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Random Experiment:
The experiment in which all possible results are known in
advance but none of them can be predicted with certainty and
there is equal possibility for each result is known as a
‘Random experiment’.
For example, Tossing a coin, throwing a die, picking a card from
a pack of well shuffled playing cards, etc.
Outcome:
Result of a random experiment is known as an ‘Outcome’.
Ex. (1) In a random experiment of tossing a coin - there are only
two outcomes. Head (H) or Tail (T)
(2) In a random experiment of throwing a die, there are 6
outcomes, according to the number of dots on the six faces
of the die. 1 or 2 or 3 or 4 or 5 or 6
Equally Likely Outcomes :
If a die is thrown, any of the numbers from 1, 2, 3, 4, 5, 6 may
appear on the upper face. It means that each number is
equally likely to occur. For example if a coin is tossed,
possibilities of getting head or tail are equal.
Sample Space
The set of all possible outcomes of a random experiment is
called the sample space. It is denoted by ‘S’ or ‘Ω’ (A
greek letter 'Omega'). Each element of sample space is
called a ‘sample point’. The number of elements in the
set ‘S’ is denoted by n(S).
Event:
Event is subset of sample space. Events are generally
denoted by capital letteres A, B, C, D.
Probability :
In Mathematical language, when possibility of
an expected event is expressed in number, it is
called ‘Probability’ .
If trail results in ‘n’ exhaustive, mutually exclusive
and equally likely cases and ‘m’ of them are
favourable to the happening event E, then the
probability of happening event E is given by
number of favourablecases m
PE p
Total number of out comes n
As there are m number of cases favourable to
happening of event E and total number of out
comes are n, there fore the number of cases
unfavourable to happen event E are n-m.
There fore probability of event E will not
happen is given by
nm
number of unfavourablecases
P E q
Total number of out comes n
m
q 1 1 p
n
p q 1
Axioms:
1) Numerical value of probability lies between 0 and 1,
i.e. for any event A 0 ≤ p(A) ≤ 1
2. The sum of probabilities of all sample events is unity.
Random Variable:
Random variable is a function which assign numerical
value to the each out come of an experiment.
Random variables are denoted by capital letters X, Y, Z
etc.
Discrete Random Variable:
A random variable X which can assume only isolated
values is called discrete random variable.
or A random variable whose values can be obtained by
counting is called discrete random variable.
e.g. 1. Number of heads in 4 tosses of a coin is a discrete
random variable because it takes values 0, 1, 2, 3, 4 only
2. Number of ace in a draw of 2 cards from well shuffled p
deck is a discrete random variable as it can take the values
0, 1, 2 only.
Continuous Random Variable:
A random variable X which can takes any value within
an interval [a, b]is called continuous random variable.
or A random variable whose values can be obtained by
measuring is called continuous random variable.
ii) Ʃ P(X=xi) = Ʃ pi = 1,
i i
iii) P( X xi )
r 1
P ( X xr ) p r
r 1
P(X) is called discrete probability distribution function.
2. Continuous Probability Distribution :
If X be a continuous random variable which takes any
value within an interval ( -∞, ∞). Then the function
f(x) is called continuous Probability density function if
49k 1
1
k
49
ii ) P X 4 P X 0 P X 1 P X 2 P X 3
k 3k 5k 7k 16k
1 16
16
49 49
iii ) P 3 X 6 P X 4 P X 5
9k 11k
20k
1 20
20
49 49
2. A random var iable X has the followin g probability distribution :
X: 1 2 3 4 5 6 7
P X : k 2k 3k k 2 k 2 k 2k 2 4k 2
Find i )k , ii ) P x 5 , iii ) P x 5
k 2k 3k k 2 k 2 k 2k 2 4k 2 1
8k 2 7k 1 0
7 49 32 7 9 1 k
1
k 1,
28 16 8 8
ii ) P X 5 P X 6 P X 7
2k 2 4k 2 6k 2
2
1
6 6
3
8 64 32
iii ) P X 5 P X 1 P X 2 P X 3 P X 4 P X 5
k 2k 3k k 2 k 2 k
7 k 2k 2
2
7 1
29
2
8 8 32
3.If f ( x ) is probability density function( p.d . f .)
