
J#o)dx =4
2
ieee
a 3
ze 5
Gre)
OP rome
Findk gen nd Bt) (Ant k= 9, Mean =9,°( 8) = 0.4875
bole:
FG) = kx oaks | [poe
wR RES En fot
= 6K-KY--- 4axe6 to
As we kno,
A
[feo = 4
°
2 G ©
[kxd +f aka + f (ck-Kxdu = 4
2 2 4
k G+ ae) + (oe Key =4
& Ak + 8K (2) + (26k- 16k) - G24K-SK) ot
AK +AK4 ISK- 1K Hd
gket ED
Pap is,
foe gx no enee
=a 4 2exeu
2
I(1exe2)= J (de
i
= [G+
4
Now,
Za
a
E09 = J xFO9de
2 4 ‘
& Be | tude + fdr + [Gaye
2 2 4
Now,
Pies
we
3
x <3) d=f fa)ae
2 2
=[gxom +fa wt du
i e
= G74 FOr
-4(2-4) +20
=3(2) +4
een
= ore
if 49) see momen so soe ety
also find err Dey
ato 5 P(x7a)
a8
o Pad is,
f@)= ka"... az0
As we know,
co
Foner =1
°
co
2 J Sxde = 4
(re]=1 {Eo fammat
K@neL
2 PAfis,
fy=g2e*-.
x20
Now,
FQ) = Ja far
2 EOS Tt Bede
Vans) = E62) -[E%J* HO
thew,
€@) = JP fade
«fener or
‘varta) = 3]
xn
J or2%ax = [ni
°
— [rw = nt
enfin.
> fen
ner
dx
+ from,
Yar) = 12- (*
~ Was)=2
Now,
PCx2) = [roe
5x
ie
= jag dx
O-96-0@!
[ieee —48"-267f - 4]
ic
log’ P22]
P(xe8) =
/
"
ye
wh
. [PCx¥2) = 0-32.33
fot,
P(x>3) = j (dx
“fe
a a
Ve an
-f
4
—
Pare 44) Deine Random varie with an example, Find ifthe folowing i a pt. a ee
‘Also find mean. L 4)
2
Bor Fe KLe 0c neo TED
(As we kno,
°
Jfodax = 4
3
oe
ak
fee ae = 2
GD HH
& focene wo | 869-3] FE]
Gert) fiat Jefede rt afar]
OP san? i
2 &jes| 2e"y
Le) s[ve je et
using ame substiihion,
5
fi
co
ty ch
“foes soie[ setae
:
=r aG J atehae
39) Let be a continuous random variable wih pt tx) = jt 19.0 =x = 1. Fd
fn Setrmine anuber sucha Pies) POL) tana hsb 12)
[ids MECHAUTO “M15 BIOM : LIE 1; NST NB]
ib
oo PAP is, STi g
b
eee laa a
>
fO)= K@-2) 0228)
b
2
4 Find ‘x . 6[E-¥]=2
k=6 C
Pag. is, 6 [EB] 7E
a
f= 6a) ete! ababs 4
Now we faye to determine 'b Such thet Tran
P(x#b) = FK28) a
ire Number is nothing but “Median” Baling in cole,
[ eal del pe He
G But Range Pris «ne!
» ffOde= eae owe disead b= -030, (3660
°
Eby 49) The lenin of tne tn ius) ad epeaks on flephone ls found to be a random
‘Ssh tay aay ion A =
shade. @_P(1ers tian 5 minutes):
ee
aa be ae PLx<8) = | oD
wi @ PCMovre than Lo minutes) ¢- +
Liters then so mute!
[sare P(xrie) = | fade Za
fe
oF ss.
ale oH = ketch!
al fob-tagh] = ic}-f-<4}
= AG e*
op 13534,
= 0.1353.
eee
wil tt Mem 02)
Tsao 00 ag er oy goo 2400 mi
Smee oem eg) pre tom ne 200 ae ®
P(X <0) p(l6exe2y) +—7P
41) The daly consumption of electric power (in milions of kiNh) isa rv. X wth pd Now We have to Caleulats
f(x)= PE" fore feumnever M48) PX >EW) prbabiting of elechic onsinprimy
Fg te value ok andthe probably at on a ven day the elect consumption
ore He pected
‘more than the expected electric consumption, —[Ans.: k =1/9, prob = 3 e = 0.4060), fs bea
ee Caran
fie = PAP is, Hl Pall H elechic Cemsumplion ie-E(x).
