You are on page 1of 107

OnT-1v RrobabiLty anetardam Variabla

Axiomahc dohoihon ArobabilL


aoram PrebebiLn
Add hon
Cemd h n a l Prebabiüh

-Bayes Tkooram
Probabilk
Mltipheahon
thaeram
e n

random Vaialka

Discrete ano Ceminuous

- Momarts
enerang unehon
Momaat

experi meit
DeteminishC
wlose outome/rt
An eperi ment
i kaoon

Can be Praclaewith Cexandhy


experi raent
aAdeterminishe

for eanple:

random toss uni form


a

eaatting
I hba4
oa
not Aure
axe
Coin, Wa

tal.
asces ain
cannot
A manufackurer
Ciy
demand kis produet wih
Ik uture
Cex hainty.
lasad
an elac-rie tuse has
(u) T
notinq a be radicke
for ona year
about Sts utwae fe .
( asic Terminolagy

. Randlom pomaat T4 in each ta


Cem quctad wndes idlenhr.
undes idorhca
eporimant
an
not unigue
Cemd Hens I Outcoma i
possible
ane
bat may
bat ma be
be any
is Ca
Buch an aperi mant
Ontcoma.
random e x par'imat

COR

wkosa ell poss'i bla Octon


An
An experi mant
aduancoo buE z
be knoOn 1n
may
a Pashcular famaca
Otcoma
experimart Cannot ba pradicao

a
Coin owinaa
Fo exampla tossing a ,

Selechng a Canofom a paak

Plaina Cards

Nole

A pack Cards Cenndiss tou


G
Diamonda
Sui t Callo SpadeA, Haas ts,

ano clubs. Each t Cnalsk« 3 3


Cards , wch nina Cards ana n u
ato lo, en ace
kin
and elubs ara
ano a Spades
ack.
Can ds. Wla
haarts and
blackfacae
afacad Cards
daamon ds

ancdom e
eppo
ot-i n a r t
arandlom
roslt
Out4
m Com2 Tho
Out Coma
will be Calle an

Any Parhculan pestrmanse


TTa and Evat
a
iS Callad
eperimaAt
random

Out come o
Combi nahen
trial ano
e w e r t ss
rosmad a
Owt Comes
THaCo. tosgsad vapon
not urisue Wa ma et y
k at i
acos, hea e ta Jhs toing
9 two
two
os tra|
Cen is a andom 2xpeTimat

o is et
haa n

Rad8othng or

Sanpe Spoce AA SeE al) possi ble


is
Tandom epeimat
a
Out comO
anal i» darokaa
Colle sanpla a c e 2
"s.
Ao& A Coinb,
a S 4T`
hroon9 a die
When

S 2, 3, 4 , 5,b G

( o a
S
Sampla 3paco S,
Not
S in Calla abla poá
membe«
eah

Abst
a anple Spao
Evet i a

Shen rolling a die, S 21,2,3, 4, T,L?


nmbes
be t euet e tingeen
Lat A
Then A2,4, 3.
Tso exaats
Mutuall Exclusive Eveats
ba m t ually
A a B ara 8id to

B Canot OCCu
exclusiua everts i A

Simultaeo

PCANB):o

Clanicl daihon Prbab: ity


Sannple Space, ao
S b lz
a
amociakd
A b a e u e n t

A hen
probabiug
P r o b a b i L h

Tandom
experimaat ,

aant A I datne
z
PnCA) No. Caoes fauourabla o A
PCA)
io 3.
Exskng No. e Cauors

Example
k ehance hat a
lap 1aar
What in
at
a t ondom will Cunain 53 Snda
Selecha
So lwhon

In laar
wWeaks + 2 da ( 5

ba
Ranad 2 danyp may

Sunday Monda
Mondo , Tusdag
Tus day, hWadnaodoy 1
hvadnasdoy. Thuns day
Thns don Faday
Friday Sahrda
Samdoy. Sunday
Tanao Saa e.
Ts t s OWr

ia) nts) =11.


ill Gnlan Ss ndap.
Ss
randen
A
A Sdaahes at

nCA)e 2

n CA) =
=o.ag
P CA) hCs)
AxiomaH c dehhm Robabibhy

anble Space anc


ot S be
Tandlom
andlom
AA ba
b t et amociakd wi
vent A

eporimert. Ten, Probabiuy


lz ollesing
denoedb PCA) Aahsfu
Cex oms

O 4 PCA)
.Ps)=
3. T A, A2, As -
-

eents
Se mutnaly aus Va
)
PCAUAz U. U An)e PCA)+P(A2) + *
. .