f ( x ) kx 2 1 x 3 0 x 1
0 otherwise
1
Find i ) valueof k , ii ) P 0 x
2
Solution : Here x is continious random var iable
f x dx f x dx f x dx 1
0 1
1
0 kx 2 1 x 3 dx 0 1
0
1
dx 1
2 5
k x x
0
1
x x
3 6
1 1
k 1 k 1
3 6 0 3 6
1
k 1 k 6
6
1
ii ) Find P 0 x
2 1
2
1
P0 x
2
f x dx
0
1
2
kx 2 1 x 3 dx
0
1
2
k x 2 x 5 dx
0
1
x 3
x 2 6
k
3 6 0
1
3 6
1
k 2 2
3 6
1 1
k
3 8 6 64
15
6
6 64
15
64
4.If f ( x ) is probability density function( p.d . f .)then find valueof k
x
f ( x ) kx e4 2
0 x
0
We know p.d. f . of X satiesfies condition
f ( x )dx 1
f ( x )dx f ( x )dx 1
0
x
0 kx 4 e dx 1
2
uvdx uv1 u' v2 u'' v3 ...
0
x
x
x
x
x
k x 4 e
2
4x 3e
2
12 x 2 e
2
24 x e
24
2 e
1
2
1 1 1 1 1
2 32
4 8 16 0
k 0 768 1
k 768 1
1
k
768
2 x
5.Show that f ( x ) x 2 0 x 3 is
9 2
probability density function( p.d . f .).
Solution :
To Show that f x is p.d . f . we have to show that
f x dx 1
Consider L.H .S.
f x dx
0 3
f x dx f x dx f x dx
0 3
3
0 f x dx 0
0
Binomial Distribution
Let X be a discrete random variable.
If i) an experiment result in two ways success or failure ,
ii) Probability of success is p and the probability of failure is q
in single experiment such that p + q = 1
iii) The experiment is repeated n times then probability of
X = r success is given by
Cr 0.05 0.95
20 r 20r r 0,1,2, ...,20
i) Probability of 0 defective solenoid = P( X= 0) = P(0)
P X 0 C0 0.05 0.95
0 200
0.3585
20
P X 1 C1 0.05 0.95
1 201
20
0.3774
P X 2 C2 0.05 0.95
2 202
0.1887
20
2. The probability that a pen manufactured by a company will
be defective is 1/10. If 12 such pens are manufactured , find
the probability that i) exactly two will be defective , ii) at
least two will be defective , iii) none will be defectives
Solution:
Let X be number of defective pens.
Let p be the probability of one pen to be defective and q be the
probability of one pen to be non defective.
0.1 q 1 p 1 0.1 0.9 n 12
1
p
10
By binomial distribution the probability of X = r defective pens is
P X r P r nCr p r q nr
Cr 0.1 0.9
12 r 12r r 0,1,2, ...,12
i) Probability of exactly 2 defective pens = P( X= 2) = P(2)
P X 2 C2 0.1 0.9
2 122
0.2301
12
P X 0 C0 0.1 0.9
0 12
0.2824
12
X r 0, 1, 2, 3, ...,12
P(X) P(0), P(1), P(2), P(3), ..., P(12)
P( 0 ) P( 1 ) P( 2 ) P( 3 ) P( 4 ) P( 5 )
P( 6 ) P( 7 ) P( 8 ) P( 9 ) P( 10 ) P( 11 ) P( 12 ) 1
P( 2 ) P( 3 ) P( 4 ) P( 5 ) P( 6 ) P( 7 )
P( 8 ) P( 9 ) P( 10 ) P( 11 ) P( 12 ) 1 P( 0 ) P( 1 )
P( X 2 ) 1 P( X 2 )
3. Out of 800 families with 4 children each, how many families
would be expected to have i) 2 boys and 2 girls , ii) at least one
boy , iii) no girls,
Assume equal probabilities for boys and girls.
