Вы находитесь на странице: 1из 35

Introduction

In our day to day life, we come across many uncertainty of events. We wake up in the morning
and check the weather report. The statement could be 'there is 60 chance of rain today'. This
statement infers that the chance of rain is more than that having a dry weather. We decide upon
our breakfast from a statement that !corn flakes might reduce cholesterol!. What is the chance of
getting a flat tyre on the way to an important apartment" #nd so on.
A D V E R T I S E M E N T
$ow probable an event is" We generally infer by repeated observation of such events in long
term patterns.
%robability is the branch of mathematics devoted to the study of such events.
%eople have always been interested in games of chance and gambling. The e&istence of games
such as dice is evident since '000 (). (ut such games were not treated mathematically till
fifteenth century. *uring this period, the calculation and theory of probability originated in Italy.
+ater in the seventeenth century, ,rench contributed to this +iterature of study. The foundation
of modern probability theory is credited to the -ussian mathematician, .olmogorov. In /00', he
proposed the a&ioms, at which the present sub1ect of probability is based.
Random Experiment and Sample Space
#n e&periment repeated under essentially homogeneous and similar conditions results in an
outcome, which is uni2ue or not uni2ue but may be one of the several possible outcomes. When
the result is uni2ue then the e&periment is called a 'deterministic' e&periment.
A D V E R T I S E M E N T
Example:
While measuring the inner radius of an open tube, using slide callipers, we get the same result by
performing repeatedly the same e&periment. 3any scientific and 4ngineering e&periments are
deterministic.
If the outcome is one of the several possible outcomes, then such an e&periment is called a
!random e&periment! or 'nondeterministic' e&periment.
In other words, any e&periment whose outcome cannot be predicted in advance, but is one of the
set of possible outcomes, is called a random e&periment.
If we think an e&periment as being performed repeatedly, each repetition is called a trial. We
observe an outcome for each trial.
Example:
#n e&periment consists of 'tossing a die and observing the number on the upper5most face'
In such cases, we talk of chance of probability, which numerically measures the degree of chance
of the occurrence of events.
6ample 6pace 768
The set of all possible outcomes of a random e&periment is called the sample space, associated
with the random e&periment.
Note:
4ach element of 6 denotes a possible outcome. 4ach element of 6 is known as sample point.
#ny trial results in an outcome and corresponds to one and only one element of the set 6.
e.g.,
/. In the e&periment of tossing a coin,
6 9 :$, T;
<. In the e&periment of tossing two coins simultaneously,
6 9 :$$, $T, T$, TT;
'. In the e&periment of throwing a pair of dice,
6 9 :7/,/8, 7/,<8, 7/,'8, 7/,=8, 7/,>8, 7/,68, 7<,/8, 7<,<8,???. 76,/8, 76,<8, 76,'8, 76,=8, 76,>8,
76,68;
Events
#n event is the outcome or a combination of outcomes of an e&periment. In other words, an
event is a subset of the sample space. e.g.,
:a head; in the e&periment of tossing a coin is an event.
:a sum e2ual to 6; in the e&periment of throwing a pair of dice is an event. @ccurence of an
event 6uppose we throw a die. +et 4 be the event of a perfect s2uare number. Then 4 9 :/,=;.
6uppose ' appeared on the upper most face, then we say that the event 4 has not occurred. 4
occurs only when / or = appears on the upper most face. Therefore whenever an outcome
satisfies the conditions, given in the event, we say that the event has occurred. In a random
e&periment, if 4 is the event of a sample space 6 and w is the outcome, then we say the event 4
has occurred if w 4.
A D V E R T I S E M E N T
Types of 4vents 69 :/,<,',=,>,6;A If the event is set of elements less than <, then 4 9 :/; is a
simple event /8
Simple Event:
If an event has one element of the sample space then it is called a simple or elementary event.
Example:
Consider the experiment of throwing a die.
Compound Event:
If an event has more than one sample points, the event is called a compound event . In the above
e&ample, of throwing a die, :/, =; is a compound event.