Rots Complanantary e t X,

PCA -PlA).

Note
nabes e ay
C repreoets

fom
o jaats,
T- -bjas
Selathn Seleshm

2
SxA lo
A dd hen Tule Sum l e )
Can ocur m

T an eont Ca
Can occwr
evort
was ana QNo la
evorts
hen On e koo
at. a
CaA Occr n Cm+n wa

2 rls and aa boy


TT A k ra are

in Ha e lan , nd Nunsen

shdact a a person
selackng
ai C, + a2 C,
Sn la Ihena an

Usin
a Selah
Shdt as laa

Prot Tle wa
evartE occu
i
A een

event Can
occur
)n a
and anolkir
eueto Can occurSmudtandomy

he bo lt

n mxn) a

AddahenJhanar
ho ents h,
A, B a

T
T
PCAU) PCA)+PCB) P (AnB)
n
Nole OhCv
(n-1))

C nCn-v
nCo Co IG nc

Problams
5 whte
A baa Contanss
Fakan ot at
bals balls
, 3
R t all
probability
Hnd
Tandsm
ed
3 balls dran ase

S n l r ) - 1o
hlw)=
15
n (s)e nlo)+0
(T)e 5t lo 2

drai
Tad balk
ad ba
erort
Lot A ba k

n cCA)= C3
ie

nCA) o C3
PCA n() 53 IgAxl3
7
AA Can seal agan c Ras 18 CompaeE
Cass and a inba madiaka 2adCans .

T 4 Cars ana Tan do abclad,


a Safaty cheek . what 1s tla probsbit,

goting 2 each in

Sel:

a randerlg Sela
Cass
A
12 C2.
nLA=> 18C
Xx )2-C2
8 C2
nCA) 30 C
PCA) hls)

817 2x

3 0 x 2 9 x 2 8 x

28*2
30 a 2

0 . 3 bI S

porscms fto be
( A A Commitho e
Tandomy m a
8o
Salee kao
to uOoman
5 man ana
Comm te
a PrebabiLkytkad
Hno
3 Oman
ano
Cama ss TKat
Commiitas
probabiC
n
Conalst all uwomen

Sol
lot A bo- obobi e

l o C3
nlA)
nis)= 5+lo I s C

5C a1o C

SC2* oC 54 X
Ox 9xg
ls Cs
5 ) 4 13x 12<
2xXX S

5x4 o x 9
x &xaxS

12x I}
TslH 13x

PCA) o . 39s6.
chacain
Prob a b i l y e
B b a tha.
Lat
iiy
omQN
ll mebers a
all

n cA)= C5
P) nC oCs
n(s 5C5

lox9x8x 7KL
/5%14x13 /2
X x
1

PCB 0. e &39
Cmda Hona Probabki
eueat
Tha Cem d Hona Proba biliy an

amum ina evnt a has ar0ady

PCBIA) anc
happena Idano la
t i ainad
PCB/A) PCAB) PCA)>O
PCA

PCAIB)=
PCANB PR0
Simi lay PC B

& CnHona
prdhabi Lh
Skene PCAlB) is

A, avanh BB has
hao alkeady
akanady
hapening

happora
PCAlB) S P (A)
Ramank' () Fo PCB) >o
PlalB)
homal prahabiliy
Comdi
)T
dalinad PCB)=o
ot

(in) PLB)B) =

Problams
a elam only
clam, onl
shodarts

O Among amonq
k sa
marks
2et pas
30 a m
a
Sillad
Pam ony o 7.
Tandol
aeking
Jetin
h
k
hat I Tandony
t a probabil
what i
selad * pama
Solaea shdants
12
Su shudartLs
bstha eat
Lot A

Pam masks

gating scloshdnt.
euent
hot B ba a
Wto hauo Pameo
Te PCmB
Pmhe

CA) 30 0, 3

PCB/A = do). 0.a,


PlANB)
kaiokat PC BJA ) =

P (A)

PCAnB)= PCB|A) P(A)


E
O. 3 x 0.

2 o .ob6
Trarlaaly
anl
prabalsility
ht
TL
wko ase Ak le
skilk paoe
puneo
shdets

8 aleha
s o. ob.

