811 “TERMINOLOGY IN PROBABILITY THEORY® Before a formal definition of probability can be given, it is necessary t q basic terms, i i ies Experiment. An experiment isan operation whose oupat cannot be predicted yy Outcome. Output of an experiment is called outcome, The number of outcome, the nature ofthe experiment and may be inte or infinite, For example, consider fe hitting a paniular target bya marksman. Thee are ony wo outcomes, ether Mee ifthe experiment involves the measurement of time between successive fates om equipment, the outcomes are given by time-to-failure, which can have any positive a sa Sample Space. These of all posible outcomes ofa given experiment is eles space or the event space or the probability space. We now considera few example via explain the above definitions. EXAMPLE 8.1-1 AA single, regular die consisting of 6 faces is rolled once. Thus the experiment is the die. A sample space for this experiment could be S = {1,2,3,4,5, 6), Where integers 1 to 6 represent the face which may come up when the die stops, EXAMPLE 8.1-2 Consider an experiment of tossing a coin once. The possible outcomes of this experin (@ the coin lies with its head H up, (the coin lies with its tail T up. The chances of the coin resting on its edge are extremely small and hence this neglected. The associated sample space is S = {HT}. EXAMPLE 8.1-3 Consider the experiment of tossing of two coins, The possible outcomes are HH, and TT. The associated sample space for the experiment is S = {HH, HT, TH, TT}. EXAMPLE 8.1-4 E Consider the experiment of selection of one card from a standard deck of $2 a4 assumed that the cards are numbered from 1 to 52. The associated sample space is : SS A203). 52, since the selected card must correspond to one of these integers. 734PROBABILITY THEORY “+ 735 it sample Spaces ce is called the number of possible outcomes in the sample space is a so S78 led infinite. The four examples cited above have Finite sample space yon continuous ‘Sample Spaces F ai0 Oe ce is called discrete if it contains only finite or infinite but countable number re otherwise itis called continuous, I Meouo™ a if pe 815 ae : 9 jm experiment of counting the number of persons coming per hour for tickets at pte mando of cinema-hall, the sample space $ = {1, 2, Baan ito : 316 ' : / |e a cqxperient of measuring the time f between successive failures of an electronic | poe Ie space is. | ey he sam inf z (0Sts =}, | gaseous: sven or sample point is a subset of sample space, Every subset is an event. An event if avy one of its elements is the outcome of the experiment. oi senentay Event jablenentary event or simple event is a subset containing a single sample point. The sample itself is called the cerfain event or sure event. An event that contains no sample point is ‘ale inpossible event and is denoted by . UNPLE 8.1-7 Wien single, regular die is rolled once, the associated sample space is S =, {1,2,3,4,5,6). Ten each of the subsets A= (I}, B= (2, 4, 6}, C= {1, 3, 5}, D = {1, 2, 4, 5}, E= (2, 3, 4, 5}, is an event. In ‘tare not the only events (there are many more), since these are not the only subsets of S. ‘nly Ais an elementary event. Events A, B, C, D and E are different because their subsets ‘eéfirent If we actually roll the die once and we get face 1 up, then events A, C and D are olive occured, since all these events have | as an element. Similarly, if we get the face 3 TREE CA Eare sad to have occurred as they have 3 as an element. Event F = 6 = {7} is, ‘0 impossible event, TUPLE 8.1.9 cease etpcriment involve selection of one student from the total number of 1,500 students f college. The sample space will be represented by Tete bse S = {1, 2,3, ..., 1,500). feuigge B= (10}, C= 2, 5, 16, 80, 400}, D = (201, 202, 203, .., 1,000) ete., are all t fident numbered 80 happens to be selected, then event C is said to have occurred; Seti gett™4 1350 happens to be selected, none ofthe events A,B, C and D has occured ‘S Rot contained by any of them. =8/1 “TERMINOLOGY IN PROBABILITY THEORY® Before a formal definition of probability can be given, basic terms. : Experiment. An experiment is an operation whose output cannot be predic Outcome. Output of an experiment is called outcome. The number ofente, the nature ofthe experiment and may be finite o infinite, For example, consider de hitting a particular target by a marksman, There are only two outcomes, either hit PU if the experiment involves the measurement of time between successive failures oes equipment, the outcomes are given by time-to-alure, which can have any positive a2 Sample Space. The set ofall possible outcomes of a given experiment sealed, SS space or the event space ot the probability space. We now consider a few examples vig explain