Null Event ( ):
#s null set is a subset of 6, it is also an event called the null event or impossible event. =8 The
sample space 69 :/, <, ', =, >, 6; in the above e&periment is a subset of 6. The event represented
by 6 occurs whenever the e&periment is performed. Therefore, the event represented by 6 is
called a sure event or certain event.
Complement of an Event:
The complement of an event 4 with respect to 6 is the set of all the elements of 6 which are not
in 4.
The complement of 4 is denoted by 4' or 4
)
. Note: In an e&periment if 4 has not occurred then
4' has occurred. #lgebra of 4vents In a random e&periment, considering 67the sample space8 as
the universal set, let #, ( and ) be the events of 6. We can define union, intersection and
complement of events and their properties on 6, which is similar to those in set theory.
ii8 #5( is an event, which is same as ''# but not (!
Example: )onsider the same e&periment throwing a die, then 69 :/, <, ', =, >; +et # 9 :/, <, ',
=;, ( 9 :<, ', =, >; The following are also events # 5 (
9 :/} #'9 :>, 6; 3utually 4&clusive 4vents Two events associated with a random e&periment
are said to be mutually e&clusive, if both cannot occur together in the same trial. In the
e&periment of throwing a die, the events # 9 :/, =; and ( 9 :<, >, 6; are mutually e&clusive
events. In the same e&periment, the events # 9 :/, =; and ) 9 :<, =, >, 6; are not mutually
e&clusive because, if = appears on the die, then it is favorable to both events # and ).
The definition of mutually e&clusive events can also be e&tended to more than two events. We
say that more than two events are mutually e&clusive, if the happening of one of these, rules out
the happening of all other events. The events # 9 :/, <;, ( 9 :'; and )9:6;, are mutually
e&clusive in connection with the e&periment of throwing a single die. If # and ( are two events,
then # or ( or 7# (8 denotes the event of the occurrence of at least one of the events # or (. #
and ( or 7# (8 is the event of the occurrence of both events # and (. If # and ( happen to be
mutually e&clusive events, then %7# (8 9 0. ,or e&ample, in the e&periment of tossing three
coins, if # and ( be the events of getting at least one head and at most one tail respectively, then
6 9 :$$$, $$T, $T$, T$$, $TT, T$T, TT$, TTT; # 9 :$$$, $$T, $T$, T$$, $TT,
T$T, TT$; ( 9 :$$$, $$T, $T$, T$$;
4
/
, 4
<
, ?, 4
n
are n events associated with a random
e&periment are said to be pairwise mutually e&clusive,
,or e&ample, let a pair of dice be thrown and let #, (, ) be the events !the sum is B!, sum is C,
sum is greater than /0, respectively. # 9 :7/, 68, 7<, >8, 7', =8, 7=, '8, 7>, <8, 76, /8; ( 9
:7<,68, 7',>8, 7=,=8, 7>,'8, 76,<8; and ) 9 :7>,68, 76,>8, 76,68; The events #, ( and ) are pairwise
mutually e&clusive. Two events # and ( are said to be mutually e&clusive if the occurrence of #
prevents the occurrence of ( and vice versa.
4&haustive 4vents ,or a random e&periment, let 4
/
, 4
<
, 4
'
,?.. 4
n
be the subsets of the sample
space 6. 4
/
, 4
<
, 4
'
, ? 4
n
form a set of 4&haustive events if # set of
events 4
/
, 4
<
, 4
'
, ?. 4
n
of 6 are said to mutually e&clusive and e&haustive events if
Example:
In tossing of a coin, there are two e&haustive cases, :$;, :T;.
In throwing of a dice, there are 6 e&haustive cases, :/;, :<;, :';, :=;, :>;, :6;.
In throwing of a pair of dice, there are '6 e&haustive cases. 4&ample of an event which is
e&haustive, but not mutually e&clusive. In throwing a die e&periment, let 4
/
represent the
outcomes which are less than =, 4
/
9 :/,<,';.
+et 4
<
represent the outcomes which are greater than <, 4
<
9 :',=,>,6;.
+et 4
'
represent the outcomes which are greater than =, 4
'
9:>, 6;. )learly 4
/
and 4
'
are
mutually e&clusive, but not e&haustive. +et 4
=
9:', =, 6; and 4
>
9 :/, <, >; Then 4
=
and 4
>
are
mutually e&clusive and e&haustive since.
