Notes UnitIV
Notes UnitIV
certainty.
Example:
• Tossing a coin
• Rolling a dice
Outcome: Result of random experiment is called experiment.
Experiment Outcome
Random Variable:
Let S be a sample space associated with a random experiment. A function X assigning
to every element 𝑠 ∈ 𝑆 to a real number, X(s) is called random variable.
Set of outcome of random experiment.
Example: 2 coins are tossed together.
Sample Space X(s)=No. of heads-No of tails
Sample space X(s)=No. of heads
HH X(HH)=2 HH X(HH)=2
HT X(HT)=1 HT X(HT)=0
TH X(TH)=1 TH X(TH)=0
TT X(TT)=0 TT X(TT)=-2
X=0,1,2 X=0,-2,2
X is called random variable. 2
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Types of random variable:
i. Discrete random variable
ii. Continuous random variable
Discrete random variable: A random which can assume only isolated values is called
discrete random variable.
Example: The number of heads while tossing 2 coins together is a discrete random
variable as it cannot have any values other than 0,1 and 2.
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Random variable
Probability mass function: Let x 1, x 2, x 3…. be the values of discrete random variable X
and let p1, p2, p3….. are the corresponding probabilities (pi>0). Then
𝑃 𝑥 = 𝑥𝑖 = 𝑝𝑖 𝑖𝑓 𝑥 = 𝑥𝑖, 𝑖 = 1,2,3 …
𝑝 𝑥 =
0 𝑖𝑓 𝑥 ≠ 𝑥𝑖
p(x) is called PMS of the random variable X.
Properties:
(i) p(x)≥ 0 (𝑖𝑖) σ 𝑝 𝑥𝑖 = 1
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Example: 3 coins are tossed together
S={TTT, HTT, THT, TTH, HHT, HTH, THH, HHH}
Sample Space X(s)=No. of heads Probabilities
TTT 0=x1 P(X=x1=0)=1/8
𝑃 𝑋 = 0 = 1/8 𝑥=0
𝑃 𝑋 = 1 = 3/8 𝑥=1
𝑝 𝑥 = 𝑃 𝑋 = 2 = 3/8 𝑥=2
𝑃 𝑋 = 3 = 1/8 𝑥=3
0 𝑥 ≠ 0,1,2,3
𝑃 𝑥 = 𝑥𝑖 = 𝑝𝑖 𝑖𝑓 𝑥 = 𝑥𝑖, 𝑖 = 1,2,3 …
𝑝 𝑥 =
0 𝑖𝑓 𝑥 ≠ 𝑥𝑖
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Probability distribution of a discrete random variable: The set of ordered pair ({x i,
pi}, i=1,2,3…) or {(x 1, p1), (x2, p2), (x3, p3)…..} is called the probabilities distribution
function of a random variable.
Example: 3 coins are tossed together.
X=xi 0 1 2 3
P(X=xi)=p(x) 1/8 3/8 3/8 1/8
(i) Find k
(ii) Evaluate P(X<6), P(X≥ 6), P(3<x≤ 6)
(iii) Find the minimum value of x so that P(X≤ 𝑥)>1/2
Answer (i) k=1/10
(ii)81/100,19/100, 33/100
(iii) 4
Example: A random variable X takes the values 1,2,3… with probability mass
𝜆𝑟
function 𝑟!
,𝑟
= 1,2,3 … .. Find the value of 𝜆.
Answer: 𝜆=log2
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Example: Five defective bulbs are accidentally mixed with twenty good ones. It is not possible to just
look at a bulb and tell whether or not it is defective. Find the probabilities distribution of the number of
defective bulbs, if four bulbs are drawn at random from this lot.
Solution: Let X denotes the number of defective bulbs in 4. X can take the values 0,1,2,3 or 4.
