43 [Independent Events] Definition: Events are said to be independent of ‘each other if the happening of any one of them does not affect the happening of any other ie. P(A/B)=P (A) andP (B/A)=P B) Example: When a dice is thrown twice, second throw. Theorem: IfAand B are independent events associated with random experiment, then [r(an8)-2(4) 708) ] Proof: result of first throw is independent of the result of the P(ANB) ‘We know that P (A/B) = PB) ‘When A and B are independent events. P(A/B)=P(A) P(ANB 2 P(A)= oo => P(AMB)=P(A)-P(B) Result : . IfA and B are independent events associated with a random experiment then: (a) 4 and B are independent events (b) A and @ are independent events (©) J and § are also independent eventsConditional Probability & Baye’s Theorem 29, The contents of three bags I, II and III are as follows: Bag I: 2 white, 4 blue and 4 red balls. Bag II: 3 white, 1 blue and 2 red balls, Bag III: 3 white, 2 blue and 3 red balls, A bag is chosen at random and two balls. are drawn. What is the probability that the balls drawn are of colour blue and ted? Solution: Consider the following events E,: Bag Lis chosen E, : Bag Il is chosen | E, : Bag IIT is chosen E: Two balls drawn are of colour blue and red As there are total of 3 bags, therefore, P(E,)=P(E,) =P(E,)=3 | Ifevent E, has already occurred, then *qx'G, 56, [In bag I, there are total 10 balls out of which 4 are blue and 4 are red] mand le “45 45 P(E/E,) = Ifevent E, has already occurred, then 1GxiG, x22 P(E) =e 5 “15 {In bag If, there are total 9 balls out of which 1 is blue and 2 are red} Ifevent E, has already occurred, then 26%C, _ 2x33 *C, BO tot {ln bag II, there are By Law of Total Probability, we have P(@)= P(E.) P(E) + P(E) P(E P(EE,)= tal 8 balls out of which 2 are blue and 3 ave red] )+P(E,)P(E/Es)ee 5 14] 1890 4.5 [Baye’s Theorem] Baye’s Theorem: be mutually exclusive and ériment (Clearly, Es are ‘n' in Let S be the sample space. Let E,, Ep. exhaustive events associated with random expt number). If Eis any event that occurs within E, or Ey...--0F Ey then P(E, w(2) »(2)- Sree)” 5 2p eee Proof: , As E's (i= 1, 2, ...., n) are mutually exclusive and exhaustive events, therefore, by definition S= E,VE,VE, Also’ E=E2S [S is sample space and E is any event] UE, and E, OE; =2 fori #j => E-EO[E, VE,v E=(ENE,)U(ENE,)v. U(ENE,) => P(E)=P[(ENE, )U(ENE,)U => P(E)=P(ENE,)+P(ENE,)+ > ve)-Srce(E] [ reene)-r(e)e(E}] [Multiplication theorem on probability] By Multiplication theorem on probability, we have Pcene,)=P(e)»( =) i=1to@) =oConditional Probability & Baye’s Theorem P-121 | =7(2)-7oo i=lton =) EE] Ya) [Multiplication theorem on probability] ger) E Sren(E) [From()] i= 1 ton -p(E)_ e)e(E) te) Seni] lton Examples 30. company has two plants to manufacture scooters. Plant I manufactures 70% of the scooters and Plant II manufactures 30%. At Plant I, 80% of the scooters are tated as of standard quality and at Plant Il, 90% of the scooters are rated as of standard quality. A scooter is chosen at random and is found to be of standard quality. What is the probability that it has come from Plant I? Solution: Consider the following events E, : Plant is chosen E, : Plant Il is chosen E: Standard quality of scooter is chosen 7 PE) =F90 “70 — P(E)= 97 i9t also if p= j= 2-9 E,) 100 10Solution: Consider the following events E,: Bag Ais selected EB: E, : Ball selected is white in colour sag B is drawn Now P(E, [In bag A, there are'p' white and 2 black balls} Un bag B, there are 2 white and ‘p’ black balls} “(8)- _ren(e) [By Baye's Theorem]P-132 4. 6__P(pl) _6_ pi-p 7 p(p-l)#2—” 7. p’-pt? 6(p? - +2) = 7p? -7P 6p? -6p+12=7p*-7p p’-p-12=0 = p?