42ually +ikely @utcomes The outcomes of a random e&periment are said to be e2ually likely, if
each one of them has e2ual chance of occurrence. 4&ampleD The outcomes of an unbiased coin
are e2ually likely.
Probability of an Event
6o far, we have introduced the sample of an e&periment and used it to describe events. In this
section, we introduce probabilities associated to the events. If a trial results in n5e&haustive,
mutually e&clusive and e2ually likely cases and m of them are favourable to the occurrence of an
event #, then the probability of the happening of #, denoted by %7#8, is given by
A D V E R T I S E M E N T
Note 2:
If %7#8 9 0 then # is called a null event, or impossible event.
Note 3:
If %7#8 9 / then # is called a sure event.
Note 4:
If m is the number of cases favourable to #. Then m 5 n is favourable to !non occurrence of #
Note 5: If the odds are a:b in favour of then
!his is the same as odds are b:a a"ainst the event #
Statisti$al or Empiri$al %robabilit& If a trial is repeated N
number of times under essential homo"eneous
xiomati$ pproa$h to %robabilit& xiomati$ approa$h to
probabilit& $losel& relates the theor& of probabilit& to set
theor&# 'et S be the sample spa$e of an experiment#
%robabilit& is a fun$tion( )hi$h asso$iates a non*ne"ative
real number to ever& event of the sample spa$e denoted
b& %() satisf&in" the follo)in" axioms# +or ever& event
in S( %() ,# %(S) - .# If
.
(
2
(
3
(/#
n
are mutuall&
ex$lusive events in S( then
Theorems of Probability
!heorem .:(ddition 0ule of %robabilit&)
If # and ( are any two events, then %roofD
7,r
om the Eenn diagram8
7 # and #
)
( are mutually e&clusive8
A D V E R T I S E M E N T
Note .:
If A and B are mutually exclusive events, then P(A B) P(A) ! P(B)
Note 2:
If A, B, C are any three events, then
Example:
In tossing a fair die, what is the probability that the outcome is odd or grater than =" Suggested
anser: +et 4
/
be the event that the outcomes are odd. 4
/
9 :/,',>; +et 4
<
be the event that the
outcomes are greater than =. 4
<
9 :>,6;
!heorem 2:
%7#
)
8 9 / 5 %7#8 %roofD
%7#8 9 / 5 %7#
)
8
Example:
In tossing a die e&periment, what is the probability of getting at least <. Suggested anser: +et
4 be the event that the outcome is at least <, then 4 9 :<,',=,>,6; 4
)
9 :/;
!heorem 3:
%7 8 9 0 %roofD The proof follows from theorem <, %7 8
)
9 / 5 %7 8
9 / 5 / 9 0
Example:
In throwing a die e&periment, what is the probability of occuring a number greater than C "
Suggested anser: +et 4 be the event where the outcome is greater than C. 4 9 %7 8 9 0
!ultiplication Rule of Probability
We have already proved that if two events # and ( from a sample 6 of a random e&periment are
mutually e&clusive, then
In this section, we e&amine whether such a rule e&ists, if ' ' is replaced by ' ' and 'F' is replaced
by '&' in the above addition rule. If it does e&ist, what are the particular conditions restricted on
the events # and (.
This leads us to understand the dependency and independency of the events.
A D V E R T I S E M E N T
Example:
# bag contains > white and C black balls, < balls are drawn at random. ,ind
a8 The probability of getting both the balls white, when the first ball drawn, is replaced.
b8 The probability of getting both the balls white, when the first ball is not replaced.
Su""ested ans)er:
a8 The probability of drawing a white ball in the first draw is . 6ince the ball is replaced, the
probability of getting white ball in the second draw is also .
b8 The probability of drawing a white ball in the first draw is . If the first ball drawn is white
and if it is not replaced in the bag, then there are = white balls and C black balls. Therefore, the
probability of drawing a white ball in the second draw 9 .
In this case, the probability of drawing a white ball in the <
nd
draw depends on the occurrence
and non5occurrence of the event in the first draw.
Independent 4vents
4vents are said to be independent if the occurrence of one event does not affect the occurrence of
others.