Solution : Let x be number of boys
p be the probability of boy , q be the probability of girl
p= 0.5, q=0.5, n = 4, N = 800
By binomial distribution the probability of X = r boys is
P X r P r nCr p r q nr
r 0,1,2,3,4
i) Probability of 2boys and 2 girls = probability of 2 boys
P X 2 P 2 C2 0.5 0.5
2 4 2
0.375
4
1 P X 0
1 C0 0.5 0.5
4 0 4
0.9375
Expected number of families out of 800 with at least 1 boy=
r 6 r
1 2 r 0,1,2,3,4,5,6
Cr
6
3 3
i) Probability of exactly 2 dice shows 5 or 6 =
2 6 2
1 2
P X 2 P 2 6C2 0.3292
3 3
Expected number of times exactly 2 dice shows 5or 6= NP(x=2)
729 0.3292 240
ii) Probability of at least 3 dice show 5 or 6 = P X 3
1 P X 3 1 P X 0 P X 1 P X 2
1 0.6804 0.3195
Expected number of times at least 3 dice shows 5 or 6 =
Cr 0.2 0.8
6 r 6 r r 0,1,2,...6
i) Probability of exactly 2 missiles strike the target
P X 2 P 2 C2 0.2 0.8
2 6 2
0.2457
6
0.3447
Poisson Distribution
A random variable X is said to follow Poisson distribution if the
Probability of X = x is given by
e m m x
P X x x 0, 1, 2,... ,n
x!
Where m is called the parameter of the distribution & m = np
Poisson Distribution is the limiting case of Binomial
distribution when number of trails n ∞ & the probability of
success p is very small such that np = m.
Poisson distribution is related to the Probabilities of events
which are extremely rare but which have a large number of
independent opportunities for occurrence.
Note:
Mean and variance of Poisson Distribution are equal to m.
i.e. Mean = variance = m = np
1. It is 1 in 1000 that an article is defective. There are in a box
100 articles of this type. Assuming Poisson distribution find
probability that the box contains i) no defective , ii) two or more
defectives.
Solution:
Let X be the number of defective articles.
p be the probability of one article to be defective.
Given that p = 1/1000 =0.001
n = 100
There fore mean = m = np = 100x0.001 = 0.1
Now by Poisson distribution probability of X = x defective
articles is
e m m x
P X x
x!
e 0.1 0.1
x
x 0, 1, 2,... ,100
x!
i) Probability of no defective = P( X = 0 ) = P(0)
0.1
0.1
0
P X 0
e
0.9048
0!
ii) Probability of two or more defectives = P( X ≥ 2 )
P X 2 1 P X 2
1 P X 0 P X 1
e 0.1 0.10 e 0.1 0.11
1
0! 1!
1 0.9953
0.0047
2. If 3% of bulbs manufactured by a company are defective.
Assuming Poisson distribution find the probability that in a pack
of 100 bulbs i) zero, ii) two , iii) at most 2 are defective.
Solution:
Let X be the number of defective bulbs .
p be the probability of one bulb to be defective
p = 3% = 3/ 100= 0.03, n = 100
Mean = m = np = 100x0.03 = 3
There fore by Poisson Distribution
e m m x
P X x
x!
e 3 3
x
x 0, 1, 2,... ,100
x!
i) Probability of zero defective = P( X = 0 ) = P(0)
3
3
0
P X 0
e
0.0498
0!
ii) Probability of two defectives = P( X =2 )
e 3 3
2
P X 2 0.2240
2!
iii) Probability of at most two defectives = P( X ≤2 )
P X 2 P X 0 P X 1 P X 2
e 3 30 e 3 31 e 3 32
0! 1! 2!
0.4232
3. If the probability that an individual suffer a bad reaction from
certain injection is 0.001. Determine the probability that out of
2000 individual i) exactly 3, ii) more than 2 will suffer a bad
reaction.
Solution:
Let X be the number of individuals suffer from bad reaction.
Let p probability of an individual suffer from bad reaction.
p = 0.001 , n = 2000
Mean = np = 2000x0.001 = 2
There fore by Poisson distribution probability of X = x number
of individuals suffer from bad reaction is
e m m x
P X x
x!
e 2 2
x
x 0, 1, 2,... ,2000
x!
i) Probability of exactly 3 individuals suffer from bad reaction
2
2
3
P X 3
e
0.1804
3!
ii) Probability of more than two individuals = P( X >2 )
P X 2 1 P X 2
1 P X 0 P X 1 P X 2
e 2 2 0 e 2 2 1 e 2 2 2
1
0! 1! 2!
1 0.1353 0.2707 0.2707
0.3233
4. Assume that the probability of an coal miner being killed in
a mine accident during a year is 1/2400. Use Poisson’s
Distribution to find the probability that in a mine employing
200 workers there will be at least one fatal accident in a year.
e m m x
P X x
x!
0.083
0.083
x
e
x!
i) Probability of at least one fatal accident =
P X 1 1 P X 1 0.08
5 . In certain factory turning out blades, there is small chance of
0.002 for any blade to be defective. The blades are supplied in
packets of 10. Use Poisson’s distribution to calculate the
approximate number of packets containing, no defective , one
defective and two defective blades in a consignment of 10000
packets.
