DEFINITION OF VARIOUS TERMS

A random experiment we mean an experiment in which:

a) All the outcomes of the experiment are know in advance

b) Any performance of the experiment results in an outcome that is not known in
advance.
c) The experiment can be repeated under identical conditions.

The experiment in which we can completely predict the outcome is known as deterministic
experiment. However, in random experiments the situation is different. Consider the
following example.

1. A fair coin is tossed, we assume that the coin does not stand on its edge. One any
toss, it is known that either head or tail will appear but it is known exactly what the
outcome will be. The coin may be tossed any number of times.
2. A fair die is rolled, it is known that any of the six possible outcomes will occur but
it is now known what exactly the outcome will be. The die may be rolled any
number of times.

Sample space: Given any random experiment, the set of all possible outcomes of this
experiment is called a sample space or outcome space. This set is denoted by S.

TRIAL AND EVENT

Consider an experiment which, though repeated under essential and identical conditions,
does not give unique results but may result in any of the several possible outcomes. This
experiment is known as trial and the outcomes are known as events.

Therefore subsets of the sample space are called events.

a) An event E is called elementary event if it consists of only one element, i.e.,

when E is singleton.
b) An event which is not elementary is called compound event.

Examples:
1. Throwing of a die is a trial and getting (1 or 2 or 3.. or 6) is an event.
2. Tossing of a coin is a trial and getting Heads (H) or Tails (T) is an event.
3. Drawing two cards from a sell shuffled pack of chards is a trial and
getting a king or a queen are events.

EXHAUSTIVE EVENTS

The total number of possible outcomes in any trial is known as exhaustive events.

Examples:
 1. In tossing of a coin there are two exhaustive cases, viz. , heads and tails.
2. In throwing of a die, there are six exhaustive cases, since any one of the
6 faces 1,2,…. 6 may come upper most.
3. In drawing two cards from pack of cards the exhaustive number of cases
is 52c2, since 2 cards can be drawn out of 52 cards is 52c2, ways.
4. In throwing of two dice the exhaustive of cases is 62= 36, since any of
the 6 numbers 1 to 6 on the first die can be associated with any of the six
numbers on the other die.

In general in throwing of ‘n’ dice the exhaustive number of cases is 6n.

FAVOURABLE EVENTS

The number of cases favorable to an event in a trail is the number of outcomes which entail
the happening of the event.

Examples:
1. In drawing a card from a pack of cards the number of cases favorable for
drawing of an ace is 4. for drawing a spade is 13 for drawing a red card is
26.
2. In throwing of two dice, the number of cases favorable for getting the sum
5 is (1, 4) (4, 1) (2, 3) (3, 2) i.e., 4.

MUTALLY EXCLUSIVE EVENTS

Events are said to be mutually exclusive or incompatible if the happening of any one of
them precludes (prevents) the happening of all the others i.e., if two or more of them cannot
happen simultaneously in the same trial.

Examples:
1. In throwing of a die all the 6 faces numbered q to 6 are mutually exclusive since
if any one these faces comes up, the possibilities of others in the same trial, is
ruled out.
2. Similarly in the tossing of a coin the events heads and tails are mutually
exclusive.

EQUALLY LIKELY EVENTS

Outcomes of a trial are set said to be equally likely if there is no reason to expect one in
preference to the others.

Examples:
1. In tossing of an unbiased or uniform coin, heads or tails are equally likely.
2. in throwing of an unbiased die, all the six faces are equally likely.
INDEPENDENT EVENTS

Several events are said to be independent if the happening ( or non happening) of an event
is not affected, by the occurrence of any number of the remaining events.

Examples:
1. In tossing of an unbiased coin, the event of getting a heads in the first toss is
independent of getting a heads in the second third and subsequent throws.
2. If we draw a card from a pack of well shuffled cards and replace it before
drawing the second card, the result of the second draw is independent of the first
draw. But however if the first card drawn is not replaced then the second draw
is dependent on the first draw.

MATHEMATICAL OR CLASSICAL PROBABILITY

If a trial results in n exhaustive, mutually exclusive and equally likely cases and ‘m’ of
them are favorable to the happening of an event E, then the probability ‘p’ of happening of
E is given by

Favorable number of cases

p= P (E) =
Exhaustive number of cases

=m
n

The probability ‘q’ that E will not happen is given by

n-m m
q= n =1 --
n = 1 – p → p+q =1

Obviously p as well as q are non negative and cannot unity i.e., 0≤p≤1,0≤q ≤1.

Remarks:

Probability ‘p’ of the happening of an event is also known as the probability of success and
the probability ‘q’ of the non- happening of the event as the probability of failure.