the above definitions. EXAMPLE 8.1-1 A single, regular die consisting of 6 faces is rolled once. Thus the experiment is then the die. A sample space for this experiment could be S = {1,2,3,4, 5, 6), where integers 1 to 6 represent the face which may come up when the die stops EXAMPLE 8.1-2 Consider an experiment of tossing a coin once. The possible outcomes of this ex (@) the coin lies with its head H up, (b) the coin lies with its tail T up. The chances of the coin resting on its edge are extremely small and hence this neglected. The associated sample space is S = {H,T). it is necessary to intoda ta ted with, i Imes de EXAMPLE 8.1-3 Consider the experiment of tossing of two coins. The possible outcomes and TT. The associated sample space for the experiment is S = (HH, HT, TH, TT}. axe HH EXAMPLE 8.1-4 wil Consider the experiment of selection of one card from a standard desk of °°" | assumed that the cards are numbered from 1 to 52. The associated sample SP* | : S = (12,3, 52h i since the selected card must correspond to one of these integers. f 734PROBABILITY THEORY ** 735 i ample Spaces f eis called finite if the number of possible outcomes in the sample space is * oa - ic ealled infil The four examples cited above have finite sample space. be tinuous Sample Spaces ani 0. ; 1” EXAMPLE 8.2-1 ‘sah A card is drawn from a deck of cards. What is the probability that the card draw What is the probability that the card drawn is an ace ? Solution In drawing a card there are 52 mutually exclusive and equally likely c#s#s9f- cases favourable to the drawing of a heart; hence the probability of drawing # b ce the For the second event, there are 4 cases favourable to the drawing of an ace, hen is 4/52 = 1/13. adPROBABILITY THEORY «> 737 shite and 5 jp Pens 10 Black 1S while and 5 red Dall. Wha is he pobaiiy of drawing a Hn ed ball ? A ie oF ru v jot 49 equally likely cases. Out of these 30 cases, the ioe EN ly to. blac, @ white ora red ball, Hence the p eR PTs 1/3, 1/2 and 1/6 respectively ‘ : ; “ vii defined a8 above is called «-priori probability or mathematical probabil Me pa ge well with games of chance—tossng of an ideal coin, rolling af fe og nition cards. In fact this definition is true only for those cases where the outcomes are ee i his may not always be true, ike? y ? 8. 2-3 ‘ 7 a of 50 students what is the probability that a particular student X will Pass an nae ? oo n er Te are 10, 15 and 5 cases robability of drawing a black, viously two cases; either the student will pass or fil. In finding the probability ner fe wo cases cannot be taken as equally likely 0 give a value of 1/2 since X may be ‘ig and intelligent student and probability of his passing may be 1. 1 the aposteriori Probability + sal called statistical ot empirical probability 1 overcomes the shortcomings of the jas einition of probability, If n represents sufficiently large number of trials made to sce pr event A occurs or not and m represents the numberof trials in which itis observed to fonen the probability of occurrence of A is given by ‘ P(A) = Lim”, + (8.2) sri the circumstances from trial to trial remain the same. Clearly, 0 < P(A) <1, ke P(A) = 0 signifies that the event is impossible, while P (A) = 1 signifies that it is certain, |fr2uape, the probability of the event that rolled die will show a “seven” is zero (impossible), ‘Wet probability that @ tossed coin will tum up a head ora tail is one (certain) \ htiomatie Definition of Probability cal vey event A in a finite sample space S, we associate a real number P (A), which is probability of event A if it satisfies the following axioms: P(A) < 1, for each subset A of S, which implies that probability of an event lways varies from 0 to 1. . P(S)= 1, where S.is the sample space, also called certain event (yp 0) Os where 6 is the imposible event P(A.or B)= P(A) +P (B), where A and B are two mutualy exclusive events. ta PRI Now ae 2 a Score hal study the various laws of probability. The proofs given refer to the first eng Qrobability (mathematical probability). However, these laws can be proved by using 0 of probability (statistical probability) with requisite modifications.738 * OPERATIONS RESEARCH 1 Complementary Events When an event A fails to occur, one may say that event ‘non-A’ has "4 tary event of A and is represented by Ao. . siping SB eratiar ete ee that head appears is complementary (® ps ma appears. Sen h 1st Law Ifp is the probability of event A and q is the probability of its complementary p=1-q o P(A)=1-P(A), fn Ti Proof, Letn be the total numberof posible outcomes, of Which m are fag, =f occurrence of event A. Then, obviously, the remaining » — m outcomes are fovounti nt} or A q=P(A)= =1-p=1-P(A). EXAMPLE 8.3-1 An iterate servant is given S cards