8 blact an4Jt

Canhan
A A bag dra.on at
Tandon.

ame
balls
oallg , i o T a p l a c e a r t

t wot
t a h
Oe
ProbabiLi,
hot that

Wkat is
Secon d ball 1sb h t e

r s trst ball stha an Sa cnd bll



o be

Sel eat dra'ing r s t bu


A ba a
Aat

Aaand
raoing
at B ba
euad e

ball as wi he

(
3C
PCB) =[ &a (4C 3 6C
\7C C 7C

0.57/4

ui CenAhnal prohabi6h
PCAlB) PCANB)
PCB
. S7/14 7/4

=
O-2957
0 . S 0 02
.5TI
PCAB) 0.ábo a
Two Cads an draon
mS2 Card s na Ona . ind
I ekanca
chanca hat rsE kinq and
king
SaCem d s 9uwen, Cara i.îs
r s t Card

2placad Re) nst Beplacad

Souhon
Lek A ba J eet e raoin.
w 7oplacemas
kinq 2 e n

Lot B ba euart daing a

neen ing lout Taeacomat

PCA) :
4c,x 4 c,
52CB), 52C, 005

P CBD 4

0:oobo

epolea axe BE
faey
oldoss ao
a HBA
holders, Rsz
k
5 Ra boh dagreas. n
B6 dore
ProbabiLih h t Seleck a
holder Salochon 1s Contoad to
4
BA

empoHeas B.E dagr


Lot A
MBA daraa
epelyres
Lat i
wi E both BEx MBAa ,
B.E x MBA
AOB -eupolyeer
Given PCA) s
PCAnB Je SY.

To i n PClR)

ie) PCAJLDe PCAnB)


PCRD

PCR)e O.

Indapanelart Evart s

t be
events
s Sald
A set ma
occurance
e a
indaandant i4 Oc
O cc
cuur
raan
ncce
e
m
Cm
depand
h a m d o e s not

eohers
Practt aume Probabilihy

PCB/AD
PCAB) = PCA).
Ralks
A 13 a n inda.
eents

s PCAnB) = P(A). P(3

PlB/A) =PCB) PCAÀ0


PCAJR) = PCAD; PCB)a0

are B
euent A
aa also
ndependent, an A a
tndapodlet
sa
ane B
eveats A
asa also
A ud B
n depondlart lkan,
diapande:
indapendert, A and Bare alo
ie ) PCAO) =
P( PCB)

PLAnB =
PA ) PCB)
independlet ew
B are
A ano
A

PCAUR) a dana b
P(AUB) 2 l- P(A). PCB).

indapenelat eeats

A n B
Finq P(AUP
wi PCA)= 0.4, PCB) o.S
Gven A L B ane ndopedart eaats.

P(A UB) = 1- PCA) PC)


PCA)= l - PCA) = 1- o. 4 06

PCB) l- PCB) = I-o 5 o.S

PCAUB) = | - o.4 xo.s l -0 . 3 0.7.

HoncePCAv) o 7
(op)
We k Ht PCA OB)- Pla)plA- P(AN)

n e2 P CAnB) PCAD. PCB)

= PCAUR = PCA)+PC& - PCA) PLB)

o 4 +0-3S O.4 o.S

PCAUB) - 7

Raolts
Extan sionH typkeahon iheunam For

e haue
euets AAz An
PCA,OAn 0 An )= PCA, ) P(A:/A,) P(As]ArnA)
p l *n AA OAn-\)
Skana
PCAAi nA n. . .nA;) repa@aarcs
Crn dih ma Pro Labi ity e iat A i
Ven at t evonts Aj, AL howA

ahaady happana
Nacenary ano &ciart Con hon
enats AA2. AA
indopanodance n

hat t Probabi ar Simultanaou


Simultaao
s
to tPraduet
happanng is egual
M pech ve Prebabity ia)

PCA DA2 ) . . nAn) PCA) P(Aa). PlAn)

Mutually civa Dinjemt ) EVæts


&Indepan dort EVts.
A aro B be matually Sxculs
evets wls PlAD>o plL>o

AnBe =>PlAn B)= pt ¢)e o


sald
eents A,, A2 -
-

An
An
Tl
Indepandart and om
to be p a YisSa

PCA A) = P¬AT) PiAj) , laj.3n


nevnt s A, A2, .
.
.
Ao in a danpe

Spaca S ara sao o bo mutually indapodet

PCAAia . A ) = PlA:,) AA). PAn)