THE AXIOMS OF PROBABILITY

The probability is the function defined on a sample space, satisfying the following axioms.

a. For each A S, P (A) is defined, is real and P (A) ≥0.

b. P(S) =1
 c. 1) If A and B are disjoint P (A B)=P(A) +P(B)

2) If ІAnІ is any finite or infinite sequence of disjoint (mutually

exclusive) events in S.
then

CONDITIONAL PROBABILITY

If A and B are any two events then the probability of the happening of the event B given
that A has already happened is denoted by P (BІ A) and is defined as

P (A ∩ B)
P (BІ A) = If P (A) ≠ 0
P (A)

P (A ∩ B)
P (AІ B) = If P (B) ≠ 0
P (B)

Example: From a pack of cards, let a king be drawn

Therefore P (K1) =4/52

Without replacing it, let another king be drawn then

P (K2/K1) = 3/51

Statement: If A and B are any two events then

P (A ∩ B) =P (A). P (BІ A) =P (B) P (AІ B)

Proof: From the definition of conditional probability

P (A ∩ B)
P (BІ A) = If P (A) ≠ 0
P (A)

Cross multiplying we get

P (A ∩ B) = P (B) P (BІ A)
Similarly
P (A ∩ B)
 P (AІ B) = If P (B) ≠ 0
P (B)
Cross multiplying we get
P (A ∩ B) =P (A). P (AІ B)

INDEPENDENT EVENTS

If P (BІ A) = P (B) and P (AІ B) =P (A) the A and B are independent events.

Note:If A and B are independent events the P (A∩ B) = P (A) P (B)

Proof: From general multiplication theorem

P (A∩ B) = P (A) P (BІ A) ………………… (1)

Since A and B are independent, P (BІ A) =P (B) …….. … (2)

Substituting (2) in (1)

P (A∩ B) = P (A) P (B)

Theorem:

Statement: If A, B, C are any three events then

P (A ∩ B∩C) = P (A) P (B/A) P(C/A∩B)

Proof: P (A ∩ B∩C) = P [(A ∩ B) ∩C]

= P (A ∩ B). P(C/A∩B)

= P (A) P (B/A). P(C/A∩B)

Statement: If A, B, C are independent events then A and B’ are also independent events.

Statement: If A, B are independent events then A’ and B’ are also independent events.
SOLVED PROBLEMS

PROBLEM: In 1989 there were three candidates for the position of principal. Mr.
CHatterji, Mr. Ayangar and Dr. Sing whose chances of getting the appointment are in the
proportion 4:2:3 respectively. The probability that Mr. CHatterji if selected would
introduce co–education in the college is 0.3. The probabilities of MR. Ayangar and Dr.
Sing doing the same are respectively 0.5and 0.8. What is the probability that there was co-
education in the college in 1990?

Solution: Let the event and probabilities be defined as follows:

A: Introduce of co-education.
E1: Mr. Chatterji is selected as principal
E2: Mr. Ayangar is selected as principal
E3: Dr, Sing is selected as principal
Then
P (E1) = 4 P (E2 ) = 2 P (E3) = 3
9 9 9
P (AІ E1) = 3 P (AІ E2) = 5 P (AІ E3) = 8
10 10 10

Therefore P (A) = P

=
= P (E1) P (AІ E1) + P (E2) P (AІ E2) + P (E3) P (AІ E3)
=4 . 3+ 2 . 5+3 . 8
9 10 9 10 9 10
= 23
45

PROBLEM : The contents of urns I, II and III are as follows:

1 white, 2 black and 3 red balls
2 white, 1 black and 1 red balls and
4 white, 5 black and 3 red balls.
One urn is chosen at random and two balls drawn. They happen to be white and red. What
is the probability that they come from urns I, II or III?

Solution: Let E1, E2, E3 denote the events that the urn I, II and III is chosen respectively,
and let A be the event that the two balls taken from the selected urn are white and red. Then
 P (E1) = P (E2) = P (E3) = 1/3
P (AІ E1) = 1 × 3 = 1
6 5
2

P (AІ E2) = 2 × 1 = 1
4 3
2

P (AІ E3) = 4 × 3 = 2
12 11
2

Hence P (E2 І A) = P (E2) P (AІ E2)

n
Σ P (Ei) P (A І Ei)
i=1

= 1/3 × 1/3 = 55
1×1 +1× 1+1×2 118
3 5 3 3 3 11
Similarly P (E3 І A) = 1/3 × 2/11 = 30
1×1 +1× 1+1×2 118
3 5 3 3 3 11

P (E1 І A) = 1 – 55 – 30 = 33
118 118 118

PROBLEM : In a bolt factory machines A, B and C manufacture respectively 25%, 35%

and 40% of the total of their output 5,4, 2 percent are defective bolts. A bolt is drawn at
random from the product and is found to be defective. What are probabilities that it was
manufactured by machines A, B and C?

