PROBABILITY
Key Concepts:
Some special
Definition of Various Terms
Probability
Probability Rules Distributions
Conditional Probability
-Binomial distribution
Probability Distribution
-Poisson distribution
-Discrete Random Variable
- Normal distribution
-Continuous Random
Variable
Definition of key terms
DEFINITION OF KEY TERMS
Definition of key terms
Definition of key terms
(e) Mutually exclusive (or Incompatible) events are
events in which the occurrence of one event prevents the
occurrence of the other events.
For example:
- In tossing a coin the event head and tail are mutually
exclusive.
- In throwing a die all the 6 faces are mutually exclusive
since if
any one of these faces comes, the possibility of others,
in the
same trial, is ruled out.
For example
1, 2,=
Let S= sample space 3, 4, 5, 6
E 1, 3, 5
E 2, 4, 6
For example
- In tossing unbiased or uniform coin, head and tail
are equally
likely events.
- In throwing an biased die, all the six faces are
equally likely to come.
For example
- In tossing an biased coin the event of getting a head in the
first toss is independent of getting a head in the second, third
and subsequent throws.
- Drawing a card from a well-shuffled cards with replacement
makes the result of the second card drawn be independent of
the first draw. But, however, if the first card is not replaced
then the second card is dependent on the first draw.
For example
Let
S 1, 2, 3, 4, 5, 6 , A 1, 3 , B 1, 4, 5, 6, C 2
A, B and C are exhaustive events
A because
B C S .
PROBABILITY RULES
CONDITIONAL PROBABILITY
Conditional probability is the probability
- in which occurrence of one event depends on the
occurrence of
another event.
- of an event given some other event has already
occurred.
- of an event in relation to the other event.
P(B/A) denotes the probability of B given that A has
occurred.
P( A B)
Rule: P ( B / A)
P ( A)
Proof
For the
n ( A B) conditional event B/A, the sample space is
A, and
sample points pertain to the occurrence
n ( A B) n ( A B) n ( S ) P ( A B)
of
/ A)
P( BB.
the event
n ( A) n (S ) n ( A) P ( A)
Hence
Rules:
P ( A B) P ( A B)
P( B / A) B)
P ( A /and
P ( A) P ( B)
P ( A) 0 and P ( B ) 0.
For these rules to be defined
If A and B are independent events then
P(B/A) = P(B) and P(A/B) = P(A).
Also we see that for two independent events
A and B
P( A B) P( A) P( B)
•.
.
.
Random Variable (r.v)
A random variable is a real number x associated
with the outcome of a random experiment.
For example, for a random experiment of tossing a
coin twice we may consider the r.v be number
of heads.
Outcome: HH HT TH TT
Value of x: 2 1 1 0
Types of r.v
There are two types of r.v
- Discrete r.v
- Continuous r.v
A Discrete r.v is a r.v which takes countable values
1, 2, 3,…
A continuous r.v is the one which can assume
intermediate values.
Probability Distribution (p.d)
The p.d of a discrete r.v is a list of probabilities
associated with each of its possible values.
Example
If X represents the number of heads obtained in
three tosses of a fair coin, find the p.d of X.
Solution
Tossing a coin thrice the possible outcomes are
HHH, HHT, HTH, HTT, THH, THT,TTH and TTT.
If X represents the number of heads then we have
the following p.d
Value of X: 0 1 2 3
P(X): 1 3 3 1
8 8 8 8
i P xi
If the probability the r.v X takes the xvalues is
then (i ) P xi 0
(ii ) Pxi 1
.
MATHEMATICAL EXPECTATION
.
Find
VARIANCE OF DISCRETE R.V
The variance of a r.v is the expected value of squares of
differences of X from the expected value.
It represents how the r.v is distributed near the meann
value.
- Small variance means that the r.v is distributed near
the mean
value.
- Big value indicates that the r.v is distributed far from
the mean value.
Let E ( X ) , then the variance of X, denoted
Var(X) is defined as
2
Var ( X ) E ( x ) E x
2 2
.
When two coins
Let x be the number of head(s)
Find
(a) k (d ) Var ( x)
(b) E ( x) (e) S.D of x
2
(c ) E ( x )
CONTINUOUS R.V
A r.v is said to be continuous if it can take all
possible values between certain limits.
Examples of continuous r.v: Height, weight, time,
etc.
A continuous r.v is not defined at specific values,
instead it is defined over an interval of values.
The probability of observing any single value is
equal to zero, since the number of values which
may be assumed by the r.v is infinite.
PROBABILITY DENSITY FUNCTION (P.D.F)
Consider the small interval (x, x + dx)of length dx
round point x.
Let
f(x) = A continuous function of x.
f(x)dx = P ( x X x dx) =Probability that X
falls in the
infinitesimal interval (x, x + dx).
The figure below shows f(x)dx is the area bounded
by the curve y = f(x), x-axis and the ordinates at the
points x and x + dx.
The function y = f(x) is known as probability density
function of r.v X or simply density function of r.v X
The probability for a variate value to lie in the interval dx
is f(x)dx and[ xhence
, x ] the probability for a variate value to
1 2
fall to fall in the finite interval is
x2
Px1 X x2 f ( x)dx
x1
Since the totalbprobability is unity, we have
f ( x)dx 1
a
[ a, b]
Where is the range of the r.v X. The range can finite
or infinite.
Expectation of continuous r.v
The expectation of a continuous r.v X is defined as
E ( x) xf ( x)dx
Proofs of Expectation
d
Properties
Variance of continuous r.v
The formula of Var(X) of a continuous r.v X is
Var ( X ) E ( x ) E ( x)
2 2
Where
E ( x ) x f ( x)dx
2 2
E ( x) xf ( x)dx
BINOMIAL DISTRIBUTION (B.D)
A discrete distribution with only two possible
outcomes named as success and failure or good and
bad.
A random experiment with outcomes success/failure
or good/bad is also known as Bernoulli experiment/
trial.
Binomial distribution is a Bernoulli distribution.
Requirements for B.D
d
Derivation of B.D Probability Function
Let
n = number of independent Bernoulli trials
P = probability of success in any trial
The prob. of x successes and consequently (n –x)
failures in n independent trials, in a specified order
(say) SFSFFS…FSF (where S represents success and F
failure) is given by
P(SFSFFS…FSF)= P(S)P(F)P(S)P(F)P(F)P(S)…P(F)P(S)P(F)