@bserve in case7a8 of above e&ample,
The probability of getting a white ball in the second draw does not depend on the occurrence of
the event on the first draw.
$owever in case7b8, the probability of getting a white ball in the second draw depends on the
occurrence and non 5 occurrence of the event in the first draw.
It can be verified by different e&ample.
If # and ( are two independent events, then
This is known as !ultiplication Rule of Probability.
The converse is also true, that is if two events # and ( associated with a random e&periment are
such that
then the two events are independent.
Two events are said to be dependent if the occurrence of one affects the occurrence of the other.
In this case,
In the above e&ample,
let
# 9 event that the outcome is a white ball in the first draw
( 9 event that the out come is a white ball in the second draw
In case 7a8,
The probability that both the balls drawn is white
In case 7b8,
76ince the ball after the first draw is not replaced8
%7(8 9 % 7first draw is white and second draw is white8
F % 7first draw is black and second draw is white8
7both the balls are white8
$ere %7# (8 % 7#8. %7(8 since the events are not independent. Independent 4&periment
Two random e&periments are said to be independent if for every pair of events 4 and ,, where 4
is associated with the first e&periment and , is associated with the second e&periment, the
probability of simultaneous occurrence of 4 and ,, when the two e&periments are performed, is
the product of the probabilities %748 and %7,8, calculated separately on the basis of the two
e&periments.
i.e,. %74 ,89 %748.%7,8
Example:
%robability of solving a specific problem independently by # and ( are respectively.
If both try to solve the problem independently, find the probability that the problems be solved.
Su""ested ans)er:
+et # be the event of # solving the problem.
+et ( be the event of ( solving the problem.
Then,
% 7# not solving the problem8
% 7( not solving the problem8
7)onsidering the e&periments as independent, because # and ( solve the problem independently8
% 7both not solving the problem8
%robability that the problem can be solved
Note:
If # and ( are independent, then
i8 #
c
and (
c
are independent
ii8 #
c
and ( are independent
iii8 # and (
c
are independent
Random "ariables and Probability #istributions
It is often very important to allocate a numerical value to an outcome of a random e&periment.
,or e&ample, consider an e&periment of tossing a coin twice and note the number of heads 7&8
obtained. @utcome $$ $T T$ TT Go. of heads 7&8 < / / 0 & is called a random variable, which
can assume the values 0, / and <.
A D V E R T I S E M E N T
Thus, random variable is a function that associates a real number to each element in the sample
space. -andom variable 7r.v8 +et 6 be a sample space associated with a given random
e&periment.
# real valued function H which assigns to each
i
6, a uni2ue real number, H7
i
8 9 &
i
is
called a random variable.
Note:
There can be several r.v's associated with an e&periment. # random variable which can assume
only a finite number of values or countably infinite values is called a discrete random variable.
e.g., )onsider a random e&periment of tossing three coins simultaneously. +et H denote the
number of heads obtained. Then, H is a r.v which can take values 0, /, <, '. )ontinuous random
variable # random variable which can assume all possible values between certain limits is called
a continuous random variable. *iscrete probability distribution # discrete random variable
assumes each of its values with a certain probability.
+et H be a discrete random variable which takes values &
/
, &
<
, &
'
,?&
n
where p
i
9 %:H 9 &
i
; Then
H D &
/
&
<
&
'
?&
n
%7H8 D p
/
p
<
p
'
? p
n
is called the probability distribution of &, If in the probability
distribution of &,
Note . :
P"# x$ is called pro%a%ility mass function.
Note 2:
#lthough the probability distribution of a continuous r.v cannot be presented in tabular forms, we
can have a formula in the form of a function represented by f7&8 usually called the probability
density function.
Theorems Introduction
,rom our earlier chapter we know that, in statistical e&periments, if the events # and ( are
independent, then
(ut suppose the two events are not independent, that is the occurrence of one depends on the
occurrence of other, then how do we compute This can be e&plained by conditional
probability.
A D V E R T I S E M E N T
(aye's theorem is named after the (ritish mathematician Thomas (ayes who published it in a
research paper in /B6'. It gives one of the important applications of the conditional probabilities
by using the additional information supplied by the e&periment or the past records.
