Probability and Statistical Analysis: Chapter Five
Probability and Statistical Analysis: Chapter Five
Chapter Five
Probability and Statistical Analysis
Definitions:
The objects constituting a set are called the elements of the set. Let A be a set
and x be an element of the set A. To describe this statement, we write ∈ 𝐴 ; otherwise,
we write 𝑥 ∉ 𝐴. If the set A is empty (i.e., it has no elements), we denote it by ∅.
If x1, x2, ..., xN are all elements of the set A, we write A={ x1, x2, ..., xN }
If every element of the set A is also an element of another set B, we say that A is a
subset of B, which we describe by writing 𝐴 ⊂ 𝐵 .
If two sets A and B satisfy the conditions 𝐴 ⊂ 𝐵 and 𝐵 ⊂ 𝐴, then the two sets are
said to be identical or equal, in which case we write A = B.
𝑨 = 𝑨𝟏 ∪ 𝑨𝟐 ∪ 𝑨𝟑 ….∪ 𝑨𝑵
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
3-Complements
The set Ac is said to be the complement of the set A, with
respect to the universal set S, if it is made up of all the
elements of S that do not belong to A.
𝑨𝒄 = {𝒙|𝒙 ∈ 𝒅𝒐𝒆𝒔 𝒏𝒐𝒕 𝒃𝒆𝒍𝒐𝒏𝒈 𝒕𝒐 𝑨}
Example 1: Referring to the experiment of tossing a coin twice, let A be the event
“at least one head occurs” and B the event “the second toss results in a tail.” Then
A ={HT, TH, HH}, B = {HT, TT }
𝐴 ∪ 𝐵 = {𝐻𝐻, 𝑇𝐻, 𝐻𝑇, 𝑇𝑇} = 𝑆
𝐴 ∩ 𝐵 = {𝐻𝑇}
𝐴𝑐 = {𝑇𝑇}
𝐴 − 𝐵 = 𝐴 ∩ 𝐵𝑐 = {𝑇𝐻, 𝐻𝐻}
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
Example 3: A single die is tossed once. Find the probability of a 2 or 5 turning up.
Solution: S={1,2,3,4,5,6}
1
P(1)=P(2)=.....=P(6)=
6
The event that either 2 or 5 turns up is indicated by 2∪5. Therefore
P(2 ∪ 5) = P(2) + P(5)
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
Conditional Probability:
Suppose we perform an experiment that involves a pair of events A and B. Let
P(A|B) denote the probability of event A given that event B has occurred which is
called the conditional probability of A given B. Assuming that B has nonzero
probability, the conditional probability P(A|B) is defined by
𝑷(𝑨∩𝑩) 𝑷(𝑨∩𝑩)
𝑷(𝑨/ 𝑩) = & 𝑷(𝑩/ 𝑨) =
𝑷(𝑩) 𝑷(𝑨)
where 𝑃(𝐴 ∩ 𝐵) is the joint probability of event A and B also it is written as P(A,B).
Statistical Independence: when the occurrence of A doesn’t depend on the
occurrence of B. Then
P(A,B)=P(A/B)P(B)=P(A)P(B)
Example 4: Suppose two dice are thrown and that the dice are distinguishable. An
outcomes of this experiment is denoted by (m,n), where m and n are the faces of the
dice. Let A and B be : A={m+n=11} and B={n≠5}. Then find P(A), P(B) and
P(A,B).
1 1 11 1
Solution: P(A)=P[(5,6)∪(6,5)]= P[(5,6)]+[(6,5)]=P(5)P(6)+P(6)P(5)= + =
6 6 6 6 18
1 5
P(B)=1-P[(n=5)]=1- =
6 6
1
P(A,B)=P(A∩B)=P[(5,6)]=p(5)p(6)=
36
Example 5: One bag contains 4 white ball and 3 black balls, a second contains 3
white balls and 5 black balls. One ball is drawn from the first bag and placed unseen
in the second bag. What is the probability that a ball drawn from the second bag is a
black?