Ha 3 t
fas kre" x0 Poo = gue 270 2 A(X ECS) = P(X76)
{ Oo) elseihert, i 2. = ebewthee Le
As we knew, Now 42 caladate = fF) ae
o = eth
a) dx = £0) = [xtoy de
Stereos j 2
P23 ot
Patan ‘ 2 EO ae et de
2% = :
ous oe Ms.
+t { ES). 1 [8O- a “(@)- ozo (gs ); —~
3
sk[fo?—-f-a% ]=4 -a[P}- fed] - ae
betas cee ae spycoroe of plxs
Wont
tans (Yen FON
NDA racmeDonarocnee cow GMM wit OK fi
sdo-
of ter
f@)= 6G@-2)
® ris/s
‘he dametr say X oan, 0 cable assumed tobe a contouous random
ina" check Sf(x)am it Shauel be one.
cdf
v x
ROA) = J Fea.
Ree)
= face wd
-6(G2 #2
6 =
Gx 2x3)
E_ HOMEWORK PROBLEMS :—
29 Fr ecp ee ry ent con pen by
2) pens tea a ke
ta a oan
£9) x6 contri on vat the potty dy on gen by
tye [ROSY Senet (curse mse
tans (0k=4 mean = 85)
(ewuiner: 0-16)
12
wo tank 6 =
Hs ‘pony yen
net k=4, mean =48,00.2-¢x< 00)
9) semen mnie
ras)
Find mean andes, (ans ean = 1, varance 05)
2 fem om ents ome
Wize fa!
(anes422,nenn= 1012.24 203081)
(© A coer ao vac xP 90 =
Pozsxsosjonry core re8)
(ina si, ote os)
”
tan vate X asthe foto dest uncon exte:aete,
wi fs [nema -=2;,mean= $,vernce= +]
GY) Frith sae ot sn at Fy One rerex: aus)
ssa peoobiy teen a Pos exceed P= 05)
(anes 4232 PO #8 92)=0/Mo8 mah 08) 20325,
G2) Pope ay amen on (eee :seim,
Sere (ans: =6 een = 98 # Kuch Hatke ©
Boln- Three coins ane tossed
ass f HHH, HHT, HTH, HTT, THH, THT
Let X be the no-of Reads (rv.)
a Raf Is,
Xfoli]2]3
rele |e |e] zt
= Else
"| arr | ©
> voy)
TH, THF
Now expected number of white
202 © 00 balls is same a E(x) fer ce balls
(ow 96° ae
= + ES) = SRPur0
a b
_ a 2 = White ball)
P {The bell is uhitef = —O 2 EW) = OP )
238) oun ft ta. ha won at into ' nea rg
pre |Sdh:- » Probabilities of (A wining.