$onditional Probability
+et us consider the random e&periment of throwing a die. +et # be the event of getting an odd
number on the die.
6 9 :/, <, ', =, >, 6; and # 9 :/, ', >;
+et ( 9 :<, ', =, >, 6;. If, after the die is thrown, we are given the information, that the event (
has occurred, then the probability of event # will no more be /I<, because in this case, the
favourable cases are two and the total number of possible outcomes will be five and not si&.
A D V E R T I S E M E N T
The probability of event #, with the condition that event ( has happened will <I>. This
conditional probability is denoted as %7#I(8. +et us define the concept of conditional probability
in a formal manner.
+et # and ( be any two events associated with a
random e&periment. The probability of occurrence of event # when the event ( has already
occurred is called the conditional probability of # when ( is given and is denoted as %7#I(8. The
conditional probability %7#I(8 is meaningful
%7#I(8 9 %robability of occurrence of event # when the event ( as already occurred.
0emar1 .:
0emar1 2:
If # and ( are mutually e&clusive events, then
If # and ( are mutually e&clusive events, then #I( and (I# are impossible events.
,or an illustration, let us consider the random e&periment of throwing two coins.
6 9 :$$, $T, T$, TT;
+et # 9 :$$, $T;, ( 9 :$$, T$; and ) 9 :$$, $T, T$;
#I( is the event of getting # with the condition that ( has occurred.
0emar1 3:
We know that for the events # and (,
If ( 9 6 then
9 % 7#8
0emar1 4:
If # 9 (
0emar1 5:
,rom the formula of conditional probabilities, we have
42uation 7<8 and e2uation 7'8 are known as multiplication rules of probability for any two events
# and ( of the same sample space.
0emar1 2:
We know that two events are independent if the occurrence of one does not effect the occurrence
of other. If # and ( are independent events
% 7#I(8 9 % 7#8 and % 7(I#8 9 % 7(8
The multiplication rule for the independent events # and ( is given by
0emar1 3:
6o far, we have assumed that the elementary events are e2ually likely and we have used the
corresponding definition of probability. $owever the same definition of conditional probability
can also be used when the elementary events are not e2ually likely. This will be clear from the
following e&ample.
6uppose a die is tossed. +et ( be the event of getting a perfect s2uare.
The die is so constructed that the event numbers are twice as likely to occur as the odd numbers.
+et us find the probability of ( given #, where # is the event getting a number greater than '
while tossing the die.
6 9 :/, <, ', =, >, 6;
If probability of getting an odd number is &, the probability of getting an even number is <&.
6ince % 768 9 /
& F <& F & F <& F & F <& 9 /
0& 9 /
# 9 :=, >, 6;
Example .:
# card is drawn from an ordinary deck and we are told that it is red, what is the probability that
the card is greater than < but less than 0.
Su""ested ans)er:
+et # be the event of getting a card greater than < but less than 0.
( be the event of getting a red card. We have to find the probability of # given that ( has
occurred. That is, we have to find % 7#I(8.
In a deck of cards, there are <6 red cards and <6 black cards.
n7(8 9 <6
#mong the red cards, the number of outcomes which are favourable
Example 2:
# pair of dice is thrown. If it is known that one die shows a =, what is the probability that
a8 the other die shows a >
b8 the total of both the die is greater than B
Su""ested ans)er:
+et # be the event that one die shows up =. Then the outcomes which are favourable to # are
7=, /8, 7=, <8, 7=, '8, 7=, =8, 7=, >8, 7=, 68 7/, =8, 7<, =8, 7', =8,
7>, =8, 76, =8
7a8 +et ( be the event of getting a > in one of the dies. Then the outcomes which are favourable
to both # and ( are 7=, >8, 7>, =8
7b8 +et ) be the event of getting a total of both the die greater than B.
The out5comes which are favourable to both ) and #.
7=, =8, 7=, >8, 7=, 68, 7>, =8, 76, =8
n 7)8 9 >
Gote that in the above e&ample % 7(8 and % 7(I#8 are different.
6imilarly % 7)8 and % 7)I#8 are different.
