Mathematical Statistics

Lecture 11
Prof. Dr. M. Junaid Mughal

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 Last Class

• Introduction to Probability
– Conditional Probability
– Independent events
• Examples

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 Today’s Agenda

• Introduction to Probability (continued)

– Conditional Probability
– Bayes Rule
– Random Variable

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 Example

• Three cards are drawn in succession, without

replacement, from an ordinary deck of playing
cards. Find the probability that the event A1 
A2  A3 occurs, where A1 is the event that
the first card is a red ace, A2 is the event
that the second card is a 10 or a jack, and A3
is the event that the third card is greater than
3 but less than 7.

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 Example

• If P(C) = 0.65; P(D) = 0.4 and P(C  D) = 0.24,

determine whether or not C and D are
independent?

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 Example

• Let A be the event that raw material is

available when needed and B be the event
that the machining time is less than an hour.
P(A) = 0.8 and P(B) = 0.7. What is the
probability of P(A∩B)?

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 Exercise
• 2.78. A class in advanced physics is comprised of 10 juniors,
30 seniors, and 10 graduate students. The final grades show
that 3 of the juniors, 10 of the seniors, and 5 of the graduate
students received an A for the course. If a student is chosen
at random from this class and is found to have earned an A,
what is the probability that he or she is a senior?

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 Theorem of Total Probability

• If the events B1, B2,.. ,Bk constitute a

partition of the sample space S such that
P(Bi) ≠ 0 for i = 1,2,...,k, then for any event A
of S

B1 B2
k B5
P( A)   P ( Bi  A) Bk
i 1 B3 A
k
  P( Bi ) P ( A | Bi ) …

i 1 B4

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 Example
• In a certain assembly plant, three machines, B 1, B2, and B3,
make 30%:, 45%, and 25%, respectively, of the products. It is
known from past, experience that 2%, 3%, and 2% of the
products made by each machine, respectively, are defective.
Now suppose that a finished product is randomly selected.
What is the probability that if is defective?

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 Bayes’ Rule

• If the events B1, B2,.. ,Bk constitute a partition

of the sample space S such that P(Bi) ≠ 0 for i =
1,2,...,k, then for any event A in S such that P(A)
≠0

P( Br ) P( A | Br )
P( Br | A)  k

 P( B ) P( A | B )
i 1
i i

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 Bayes’ Rule (Proof)

P ( Br  A)
We know, P ( Br | A) 
P ( A)
And from the Theorem of Total Probabilty we know
k
P( A)   P ( Bi ) P ( A | Bi )
i 1

Using P(A) in the above we get

P ( Br  A) P ( Br ) P( A | Br )
P( Br | A)  k
 k

 P( B ) P( A | B )  P( B ) P( A | B )
i 1
i i
i 1
i i

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 Bayes’ Rule (Alternate Form)
We know,
P ( B  A)
P ( B | A)   P ( B  A)  P ( B | A ) P ( A)
P ( A)
and also
P( A  B)
P ( A | B)   P( A  B)  P( A | B)P(B)
P(B)
As we know that
P ( A  B )  P ( B  A)
Therefore ,
P ( B | A) P ( A)  P ( A | B ) P ( B )

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 Example

• With reference to the previous Example, if a

product were chosen randomly and found to
be defective, what is the probability that it
was made by machine B3?

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 Example

• Suppose box A contains 3 red and 2 blue balls

and Box B contains 2 red and 8 blue balls. A
fair coin is tossed, for head choose a ball
from box A and for Tail choose ball from B.
Find probability of (a) choosing a red ball and
(b) head if red ball is chosen.

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 Example
• A company producing electric relays has three
manufacturing plants producing 50, 30, and 20 percent,
respectively, of its product. Suppose that the probabilities
that a relay manufactured by these plants is defective are
0.02,0.05, and 0.01, respectively. If a relay is selected at
random from the output of the company, what is the
probability that it,
– a) it is defective?
– b) If a relay selected at random is found to be defective, what is
the probability that it was manufactured by plant 2?

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 Random Variables

• A random variable is a function that

associates a real number with each element
in the sample space.
• Capital letter is used to represent the random
variable,
• Small letter is used to represent the value

• Example
– Number of people visiting an ATM
– Pressure of gas at different CNG stations
– Tossing of coin???

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 Random Variables

• Example
– Two balls are drawn in succession without
replacement from an urn containing 4 red balls and
3 black balls it’s sample space is

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 Example

• Consider the simple condition in which

components are arriving from the production
line and they are stipulated to be defective or
not defective. Define the random variable X

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 Example

• Statisticians use sampling plans to either

accept or reject batches or lots of material.
Suppose one of these sampling plans involves
sampling independently 10 items from a lot of
100 items in which 12 are defective.

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 Example

• Suppose a sampling plan involves sampling

items from a process until a defective is
observed. The evaluation of the process will
depend on how many consecutive items are
observed. In that regard, let X be; a random
variable defined by the number of items
observed before a defective is observed.
Labeling N a non-defective and D a defective,
• Sampling space??

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 Example

• Interest centers around the proportion of

people who respond to a certain mail order
solicitation. Let X be that proportion. X is a
random variable that takes on all values x for
which 0 < x < 1.

• Let X be the random variable defined by the:

waiting time, in hours, between successive
speeders spotted by a radar unit. The random
variable X takes on all values x for which
t > 0.

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 Discrete and Continuous Sample Space

• If a sample space contains a finite number of

possibilities or an unending sequence with as
many elements as there are whole numbers,
it is called a discrete sample space.
• If a sample space contains an infinite number
of possibilities equal to the number of points
on a line segment, it is called a continuous
sample space.

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 Example

• Rolling of a die until the outcome is 5

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 References

• Probability and Statistics for Engineers and

Scientists by Walpole
• Schaum outline series in Probability and
Statistics

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