addressed 10 5 diferent persons residing in y city, What is the probability that the servant hands over the card to a wrong pers, jon ? Solution ¢ j Ail possible different ways to distribute S cards to different persons are 51) or 1 ru is only one way of handing over the cards to all the five right addresses. Let this event bes Then p=P(A) = a The probability of handing over cards to wrong addresses, ee eee) ieee 120) 1208 8.3-2 Mutually Exclusive Events Two events A and B are said to be mutually exclusive if the occurrence of A prec occurrence of B and vice versa ie, if they cannot occur simultaneously. For: ‘example, in bea experiment of tossing an unbiased coin, the two events defined by A= Head appears, B = Tail appears are mutually exclusive. 2nd Law (Law of Addition) f IfA and B are two mutually exclusive events with probabilities py and P2 respect the probability of either of them (A or B) is equal to the sum of their individual prob ie, P=pitp, or P(AorB)=P(A)+P(). Proof. Let n be the total number of possible outcomes, of which 7m ‘m, are favourable to B. Then Ae are favourable!) Be as F Pi aire iD arte a yoo Since A and B are mutually exclusive, m, outcomes favourable to A © P°1 ,6! B and vice versa. Hence there are exactly m, +m outcomes favourable to the ¢ IPI ROBABILITY THEORY “+ 739 a neice p(AorB) = P(A) +P (B), «sei ‘Ay Aa, Aa» >» An ar the mutually excusive events with probability p, ps G in He op Ags or OF An) = PAI) + P(A) +... +P(A,) ale p(AL P Pit Prt nt Dy v= (8.5) « 33-2 , . wre concains 4 white and 6 black balls. What is the probability thatthe ball drawn is " 7 f or black? wor ip ball drawn can be either white or black, the probability is 4/10 + 6/10 = 1 since tu 4 a ‘Ay Ar» Asy oy An ate called mutually exclusive and exhaustive event if vas ihen one of them occurs, none out of the remaining will occur, a gne ot the other event must occur in any tral, erexanple, in the trial of tossing of a fair coin, the events that head appears and tail are two mutually exclusive and exhaustive events, as the chances of the coin resting on edge we almost ZE7O. ally Exclusive and Exhaustive Events Law dy Ay Ay» An are m mutually exclusive and exhaustive events with probabilities py, p, pprepectively, then Pit Prt Pst + P= le +» (8.6) Proof, Let be the total number of possible outcomes, of which m, are favourable to event 4m 10 Ay, uy My tO Ay, 80 that mm: Pr = sy Pp = my Pp = n Asthe events are mutually exclusive, m, outcomes are favourable only to A; and not to Ap, 4m so on, Moreover, they are also exhaustive, m | m. Now mtg +t my =n or ha at non n e Pit Pa ut py = 1 or P(Ay) +P (Az) + + P(A, GNPLE 0.3.9 sansa data for welders in a fabrication shop are given below. What is the probability lected at random will have 6 or more years of experience? Years of experience Number Probability o2 5 9/50 = II BS 10 10/50 = I/ os 15 15/50 = 3/10 = 0.3 ‘ 20/50 = 2/5 = 04740 “ OPERATIONS RESEARCH Solution P (6 to 8) + P (more than §) P (6 or more) +0409, 8.3-4 Mutually Independent Events / Two events A and B are said to be independent events if the Occurren, Ice or of A does not depend upon the occurrence of B and vice versa. oa 4th Law ee, If two events A and B are mutually independent with individual Probabiiy, respectively, then the probability p of their simultaneous occurrence is equa) 4, me “u their individual probabilties. Proiye ie, P(AandB) = P(A)‘P(B) or P(AB)=P (A)? py q or P= PuPx * i Proof, Let 1, and m, be the total number of possible and favourable Outcomes and ny and m, for event B so that fo ey my mm, =— and p= —. Pp m 1 As the two events are independent, my possible outcomes for event A can be each of the 1, possible cases for event B, so that the total number of possible ¢ is nym. Similarly, the total number of favourable cases for ‘A and B” is mym,, < Probability of ‘A and B’ Associate 858 for ‘A a = Ra nm mm or P(Aand B) = P(A)-P(B) or P(AB)=P(A)-P(B), Similarly, if there are three mutually independent events A, B and C (this means tt probability of any one of these taking place does not depend upon whether the remaining have taken place), then P(Aand Band C) = P(AandB)-P(C) or P (ABC) =P (A)-P@).P( = Ppa Generalising, for n mutually independent events Ay, Ap, Pay +5 Py Fespectively, the probability of event ‘Ay, Ao, ... and A,’, is the product pip» Py fey P (Ay, Agy ow and Ay) = P(Aj)-P (Ap) .. P(A). % Thus the probability for joint occurrence of any number of mutually independent est equal to the product of the probabilities of these events. EXAMPLE 8.3-4,1 A worker is to look after three machines. In any given hour, the probability of fist na nnot requiring worker's attention is 0.8, for the second machine it is 0.85 and for the ti 0.75. What is the probability