Solution:
Let B1, B2 and W1 represent the drawing of black ball from bag 1 , a black
ball from bag 2 and a white ball from bag 1 respectively.
P[(𝐵1 ∩ 𝐵2 ) or (𝑊1 ∩ 𝐵2 )]=P(𝐵1 ∩ 𝐵2 )+ 𝑊1 ∩ 𝐵2 )=P(𝐵1 ) 𝐵2 /𝐵1 )+ P(𝑊1 ) 𝐵2 /𝑊1 )
3 6 45 38
= + =
7 9 79 63
B2 𝟑𝟔
P(B1∩B2)=𝟕 𝟗
B1 Bag 2 P(B2/B1)=6/9
P(B1)=3/7 3W,
6B W2 𝟑𝟑
P(B1∩W2)=𝟕 𝟗
Bag 1 P(W2/B1)=3/9
4W,
3B
B2 𝟒𝟓
W1 P(W1∩B2)=𝟕 𝟗
Bag 2 P(B2/W1)=5/9
4W,
P(W1)=4/7 W2 𝟒𝟒
5B P(W1∩W2)=𝟕 𝟗 4
P(W2/W1)=4/9
Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
Example 6: Suppose the sample space S is the populations of adults in a small town
who have complete the requirements for a college degree. We shall categories them
according to gender and employments status. The data are given in table below. Find
P(Male/Employed) and P(Female/Unemployed).
𝐧 𝐧!
𝐏𝐤 = = 𝐧(𝐧 − 𝟏)(𝐧 − 𝟐) … … (𝐧 − 𝐤 + 𝟏)
(𝐧 − 𝐤)!
For example the number of permutations that are possible by taking two letters
at a time from 3 in previous example.
3 3!
P2 = (3−2)! = 6 { ab, ac,bc,ba,ca,cb}
For previous example the combination of the 3 letters taken 2 at a time is C23 =
3
P2
= 3. {ab, ac, bc}
2!
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
Example 7: A box contains 8 red, 3 white, and 9 blue balls. If 3 balls are drawn at
random without replacement, determine the probability that (a) all 3 are red, (b)
all 3 are white, (c) 2 are red and 1 is white, (d) at least 1 is white, (e) one of each
color is drawn, (f) The balls are drawn in the order red, white, blue.
Solution:
𝐶38 14 8 7 6
a) P(3 are red)= = or P(3 are red)=
𝐶320 285 20 19 18
𝐶33 1 3 2 1
b) P(3 are white)= = or P(3 are white)=
𝐶320 1140 20 19 18
𝐶28 𝐶13 7 8 7 3
c) P(2 red and 1 white)= = 𝑜𝑟 =
𝐶320 95 20 19 18
𝐶18 𝐶13 𝐶19 18 8 3 9
d) P(one of each color is drawn)= = 𝑜𝑟 = 6( )
𝐶320
95 20 19 18
P(one of each color is drawn) 3 8 3 9
e) P(red,white,blue)= = 𝑜𝑟 =
3! 95 20 19 18
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
Example 8: Suppose that a coin is tossed twice so that the sample space is S= {HH,
HT, TH, TT}. Let X represent the number of heads that can come up. With each
sample point we can associate a number for X as shown in Table. Thus, for example,
in the case of HH (i.e., 2 heads), X =2 while for TH (1 head), X = 1. It follows that
X is a random variable.