Number of defective bulbs: 5
No of good bulbs: 20
Total number of bulbs: 25
20𝐶 4
P(X=0)=P(no defective)=P(all bulbs are good ones)= =969/2530
25𝐶 4
5𝐶 1 ∗ 20𝐶
3
P(X=1)=P(1 defective and 3 good)= =1140/2530
25𝐶 4
5𝐶 2 ∗ 20𝐶
2
P(X=2)=P(2 defective and 2 good)= =380/2530
25𝐶 4
5𝐶 3 ∗ 20𝐶
1
P(X=3)=P(3 defective and 1 good)= =40/2530
25𝐶 4
5𝐶 4
P(X=4)=P(4 defective)= =1/2530
25𝐶 4
The probabilities distribution of the random variable X is
X 0 1 2 3 4
P(X) 969/2530 1140/2530 380/2530 40/2530 1/2530
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Probability density function (PDF): Let X be a continuous random variable. Then the
PDF in an interval [a, b] is defined by
0 𝑥<𝑎
𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 = 𝑝 𝑥 𝑜𝑟 𝑓(𝑥) = 𝜑 𝑥 𝑎≤𝑥≤𝑏
0 𝑥>𝑏
p(x) is called PMS of the random variable X.
Properties:
∞
(i) f(x)≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 𝑖𝑖 −∞ 𝑓 𝑥 𝑑𝑥 = 1
𝑏
(ii) Note: 𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 = 𝑥𝑑 𝑥 𝑓 𝑎
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Example: If the function f(x) is defined by 𝑓 𝑥 = 𝑐𝑒 −𝑥 , 0 ≤ 𝑥 < ∞, find the value of c
which changes f(x) to a probability density function.
Answer: c=1.
Example: If f(x) has the probability density function 𝑐𝑥 2 , 0 < 𝑥 < 1, find the value of c
and find the probability that 1/3<x<1/2 i.e., P(1/3<x<1/2 ).
Answer: c=3, 19/216.
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Mathematical expectation (or expectation or expected value) for discrete random
variable:
If x is a discrete random variable with probability distribution
x: x1, x2, x3…………xn
p(x): p1, p2, p3…………pn where σ𝑛𝑖=1 𝑝𝑖 =1
Answer: E(x)=1
Variance=1/2.
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Example: A pair of dice is thrown together. Find the expected value
Sol: While throwing the 2 dice together, we have the following probability distribution.
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Example: A random variable x has the following distribution.
x -2 -1 0 1 2 3
p(x) 0.1 k 0.2 2k 0.3 k
Example: Find the mean and variance of uniform probability distribution f(x)=1/n for x=1,2,….n .
x 1 2 3 ….. …... n
p(x) 1/n 1/n 1/n ….. ….. 1/n
1+2+3+⋯…𝑛 𝑛+1
Answer: Mean E(x)= σ 𝑥 𝑓 𝑥 = σ 𝑥 1/𝑛 = =
𝑛 2
𝑛+1 (2𝑛+1)
E(x2)=σ 𝑥2 𝑓 𝑥 = σ 𝑥21/𝑛=
6
(𝑛−1)(𝑛+1)
Variance:
12
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Random variable
Normal Distribution
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Binomial Distribution or Binomial Probability Distribution:
Let there be n independent trials in an experiment. Let a random variable denote the
number of successes in these n trials. Let p and q be the probability of success and
failure in a single trial so that p+q=1
Let the trials be independent and p be constant for every trial.
𝑃 𝑟 = 𝑛 𝐶𝑟 𝑝 𝑟 𝑞 𝑛−𝑟
r success can be obtained in n trials with 𝑛𝐶𝑟 ways.
Note: If n independent trials constitute one experiment and the experiment is repeated N
times the frequency of r success is
𝑁 𝑛𝐶𝑟 𝑝 𝑟 𝑞 𝑛−𝑟
n: No. of trails
p: success probability
and Binomial distribution is q: failure probability
N(q+p)n
Mean=𝑛𝑝
Variance=𝑛𝑝q
Standard Deviation= 𝑛𝑝𝑞
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Example: Comment on the following statement: is it true or false
For a binomial distribution, the means is 6, and the variance is 9.
Solution: mean=np=6
Variance =npq=9
From this, we find q=1.5. Although, we know that p+q=1 i.e., 0≤q ≤ 1.
Thus, the given statement is not true.
Example: A dice is thrown trice. A success is getting 1 or 6 on the dice. Find the mean and variance of
the number of successes.
Solution: The probability of getting 1 or 6 (i.e., success) on the dice=p=1/6+1/6=1/3
Then the probability of getting failure: q=1-p=1-1/3=2/3.