that none of the machines will require the worker's attention a given hour ? Solution ' rea pros Assuming that the machines work independently of each other, the required prob = (0.8) (0.85) (0.75) = 0.51. EXAMPLE 8.3-4,2 ; no) In the previous problem, what is the Probability that at least one of the three ‘mac ' not require the worker's attention during a given hour ?PROBABILITY THEORY «741 to deal with proba ple ve SHHowevet, this rule cannot igitioD J mpatible (nothing prevents any all coMoreover, the sum of the ut) of the form P(A or B or C) and hence we first be applied directly, since any two of the three y fo of the machines from working normally ‘hree given probabilities also exceeds unity 0 ili first machine requis * it ability of the aching Fequiring the worker's attention is 0.2, for (pee yen Ais 0.15 and for the third it is 0.25. Since t1 im ebility that all the three events will take plac 2) (0.18) (0.25) = 0.00075. “all the three machines will require attention” and “at least one of the three pate even! ‘are mutually incompatible, Hence their sum must be unity and, therefore, the ok 0 east one machine will not require attention is aoa that 1 - 0.00075 = 0.99925, sevatue is very near fo unity, the probability that at least one machine will not require + ention i almost a certainty. Thus at least one machine wil operate normally during 's at P (0 pat pie 89-43 contains § white and 8 black balls. Another urn contains 6 white and 10 black balls aii cout from each of the urns. What is the probability that the balls taken out are a jubtite? ytion " absbilty of white ball from first um = 5/13 and probability of white ball from second umn «Ais. Now the colour ofthe ball drawn from the second um does not depend upon the colour of the idiavn fom the fist un. Hence the two events are independent and the required probability is (2) 13)\16 04° BAMPLE 6.3-4.4 Tk probability of shooting down an enemy aircraft by one rifle shot is 0.004, Find the Pahl of shooting down the plane with simultaneous shots from 250 rifles Sohtlon Probability of not shooting down the aircraft with a single shot is 1 — 0.004 = 0,996. Since i a independent, the probability that it will not be downed by 250 shots = (0.996), “The probability that at least one of 250 shots will down the plane 996) = : (approx.) Te i eae i fy Wy eotsstetions dealt with the laws goveming the probably ofcompound evens consisting (ei caste uniirlly mannan ciatin’ Kateves theie Bij oe my HAT WHI Wally exclusive nor independent. The modified addition law for such events states: irheast at ely that at least one of the events A and B occurs is obtained by adding the th and g COU and the probability that B occurs and then subtracting the probability and B OCcur, | ae742 % OPERATIONS RESEARCH te, P(AorB) = P(A) +P(B)-P (AB), Proof. The various possible combinations of two events A and B S (® A occurs and B occurs (71), “a (ii) A occurs and B does not occur (112), (iif) A does not occur and B occurs (1), (iv) A does not occur and B does not occur (123). Let n be the total number of possible outcomes of the combination of A , ‘M2, Mz, and nz, represent the possible outcomes that favour Occurrence of on B aii, Tespectively. Here subscript | stands for the occurrence of event A or and nts (iy the non-occurrence of event A or B. For example, m2 represents the Dumber of» Tt? sang in which even A occurs and event B does not occur. OF Posie Since event ‘A or B' means one ofthe above combinations () (i) ang ar Possible outcomes favourable to ‘A or BY is my, + m2 + ny. 1), the py mtn +m _ (ny P(AorB) = a BL. a+) + (m1 +m) ne n = Mth Mtn my 7 L - zl “P+ PB 4) Generalising, the modified addition law for three events becomes Por Borcey +P(B) +P (©) - [P (AB) + P (BC) +P (AC)] + P (ABC), Proof. Let us consider events ‘B or C’ as event D. Then applying the modified ua for two events A and D, we get P (Aor D) = P(A) +P (D) - P(AD), P(D) =P (B or C) = P(B) + P(C)- PBC) and P(AD) = P(A & ‘B or C’) = P (AB or AC) = P(AB) + P (AC) ~ P (ABC). wo P (Aor D) = P(A) + P (B) + P (C) - P (BC) - P(AD) or P(A or B or C)= P(A) + P(B) + P(C) -(—P (AB) + P (BC) + P (CA)] + P.