Sample Point HH HT TH TT
X 2 1 1 0
To find the probability density function p(x):
P(HH)=P(HT) =P(TH)=P(TT)=1/4 (equipropable )
P(X=0)=P(TT)=1/4
P(X=1)=P(HT)+P(TH)=1/2
P(X=2)=P(HH)=1/4
X 0 1 2
p(x) ¼ 1/2 1/4
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
0 −∞<𝑥 <0
0.25 0≤x<1
F(x) = {
0.75 1≤x<2
1 2≤x<∞
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
3
x3 1
k [ ] = 1 → k(9) = 1 → k =
3 0 9
b) if x<0, F(x)=0
𝑥 𝑥 1 𝑥3
if 0 ≤ 𝑥 < 3 𝐹(𝑥) = ∫−∞ 𝑝(𝑢)𝑑𝑢 = ∫−∞ 𝑢2 𝑑𝑢 =
9 27
if x≥3 , F(x)=1
8 1 7
c) P(1<x<2)=F(2)-F(1)= − =
27 27 27
kx 0<𝑥<1
HW1: Repeat above example for p(x) = {
0 otherwise
Joint Distribution
1- Discrete case:
If one experiment has the possible outcomes xi, i=1,2,…,n and the second
experiment has the possible outcomes yj, j=1,2,…,m then the combined experiment
has the possible joint outcomes (xi,yj). Associated with each joint outcomes (xi,yj) is
the joint probability P(xi,yj) which satisfies the condition 0≤ P(xi,yj) ≤1.
y1 y2 ym
x1 p(x1 , y1 ) p(x1 , y2 ) p(x1 , ym )
P(X, Y) = x2 p(x2 , y1 ) p(x2 , y2 ) p(x2 , ym )
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
n
m
∑∑ p(xi , yj ) = 1
j=1
i=1
n m
Example 11: The joint probability function for the random variables X and Y is
given in Table below. Find a) the marginal probability function of X and Y. b)
P(Y/X) and P(X/Y). c) P(𝑋 ≥ 2, 𝑌 ≤ 2)
y
1 2 3
0.05 0.05 0.1
P(X, Y) = 12
x [0.05 0.1 0.35]
3 0 0.2 0.1
Solution:
𝑝(𝑥 ) 𝑝(𝑥2 ) 𝑝(𝑥3 )
a) p(xi)=∑mj=1 p(xi , yj ) 𝑃(𝑋) = ( 1 )
0.2 0.5 0.3
𝑝(𝑦 ) 𝑝(𝑦2 ) 𝑝(𝑦3 )
p(yj)=∑ni=1 p(xi , yj ) 𝑃(𝑌) = ( 1 )
0.1 0.35 0.55
b)
HW2: The joint probability density function of two discrete random variables X and
Y is given by p(x, y)=c(2x+y), where x and y can assume all integers such that 0 ≤
x≤ 2, 0≤ y ≤ 3, and p (x, y)= 0 otherwise. a) Find the value of the constant c. (c)
Find P(X ≥1, Y ≤2). (b) Find P(X =2, Y= 1).
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
2- Continuous Case.
The joint probability function for the random variables X and Y (or, as it is more
commonly called, the joint density function of X and Y ) is defined by
1- P(x,y)≥ 0
∞ ∞
2- ∫−∞ ∫−∞ p(x, y)dx dy = 1
The probability that X lies between a and b while Y lies between c and d is:
𝐛 𝐝
𝐏(𝐚 < 𝑋 < 𝑏, 𝑐 < 𝑌 < 𝑑) = ∫ ∫ 𝐩(𝐱, 𝐲)𝐝𝐱𝐝𝐲
𝐱=𝐚 𝐲=𝐜
P(X=x,Y=y)=P(X=x)P(Y=y)
p(x,y)=p(x)p(y)
F(x, y) =F1(x)F2(y)
Example 12: The joint density function of two continuous random variables X and
Y is:
𝑐𝑥𝑦 0 < 𝑥 < 4, 1 < 𝑦 < 5
𝑝(𝑥, 𝑦) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find (i) the constant c
(ii)P(1<x<2,2<y<3) iii) P(X ≥ 3, 𝑌 ≤ 2)
iv) The marginal distribution function F1(x), F2(y)
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
Solution:
4 5
∞ ∞ 4 4 x2 y2
i) ∫−∞ ∫−∞ p(x, y)dx dy = 1 → ∫0 ∫1 cxy dx dy = 1 → c [ ] [ ] = 1
2 2 0 1
16 24 1
c =1→c=
2 2 96
2 3
2 3 1 1 x2 y2 1 35 5
ii) P(1<x<2,2<y<3)=∫1 ∫2 𝑥𝑦 𝑑𝑥 𝑑𝑦 = [ ] [ ] = =
96 96 2 1 2 2 96 2 2 128
iii) HW
x ∞ x 5 uv x2
iv) F1(x)=P(X≤ 𝑥)= ∫u=−∞ ∫v=−∞ p(u, v) du dv = ∫u=0 ∫v=1 du dv =
96 16
∞ y 4 y uv y2 −1
F2(y)=P(Y≤ 𝑦)= ∫u=−∞ ∫v=−∞ p(u, v) du dv = ∫u=0 ∫v=1 du dv =
96 24
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
Example 13: Let the random variable X represents the number of automobiles that
are used for different business purpose on any given workday.