Here n=3.
Mean=np=1
Variance=npq=2/3
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Example: A binomial variable X satisfies the relation
9 P(X=4)=P(X=2) when n=6.
Find the value of parameter p and P(X=1).
Solution: Here P(X=r)= 𝑛𝐶𝑟 𝑝 𝑟 𝑞 𝑛−𝑟
P(X=r)= 6𝐶𝑟 𝑝 𝑟 𝑞 6−𝑟
It is given that
9 P(X=4)=P(X=2)
Thus, 9 6 𝐶4 𝑝 4 𝑞 6−4 = 6 𝐶2 𝑝 2 𝑞 6−2
9p 2=q 2
9p2=(1-p)2
p=1/4, p=-1/2
p=1/4 as 0≤ 9 ≤ 1.
If p=1/4 then q=1-1/4=3/4.
Now P(X=1)= 𝑛𝐶𝑟 (1/4)1 (3/4) 6−1 =03559
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Example: If the probability of hitting a target is 10% and 10 shots are fired independently. What is the
probability that the target will be hit at least once?.
Answer: 0.6513
Example: Out of 800 families, with 4 children each, how many families would be expected to have
(i) 2 boys 2 girls
(ii) At least one boy
(iii) No girl
(iv) At most two girls
Assume equal probabilities for boys and girls.
Answer: (i) 300 (ii)750 (iii)50 (iv)550
X 0 1 2 3 4
f 30 62 46 10 2
Answer: 150
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Poisson Distribution as a Limiting Case of Binomial Distribution (AKTU 2013,
2014, 2021)
If the parameters n and p of a binomial distribution are known, we can find the
distribution. However, when n is very large, and p is small, then finding the distribution
is laborious.
If we consider that 𝑛 → ∞ and 𝑝 → 0 such that np always remains finite (say 𝜆 = 𝑛𝑝),we
get the Poisson approximation to the binomial distribution
𝑃 𝑟 = 𝑛𝐶𝑟 𝑝 𝑟 𝑞 𝑛−𝑟
𝑛 𝑛 − 1 𝑛 − 2 … . (𝑛 − 𝑟 + 1) 𝑟
𝑃 𝑟 = 𝑝 (1 − 𝑝)𝑛−𝑟
𝑟!
𝑛 𝑛 − 1 𝑛 − 2 … . (𝑛 − 𝑟 + 1)
= (1 − 𝜆/𝑛)𝑛−𝑟 (𝜆/𝑛)𝑟
𝑟!
𝜆 𝑛 𝑛 − 1 𝑛 − 2 … . (𝑛 − 𝑟 + 1) (1 − 𝜆/𝑛)𝑛
𝑟
=
𝑟! 𝑛𝑟 (1 − 𝜆/𝑛)𝑟
𝜆𝑟 𝑛 𝑛 − 1 𝑛 − 2 𝑛 − 𝑟 + 1 (1 − 𝜆/𝑛)𝑛
= …..
𝑟! 𝑛 𝑛 𝑛 𝑛 (1 − 𝜆/𝑛)𝑟
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𝜆𝑟 1 2 𝑟 − 1 (1 − 𝜆/𝑛)𝑛
= 1− 1− ….. 1 −
𝑟! 𝑛 𝑛 𝑛 (1 − 𝜆/𝑛)𝑟
1 2 𝑟−1
When 𝑛 → ∞, 1 − 1− ….. 1− →1 and (1 − 𝜆/𝑛)𝑛 → 𝑒 −𝜆
𝑛 𝑛 𝑛
𝜆𝑟 −𝜆
= 𝑒
𝑟!
Thus 𝜆𝑟
𝑃 𝑋=𝑟 = 𝑒 −𝜆 (𝑟 =
𝑟! where 𝜆 = 𝑛𝑝
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Recurrence formula for the Poisson distribution
𝜆𝑟 −𝜆
, we know P(r)on we know P(r)= 𝑒 (1) r=0,1,2…
𝑟!
𝜆𝑟+1 −𝜆
and P(r+1)= 𝑒 (2)
𝑟+1!