(ABC). EXAMPLE 8.4-1 Calculate the probability of drawing either an ace or a spade in a pack of cards. Solution P (Ace or Spade) = P (Ace) +P (Spade) - P (Ace and Spade) = 8.5) LAW!OF ICONDITIONALS PI IBABILITY Se 2 soi Sometimes it may be given that event A has occurred and it may be required dd Probability that B also occurs, For example, it may be given that the card drawn fovag fh ards is red and it may be required to find the probability that the card drawn is amily ste Or, it may be found on medical research that a randomly selected person has & soos leprosy and further it may be required to find the probability ofthis particular perms ani from leprosy. In such situations we are, obviously, given that an event A has occ! to find the probability that B also occurs, robabiltY wot The event B is dependent on A and occurs only if A has occurred. The probe’ pi to such an event is called conditional probability. It is denoted by P (BIA) ie PP f given that A has occurred and is expressed as | \ addenote the total number of possible outcomes of which m are favourable to favourable to A and B are to be found from the m cases favourable to A. Let such cases. Then, from the definition of probability tn rth at mr m ¢ - ae P (AB) 5 n so be written as cana E P(AB) = > te probability of A. To understand the second factor, we observe that assuming the there are only m equally likely cases left, out of which m, are favourable to B, ace of Ay represents the conditional probability P(B/A) of B assuming that A has actually ratiom/m™ cot 1 ee . =P(A)- — % = Pia) and m 7 POB/A). 2 P(AB)=P(A)- P (BIA). sini, P(AB) = P(B)-P (A/B). wu (8.13) Ths probability ofthe product AB of the two events is equal to the product of probability eat and conditional probability of B under the condition A or is equal to the product of silty of event B and conditional probability of A under the condition B. This is called law {anita probability or compound probability. "is result can be easily extended to three or more events, For example, let us consider three ‘sé, Band C, The occurrence of A and B and C is evidently equivalent to the occurrence of feconpound event AB and C. Therefore, we have P (ABC) = P(AB)-P (C/AB), Also P (AB) = P(A)-P (BIA). a P (ABC) = P(A)-P(B/A):P (C/AB), (8.14) Ths formula means: Probability of the product of three events is equal fo the product of olbiliy of first event, conditional probability of second event when the first event has occurred, a Probability of the third event when the product of the first and the second events Groeralisng, if Ay, Aa, .., Ay are the random events, then RAD ow) =P (AL)-P (Ag/A)-P (AYAIAD) oP (AWAY «Apa ~ G15) Phy ot and B are independent, the conditional probability P (B/A) is the same as the , P (B) found without any reference to A. Hence the compound probability of two ‘vents can be written as P(AB) = P(A)-P (), a ; ter ltealy Proved under section 8.3-4. This result, obviously, can be extended to three 27 4n re mutually-exclusive events whose union isthe sample space S, where P 1.2, m and if B is any random event for which P (B) = 0, then for all i Peaymy = —___PAPQYA) —___ (Al) = Fy P BIA) +P yy P BIA) +P A,)PBIA,) =» (8.16)744 * OPERATIONS RESEARCH Proof. Evidently, Bayes’ theorem concerns with finding the condi, The probability of compound event A;B can be written in two forms: ional i Pha, ; My I P(AB) = P(A)P B/A) | or P(A;B) = P (B)P (AyB). | Equating the right-hand sides, we derive the following expression for the P (A/B): OWN bra P(A,):P (B/A,) Na P(AB) = “Ey i Since event B can occur in mutually exclusive forms ADB, AB, «-» AnB, by applying the theorem of total probability, we get P(B) = P(A,): P(B/A,) + P(A2)- P(B/A2) + ... + P(A,)-P(B/A,). Substituting the value of P(B) in equation (8.17), we get P(A,)-P (B/A,) P(AYB) = P(Ay):P(B/ Ay) + P(A2):PQB/A) +... + P(A, PBA 817 "RANDOM VARIABLES A random variable is also called variate, chance variable or stochastic variabe 4,4. valued function defined over the sample space of an experiment. Thus random variable 9° ‘whose value is a number determined by the outcome of an experiment with which as a sample space. ‘sso EXAMPLE 8.7-1 ; In the experiment of rolling of a die, the random variable is represented by these outcomes {1, 2, 3, 4, 5, 6}. In the experiment of tossing of a coin, the outcomes, head (H) and (1) can be represented as a random variable by assigning 0 to H and I to T. | 8.8 DISCRETE RANDOM VARIABLES. oa A random variable x is called discrete if the number of possible values of x (ie. the space) is finite or countably infinite i.e., possible values of x may be x1, X25 «+ Xyy ~ The terminates in the finite case, while it continues indefinitely in the countably infinite case. A discrete variable takes specific values at discrete points on the real line. For ins! number of members of a family, number of students in a class, number of passengers in 4) tossing of a coin and rolling of a die, all are examples of discrete variables. i CONTINUOUS RANDOM VARIABLES LES 5 olin 4 A random variable is called continuous if its range space is an interval or 3 clk intervals. A continuous variable can assume any value over a continuous range of the For instance, heights of school children, temperatures and barometric pressures of 4 are examples of continuous variables. st BSUIPROBABILITYDISTRIBUTIONIOF