-4p+3p-12-0 = p(p—4)+3(p-4)=0 = p=-3pr4 Neglect p = -3 Required value=4 Exercise Each of the three identical jewellery boxes has 2 drawers. Ineach see geste fit box, there is a gold watch. In each drawer of the second box, there is. : Inone drawer of the third box, there is a gold ‘watch while in the other drawer, there isa silver watch. Ifwe select a box at random, open one of the drawers and find it to contain a silver watch, what is the probability that the other drawer has gold watch. “Amanufacturerhas available 3 machine operators. The first and the most experienced operator A, produces defective items only 1% of the time, whereas the other two operators B and C have defective ratios of 5% and 7% respectively. The experienced operator is on the job 50% of the time; B works 30% of time and C works 20%. The defective item is produced. What is the probability that it was produced by operator A? [Ans. 0.147] A bag contains five white and seven black balls and another i white and six black balls. Two balls are transferred at random ten ihe Stag the second and then a ball is drawn from the second. If the ball drawn from the Second happens tobe white find the probability that one white and one black ball Aletteris known to ha ae wn to have come either fr envelope, first two consecutive eis PAAR or CALCUTTA. Onthe the ltterhas come from ()Calcuta (i) Tatang ele What is the probability tht ay [Ans. 4/11,7/11] » She tosses a coi imes anid rs Setsa |. ’S a coin three times Sonny Sr ail is obtained. yg ie tr she tosses a coin once and she throws a 1,2, 3 or 4 withthe na exactly one head, what is ie ‘Two groups are competin ? i The probabilities that tee pee Peon ofthe, s nee reer Further, ifthe rth the secong tt ofDiectors ofa Compo roduct is 0:7 and the come OUP Wins, th will win are 0.6 and °" Find the probability hat the ee Oba fe gy of introducing 9% Produt in iced vas eet we i e second grove” aio] notes the number of heads, If sheRandom Variable and Probability Distribution 5.4 [Probability Distribution of X] Let X be the Discrete. random variable, with distinct values Xp Xp 5X, a let their corresponding probabilities with Pyo Ppp w-oee » P, “Then the tabular form, xX [ale x, PO) |p Tp, Pr is called probability distribution of X. Examples 1: Arandom variable X has the following distribution, *[OU T2703 Taps peqats PX) |a|3a Sa{7a[9a Ma | 13a [15a Wa () Determine the value of a @ Find P(2sx6), and P(0 9k +10k? =1 => 10k? +9k-1=0 => 10k? +10k-k-1=0 => 10k(k+1)-(k+1)=0 => (10k-1)(k+1)=0 1 Scout and k = 10 neglect k = —1, asit will make probabilty negative aked 10Random Variable and Probability Distribution Pea ‘A box contains 12 balls of which 3 are defective. If3 balls are drawn fromthe “box at random find the expected number of defective balls drawn. 14. [Ans. 5 3) 15, Find the mean and variance of the number of successes in a series of n independent trials, the probability of sucesses in the i* trial being p, [Ans. 2p)» 20,4, ] 5.13 [Binomial Distribution] Definition : Arandom variable X which takes values 0, 1, 2, ... nis said to have Binominal distribution if the probability distribution function is given by: P[X=x]="C,p'q?* =0,1,2.. Where the constants n ¢ N and p(0