Solution: Let E1, E2, E3 denote the events that a bolt selected at random is manufactured
by the machines A, B and C respectively and let E denote the event of its being defective.
Then we have,
P (E1) = 0.25 P (E2) =0.25 P (E3) = 0.40
The probability of drawing a defective bolt manufactured by machine A is
P (E І E1) = 0.05
Similarly we have
 P (E І E2) = 0.04 and P (E І E3) = 0.02
Hence the probability that a defective bolt selected at random is manufactured by machine
A is given by
P (E1 І E) = P (E1) P (E І E1)
3
Σ P (Ei) P (E І Ei)
i=1
= 0.25 × 0.25 = 125 = 25
0.25 × 0.05 + 0.35 × 0.04+0.25 × 0.02 345 69

Similarly P (E2 І E) = 0.35 × 0.04 = 125 = 25

0.25 × 0.05 + 0.35 × 0.04+0.25 × 0.02 345 69

and P (E3 І E) = 1 – P (E1 І E) + P (E2 І E)

= 1- 25 + 28 = 16
69 69 69

PROBLEM: Urn I has 2 white and 3 black balls. Urn II has 4 white and 1 black and Urn
III has 3 white and 4 black. An Urn is selected at random and a ball is drawn at random is
found to be white. Find the probability that Urn I was selected.

Solution: Let E1, E2, E3 denote the events that urns I, II, III are selected respectively.
Since the urn is selected at random
Therefore P (E1) = P (E2) = P (E3) = 1/3
Let A denote the event that the ball selected is white.
Therefore P (A/ E1) = 2, P (A/ E2) = 4 , P (A/ E3) = 3
5 5 7
P (A/ E1) = P (E1) P (A І E1)
3
Σ P (Ei) P (A І Ei)
i=1

= P (E1) P (A І E1)
P (E1) P (A І E1) + P (E2) P (A І E2) + P (E3) P (A І E3)

= 1/3. 2/5

1 . 2 + 1. 4 + 1. 3
3 5 3 5 3 7
 = 1/3 . 2/ 5
1 2 +4 +3
3 5 5 7

= 2/5 = 2/5 = 2 × 35 = 14
10+ 28+ 15 57 5 57 57
35 35

PROBLEM Box I contains 3 Red and 2 Blue marbles white Box II contains 2 Red and 8
Blue marbles. A fair coin is tossed. If the coin turns up heads a marble is chosen from Box
I. If it turns up tails a marble is chosen from Box II> Find the probability that a Red Marble
is chosen.

Solution: Let E1 denote the event that Box I is chosen and E2 denote the event that Box II
is chosen.
Since a fair coin is tossed to select a box.

Therefore P (E1) = P (E2) = 1/2

Let A denote the event that a red marble is selected.
Therefore P (A/E1) = 3/5 and P (A/E2) = 2/10
Therefore from Baye’s theorem
2
P (A) = Σ P (Ei) P (A І Ei)
i=1
= P (E1) P (A І E1) + P (E2) P (A І E2)
= 1 . 3 + 1 . 2
2 5 2 10

= 1 3+1
2 5 4

= 1 4 =2
2 5 5

PROBLEM : Suppose that one of three men, a politician, a businessman, an educator will
be appointed as the chancellor of a university. The respective probabilities of their
appointments are 0.50, 0.30, and 0.20. The probabilities that research activities will be
promoted by these people if they are appointed are 0.30, 0.70, and 0.80 respectively. What
is the probability that the research will be promoted by the new chancellor?
Solution: Suppose E1, E2, E3 be events of the appointment of politician, businessman and
education respectively.

Given
Therefore P (E1) = 0.5, P (E2) = 0.3, P (E3) = 0.2
A is the event that the research will be promoted by the new chancellor. The probability
research activity will be promoted if he is appointed as politician
= P (A/E1) = 0.3 Similarly,
P (A/E2) = 0.7
P (A/E1) = 0.8
n
P (A) = Σ P (Ei) P (A І Ei)
i=1
= P (E1) P (A І E1) + P (E2) P (A І E2) + P (E3) P (A І E3)
= 0.5 × 0.3 + 0.3 × 0.7+ 0.2 × 0.8
= 0.52

Q1. For the continuous probability function f(x) = kx2e-x

when x≥0 find
(i) K
(ii) Mean
(iii) Variance

Answer:
(i) ∞
We have = ∫ f(x) dx = 1
-∞
∞
∫ kx2e-x dx = 1
0
=> k x2 ∫e-x dx - ∫ d x2 ∫e-x dx dx ∞ = 1
dx 0
 ∞
=> k - x e + ∫ (2x) e dx
2 -x -x
=1
0

∞
=> k - x e + 2 - x e + ∫e dx
2 -x -x -x
=1
0

∞
2 -x -x -x
=> k - x e + 2 -x e - e =1
0

∞
k -x e –2xe –2e
2 -x -x -x
=1
0

k (-0 -0 -0) – (0-0- 2e-0) = 1

k=½

(ii) Mean
If x is a continuous random variable then mean = E(x)