A'DISCRETE RANDOM VARI : " ably inf Let x be a discrete random variable on a sample space S of at most @ ae nel i ere! 4 number of values x1,» Xm ~~ With each possible outcome x, we associate @ Mr call it the probability of x;. The number P(x;) must satisfy the following two con! 4 @ PG) 2 0, for all values of i,PROBABILITY THEORY * 745 i OR i iol Pian function of the random variable x. oe dot wre et is rolled once. Let x be the random variable w wring smumbers on the dice. a he al she probability function of x. Construct the probability table and a probability wo those value for any outcome ee probability that x is an odd number Aree ylP anes isthe random variable whose value for any outcome s the sum of the two numbers x AS. sabennes rs = 2is (1, Iie, gv for which * 2 sar (2), 2,1) ie, two, gens for wich tT gare (1,3),@,2),G, Iie, x = Sare(1, 4), (2, 3), (3, 2), (4, 1) ie, four, x = 6are (1, 5), (2, 4), (3, 3), (4, 2), (5, 1) ie, five, x = Tare (1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, I) ie,, six, x = Bare (2, 6), (3, 5), (4, 4), (5, 3), (6, 2) ie, five, x = 9are (3, 6), (4, 5), (5, 4), (6, 3) ie., four, x = 10 are (4, 6), (5, 5), (6, 4) ie,, three, x = 11 are (5, 6), (6, 5) ie., two, event for which x = 12 is (6, 6) ie., one. ‘Thus the probability distribution is as shown in table 8.1 below. TABLE 8.1 xi)225i] 03 [4 [2575] 6H [7 SH |uSN|it0) enn ]z12 Mad Sek kl ad 36 | 36 | 36 | 36 | 36 | 36 | 36 36 | 36 | | 36 | The probability distribution is represented on the chart as shown in figure 8.1. 16 5/36 { 1» Sine 8 v8 cS 102039 4 5 6 7 8 9 0 1 12 —— Fig. 04746 > OPERATIONS RESEARCH % a is an odd number is o eee Ba Pe = 5) + P(x=7) + P= 9) + P(X = ly 2 1 2iese nOr eu = 36°36" 36 no, . iy 76 $3158) = DAG) = FE=3) +P = 4) t= | HPCC TPCT APCS) + Pe = 9p 2.34 S.4 tos =S+otot 36°36 36 36 36 36° 36> 36: ' ‘ PO SxS 4)= DPC) = [P(e = 2) + Pex = 3) + Per=4y a ee le f ~ 36°36" 3676 | i PROBABILITY DISTRIBUTIO! UOUS RANDOM Varig, If x is a continuous random variable, it will have infinite number of valu. howsoever small, The probability that this variable lies in the infinitesimal interval x¢ is expressed f{x)-dr, where the function fx) is called probability density finction (p.4f) th continuous random variable in the range (~e, =) its p.d.f. fx) must satisfy the following tg conditions: () fi)20, -e Various examples of Bernoulli trials are: tossing ofa coin (head or tail), fring (win or lose), ete. In oni : Sy change Ss fighting an election (win or not win), playing a game net trqurtbanism whose outcomes can be grouped into wo classes may be regarded by es atom, We make n trials. The result of each tral is random and can either resale Let be the probability of suecess and g = (0 — _p) be the probability of fm trials are independent i.e., the outcome of any particular trial depends754 OPERATIONS RESEARCH neither on the outcomes ofthe previou wil er the K successes in n trials can be found 25 £0 Without loss of generality, it can be assumed that the st als result i remainder renin faire. By ompound probsbility theorem the pray yy) & (pp... times). (gg. A times) =P “I iy ut of n tri happen in any one of "C; di Now out of m trials, the k successes can ae low out o ability is p'-g"*. Hence the probability of gut Fy als that follow. The proba ily 9 f i way of getting k successes the prol a al in n trials is . : fa P@Hb = reer gk O) on “3 ‘The quantities n and p are called parameters of bino! tribution, The a Kis discrete as it takes integer values only. If p and q are equal, the binomi ~ symmetrical, otherwise it is skewed. The limiting form of a binomial distribution ae tribun ‘a continuous p.d.f. known as normal distribution. cant Properties of binomial distribution are mean}! = "Dp, variance 6,7 = pq) standard deviation 6, = YMPq - Applications: The binomial distribution finds use in many scientific and engineer Itis used extensively in statistical quality control and acceptance sampling to dace defective or non-defective. Medical applications as success or failure of surgery, cure or; mal patient and military applications as hit or mis ofa target, are characterised by binomial daring EXAMPLE 8.16-1.1 | Consider the tossing of a fair coin. Find the probability of getting exactly two heads (na order) on the 3 tosses of the fair coin. Solution Here p = characteristic probability or probability of success = 0.5, 1 — p= the probability of failure = 0.5, the number of successes desired = 2, the number of trials to be undertaken = 3. ' Probability of k successes in n trials = "C, p'g”* = nee 6 «+ Probably of2 successes in 3 trials= 37555; (0.5*)(05') = 54% 25%5 =03k s+ The chances of getting 2 heads on 3 tosses of a fair coin are 0.375. EXAMPLE 8.16-1.2 ‘Some field representatives