T TH TTH TTTH G ie
etelelesl TTR o4TT
Pike): 3 FR BER TSE - RSE SE eae ee
xt 2 ad a G Prt
s
Now we know, @---@ @ At
xis t ' erry
EO = Sener)
EQ) = b+ aes) a(De-
e() -2[472@ +3@* “@ ok
£() = £(1 “4 :
1G 2G sal
“|
he fords [+tue at ude
HE) = D_ uPK=x)
“+ (a+ (yes
“4 @& Oe]
a s-OT- {o brsae sede my
af Penge
FEO) B sining =2 7
eae
fel Feely Goda t STE 3 PROPERTIES OF EXPECTATION '- # PROPERTIES OF VARIANCE:~ a
8 esa o “iyo”
@ “EQx) = aE) @ VQn = &ve)
8 ay- aerb %) x= aves)
@ EGxsbn)= QE(x)+ bE(Y) @ V@aty= dv + BvD
1 has ean Sand varchar 2 and vance 8 a, Xe we
Ip
0 Emer) V 06-7) EX, VOR =X)
ill) E (2X; + 3X2 — 5), V (2X, + 9X - 5) alge
tans. () 9,9: (98,8, (8) -1.47) a = Achebe
Boh g(m)=5 E(u )=-2 Yegoes V(2Xi+3x,-5) = ¥2x) + v(x) -v5)
V(%)=5 5 VOu)= 3 = 4-V%4) 43 V UG) -
Gi E (24 +3%. -5) = &&(%) +3£(4)-5 = 4(5)#9@)
= 2(5)+3(2)-5 = 20424 =
rf
34) as mean 4 and varance 9a X; has mean 2 ae variance whee Xi &
Xe independent nd 2X; +X. 9) and (OK, +3). TEXTE Meta)
tans, 40)
FoR you!) MOMENT GENERATING FONCTION (WGP)
Mar i Maxis
©
ceo
DISCRETE CONTINUOUS
T I
Ma(t)= E(e™) | max(ty = (2)
re PeQ)= So bud ie MW= | Maan
a
@ Moments :-
‘4
A Moment about Ovigin (Rao Momenty > W' yrment 7
Pee pe ” eff 5
de = E(x) oR lay -[$ mee Q coefficient 4
+ First Powe Raw moments will be,
Uz EK) > Mean OR oR Ha oetidet 4 t
@
Mss E(x) Ai = co-efficient of
Ms = E08)
l= E(x) Ayn codfiiet 4 2
A= [Lows], diya edidiow f £
© Moment about Mean (Centval Moment) My -
@ First Raw Moment = mean
My = EL x-eos]"| - ‘ay Shean Heke
moment,
> Fist four Cedral moments vill be,
> h=e
MG)? = EG) - [EC] = Vor = 5”
My:
Mg= MBM RUMI — and y= My AS + BEM 3 (a
© Moment about any Arbibrary point a —> Mar '-
May= E(x-9)" 3) Tprenin anmien stone
a camer
ie
acm ‘Diterete
Pat. is,
[Pax 13 ra 16
W Meg Mx(t)= E(e%)
muct) = Se rGeon)
ae
xt 3t
Lk = oe
Mith= ep +e gees
WD Raw Moment
We knows 94” Rao Moment Is,
a= [mee] g
Rhee for Rew momeds ane,
=o
[tro], [Ales +24 lee
t [seve ges £20
-B+g+e 1 —> Mean
Gi) Central Moments
alee {
ae au) = 6a A ance
= Maura = 1-36) +2
oh
= 5
3 Me Mim lg Hi HE MOY = 3()" = (ae) — 4 WC) FEO a00e as
—s nce of curing each ae Is A
49) sunnah own sch a cane
icouteane
dio (xTs [a [ala] 5
ZTE [=e
reqelelelelels
> Mn) = ECE) = Boetecey
mide er ere eboney = 2 Eade),
4) fon vate Xn ne onrgpeabiy tan
FE EL ts mmo
4D srandom vanaie x as the probably dstibute x= 0,1,2,3.
alos: 3
| <*s_|
i
z
49) a certs 1X a8 me pat te) 2229 2423.0 ones Fe me
secon eect ee crt me pan
ain FG) 420. oe xcs
SI
HO= A Grew) 04283
mle[ [bart othamniiae
Nov bets caleulate mak,
®
Moe Fotgie} = [told
2
is [ear Gx) lx
CEE) ES) COE) OCB).
pee
First Four Rais Moments ate
3
ese efrtom = fa@eoe « [oF-¥ + a[E- hee
2 3
28092 | OH) ae = fa (oe ae = afe-2)? Sete
2
M2 EW)= [Oto = FoR youl! 48) rest our momen about the value 5 are 2,20, 0, 9. Caleuate the value
of mean, variance, a and.
Eel: Moment about any point a Is,
May = G9"
13 (6
146 4170?