∞
= ∫ x f(x) dx
-∞
∞
= ∫ x (kx2) e-x dx
0
∞
= k ∫ x3 e-x dx
0
∞
= k -x e 3 -x
+ ∫ 3x e dx3 -x
0

∞
 = k -x3 e-x + 3 –x2e-x + ∫ (2x) e-x dx
0

∞
3
= k -x e + 3 -x
–x2e-x +2 –xe + ∫ e dx
-x -x
0

∞
3
= k -x e + 3 -x
–x2e-x -2 xe – 2e
-x -x
0

∞
3
= k -x e - -x
3x2e-x -x
- 6 xe - 6e -x
0

= k (-0 -0 -0 -0 ) – (0 -0 -0 -6) = 1/2 [6]

Mean = 3

(iii) Variance
σx2 = Var(x) = E[x2] – [E[x]] 2
Now consider
∞ ∞
E[x2] = ∫ x f(x) dx = ∫ x2 kx2 e-x dx
2

-∞ 0

∞
= k ∫ x4 e-x dx
0

= k -x4 e-x + ∫ 4x3 e-x dx

 = k -x4 e-x +4 –x3 e-x + ∫ 3x2 e-x dx

= k -x4 e-x - 4 x3 e-x + 12 -x2 e-x + ∫ 2xe-xdx

= k -x4 e-x - 4 x3 e-x -12 x2 e-x +24 [-x2 e-x+ ∫ e-xdx]

∞
4 -x 3 -x 2 -x 2 -x -x
= k -x e - 4 x e -12 x e -24 x e -24 e
0

= 1/2 [24]

E[x2] = 12

Variance = E[x2] – [E[x]]2 = 12 - 32

Variance = 3

Q. If F(x) is the distribution function of X given by

F(x) = 0 if x ≤ 1
= k(x-1)4 if 1< x ≤ 3
=1 if x >3
determine
(i) f(x)
(ii) k
(iii) Mean
Answer:

Mean,
1 3 ∞
E(x) = ∫ x f(x) dx + ∫ x f(x) dx + ∫ x f(x) dx
-∞ 1 3
 1 3 ∞
= ∫ x .0 dx + ∫ x 1/16 (x-1)4dx + ∫ x.1 dx
-∞ 1 3

3 3
= 1/16 ∫ x (x-1)4dx + ∫ x dx
1 3

= 1 x ∫ (x-1)4dx – ∫ d x. ∫ (x-1)4dx + x2
16 dx 2
3
= x.(x-1) – ∫1. (x-1) dx + ∞ - 92
5 5

5 5 1 2
3
= 1 x.(x-1) – x.(x-1)
5 6
+0
16 5 6 1

= 1 3(3-1)5 – (3-1)6 – 1 (1-1)5 – (1-1)6

16 5 6 16 5 6

= 1 3 ×25 – 26 –0
16 5 6

= 8/15

Q. Calculate expectation and variance of x. if the probability

distribution of the random variable x is given by

x -1 0 1 2 3
f 0.3 0.1 0.1 0.3 0.2

Answer:
 Mean = Σxf
= -1(0.3) + 0(0.1) +1(0.1) + 2(0.3) + 3(0.2)
= -0.3 + 0 +0.1+ 0.6 + 0.6 =1
Variance = E(X2) – [E (X)] 2
= Σx2. f – (1)2
= (-1)2(0.3) + 02(0.1) +12(0.1) + 22(0.3) + 32(0.2)
= 0.3 + 0.1 +1.2+ 1.8
= 3.4

Q. Let X denotes the minimum of the two numbers that appear

when a pair of fair dice is thrown once.
Determine the
(i) Discrete probability distribution
(ii) Expectation
(iii) Variance.

Answer:
P(X=1) = P [(1,1), (1,2), (2,1), (1,3), (3,1), (4,1), (1,4), (5,1),
(1,5), (6,1), (1,6)] = 11/36

P(X=2) = P [(2,2), (2,3), (3,2), (2,4), (4,2), (2,5), (5,2), (2,6),

(2,6), (6,2)] = 9/36

P(X=3) =P [(3,3), (3,4), (4,3), (3,5), (5,3), (3,6), (6,3)] = 7/36

P(X=4) =P [(4,4), (4,5), (5,4), (4,6), (6,4)] = 5/36

P(X=5) =P [(5,5), (5,6), (6,5)] = 3/36

P(X=6) =P [(6,6)] = 1/36

(i) Probability Distribution

x 1 2 3 4 5 6
P(x) 11 9 7 5 3 1
36 36 36 36 36 36

(ii) Expectation
Mean = μ = Σxp(x)
= 1×11 + 2×9 + 3×7 + 4×5 + 5×3 + 6×1
36 36 36 36 36 36

= 11 + 1 + 7 + 5 + 5 + 1
36 2 12 9 12 6

= 91
36

(iii) Variance
Var(X) = E(X2) – μ2
E(X2) = Σx2 p(x)
= 12×11 + 22×9 + 32×7 + 42×5 + 52×3 + 62×1
36 36 36 36 36 36
= 11 + 1 + 7 + 20 + 25 + 1
36 4 9 12
 = 301
36
Var(X) = 301 – 91 2

36 36
= 1.97

Q. If a random variable has the probability density f(x) =2e-2x

For x>0 =0 for x £ 0. Find the probabilities that it will take on a
value.
(i) Between 1 and 3
(ii) Greater than 5.