xi 1 2 3
p(xi) 0.3 0.4 0.3
Find: a) 𝜇𝑥 b)𝑋 ̅̅̅̅2 c) 𝜎𝑥2
Solution:
a) 𝜇𝑥 = ∑3𝑖=1 𝑥𝑖 𝑝(𝑥𝑖 ) = (1)(0.3) + (2)(0.4) + (3)(0.3) = 2
b) ̅̅̅̅
𝑋 2 = ∑3𝑖=1 𝑥𝑖2 𝑝(𝑥𝑖 ) = (1)(0.3) + (4)(0.4) + (9)(0.3) = 4.6
c) 𝜎𝑥2 = ̅̅̅̅
𝑋 2 − 𝜇𝑥2 = 4.6 − 22 = 0.6
Example 14: The joint probability function for the random variables X and Y is
y
0 1 2
P(X, Y) = x 0 3/28 9/28 3/28
1 [3/14 3/14 0 ]
2 1/28 0 0
Find 𝜇𝑥 , 𝜇𝑦 , 𝐸(𝑋𝑌), 𝜎𝑋𝑌 .
Solution:
The marginal density function P(X) and P(Y) are
15 6 1 10 15 3
P(X)=[ ] P(Y)=[ ]
28 14 28 28 28 28
3 15 6 1 1
μx = ∑i=1 xi p(xi ) = (0) ( ) + (1) ( ) + (2)( )=
28 14 28 2
10 15 3 3
μy = ∑3j=1 yj p(yj ) = (0) ( ) + (1) ( ) + (2)( )=
28 28 28 4
3
3
E(XY) = ∑ ∑ xi yj p(xi , yj )
i=1
j=1
=(0)(0)(3/28)+(1)(0)(3/14)+(2)(0)(1/28)+(0)(1)(9/28)+ (1)(3/14)+(2)(1)(0)
+(0)(2)(3/28)+(1)(2)(0)+(2)(2)(0) =3/14
3 3 −9
𝜎𝑥𝑦 = 𝐸(𝑋𝑌) − 𝜇𝑥 𝜇𝑦 = − =
14 8 56
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
∞
Var(X) = σ2x = E[(x − μx )2 ] = ∫ (x − μx )2 p(x)dx
−∞
= E(X 2 ) − (μx )2
The standard deviation σx = √σ2x
4- The covariance of X and Y that have the joint pdf P(X,Y) is:
∞ ∞
σXY = E[(X − μx )(Y − μy )] = ∫ ∫ (x − μx )(y − μy )p(x, y)dx dy
−∞ −∞
= E(XY) − μx μy
∞ ∞
where E(XY) = ∫−∞ ∫−∞ xy p(x, y)dx dy
p(x)
Example 15: If X is a continuous random variable k
having pdf as shown. Find a) the constant k
b) P(X>1) c) X, ̅ ̅̅̅
X 2 , σ2x , standard deviation.