%aye&s Theorem
In the previous section, we have learnt that
i8 If # and ( are two mutually e&clusive events, then
ii8
(efore we state and prove (aye's Theorem, we use the above two rules to state the law of total
probability. The law of total probability is useful in proving (aye's theorem and in solving
probability problems. ,ollowing is an e&ample which e&plains this law.
A D V E R T I S E M E N T
Example:
+et 6 is the sample space which is the population of adults in a small town who have completed
the re2uirement for a college degree. The population is categoriJed according to se& and
employment status as follows
@ne of these individual is to be selected for a tour throughout the country. .nowing that the
individual chosen is employed, what is the probability that the individual is a man"
Su""ested ans)er:
+et 3 be the event that a man is selected, 4 be the event that the individual selected, is
employed. Ksing the reduced sample space, we have
#lso, we have
,rom the original sample space, we have
6uppose that we are now given the additional information that '6 of those employed and /< of
these unemployed are the members of the rotary club. What is the probability of the event # that
the selected individual is a member of the rotary club"
Su""ested ans)er:
# is the event that the selected individual is a member of the rotary club.
,rom the figure, it is clear that
The generaliJation of the foregoing e&ample, where the sample space is partitioned into n subsets
is known as +aw of Total %robability. TheoremD 7+aw of Total %robability8 If (
/
, (
<
, (
'
, ?.., (
n
are mutually e&clusive and e&haustive events of the sample space 6, then for any event # of 6.
%roof:
,rom the venn diagram, we have
where are mutually e&clusive events.
(aye's Theorem +et 6 be a sample space.
If #
/
, #, #
'
... #
n
are mutually e&clusive and e&haustive events such that %7#
i
8 L 0 for all i.
Then for any event # which is a subset of
We have,
%roof:
%7#8 %7#
/
8 %7#I#
/
8 F%7#
<
8%7#I#
<
8F?.F%7#
n
8 %7#I#
n
8 ?.7/8
#lso,
Example:
In a bolt factory <>, '> and =0 of the total is manufactured by machines #, ( and ), out of
which >, = and < are respectively defective. If the bolt drawn is found to be defective, what
is the probability it is manufactured by the machine #"
Su""ested ans)er:
Miven % 7#8 9 0.<>, % 7(8 9 0.'> and % 7)8 9 0.= +et * be the event of getting a defective bolt.
% 7*I#8 9 0.0> % 7*I(8 9 0.0= % 7*I)8 9 0.0<
Random "ariable and Probability #istribution
If is often very important to allocate a numerical value to an outcome of a random e&periment.
,or e&ample consider an e&periment of tossing a coin twice and note the number of heads 7&8
obtained. @utcome D $$ $T T$ TT Go. of heads 7&8 D < / / 0 & is called a random variable,
which can assume the values 0, / and <. Thus random variable is a function that associates a real
number to each element in the sample space.
A D V E R T I S E M E N T
0andom variable (r#v) &et ' %e a sample space associated with a given random
experiment. A real valued function # which assigns to each i ', a uni(ue real
num%er.
Note:
)here can %e several r.v*s associated with an experiment. A random varia%le which
can assume only a finite num%er of values or counta%ly infinite values is called a
discrete random varia%le. e.g., Consider a random experiment of tossing three coins
simultaneously. &et # denote the num%er of heads then # is a random varia%le
which can ta+e values ,, -, ., /.
Continuous random variable
# random variable which can assume all possible values between certain limits is called a
continuous random variable.
4is$rete %robabilit& 4istribution
# discrete random variable assumes each of its values with a certain probability, +et H be a
discrete random variable which takes values &
/
, &
<
, &
'
,?&
n
where p
i
9 %:H 9 &
i
; Then H D &
/
&
<
&
'
.. &
n
%7H8D p
/
p
<
p
' .....
p
n
is called the probability distribution of &.
Note .:
In the probability distribution of &
Note 2:
%:H 9 &; is called probability mass function.
Note ': #lthough the probability distribution of a continuous random variable cannot be
presented in tabular form, it can have a formula in the form of a function represented by f7&8
usually called the probability density function.