On dividing,
P(r+1) 𝜆 𝑟! 𝜆
P(r) = 𝑟+1! = 𝑟+1
Thus, we have
𝜆
P(r+1)= P(r)
𝑟+1
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Learn: 𝜆𝑟
𝑃 𝑋=𝑟 = 𝑒 −𝜆 (𝑟 =
𝑟!
𝑀𝑒𝑎𝑛 = 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜆
𝜆
P(r+1)= P(r) 𝑟 = 0,1,2 … …
𝑟+1
𝜆=np
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Example 1: If the Poisson distribution P(r) for r=0 is 10%. Find the mean.
Answer: Mean=log e10
Example 4: Using Poisson distribution, find the probability that the ace of spades will be drawn from a
pack of well-shuffled cards at least once in 104 consecutive trials. AKTU 2015
Answer: 0.8647
Example 5: Six coins are tossed 6400 times. Using the Poisson distribution, determine the approximate
probability of getting six heads x times.
𝑒 −100 (100)𝑥
Answer:
𝑥!
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Example 6: If the variance of the Poisson distribution is 2. Find the probabilities for r=1,2,3,4 from the
recurrence relation of the Poisson distribution. Also Find P(r ≥ 4). AKTU 2013
Answer: P(1)=0.2706, P(2)=0.2706, P(3)=0.1804, P(4)=0.0902. P(r≥ 4)=0.1431
Example 8: In a certain factory turning out razor blades, there is a small chance of 0.002 for any blade
to be defective. The blades are supplied in packets of 10. Calculate the approximate number of packets
contain no defective, one defective and two defective blades in a consignment of 10,000 packets.
Example 9: Fit a Poisson distribution to the following data and calculate the theoretical frequencies.
Death 0 1 2 3 4
Frequenc 12.2 60 15 2 1
y
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Normal Distribution :
A continuous random variable X is said to have a normal distribution with parameter 𝜇
(called mean) and 𝜎 2 (called variance) if the probability density function is given by
1 1 𝑥−𝜇 2
−
𝑓 𝑥 = 𝑒 2 𝜎
𝜎 2𝜋
Properties:
(i) f(x)≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥
∞
(ii) 𝑖𝑖 −∞ 𝑓 𝑥 𝑑𝑥 = 1 i.e., the total area under the normal curve above the x-axis is 1.
(iii) The normal distribution is symmetrical about mean.
(iv) The mean, mode and median of the distribution coincide. Area under the
normal curve is 1
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Standard Form of Normal Distribution :
If X is a normal random variable with mean 𝜇 and standard deviation 𝜎 then the
random variable
𝑥−𝜇
z= 𝜎
has the normal distribution with mean 0 and S.D 1.
The random variable Z is called the standard normal variable Z and the standard form of
the normal distribution is
1
1 − 𝑧2
𝑓 𝑧 = 𝑒 2 where -∞ < 𝑧 < ∞
2𝜋
0.5 0.5
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Example 1: The life of army shoes is normally distributed with a mean of 8 months and a standard
deviation of 2 months. If 5000 pairs are insured, how many pairs would be expected to need
replacement after 12 months? (AKTU-2018) (Given that P(z≥ 2)=0.0228)
Answer: 4886
Example 2: Assume mean height of soldiers to be 68.22 inches with a variance of 10.8 inches square.
How many soldiers in a regiment of 1000 would you expect to be over 6 feet tall, given that the area
under the standard normal curve b/w z=0 to z=0.35 is 0.1368 and b/w z=0 and z=1.15 is 0.3746.
Answer: 125 (app)
Example 3: A sample of 100 dry battery cells tasted to find the length of life produced the following
results: mean=12 hours and S.D =3 hours.
Assuming the data to be normally distributed. What percentage of battery cells are expected to have
life.
i. More than 15 hours
ii. Less than 6 hours
iii. b/w 10 to 14 hours
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Example 4: In a sample space of 1000 cases, the mean of certain tests is 14, and S.D. is 2.5. Assuming
the distribution is normal. Find
i. How many students score b/w 12 and 15.
ii. How many score above 17.
iii. How many score below 8.
iv. How many score 16.
Example 5: In a normal distribution, 31% of the items are under 45 and 8% are over 64. Find the mean
and S.D. of the distribution.
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