19 Problams
ad, 4 hita and
Cmtauns6
AA bo balls
drass 4
5 black bals. A persm

ka
Find
vom bo
bo at andom

thot amongtka balls rasn


drason
Probabith
ball e 2ach Colou.
Thore is a t loast Ona

4 balls fom
Lat A ba a a
?s atleast cna
a t andom Khasa

eah colour
ball e
n l& Rlasi mta
mtal,
Th maaialse

asonteak auy
Rad -1 kle -1, lack 1

Blaak I
6Req -

1, JEa -a, -

R a - 2, ha - , slack -

Hanem Phobabi Lkhy


Henca
b aAdhan
V2uu ra Probabth i aven b

PCA) Pla) +P(b) + PCe)


C A C S(a bcaal2xS<,
15 CA SC4

b Cax 4 Cix SC S ) : b t e+

4C + x +54S
IsL4
20) tbxLxCt |Sx 4xss
6xxto
SC

PA) = 6:5275

ite wko
85 gunst I

40 solhuina
years
tiSka is 7o

and4 3 her b hus bard o


agam st.
till ha is 8o. nd b
So hving
Pro basiC at

Both will ba hva


)
ill b
Cliy Only ite will be alive (y Onl hoband

) ba
( Only n i be ab va At lonst m
|30 qeaz ance

Se
at dana e ewents :

A-Wif2 wi. ha alua

Hwbargwill ba ava,
Than, Wa a
un k t

pCA) = 8r5

Pca) 3
PCB)PCE) =I-P()
4+3 7
TH W Umume A and B ane

at A and , A ad B
n dopan olent o

Aano ae also In lopendlat


uareo Pro babilktes nven

Aa Ban in ependert

PCADB) P(A) PLB)


=
*

F, B au indepadut
NoM i l ba aliva, ie )
C
PCAB) = P(A) PCE) = =

(t) eill be alva


ia) PCA OB) = PCA)- PCANe)

hws band will be al ve


Onl
i e) p(AB) 2 PCB) - PCANB)

will be al ve
(V) O
is)PAnB)+PlAn B) + 44

At least ona sl ha aL ve
(V)
(V1)
ie PCAUR) l- P(^nB) .'PCAUR)
Pon)
PCA )
T a shoohng t, lz probabiL, e

target 1s for A,% t. B


ing
Kting a

ara atE
t e . 24 all
E
barget, n d probas:th
NoMNon kem ts torzat.
) Atlast tnget
Sohon
Gi yan PCA)
PCB)
PLCD

P CNon kiks h a r i t )
= PCA OET)
A B c
a n ndepandet)

( -P(A)) {t-Pta)) (t~pte))


- -)

P 4
tarjek)
i) PAtlaaot a

1- PCA NEnC)

PCAABE) =
A ar Conis toSCao ow mee
m s

Corraspondin q tots
Aample Apace
Tandem arparimant. Alse arve &sat
Tve
Coraa pondin g Follooin9 ewnts n

respechpech ve probabiL ha
@) MoTa
han a+als ars ophnad
6hals OCcur Uen nunbas roses
Seuhon
o a Cen tonao
Sanple Spaca.
S HHTT,.
H H , TTTT, HTTT,
HHHT, TTT H TTHH, THHH,
HTHT, THTH, TTH, THHT,
VHA WT H ATH, HTHH, THTT, TTHTT
nls) 1b
t eert mota haa a tal.
katA b
A AH HH, HHHT, HHTH, H T HH, THtH

nCA) 3

nCA)
PCA) nls) C
(11

at B ba uetta| occun on

een
We numbos d&sA .

TTTT
T H T , HTTT,
TTHT,
B

nB) A

Ple)n ns
A d B a alor nahaly oing
A wins 1 h
Pors
ouss 7 B Win 14
6eome
7batona A krouss
wows
is ehance
hance
t
R4 A bagins, Bho

0inninq ,

Sel o ice
di ce is
lk
Thooing
Thvouoingbwi

numbors
6a Sum
8eting
Pre

P asin6 A da)
Cs), 3s)) ls,), (4a),(s )
'

PCIi 7i a da)
3Cb) (2,s)ts,4) (4) (s,a) lb,
euat o.slng a ao
Let A a
let B ba et rooing

A Plays i T r l , 3 e , s",.

ros in rel
in

cen 5 )
PLA n e ))= PCA 07 A0BOA rAnBDAASn

P(A) P(A0EOA)+ pCTOBTOTnA) +


= P (A)+ P(A) pcE) plA) +PCA) PB pCA)PCS)PA)t|

= PCA) 1+ CPCADPCE) + PCÆ) PCE) pCA pCTT) +

= PCA 1 PCE)) (P() pCE +


:4z..
PA -PCR) pUEJ C

-
=PlA)
I-P Pts)
PCA)
I-C1-PA)CI-PB)