x
∞ -2 -1 0 1 2
Solution: a) ∫−∞ 𝑝(𝑥)𝑑𝑥 = 1
1 1 1
Area=1= ( ) (1)(k)+(2)(k)+( ) (1)(k) → k =
2 2 3
∞ ∞1 1
b) P(X>1)=∫1 p(x)dx = ∫1 (2 − x)dx =
3 6
∞ −1 1 1 1 21
c) ̅X = ∫−∞ xp(x)dx = ∫−2 x(2 + x)dx + ∫−1 xdx + ∫1 x(2 − x)dx +=0
3 3 3
̅̅̅ ∞ ∞ 1 1 2 1 5
X 2 = ∫−∞ x p(x)dx = 2 ∫0 x p(x)dx = 2 [∫0 x dx + ∫1 x 2 (2 − x)dx]=
2 2 2
3 3 6
5 5
σ2 = ̅̅̅ ̅ )2 =
X 2 − (X and σ = √
6 6
Example 16: Let X and Y be random variables having joint density function
x+y 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 ̅ ̅
p(x, y) = { find X, Y , σ2x , σ2y , σXY
0 otherwise
Solution:
1 1
1
y2
p(x) = ∫ (x + y)dy = x[y]0 + [ ] = x + 0.5
y=0 2 0
1 1
1
x2
p(y) = ∫ (x + y)dx = y[x]0 + [ ] = y + 0.5
x=0 2 0
1 1
7 7
̅
μx = X = ∫ x(x + 0.5)dx = ̅
& μy = Y = ∫ y(y + 0.5)dy =
0 12 0 12
1 1
̅̅̅ 2 (x
10 ̅̅̅ 10
2
X =∫ x + 0.5)dx = & Y = ∫ y 2 (y + 0.5)dy =
2
0 24 0 24
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
2
σ2x = ̅̅̅ ̅)2 = 10 − ( 7 ) =0.0764=σ2y
X 2 − (X
24 12
∞ ∞ 1 1
1
E(XY) = ∫ ∫ xy p(x, y) dx dy = ∫ ∫ xy (x + y)dx dy =
−∞ −∞ 0 0 3
1 7 7
σXY = E(XY) − μx μy = − = −0.0069
3 12 12
−(𝑥+𝑦)
HW: Repeat Example 16 for 𝑝(𝑥, 𝑦) = {𝑒 𝑥 ≥ 0, 𝑦 ≥ 0
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
6 6
1
𝜇 = ∑ 𝑥𝑖 𝑝(𝑥𝑖 ) = ∑ 𝑥𝑖 = 3.5
6
𝐼=1 𝐼=1
6 6
1
𝜎 2 = ∑(𝑥𝑖 − 𝜇)2 𝑝(𝑥𝑖 ) = ∑(𝑥𝑖 − 3.5)2 = 2.92
6
𝐼=1 𝐼=1
2)-Binomial Distribution
A Bernoulli trial can results in a success with probability p and a failure with
probability q=1-p. The probability distribution of the binomial random variable X
with the number of successes in (N) independent trial, is:
𝐍
b(x;N,p)=( ) 𝐩 𝐱 𝐪𝐍−𝐱 x=0,1,2,..,N
𝐱
N N!
where ( ) =
x x!(N−x)!
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
The binomial distribution derives its name from the fact that N+1 terms in the
binomial expansion of (p+q)N correspond to the varies values of b(x;N,p) for
x=0,1,2,…,N
N N N N
(p+q)N=( ) qN + ( ) pqN−1 + ( ) p2 qN−2 + ⋯ + ( ) pN
0 1 2 N
= b(0; N, p) + b(1; N, p) + b(2; N, p) + ⋯ + b(N; N, p)
Since p+q=1,
𝑁
∑ b(x; N, p) = 1
𝑥=0
Example 18: Find the probability in tossing a fair coin three times, there will appear
a) 3 H b)2 H 1 T c) 2 T and 1 H d) 3 T.