Probability distribution of a continuous random variable +et H be continuous random
variable which can assume values in the interval Na,bA. # function f7&8 on Na,bA is called the
probability density function if
3ean and Eariance of a *iscrete -andom
Eariable +et H be a discrete random variable which can assume values &
/
, &
<
, &
'
,?&
n
with
probabilities p
/
, p
<
, p
'
?.. p
n
respectively then 7a8 3ean of H or e&pectation of H denoted by
47H8 or is given by
7b8 Eariance of H denoted by
<
is given by
Note :
Example :
Two cards are drawn successively without replacement, from a well shuffled deck of cards. ,ind
the mean and standard deviation of the random variable H, where H is the number of aces.
Su""ested ans)er:
H is the number of aces drawn while drawing two cards from a pack of cards. The total ways of
drawing two cards
><
)
<
. @ut of >< cards these are = aces. The numbers of ways of not drawing an
#ce 9
=C
)
<
. The number of ways of drawing an ace is
=
)
/
&
=C
)
/
and two aces
=
)
<
. Therefore the
r.v. H can take the values 0, /, <.
9 0./6<0 5 0.0<'6 9 0./'0<> +et H
be a continuous random variable which can assume values in 7a, b8 and f7&8 be the probability
density of & then 7a8 3ean of H or 4&pectation of H is given by 7b8 Eariance of
& is given by
%inomial #istribution
# trial, which has only two outcomes i.e., !a success! or !a failure!, is called a (ernoulli trial.
+et H be the number of successes in a (ernoulli trial, then H can take 0 or / and
%7H 9/8 9 p 9 !probability of a success!
%7H 9 08 9 / 5 p 9 2 9 !probability of failure!.
A D V E R T I S E M E N T
)onsider a random e&periment of performing n independent (ernoulli trials.
+et p be the probability of success, 2 9 / 5 p be the probability of failure.
The probability of & successes and conse2uently 7n 5 &8 failures in n independent trials in a
specified order say 666,,66,,?.,6, is given by
%7666,,66,,?,6,8
9 %768 %768 %768 %7,8 %7,8 %768 %768 %7,8?.%7,8 %768 %7,8
9 p.p.p.22.pp2?.2p2
9 p
&
2
n5&
(ut & successes can occur in
n
)
&
ways.
%7H 9 &8 9
n
)
&
p
&
2
n5&
is the probability mass function of e&actly & successes.
The probability distribution of the number of successes, so obtained is called the binomial
distribution.
H %NH 9 &A
0 2
n
/
n
)
/
p2
n5/
<
n
)
<
p
<
2
n5<
'
n
)
'
p
'
2
n5'
n p
n
Note (:
n and p are called the parameters of the binomial distribution.
Note 2:
If & is a binomial variate with parameters n and p then it is denoted by & 9 b7n, p8.
Note 3:
Example:
> cards are drawn successively with replacement from well shuffled deck of >< cards. What is
the probability that
i8 all the five cards are spades
ii8 only ' cards are spades
iii8 none is a spade.
Su""ested ans)er:
+et H be the random variable for the number of spade cards drawn.
p 9 probability of drawing a spade card
2 9 / 5 p
n 9 >
-ecurrence -elation for the (inomial *istribution
We have
%7H 9 & F /8 9
n
)
&F/
p
&F/
2
n5&5/
3ean and variance
9 np 7pF28
n5/
!o find the varian$e:
We have
9 n7n5/8 p
<
7pF28
n5<
F np
9 n
<
p
<
5 np
<
F np
9 n
<
p
<
F np7/5p8
9 n
<
p
<
F np2
Gow E7&8 9 47&
<
8 5 N47&8A
<
9 n
<
p
<
F np2 5 n
<
p
<
9 np2
Example:
If the mean and variance of a binomial distribution are respectively 0 and 6, find the
distribution.
Su""ested ans)er:
3ean of a binomial distribution 9 np 9 0
Eariance of a binomial distribution 9 np2 9 6
(inomial distribution is given by
Poisson #istribution
%oisson distribution is a limiting process of binomial distribution. %oisson distribution occurs
when there are events which do not occur as outcomes of a definite number of outcomes.
A D V E R T I S E M E N T
%oisson distribution is used under the following conditionsD
Gumber of trials n tends to infinity
%robability of success p tends to Jero and
np 9 is finite.