Answer:
3
(i) P (1≤ x ≤ 3) = ∫ 2e-2x dx
1
3
-2x
= -2e
2 1

= - [e-6 – e-2]
= e-2 - e-6 = 0.1328

(ii) P(x > 0.3)

∞
= ∫ 2e-2x dx
0.5
∞
-2x
= – 2e
2 0.5
 = e-1 = 0.3678

Q Let F(x) be the distribution function of a random variable X given

by,
F(x) = c x3 when 0 ≤ x <3
=1 when x ≥3
=0 when x<0
If P(x=3) =0, determine
(i) c (ii) The density function
(iii) Mean (iv) P(X>1).

Answer:
(i) We know that,
∞
= ∫ f(x) dx = 1
-∞
3
= ∫ 3c x2 dx = 1
0
3
3
3c x =1
3 0

c [33 -0] = 1
c = 1/27

(ii) Probability density function, f(x) = d F(x)

dx

Therefore f(x) = 3cx2 for 0≤ x<3

 = 0 for x≥3
= 0 for x<0

(iii) Mean
∞
= ∫ x f(x) dx
-∞
3 3
= ∫ x.3cx dx = ∫ 3cx3 dx
2

0 0
3
= 1 ∫ x3 dx = 1 x4 3

9 0 9 4 0

= 1 [34 – 0]
9×4

= 1 [81] = 9
36 4

(iv) P(X>1)
3
= ∫ 3/27 x2 dx
1
3 3

= 1 ∫ x dx = 1 x 2 4

9 1 9 4 1

= 1 27 – 1 = 26
9 3 27

Q. For the discrete probability distribution

 x 0 1 2 3 4 5 6 7

f 0 K 2k 2k 3k K2 2k2 7k2+k

Determine
(i) K
(ii) Mean
(iii) Variance

Answer:
(i) We have Σ p(x) = 1
0+ k+ 2k+ 2k+ 3k+ k2+ 2k2+ 7k2+ k =1
10k2 + 9k -1
10k2 + 10k – k–1 =0
10k (k+1) –1(k+1) =0
(10k-1) (k+1) =0
k = -1, 1/10
k can’t negative
(Since p(x) ≥0)
k = 1/10

(ii) P(x<6) = 1- (X≥ 6)

= 1 – [P(x=6) +P(x =7)]
= 1 – [2 k2+ 7k2 +k]

= 1 – (9 k2 + k) = 1– 9+1
100 10
 = 81
100
P(X<6) = 81
100

P(X ≥6) =?
P(X ≥6) = P(X=6) +P(X=7)
= 2 k2+ 7k2 +k
= 9k2+ k

P (X≥6) = 19
100

(iii) P (0<X<5) = P(X=1) +P(X=2) +P(X=3) +P(X=4)

= k+ 2k+ 2k+ 3k
= 8
10
P (0<X<5) = 8
100

Q. A continuous random variable X has the distribution

function.
F(x) = 0 if x≤ 1
4
= k(x-1) if 1<x≤3
=1 if x>3.
Find (i) k and (ii) the probability density function of x.
Answer:
We have
f(x) = The probability density function of x= d [F(x)]
dx
i.e. f (x) = d [F (x)]
dx
f (x) = 0 if x≤1
= 4k(x -1)3 if 1<x≤3
= 0 if x>3
∞
We have = ∫ f (x) dx =1
-∞
1 3 ∞
∫ f (x) dx + ∫ f (x) dx + ∫ f (x) dx =1
-∞ 1 3

3
0 + 0 + 4k ∫ (x-1)2 dx = 1
1
3
4
4k (x-1) = 1
4
1

4k 24 – 0 =1
4

K= 1
16
Q The probability of a man hitting a target is 1/3
(i) If he fires 5 times, what is the probability of his hitting
the target at least twice?

(ii) How many times must he fire so that the probability

of his hitting the target at least once is more than
90%.

Answer:
(i) Given.
p = 1/3, n =5
B(x, n, p) = nCx Px (1-p) n-x
P(x ≥ 2) = 1– p(x<2)
= 1- p(X=0) –p(X=1)
0 5 –0 1 5–1
= 1 -5C0 1 2 – 5C1 1 2
3 3 3 3

= 1 – 32 – 80 = 131
243 243 243
(ii) Given
P (Hit a target) = 1/3
 The number of times he should fire, so that the probability
of hitting the target at least once is more than 90% is
calculated as follows.