"Cg" p*] = Remark 4: If this experiment repeats itself N times, then P(X=x)=N°C, p'q?™ x=1,2,3, 5.14 [Recurrence Formula for Binomial Distribution] Remark: When X = B(n,p), then aaa P(x+1)= mate?) [Recurrence Formula]a Proof: P(X= Jeg" GxaiGeayt? P(K=x+1) at (ns) gt tpt P(X=x) (n-x-Ii+! ont gp _(0-x)(n-x-I)lx!p (n=x-1i@+1)x! 4 x41 q SP (x41) = STEP (a) Examples 31. A die is tossed 6 times. What is the probability that ‘6’ is shown up. 5 (1) Exactlytwice (2) Atleast 5 times Solution : Let X be the random variables where *X? =Number of times ‘6’ has occurred. p = Probability of success. i. = P(getting “6” in single throw) = — S se 15 + 4= probability of failure = 1—p=1—7 => n= number of trials = 6 Clearly “X’ follows binomial distribution with n= 6, p= : a= 3 aye NowP(X=x) =° e(2) (3) (a) P(X=2)=! oft (2) ole and Probability Distribution ‘Now required probability =NP[X=0] = 10,000['C,(p)"(q)""] 3) = 10,000 x 1x (3) = 0.549 =055 37. Letx~ a(nd +) anaerrcx=oybe(2 tind pec, Solution : Recurrence formula for the binomial distribution is given by: P(x+1) =. EPs) (*=0,1,2,..7) Heren=7, p=4, q=1 leren=7, p ad NowP(1)= P(0-+1) = - 0 TH r0-$4(3)#15 (Mean and Variance of Binomial Dstibyigg Result : X~ “Ba, ?) E(X)=np and var X= npq Solution: EQ) =2xP[X=3] =3x'C, pg =0."C pq? 12°C plgh! + 2°C,pigh? +. ="C,pqr! + 2°C,pigh! +. +n'e,p'd? = npg’! + 2°C.piqh? + 2n(n-1 : =npgh!+ 2ala=) age +np* 2! =np[p’q™! + (n— 1) pq"? + +pr ia’) =np(qtp)™" [From binomial expansion] =np(1)"" [((q+p)=1] =np var X = E(X*)— (E(x)? EX)= ) YP PLX=x] y x -ye 12°C, pig ro) a Seo "C, pig’ =) = VO 'C, p'g+2°C, pg) r=] 2 = yer DC, pig +ExC,ptg™ = V'x(e-1)"C, pig ya ca pig" +np eo =0(0-1) *Cop%at +1(1-1) "pla 42(2-1) *c,p2gRandom Variable and Probability Distribution P-173 n(n-1)"C,p'p™*-+np +n(n—l)"C,p'q? +np +3(3-1) "Cp'g’+ 04042 "Cpa? 46°C pg 4 n(n~1) 6. i tates, Stile —1)(n—3 2rd + ON O-2) ages .+n(n-1).Ip"q? +np =2(0-D pra" +n(n—1)(n—2)p 994, +n(n=1)p'q" +np =n(n—1)p*[a"? +(n—2)pqr =n(n-1)p*[p%qr? +(n~2)piq =n(n-1)p’[a+p]"* +np (From binomial expansion] =n(n=1)p?(1)+np [-a+p=1] + varX = E(X*)—[E(x)F =n(n=1)p? +np~(np)? -+1p"? ]+np +p™q°]+np =n’p* —np? + np—n?p? =np—np* = np(1-p) = ngp Remark: Standard deviation of binomial distribution: =VvarX = Japq 5.16 [Moment Generating Function of Binomial Distribution] Result : X~B(n,p) M, (t)=(q+pe')" Proof: xB; (ap) Given) [By definition] Now M, ()=E[e*]5 q=1-2- 6 al Mean = mp =12x2-=19 Varjance = npq = laxdxk =3 41, / fon an average 8 ships out of 10 arrive safely at a port, find the mean and standard devation of the number of ships arriving safely out of total of 1600 ships. Solution : Let X be the random variable where X ‘number of ships arriving safely at a port clearly X follows random variable. Also n= 1600 and Pp => q=1-08=02 Mean = E(X) =np =1600x0.8 = 1280 Variance = var (X)=npq= 1280 x 0.2=256 s. Standard deviation of X = /756= 16 42. /If the probability of a defective bolt is 0.2 find mean and standard deviation of defective bolts in a total of 900 bolts. Solution : Let X be the random variable where X = number of defective bolts. Clearly X follows binomial distribution where p= 0.2 => q = 0.8 and n= 900 E(X) =mean=np=900 x 0.2= 180 var X= npq= 180 x 0.8= 144 Standard deviation of X= Jf4q4 = 12 - 43. Show that if X~B(n,p), then E(X) > var(X) Solution : Let X~B(n,p) E(X)=np var (X) = npq To show np > npq ie. mp—npq>0 ie. np(I-q)>0P-178 B.C.A. Mathemstles ie. 44, np-p > 0 => np*> 0 which is true In a binomial the sum and product [sme N and p? >0 np? > 0] eS 25 50 of the mean and variance are ~~ and 3 respectively. Find the distribution. Solution : ie. Clearly np = mean and npq = variance. = (Where n, p are the parameter of bino! mial distribution) 25 25 Nownp+npq= => mp +9= 3 30 50 and mp(npa) ===> 'P'a="5" 25 Nowas np(I+.4) = 25 P= 3 (+a) on 50 Also as nip'q= => 1°? 2s | _50 Wea 73a [From()] 625 _ 50 9(i+a) 34 1875q = 450(1 +4)* 1875q = 450(1+4°+2q) => 450q?