%oisson *istribution as a +imiting ,orm of the (inomial *istribution We shall now deduce the
%oisson distribution from the binomial distribution by assuming that n and p 0 such that
the product np always remains finite, say .
We shall now use a very important result of limits in )alculus. We state this result without proofD
where e is a constant lying between the number < and ' and e
&
is defined by
with & a real number. ,rom e2uation 7/8, we observe that each of 7r 5 /8 factors,
that
Thus
where is a finite number and is e2ual to np. The sum of the probabilities %7H 9 r8 or simply
%7r8 for r 9 0, /, <, ? is /. This can be seen by putting r 9 0, /, <, ? in 7=8 and adding all the
probabilities.
#lso, each of the probabilities is a non5negative fraction. This leads to the distribution defined
belowD
# random variable H taking values 0, /, <, ? is said to have a %oisson distribution with
parameter 7finite8, if its probability distribution is given by
There are many daily life situations where n is very large and p is very small. In such situations,
the %oisson distribution can be more conveniently used as an appro&imation to binomial
distriburtion which may prove cumbersome for large values of n. This is called %oisson
appro&imation to binomial distribution. The %oisson appro&imation to binomial distribution is
easier to compute directly and easier to tabulate than the binomial distribution, since the values
of e
5
for various values of are found in standard tables. 6ome e&amples of such situations are
i8 telephone trunk lines with a large number of subscribers and the probability of telephone lines
being available is very small, ii8 traffic problems with repeated occurrence of events such as
accidents whose probability is very small, iii8 many industrial processes undergoing mass scale
production with probability of events as 'faults' or 'breakdowns' being very small, etc. The
probability mass function of the %oisson distribution given by
Note (:
9 e
5
e

9
/
Example: # random variable H has a %oisson distribution with parameter such that % 7H 9 /8
9 70.<8 % 7H 9 <8. ,ind % 7H 9 08.
Suggested anser: ,or the %oisson distribution, the probability function is given by
Miven % 7& 9 /8 9 70.<8 % 7H 9 <8
-ecurrence -elation for the %robabilities of %oisson *istribution
!ean and "ariance
9 e
5
e

9
Example:
If the variance of the Poisson distri%ution is ., find the pro%a%ilities for r -, ., /, 0
and 1 from the recurrence relation of the Poisson distri%ution.
Su""ested ans)er:
The variance of the %oisson distribution
9 9 <
-ecurrence relation is given by
)pplications
#fter the elementary study in probability, let us see how we can utilise this basic knowledge in
solving problems of different areas.
A D V E R T I S E M E N T
Example .:
In a housing colony B0 of the houses are well planned and 60 of the houses are well planned
and well built. ,ind the probability that an arbitrarily chosen house in this colony is well built
given that it is well planned.
Su""ested ans)er:
+et # be the event that the house is well planned. ( be the event that the house is well built. %
7#8 9 0.B %robability that a house, selected is well built given that it is well
planned.
Example 2:
In a binary communication channel, # is the input and ( is the
Su""ested ans)er:
We know that
We know that
(y +aw of total probability
Example 3:
# manufacture ships his products in bo&es of /0. $e guarantees that not more than < out of /0
items are defective. If the probability that an item selected at random from his production line
will be defective is 0./, what is the probability that the guarantee is satisfied.
Su""ested ans)er:
+et H be the random variable which represents number of defective items selected which has a
binomial distribution with
n 9 /0, p 9 0./, 2 9 0.0
%robability that the guarantee is satisfied
9
$onclusion
In this chapter we have studied the method of evaluating probabilities of events relating to
independent events and conditional events. We have also studied about random variables and
their probability distributions, namely binomial distribution and %oisson distribution.
A D V E R T I S E M E N T
The binomial distribution is defined on a random variable which takes finite discrete values
whereas the %oisson distribution is defined on a random variable which takes infinite discrete
values such as 0, /, <, ', ?.
There are few more discrete probability distribution which will be discussed in higher classes.
The most important continuous probability distribution in the entire field of statistics is normal
distribution.
This bell shaped probability distribution function is also an appro&imate to binomial distribution.
We will be learning the importance of these distribution function in later classes.