of the Environmental Protection Agen water pollution in streams. Historically, 8 out of 10 such tests produce pollution. If the field group is going to perform 6 tests, find the chances Of ‘favourable results from this group of tests. f | | k= 3,n=6, Probability of k successes in m trials ="C, ptq# = grt cy are doing sp cee favourable results ie getting eae Solution Here p=08,q= nt Fob? SoPROBABILITY THEORY “* 755 6 , of 3 favourable tests out of 6 = ea (0.8)°(0.2)° = eo 512)(0.008) pti 1 = 0,08192 16-1 3 - a it 6 ge required 10 operate a chemical process; the process cannot be started fe emp! ‘ations are ‘manned. Employee records indicate that there is 0.3 chance of any sf jmow that they all come to work independently of each other ya we pein late, aa 7 Host rete ‘mowing the probabilities of 0,1, 2, 3, 4 or S employees being late et 5 ‘concert the mumber of backup personnel can be made. Draw the probability isi oo his situation. 70 ating ane gf 203,g 5 OBE 3 fir Bes H rake a separate calculation for each k from 0 through 5. Probability of k successes | wee mn! ykgrt pete ae PT ROO! 5! ay? 5, _120_ _ (03) 0.7" = T4120 (1) (0.1681) = 0.1681, ARO ous! Sl tea nt = ee (08 a i) GOON = Fxer4 (0:3) (0.7) = 0.360, 5! ewan: 2 10) fy OOM = 256 (0.09) (0.343) = 0.3087, eae 3 1) aii 038 1? = Fa (0.027) (0.49) = 0.1323, ol ga ant= oe - 2)= Fe OM OD = 395 (0.0081) (0.7) = 0.0284, 120 (0395 0.7) = Typ yq (0.00248) (1) = 0.0024. re graphed, this binomial distribution = S01 te results of the above six independent calculations a ‘ll appear as shown in Fig. 8.3. « y 1 I. 0 1 2 3 4 6 No. of Late Employees —> Fig. 83756 “ OPERATIONS RESEARCH EXAMPLE 8.16-1.4 If on an average out of 10 arrive safely at a port, find y the ber of ships arivng safely oH ofa tral of 1,600 ships. Eon ong - (ey Cy deviation of the mum i Soy Solution nip Here p = 8/10 = 0.8, g = 0.2, n = 1,600. , . Mean = np = 1,600 x 0.8 = 1280, standard deviation = mpg = yi,600x0.8X0.2 = 16. EXAMPLE 8.16-1.5 The incidence of occupational disease in an industry is such that the Worke @ chance of suffering from it. What is the probability that out of six workers 4 oy mir’ "ay the disease ? ire wit oa Solution Probability that 4 or more workers will contract the disease 1 — (probability thet 4 or less workers will contract the disease) a i | Here p = 0.2, ¢ = 0.8, n= 6, k=4, 3, 2,1, 0. ‘+. The required probability = 1 - [*C,-(0.2)*- (0.8)? + §C3(0.2)? (0.8 + Scop, + §C,(0.2)! (0.8) + °Co(0.2)° (0.8)°] 200.2) 0 = 1 ~ [0.0157 + 0.0819 + 0.2457 + 0.3932 + 0.2639 | = 1 - 0.9987 = 0.0013. 4 i 8.16-2 Negative Binomial Distribution (Pascal Distribution) ul In binomial distribution n, the number of trials is fixed and the random variable iy number of successes (or failures) to occur. In negative binomial distribution, the random vai is given by the number of independent trials to be carried out until a given number of suit (or failures) occur. Ifj denotes the number of trials necessary for c, a fixed numberof sural then probability of j trials until c successes occur = probability of (c — 1) successes in (/-1) probability of a success in the jth trial. P= = FCP lg Tp. ,otlot2,~ ol SFC pg, I= Obviously, P(x =) is the probability that one must wait to get c successes (or failures independent trials; hence it is also called binomial waiting time distribution. | 8.16-3 Geometric Distribution av Independent Bemoulli trials are performed until we get a success. The probability ° f on each trial is p (0

4, ang values x 0, is said to have an exponential distribution. Pdf. for this distribution is 3.0 Ne Paneer oh, 8.764 “* OPERATIONS RESEARCH 10%) Bh Fig. 8.11 : Exponential dsbuton is often encountered in queuing Problems 36 pops | for service time, Its mean (average) } represents ‘the rate of service’ i.e, the Su bility na customers served per unit of time. Iti interesting to note that exponential distibygc sy) related tothe Poisson distribution. When the Poisson distribution represents the myn i per unit time, the exponential distribution represents the inter departure time ie, ye 12% two successive services. In other words, if 1 represents the service rate, then y inter-departure time. Tepreseny There is also a distinct analogy between the exponential distribution in Continuous the geometric distribution is discrete case, For example, a random variable representing yd of tril before theirs fue in the geomet dissbution is analogous othe vara time-tofeilure inthe exponential distribution. Inthe limiting case as p —> 0 and intel at 0, geometric distribution takes the form of exponential distribution. i Exponential distribution applies to events that are subject to a constant chance of such as life testing electronic components. Properties of the Exponential Distribution 1. The density function is an exponentially decaying curve with maximum pat x=0(¢ Fig. 8.11). 