1- P (No hit) = 1- (1- 1/3) n >0.9

n
=1- 2 > 0.9
3
For n =6, the inequality is satisfied because,
= 1 - 2 6 = 0.912 > 0.9
3

BINOMIAL DISTRIBUTION

Mean of Binomial Distribution :

We know E (x) =  x f (x)

n
=  x nc x P x q n x
x0
= 0 +1 nC1 p1 qn-1 + 2 nC2 P2 qn-2 +…..+ n nCn
Pn qn-n

Use nC0 = 1, nC1 =n , nCn = 1,

nCr = n!
(n  r )!r!
 = npqn-1 + 2n (n 1) p2 qn-2 + …..+ npn
1.2
= np (qn-1 +(n-1) P qn-2 + ………..+ Pn-1)

(P+q)n-1

 E(x) = np [ Since (P+q)n-1 ]

Also Var (x) = E (x2) – [E(x)]2

Consider E(x2) =  x 2 f ( x)
n
=  x 2 nC x p x q n x
x0
n
=  ( x 2  x  x) nC x p x q n  x
x0
=
n 2 n
 ( x  x) nC x p q
x n  x   x nC x p x q n  x
x0 x0
 n
=  ( x 2  x) nC x p x q n  x  np
x0
n
=  x( x 1) nC x p x q n  x  np
x0

= 0+0+2.1 nC2 p2 qn-2 + 3.2 n (n 1) (n  2) p3 qn-3

1.2.3
+……+n (n-1) nCn pn +np

= n(n-1) p2 ( q n2  (n  2) p q n3  ........  p n2 )

+np

( p  q) n2
 E (x2) = n (n-1) p2 + np [ Since (p+q)n-2
=1 ]
= n2p2 – np2 +np

Var (x) = E (x2) – [ E (x)]2

= n2p2 – np2 +np – n2p2
= np-np2 = np (1-p) = npq
 Var (x) = npq
SOLVED PROBLEMS

PROBLEM 1: If 3 of 20 tyres are defective and 4 of them

are randomly chosen for inspection. What is the
probability that only one of the defective tyres will be
included.

Solution: n=4
p= 3
20
q = 1- p = 17/20
P(x=1) = 4 (p) (q) 4-1
1
3
= 4. 3 17 = 4. 3. 173 = 0.368
20 20 204

PROBLEM 2: Ten coins are tossed simultaneously. Find the

probability of getting at least seven heads.

Solution: n = 10
p = P (H) = 1/2
q = 1-p = 1/2
P (X≥7) = P(X=7) + P(X=8) +P(X=9) P(X= 10)

= 10 1 7 1 3+ 10 1 8 1 2 + 10 1 9 1 1 + 10 1 1
 7 2 2 8 2 2 9 2 2 10 2 2

= 1 10 + 10 + 10 + 10
210 7 8 9 10

= 1 10 + 10 + 10 + 10
210 3 2 1 0
= 1 10.9.8 + 10.9 + 10 +1
210 1.2.3 1.2

= 1 120 +45+ 10 + 1 = 176 = 0.172

210 210

PROBLEM 3: It has been claimed that in 60% of all solar heat installations the
utility bill is reduced by atleast one third. Accordingly what are the probabilities that
the utility bill will be reduced by at least one third in

(i) Four of five installations.

(ii) At least four of five installations.

Solution: n=5
p = 0.6
q = 1-p = 0.4
(i) b (4, 5, 0.6) = 5 ( 0.6 )5 (0.4)1 = 5(0.6)4 (0.4) = 0.2592
4
(ii) at least 4 means 4 or 5
b ( 5, 5, 0.6) = 5 ( 0.6 )5 (0.4)0 = 0.0778
5

Therefore Probability in atleast four installations.

= b ( 4, 5, 0.6) + b ( 5, 5, 0.6)
= 0.2592 + 0.0778 = 0.337
PROBLEM 1: Determine the binomial distribution for
which the mean is four and variance three. Also find its
mode.

Solution: Given:
Mean=np=4 …….(1)
Variance = npq = 3 …………………..(2)
Dividing (2) by (1)
npq = 3
nq 4
q =3
4
p = 1-q = 1 – 3 = 1
4 4
Substituting in (1)
n. ¼ = 4
Therefore n = 16
Therefore The binomial distribution is = (q +p)n =

3 +1 16
4 4
Mode:
n = 16
n+1 = 17
 (n+1) p = 17.1 4.25
4
Since (n+1) p is not an integer
Therefore mode is the integral part of (n+1)p i.e., 4

PROBLEM 2: If the probability that a person will not like

a new tooth paste is 0.20. What is the probability that 5
out of 10 randomly selected persons will dislike it.