Solution:
p=P(H)=1/2
q=P(T)=1-p=1/2
3 1 3 1 0 1
a) P(3H)=b(3;3,1/2)= ( ) ( ) ( ) =
3 2 2 8
3 1 2 1 1 3
b) P(2H1T)=b(2,3,1/2)= ( ) ( ) ( ) =
2 2 2 8
3 1 1 1 2 3
c) P(2T1H)=b(1,3,1/2)= ( ) ( ) ( ) =
1 2 2 8
3 1 0 1 3 1
d) P(3T)=b(0,3,1/2)= ( ) ( ) ( ) =
0 2 2 8
3)-Poisson Distribution
The Poisson distribution can be obtained from the binomial distribution when N→
∞ and p→ 0.
𝐞−𝛍 (𝛍)𝐱
𝐩(𝐱) =
𝐱!
where 𝜇 = 𝑁𝑝 and e=2.71828
Example 19: A machine is known to produce 1% defective components. The
components are packed in boxes containing 100 components. Using Poisson
distribution to find the probability that each box will contain a) 0,1, or 2 defective
b) more than 2 defective
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
1-Uniform Distribution
p(x)
The density function of continuous random variable
X on the interval [A,B] is: 1
𝐵−𝐴
𝟏
𝐩(𝐱) = {𝐁 − 𝐀 𝐀≤𝐱≤𝐁
x
𝟎 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞 A B
The mean and variance of uniform distribution are:
𝐵 1 𝐴+𝐵 F(x)
E(x)=𝑋̅ = 𝜇 = ∫𝐴 𝑥 𝑑𝑥 =
𝐵−𝐴 2
̅̅̅̅ 𝐵 1 1
2 2
E(x )= 𝑋 = ∫ 𝑥 𝑑𝑥 = (𝐴2 + 𝐵2 + 2𝐴𝐵)
2
𝐴 𝐵−𝐴 1
3
2
(𝐵 − 𝐴)
𝜎 2 = 𝐸(𝑥 2 ) − (𝐸(𝑋))2 =
12
The CDF , F(x)=∫𝐴
𝑥 1
𝑑𝑢 =
1
(𝑥 − 𝐴) x
𝐵−𝐴 𝐵−𝐴
A B
2-Normal (Gaussian) Distribution
The density function of normal distribution random variable X with mean 𝜇 and
variance 𝜎 2 is given by:
𝟏 𝐱−𝛍 𝟐
𝟏 − ( )
𝐩(𝐱) = 𝐞 𝟐 𝛔 , -∞ < 𝒙 < ∞
√𝟐𝛑 𝛔
Figures below show the normal distribution for different centers 𝜇 and
different 𝜎
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
1 u−μ 2
𝑥 1 − ( )
The CDF, F(x)=∫−∞ e 2 σ du
√2π σ
The integral is not evaluated in closed form and required numerical evaluation.