2. The mean and variance of this distribution are 1 EQ) = —, (x) u 1 a 3. The cumulative distribution function F(x) is given by VQ) = Fa) =P sx) = | f0)-de= Jure™ ae 0 0 sini No special table is needed for the calculation of probabilities of the exponential distr 1 The logarithmic table is suficient for this purpose. 8.17-3 Rectangular Distribution (Uniform or Homogeneous Distribute A continuous random variable x is sa iform asi" eee is said to have rectangular or unifo 1 @ fay = [pag TS*So 0 , where a, b > 0 are some constants, ae Lx-a 28 | acre, a b- d » x2b, (2) varies linearly in the interval (gb). jon FC i : wet and 8.13 show the density function fix) and distribution function F(x) in the fn ls 4100) Fix ae EE 7 bat (io =plgeaexed Fig. 8.12, Fopenies of rectangular distribution are a+b mean = “—— variance = é , b-a standard deviation = ——" 23 i Rectangular distribution finds its application in statistical problems. 4 Gamma Distribution continuous ences: erence es dom variable x is said to have gamma or Erlang distribution if it assumes “ettve values and its p.df. is given by : wins)" te fa) = | =D! , if O0 ( 25 27 27 Ans. 216" 216" 216768 “ OPERATIONS RESEARCH 21. What isthe probaly of geting 2 ils and 2 beads when 4 coins ae acy Section 8.3-8.7 (nd 22. There are 26 persons in a birthday party. What is the probability that at least y same birthday ? . © Of he | 23. A coin is so weighted tat head is thrice as likely to appear as til. What ig Pay cae a ng\eig ; 3 24. Anum consis 3 green and red ball, One hal i drawn ts eotourunneg (+ 4 ‘norher ball i dawn, ind the probability that i is green or red. How does te! 2% i yo, the colour of the ball is noted ? Probabiiy a t (4 35) 25. IF the probability that A will solve a problem is 1/4 and the probability that fy i) is the probability that the problem is at all solved ? Will solve ig 1 ( ane) 26. A die is so weighted that all even numbers have the same chanc \ e of ay i i the same chance of appearing, while an even number is twice as ay oan Cel dey | Find the probability that 35 2 0d ma (@ a prime number appears, (ii) an even number appears, (iii) an odd number appears, (i) an odd prime number appears. | ae fee , ai Ans. 49, 28, 1 | + A psf fai die is lled once, Whats the probability that the sum is qual teach oad from 2 to 127? Gash Oe 2 Vag Ses et ag 7g A223 4 5 6 5 Yo 25. G, mm 3 9 10 i 2 68 AL, 36 36 «(36 (36 28. A die is so located that the probability of a particular number appearing is proportional o ae ‘What is the probability of all single element events? What is the probability of occurence ‘number and of a number greater than 4? yas ell 2 1 sess pies play (4m 3531 yea aa a8 8 games i nt Players A, B and C play a sequence of games. It is so decided that winner of cach £2 ‘one point and he who first scores three points is the final winner. A wins the fasta in 3 B wins the second. What is the probability that C is the final winner? ( 29, ‘th . 1 0 30. An um contains 1 white and 2 black balls, while another contains 2 white and 1 bsCk Bg is transferred from the first un into the second, after which a ball is drawn from the s€ is the probability tha it is black? metic (0 alPROBABILITY THEORY * 769 “and b black balls. Balls are drawn one by one until only those of the same aa white ar obability that they are white? OES Syhat is the Pr Ans. —— “a+b Jc balls are randomly laid out in a row. What i the probability thatthe two black ste 2a at is th obey hat hy oxy the end sions? ide het (a : 3) 2 white and 5 black balls. A ball is selected at random. If the ball drawn is black, it yen cot .d two additional black balls are added to the um; if the ball drawn is white, it is neither a “balls are added, A ball is then drawn from the um forthe second time. What were (422) ips fair coin anda swocheaded coin A coins selected at random and tossed. If head 430 er enn is tossed: if al appear, the same coin is tossed. i bail tat head appears onthe second toss 0 ea ‘appears on the second toss, find the probability that it also appeared on the first toss. @ g4 (13.4) saseproduced atles, of whch 0.5% are defective, ae packed in cartons each containing Sls “What proportion of cartons is fre from defective articles? Also find out the proportion of is conaining 2 of more defectives. UGNOU MBA 2002] ies m te x10 =065, P= 1~ (po + py) = 1 ~ (0.522 + 0.339) = 0.139] tn an ‘AX Fol te value ofc so that the following f(x) is a p.d.f. c 105x520; fay= ye 0, otherwise. Nefatons lowing PAL of the discrete random variable x represents the weekly demand of a certain item: 1 2 3 os 025 035 045 are independent and identical, ind the p.df for a two-week demand.