+900q - 1875q+450=0 = 90q? - 195q+90=0 = 18q? -39q+18=0 _ = 6q? -13q+6=0 => 6q? -9q-4q+6=0 = 3q[2q-3]-2(2q-3)=0 = (2q-3)(34-2)=0 3 2 aap ondaRandom Variable and Probab Distribution friable and ility Distrit 45. P.179 3 Neglect q = 58 (<1) pr daaals Hence distribution is P(X=1)="C, (3) (ay = 0,1,2, 1 If X follows binomial distribution with parameter n = 8 and P *> there find P(\X-4|s2). Solution : X~B(n,p) 1 Mean of X= np = 8% = 1 az ; and variance of X = npq= wxi(i-5)=2 ‘As X~B(n,p) P(x=1)="C, (E)G) =o : 2o(2) sata P((x—4]<2)=P(-25X-482) a P(-2445X-44452+4)Ran dom 1 fom Variable ang Probability Distribution 9. Howmany tosse : head is 87.5% "°F needed so thatthe probabil 10. One hundered families ( f i i bom is otherwise eaablean eo which the probability of an albino first three children, the following distribution of albino amo No. ofalbino | 9 7 2 3 No.offamilies 2 45g sa Find i : : cate Sconce on the basis ofa theoretical probability of 0.25 of a Herel la 1 HTX and'Y are binomial variance with n= 10, p= J andn=Sandp= ; respectively. 's Find P(X+Y) > 1, tans 1-(2) } 12." Anexpermient succeds twice as often ast fails. Whatis the probability that in next five trials there will be three successes. + (Ams. I 13. Compute the mode of a binomial distribution withn=8, p= ; - — [Ans. 4] 14. Find P(X=0) where X ~ B(n,p) and MGF=(0.3+0.7e')'. [Ans. (0.3)') 1 . 15, The probabiltiy of a bomb hitting a target is =. Two bombs are enough to distroy i 6 bombs are armed at the bridge, find the probability that bridge is a bridge. If a destroyed. _ [Ans.0.3446] 5.19 [Poission Distribution] Definition : If'in the case of binomial distribution X = B(n,p), nis very large and ‘p’ is very small, then we assume that n ~» mand p—>0 such that np = (finite number) f i ission di ion, where the i a cases, random variables X is said to have poission distribution, probability distribution function is given by [rbx-nl-2 x=0,1,23 a where }.> 0 is the parameter.Remark 1: 1fX follows poission distribution then we say X = P(X). Remark 2: [From exponential expansion given below] 5.20 [Recurrence Formula for the Poission Distribution] Result: When X ~ P(A), then P(x+1)=*_x=0, 1,253,500: (Recurrence Formulae) ox x! Proof: P(x x=0,1,2,3, age and POR*= Ty 8=0,1,2,3. a P(x+1)=—~_ P(x); x= PCH = GPs x= 012, Examples 51. _Adiscrete random variable X follows poission law law. ie, X ~ s and P(is at most2), if 4 = 25 ande-?5=0,9891 P(A). Find PEX> 2) Solution : | X~P(A) (given)a Seo—”—~——S——srs—saeeFeFeefesfe 56. If X~P(A), show that p(X2n)-P(K2041)=P(X=9) Solution : P(X2n)= P(X=n)+P(X=n+1)+P(X=0+2)+ 2 SSR (A) yea XE Also P(X 2n+1)=P(X=n41)+P(X=042)+P(X=n43)+ epee -B) xentl Xx! Now (A)- (B) gives P(X2n)-P(X2n+1) =[P(X=n)+P(X=n+1)+P(X=n+2)+ ee a ] ~ [P(X = nt) + PX = nt2)+ PX = 1243) 4c] =P(X=n) ‘5.21 [Mean And Variance of Poission Distribution] Result: If X~ P(A), then E(X)=A and var x =a Proof: (i) E(X)= ¥ x P[X=x] etn x ox! Ms | “ge a2 XAT xD =e ay at sa (x-)! - eae as (1-1)! ey" Gat eee |=hc*e* che =2e = LISA » E(X) = mean =A Gi) var (X) = E(K*) — [ECP Now E(X*) = 3 x°P[X=x]-2? oO! (%5 on we i “a +f -[orerary eM += ae =[e*A+2e7.27 aera? Da 3 6 Jey 2! ont et +, ree vedo an }e aoe a i. 14—4+— + rm WW i 2! (0! =1] [From exponential expansion] E(X)=A] ea ear ey 3!=Ae“fe'+ Ae} 2? =e? +2209 42 = A140? 22 27, Hence var X =, Remark: Standard deviation of poission distribution. = var X = Vn Remark: Mean and variance of the poission distribution can also be derived from the fact that poission distribution is the limiting case of Binomial Distribution. (Recall : When X~ B(n,p) and n> 00 and p > 0 then X~P(A) where dpa ‘ As mean of binomial distribution = np Mean of poission distribution = Lt np = Lt 1 =, nono As variance of binomial distribution = npq = np(1 - p) Variance of poission disribution = Ltnp (1 -p) = Lt Ad-p) a =za(-4) [-np=a] -7.0 5.22 [Moment Generating Function of Poission Distributi ion] Result: When X ~ P(2), My (t)= 0") Proof: X ~ P(A) (given). Now Mx (t)=E[e™] @y definition)