Solution:
Let X be number of defective blades.
p be the probability of a blade to be defective.
p = 0.002, n = 10
Mean = np = 10x0.002 = 0.02
There fore by Poisson Distribution probability of X = x defective
blades 0.02
0.02
m x x
e m e
P X x
x! x!
x 0, 1, 2,... ,10
i) Probability of none defective blade =
0.02
0.02
0
P X 0
e
0.9802
0!
Expected number of Packets out of 10000 with none
defective blade = NP(X=0) = 10000x0.9802=9802
Solution:
Let X be number of cars in demand.
Mean = np = 1.5 ( given )
There fore by Poisson Distribution probability of X = x number
of cars in demand is
e m m x
P X x
x!
1.5
1.5
x
e
x 0, 1, 2
x!
i) Probability of neither car is in demand =
1.5
1.5
0
P X 0
e
0.2231
0!
Expected number of days in a year on which neither car is
in demand = NP(X=0) = 365x0.2231 = 81
P X 2 1 P X 2
1 P X 0 P X 1 P X 2
e 1.5 1.5 0 e 1.5 1.5 1 e 1.5 1.5 2
1
0! 1! 2!
0.1912
Expected number of days in year on which demand is
refused = NP(X>2) = 365x0.1912 =70
7. In Poisson Distribution if P( X = 2 ) = (2/3)P( X = 1)
Find i) P ( X = 0) ii) P ( X = 3 )
Solution :
We Know for Poisson Distribution
e m m x
P X x
x!
e m m 2 2 e m m1 4
m
2! 3 1! 3
There fore above Poisson distribution
x formula becomes
4 4
e 3
P X x 3
x!
0
4 4
3
e
i ) P X 0 3 0.26
0!
3
4 4
3
e
ii ) P X 3 3 0.1041
3!
Normal Distribution
A continuous random variable X is said to follow a normal
distribution if its Probability density function is given by
1 x
2
1
f x e 2
where x
2
C
x
A B
X x1 X x2
The total area under normal curve above the x axis is 1. The
line x = µ divides the area under normal curve above x axis into
two equal parts. The area to the left of x = µ is 0.5 and area to
the right of x = µ is 0.5
If A and B are two points on X- axis then Shaded area ABCD
under the normal curve between the ordinates at A i.e. X=x1
and at B i.e. X= x2above the X axis gives the probability of x
lying between X=x1 to X=x2
1
1 2 z2
f z e
2
za
z b
z z0 z
1) The total area under standard normal curve above the z axis is 1.
2) The line z=0 divides the area under normal curve into two equal
parts. Because of symmetry the area from z = 0 to z = ∞ is equal to
area from z = 0 to z = - ∞ is equal to 0.5
3) This help us to find probability
X
Z
2. If Z1 and Z2 are two values of Z corresponding to the values
of x1 and x2 of X then
P x1 X x2 P z1 Z z2
1. The weights of 4000 students are found to be normally
distributed with mean 50 kilograms and deviation 5 kilograms.
Find the probability that a student selected at random will have
weight i) less than 45 kilograms, ii) between 45 and 60
kilograms.
[ Given: for Standard normal variate Z, area under the normal
curves between Z = 0 to Z = 1 is 0.3413 and that of between
Z = 0 and Z = 2 is 0.4772 ]
Solution:
Let X be the weight of the student
Given Mean weight 50, SD 5
X X 50
Change X to Z by Z
5
i ) When X 45 , 45 50
Z 1
5
Pr obability of weight of student less than 45 P X 45
P Z 1 P Z 1
0.5 0.3413
0.1587
ii ) When X 45 , 45 50 1
Z
5
60 50
When X 60 , Z 2
5
Pr obability of weight of student isinbetween 45 & 60
P 45 X 60 P 1 Z 2
area under normal curve
z 1 z2 from z 1 to Z 2
z
z0
z area from z 1 to z 0
area from z 0 to z 2
0.3413 0.4772
0.8185
2. The customer accounts of a certain departmental store have an
average balance of Rs. 120 and a standard deviation of 40 Rs.