Solution:
n=10,
p=0.2
q=1-p=0.8
P(X=5) = (105) p5 q10-5
= (10.9.8.7.6 ) . (0.2)5 (0.8)5
1.2.3.4.5
PROBLEM 3: A and B play a game in which their chances
of winning are in the ratio 3:2 .Find A’s chance of wining
at least three games out of the five games played.

Solution: Let p be the probability that ‘A’ wins the game.

Then we are given
p=3/5 => q=1-p=2/5
 Hence, by binomial probability law, the
probability that out of 5 games played, A wins ‘r’ games
is given by:
P(X=r)=p(r) (5r).(3/5)r(2/5)5-r r=0,1,2…..5

The required probability that ‘A’ wins at least

three games is given by

5
p(X>=3)= Σ (5r)(3/5)r.(2/5)5-r
r=3
= 0.68
PROBLEM 4: An irregular six faced die is thrown and the probability expectation
that in 10 throws it will give five even numbers is twice, the probability expectation that
it will give four even numbers. How many times in 10000 sets of 10 throws each,
would you expect it to give no even numbers.

Solution: Let p be the probability of getting an even number in throw of a die. Then
the probability of getting ‘x’ even number in ten throws of a die is
P(X=x) = (10x) pxq10-x; x=1, 2,…10
We are given that
P(x=5) =2p(x=4)
i.e (105) p5q5 = 2(104) p4q6
=> 10! = 2 10!
5! 5! P 4! 6! q
 q = 2q = q
5 6 3
Therefore p(X=x) = (10x) (5/8) x (3/8)8-x
Hence the required number of times that in 10000 set of 10 throws each, we get no
even number
= 10000xP(x=0)
 = 10000x (3/8)10=1(approx.)

PROBLEM 6: A shipment of 20 tape recorders contain 5

defectives find the standard deviation of the probability
distribution of the number of defectives in a sample of 10
randomly chosen for inspection.

Solution:
p= 5 = 1
20 5
Therefore q=1-4 = 4
5 5
The variance σ = npq
2

= 10. 1 . 4
5 5
=8/5
σ=√ 8/5(S.D)

PROBLEM 7: If A and B play games of chess of which 6 are won by B and 2 end
in draw. Find the probability that (i) A and B win alternatively (ii) B wins at least one
game (iii) Two games end in draw

Solution: [There is a mistake in the problem since the number of games played in
the tournament is not given].

Here we assume that tournament consists of ‘3’ games.

Let A1, A2, A3, denote the event that A wins in 1st,2nd and 3rd games respectively and
B1, B2, B3 denote the event that B wins in 1st,2nd and 3rd games respectively
P (A1) =P (A2) =P (A3) =6/12=1/2
P (B1) =P (B2) =P (B3) =4/12=1/3

a) Let E1 denote the event that A and B win alternatively.

Therefore E1 = (A1∩B2∩A3)  (B1∩ A2∩B3)
 P (E1) =P (A1∩B2∩A3) +P (B1∩ A2∩B3)
=P (A1) P (B2) P (A3)+ P (B1) P (A2) P (B3)
= 1 . 1 . 1 + 1 . 1 . 1 = 1 + 1 = 3+ 2 = 5
2 3 2 3 2 3 12 18 36 36
b) Let E2 denote the event that B wins at least one game
therefore E2 denotes the event that B does not win any game

E2 = ∩∩

 P (E2) =P (∩∩

 P (E2) =P (P () P(

P(E2) =1-8/27 =19/27

c) In any game let p denote the event that game ends in a draw
Therefore q denote the event that either A wins or B wins
q=1/2+1/3=5/6
p=1=q=1/6
n =3
therefore From Binomial distribution, the probability that two games end in a draw
is
P(X=2) = 3C2p2q3-2
= 3. 1 2 5
6 6
= 3. 1 . 5 = 5
36 6 72
 

PROBLEM 1: Comment on the following:

The mean of a binomial distribution is 3
and variance is 4.

Solution: If the given binomial distribution has

parameters n and p, then we
Given
 Mean = np = 3 …………….(1)
Variance = npq = 4 ………….(2)

Dividing (2) by (1)

We get npq = 4
np 3
q =4
3
This is impossible, since probability cannot exceed unity.
Hence the given statement is wrong.

Q10. The probability of a man hitting a target is 1/3

(iii) If he fires 5 times, what is the probability of his
hitting the target at least twice?

(iv) How many times must he fire so that the

probability of his hitting the target at least once
is more than 90%.

Answer:
(i) Given.
p = 1/3, n =5
B(x, n, p) = nCx Px (1-p) n-x
P(x ≥ 2) = 1– p(x<2)
 = 1-( p(X=0) +p(X=1))
0 5 –0 1 5–1
= 1 –(5C0 1 2 + 5C1 1 2 )
3 3 3 3

= 1 – 32 – 80 = 131
243 243 243
(ii) Given
P (Hit a target) = 1/3
The number of times he should fire, so that the
probability of hitting the target at least once is more
than 90% is calculated as follows.