u−μ du
Let z= → dz=
σ σ
𝑥−𝜇
𝑢 → −∞ 𝑧 → −∞ 𝑎𝑛𝑑 𝑢 → 𝑥 𝑧 →
𝑥−𝜇
𝜎
1 2
1 − z 𝑥−𝜇 𝒙−𝝁
F(x)= ∫−∞𝜎 e 2 dz = 𝑒𝑟𝑓( ) → 𝑭(𝒙) = 𝐞𝐫𝐟 ( )
2π√ 𝜎 𝝈
Example 20: A random variable X has a Gaussian distribution. The mean value of
X is 2 and the variance is 4 volts. Compute the following probabilities:
a) P(X<6) b) P(X>3) c) P(X<-2) d) P(2<X<3)
Solution:
1 𝑥−𝜇 2
6 1 − ( ) 6−2
a) P(X<6)=∫−∞ 𝑒 2 𝜎 𝑑𝑥=F(6)=erf ( )=erf (2)=0.9772
√2𝜋 𝜎 2
1 𝑥−𝜇 2
∞ 1 − ( ) 3−2
b) P(X>3)= ∫3 √2𝜋 𝜎 𝑒 2 𝜎 𝑑𝑥=1-F(3)=1-erf (
2
)=1-erf (0.5)=1-0.6915
=0.3085
1 x−μ 2
−2 1 − ( ) −2−2
c) P(x<-2)= e
∫−∞ √2π σ 2 σ dx = F(−2) = 𝑒𝑟𝑓 ( ) = 𝑒𝑟𝑓(−2)
2
1 x−μ 2
3 1 − ( ) 3−𝜇 2−𝜇
d) P(2<X<3)= ∫2 √2π σ e 2 σ dx = F(3)-F(2)=er f (
𝜎
)-erf (
𝜎
)
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
The Sample Mean: Let x1, x2, . . . , xn denote the independent, identically
distributed, random variables for a random sample of size n. Then the mean of the
sample or sample mean is a random variable defined by:
∑𝐧𝐢=𝟏 𝐱 𝐢
𝛍=𝐗= ̅
𝐧
The Sample Variance: The variance of the sample or the sample variance is
defined:
𝟐
∑𝐧𝐢=𝟏(𝐱 𝐢 − 𝛍)𝟐
𝐒 =
𝐧
Frequency Distributions: If a sample (or even a population) is large, it is difficult
to observe the various characteristics or to compute statistics such as mean or
standard deviation. For this reason it is useful to organize or group the raw data. We
arrange the data into classes or categories and determine the number of individuals
belonging to each class, called the class frequency. The resulting arrangement is
called a frequency distribution or frequency table.
Relative Frequency Distributions: we recorded the relative frequency or
percentage rather than the number of elements in each class, the result would be a
relative, or percentage, frequency distribution.
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
Example: In Table below the weights of 40 male students at State University are
recorded to the nearest pound. Construct a frequency distribution and find the mean
and variance value.
Solution:
Lower=119 (minimum value).
Upper=176 (maximum value).
n=40 (number of sample)
Range=176-119=57 (range spanned by the data)
Number of class=5
Class width=57/5=11 (approximately)
Lower class limit Center Upper class limit Tally Frequency
118.5 119 124 129 129.5 |||| 4
129.5 130 135 140 140.5 ||||| |||| 9
140.5 141 146 151 151.5 ||||| ||||| |||| 14
151.5 152 157 162 162.5 ||||| || 7
162.5 163 169.5 176 176.5 ||||| | 6
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
Tutorial Sheet
1- An Electrical system consists of four components as illustrated below. The
system works if components A and B work and either of the components C or D
work. The probability of working of each component is also shown. Find the
probability that a) the entire system works and b) the component C does not work,
given the entire system works. Assume that four components work
independently.
0.8
0.9 0.9 C
A B
0.8
D
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
y
2 4
1 0.1 0.15
P(X, Y) = x3 [0.2 0.3 ]
5 0.1 0.15
a) Evaluate the marginal distribution of X and Y.
b) Find P(Y/X) and P(X/Y).
c) Find P(Y=2/X=3).
d) Find μx , μy , σ2x , σ2y and σXY .
9- Given a normally distributed variable X with mean 18 and standard deviation 2.5,
find:
(a) P(X<5).
(b) The value of k such that P(X<k)=0.2236.
(c) The value of k such P(X>k)=0.1814.
(d) P(17<X<21).
10. In the following table, the values of 40 resistors are recorded in ohms.
(a) Construct the frequency distribution table using number of class=5.
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Probability and Statistical Analysis Dr. Fadhil Sahib Al-Moussawi
45 61 25 64 28 50 32 50
40 46 48 58 35 35 47 40
54 68 19 26 65 63 76 38
54 68 53 73 44 36 47 42
49 38 56 45 57 44 42 35
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