Assuming that the distribution of account balances is normal,
find the probability of account balance is i) Over Rs. 150, ii)
Between Rs. 100 & Rs. 150, iii) between Rs. 60 & Rs. 90
[ Given: for S.N. V. Z, area under the normal curves between Z = 0
to Z = 0.75 is 0.2734, from Z = 0 to Z=0.5 is 0.1915 and that of
between Z = 0 and Z = 1.5 is 0.4332 ]
Solution:
Let X be the account balance
Given Mean balance 120, SD 40
X X 120
Change X to Z by Z
40
i ) When X 150 , 150 120
Z 0.75
40
Pr obability of account balance is over 150 P X 150
P Z 0.75
0.5 0.2734
0.2266
ii ) When X 100 , Z 100 120 0.5
40
150 120
When X 150 , Z 0.75
40
Pr obability of account balance isinbetween Rs.100 & Rs.150
P 100 X 150 P 0.5 Z 0.75
area under normal curve
z 0.5 z 0.75 from z 0.5 to Z 0.75
z
z0
z area from z 0.5 to z 0
area from z 0 to z 0.75
0.2734 0.1915
0.4649
iii ) When X 60 , 60 120 1.5
Z
40
90 120
When X 90 , Z 0.75
40
Pr obability of account balance isinbetween Rs.60 & Rs.90
z 0.75
P 60 X 90 P 1.5 Z 0.75
z 1.5
area under normal curve
z z
z0
from z 1.5 to Z 0.75
area from z 0 to z 1.5
area from z 0 to z 0.75
0.4332 0.2734
0.1598
3. The income distribution of group of 10000 persons was found to
be normal with mean Rs. 7500 & standard deviation Rs. 500.
What is the number of persons of this group who have income
i) exceeding Rs. 6680 , ii) exceeding Rs. 8320.
[ Given: for S.N. V. Z, area under the normal curves between the
ordinates ± 1.64 is 0.8990 ]
Solution:
Let X be the income of person
X X 7500
Change X to Z by Z
500
z 1.64 z 1.64
z z0 z
Given that area under normal curve between ordinates 1.64 is 0.8990
area from z 0 to z
0.4495 0.5
0.9495
0.0505
X X 42
Change X to Z by Z
24
i ) When X 60 , 60 42 0.75
Z
24
Pr obability of scoreof candidate is more than 60 P X 60
P Z 0.75 P 0.75 Z
0.2265
0.2734 0.1915
0.4649
Expected number of students whose score is in between 30 & 60
is NP=100x0.4649 = 46.49~46
5. In a test on 2000 electrical blubs, it was found that the life of a
particular make was normally distributed with an average life of
2040 hours and SD of 60 hours. Estimate number of bulbs likely
to burn i) more than 2150 hours, ii) less than 1950 hours iii)
more than 1920 hours but less than 2160 hours.
[ Given: for S.N. V. Z, area under the normal curves from Z = 0 to Z =
1.5 is 0.4332, From z = 0 to z=2 is 0.4772 and z = 0 to z =1.83 is
0.4664 ]
Solution:
Let X be the life of electrical bulb
Given Mean life 2040, SD 60
X X 2040
Change X to Z by Z
60
i )When X 2150 , Z 2150 2040 1.83
60
Pr obability of bulb is likely to burn more than 2150 P X 2150
P Z 1.83 P 1.83 Z
0.0336
0.5 0.4332
0.0668
Expected number of bulbs likely to burn less than 1950 hrs. is
NP=2000x0.0668 = 133.6 ~ 134
iii )When X 1920 , Z 1920 2040 2
60
2160 2040 2
When X 2160 , Z
60
Pr obability of bulbslikely toburn between 1920 & 2160 hrs.
P 1920 X 2160 P 2 Z 2
area under normal curve
z 2 z2 from z 2 to Z 2
z
z0
z area from z 2 to z 0
area from z 0 to z 2
0.4772 0.4772
0.9544
Expected number of bulbs likely to burn more than 1920 hrs. and
less than 2160 hrs. is NP=2000x0.9544 = 1909
6. The mean life time and SD of battery cells are 12 hrs and 3 hrs .
What percentage of battery cells have life i) between 10 and 14
hrs. ii) more than 15 hrs. iii) less than 6 hrs.
[ Given: for S.N. V. Z, area under the normal curves from Z = 0 to Z =
0.67 is 0.2486, From z = 0 to z=1 is 0.3413 and z = 0 to z =2 is
0.4772 ]
Solution:
Let X be the life of battery cell
X X 12
Change X to Z by Z
3