1- P (No hit) = 1- (1- 1/3) n >0.9

n
=1- 2 > 0.9
3
For n =6, the inequality is satisfied because,
= 1 - 2 6 = 0.912 > 0.9
3

PROBLEM 2: The mean and variance of binomial

distribution are 4 and 4/3 respectively. Find P (X≥1).

Solution: Let X ~ b(x; n, p). Then we are given

Mean = E[x] =np = 4 ……………(1)
And variance V[x] = npq = 4/3…….. … (2)
 Dividing (2) by (1) we get
q = 1 => p=2
3 3
Substituting in (1)
n=4 =4 =2×3=6
p 2/3
P (X≥1) = 1- P (X<1)
P (X≥1) = 1- P(X=0)

= 1 – n po qn-o
o
n
= 1- q
= 1 - (1 )6
3
= 1 – 1/729 = 0.99863.

POISSON APPROXIMATION TO BINOMIAL

DISTRIBUTION THEOREM
Statement: As n →∞ and p→0 so that np=λ where λ is a finite non zero constant
then
b(x, n, p) → λx e-λ
x!
Proof:
b(x, n, p) = n px qn-x
x

= n (n-1) (n-2) ……………. (n-(x-1)) px qn-x

x!

Given np = λ = p= λ/n

Therefore q=1-p =1- λ/n

n-x
Therefore b(x, n, p) = n (n-1) (n-2) ……………. (n-(x-1)) λ 1- λ
x! n n

n
1- λ
= λx n (n-1) (n-2) ……………. (n-(x-1)) n
x! x! x
1- λ
n
n
1- λ
n
= λx n. n -1 n -1 ………….. n –(x-1)
x! n n n n x
1- λ
n
n
1- λ
n
b(x, n, p) = λx .1 1-1 1-2 ….. 1 – (x- …..(1)
x! n n 1) x
n 1- λ
n

Now As n → ∞ 1/n , 2/n ,……………x-1/n →0

X
1- λ →1
n

and n -λ
1- λ = -n/λ → e- λ
n 1- λ
n
Therefore from (1) b(x, n, p) → λx e- λ
x!

MEAN AND VARIANCE OF POISSON DISTRIBUTION

Mean µ =E(x)
∞ ∞
= ∑ x P(X=x) = ∑ x f(x, λ)
x=0 x=0

∞ e- λ λx ∞ e- λ λx
= ∑ x. = ∑
x=0 x! x=1 x-1)!

∞ λx-1
= λ e- λ ∑ = λ e- λ e λ
x=1 (x-1)!

Therefore Mean = µ = λ
∞
E(X2) = ∑ x2 f(x, λ)
x=0
∞
= ∑ [x(x-1) +x] f(x, λ)
x=0

∞ ∞
= ∑ x(x-1) f(x, λ) + ∑ x f(x, λ)
x=0 x=0

∞ e- λ λx
= ∑ x(x-1) +λ
x=0 x!

∞ e- λ λx
 = ∑ +λ
x=1 (x-2)!

∞ e- λ λx
= λ2 e - λ ∑ (x-2) + λ
x=2

Therefore E(X2) = λ2 e- λ e λ + λ

E(X2) = λ2 + λ

Variance = σ2 = E(X2) –[E(X)]2 = λ2 + λ - λ2

Therefore Variance = λ

Standard deviation = √ λ

Note: In a Poisson distribution, mean is always equal to the variance.

PROBLEMS:
PROBLEM 1: If the probability that an Individuals suffers a bad reaction due to
a certain injection is 0.001, determine the probability that out of 2000 Individuals

a) Exactly 3
b) More than 2 Individuals will suffer a bad reaction.

PROBLEM 2: 10 % of the bolts produced by a certain machine turn out to be

defective. Find the probability that in a sample of 10 tools selected at random
exactly two will be defective using
(i) Binomial distribution
(ii) Poisson distribution and comment upon the result,

PROBLEM 3: A rent a car firm has two cards which it hires from day to day.
The number of demands for a car on each day is distributed as a Poisson variate
with mean 1.5. Calculate the proportion of days on which
(i) Neither car is used
(ii) Some demand is refused.
PROBLEM 4: In a factory which turns out razor blades, there is a chance of
0.002 for any blade to be defective. The blades are supplied in packets of 10
each. Using Poisson distribution, calculate the approximate number of packets
containing no defective, one defective and two defective blades if there are
10,000 such packets.

PROBLEM 5: The probability of getting no misprint in a page of a book is e-4

Determine the probability that a page of a book contains more than 2 misprints.

PROBLEM 6: In a Poisson distribution, P(x=0) = 2 P(X=1), find P(X=2).

PROBLEM 7: Obtain the Poison distribution as a limiting case of

Binomial distribution.

PROBLEM 8: Define Poisson process with example and show that mean=
Varience for a Poisson distribution.