\
4
Usy = E(X-5)"
See ce
+ Aa=2 | ug, = 20 Saisie “habed le:
E(K-5) =2 E(<-s)= 20 E(x) 40 E(Qcs)'= 5°
£0-€(=2 |+ EO oxraslero | eoLischasx-ies)ago — e( xbaxhey rex
E()-5 22 £GD-lwEw@+a5 =20 | -E(s3)-15 €(2)+ 35 €()-126=: ~ 4x GI) = 5°
Sere EGY -w(gye25 =20 | .€(x3)- 15 (65)475 ()-105 gq] FED VEO #189 OD
aT ae ae -500E (x) +625 = 50
cen te ea E(t) 20 («1s) |
ep
arto as b err reper anata
|B» re (4) =
5 P(t) = 1+ Se ws, oy,
fee eee Be a}
my = [1456S
oof Gas ene tere
*}
tate ds
PMs legtadts ote
at+2 Pea ee
ms gtr 3d Peat
‘chal motel at]
Fist hoo Ras Moments att,
4\ = c-effiuicat of t = (Mena) ni
A= ident 4 £ =2
Cab) “SIS
Myi= Ieee rie “2
It Fiat 20 cope monk
=,
Ait 120 Rad Memend outs =o
Ujzcelfiint ft = 27 Man| yy = Yaiowee
= ase CHL
Als offiant FE =!
“lA
“8 ett tee mort of cto tou We a2 he vate we 18
‘and =40. Show dat the mean =3, the variance = 15 and yo“
HW
4
+ some a a@ — BAYES THEOREM a
ved rfl + Px Result Probability
She EC rg
Tony) BR APR Pha to tia Py P= Cause Probabiliny
# PRogLems
rosuedty neaine ‘Ares oun texte:
a A a c
production 2 aL 77 Result
Protanhy Bea eee re ee Toa
defeonee 12 = oan? Aue
ees som
am: ta ye AP 24)(0:2)
CL eptor
TRFRREBR! ~ Ga)eH)*CNCH+*OVED
49057 APS.
= onstog :
a
my
nel
Il
Gi) _The rotates of Soham, Sur, Ska Beconing manager are 4/929 ad 173
respectively. The probate: tthe Konus seme wil be ntodice Seay,
Soro nd Sak become managers ae 310, 1/2 ad 8/5 respectively,
(whats the potaity that the Bonus scheme wi be noduce.
(W) 10 sorusseneme has been troduced, What i the proba tha he
ne oped a he
Shivam, Birgit Sakshi
tobe 1 ' 1
jes eae Bee Bes
i fe { Roa Rat aot
Bonus
G) PCBonas cchome will be inboduces) = Total Probabilihy = At ABLtRP adds Bet eh xd
iy sppanted 2 apt Ht hg) (Fi) ay = on,
Pi yes ees t RAGA Tee > ee is
9D oan Toe peaks = Ip000
6 I ftttys fo dello}
= foe
PP Pfs Phy
peta CHENNAT muMBAT
fo -3X0-99
its J BEE es aE as Bo 48" coax Oaeay
people + CMC
jgrecony eae jetkeow Bre Sbh-on Be fee moe = on, Pt an ys sore gone athe ree
° Eee a=
SS am
de
{irish Ap Ae omeat a6” ptm s Hoe
frm} Re o4 he OF
bag tt oo eeaaepay Hases
tpisty yy = Pei PhP PoeY+ OOD A
i es aguas
times)
# HOMEWORK PROBLEMS
559) _nafactory, Machines A Band Cpoduce 30% 50% ad 20% of the total production of
anitem, Out oftheir production 80%, 50% and 10% are detective respectively Aniter
‘enosen at random and found tobe defective. What the probably that was
produces by machine A?
Probab Pfc & CVC) oszey
i {cee { TTR PGW) HEYCY “1
Sabodh — Yaibhay Chae
53) ‘In 2002, there will be three candidates for the position of principal - Mr. Subodh, Mr.
Vato Crayon =o cies sae ernment ein GONNA pla pla phe
proportion 42:3 respectively. The probability that Mr Subodh selected woud LIPS fi > +S) Pris
Isc cet nt lege 0.3 he pobies oVabn dM
CShaneyar dig the ae ar 5 ad 08 respecte ipget fetal tt ppp table
(Whats the Probab that there wl be o-education inthe college in 2003?
i) there i conaeation a the college in 2003. What the Probably that Me
Sod the principal
159) Toccata es Ah gon ne Xa wf Th ses
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