-()-)

5xb
-
216-Iss
N6-4Ix3)
3

PCA oins) 61
HomaooT k

O A lot
Constsks lo gaad anhcles,2
A wi m Nor daaet
dotaat
majo
major daaet
e l o san
as heles as
Find pohabiL
Tancdo ikout Teplacomaat

Bot
Bo l dateeks
(u haw majov

u AHeaot 1 3a
Mest
QV Atbast o 1s 3on
Exactly one s Jaad
Ne' lkor has maor dayaets
(vii Ne is 8aa

wo datakva hbes 9et miao


wo
haoha Ona b
bes asa

hbes ana found


O n iIbo lk datach v2
l lat dfehve
What 1 k Pre babilh Iat
tube 1s ebro na om

n Atest
Fest (i) 3 teot (1ii)
Baye s Thooram
-En as2 mtualy
E E2, E3, ..
PCE;) Ao, (i2l.2 ),
dasfoint events wi
is
A eh a
ewert
kefo ang arbikraxy
Ua
Auel Bod PCAJ>0,
Bubsat e U E;

P(Ei) PCle;) P(Ei) PC AlE;)


P[E A) PCA)
SPE)
i
PCAJE) n

Exaples. elor
Coma
A Jelte
CALCUTTA
On h a
C ALCUTTA

TATA NA GA 2 o ro
latters
latters TA
TTA
Cm s e c u h u a
tuwo
enuelePa uot Kt
probabilihy
What 1s
Vi le
from CALCUTTA 2
klelter Cama2

Selion' ven
eu nt S
ts
denohe
ket E, and Ea rmTATANA GA2
Can2
letes,
CALCUTTA Tespachua
hat Fzoo
k a t to
l eent
et A desoha, TA
enuele a A
oO n
letors
Cam&eckue
PCE) PCE) =
T T A NAGAR
2 3 S 1 F 2

P(l) TATANA GA R

3 4 7+

PAlEa) = CALCUTEA 7

Tprobabil etto% Cana


Ton
o m CALCUTTÀ

ia) P E )
Bayes Tlaonem
o
P *le) P
PCEA) -

LPE)PAE,J+PCEa) P( a)
=

).3L

bolttaclovy,
machinos A, B,c
To a

manufactuses l s 7. , 35 , 4oY e
ag
7.
Out pdt 5., 4
totall out Lai
daechve bolts.
draon at Tandom Promhe
A bolt i
ba defachve
Found to
Produet nd s
was
tt B
what is z pro babi ihy
machin B,
manuachure by

Se Selachng
bolt
evat
ba tz
et E,

ho machina A
machina B
bolerom
Fa-Salechnq
machine C
Salackng bolt om
detach u slt
-

Salechn
0.3s,
PCE)= D.4s
P(Es)= D.4
PCER)
P E : 0.25,
o.04,
P(^E3)E0.oa.
P(*E2)
PLAE,)- O.o5 ao
Hasnam, b
bay's
Usina Báyl
Usin manufachrad
Prohabithh H n was
3.35...

machine B

ia) P Ea/A)
P(Ea). PC Ea)
P(E/)
3_PE) P( A]e:)
i

PC AEa)
= PCEa)
PE)PE.) +P(6a)
lea)+PCEs) (e)
O.35 Co.o4)
2 ( o e s ) +(o.3s)Co.04)tloho)«6.02)

0.4o 57

Herce PEA) = o. 40 51

bags, #rst baa


Tharve ball, two Tabal
ohite
Contains na

balls ane SeCamd ba


C3)
ballu k 2 7ead
palls aro
balls a
Conona ok te ,

Io Cerr
l rans
m kains
O arean bal od baa
ba
kaa balls, abTed ball and
and &

two balls ae dra-on


odra-on
Co 8eenbalh,
ndem . Jhooe
a bag.Chocaan at

fouLa to b Cno wla and Tad

Find Prrobabi Ht balle o drao

Cane trom kt Aatanodb

t E Seloc Fna s t bas


Ea SelacnaSecnd bag
&e lechng obag
A
A b euet Selacng
ball a Sla a
W P

PE)= 2

T 2

PCEa) 3

PCES)

P(AE) C C
bCa

PCEa) - 2Cx 3C,


6 Ca I5

P(AlEs)3CC
b Ca
3
tt balls
T And T Pnobabilih
Oraon Cama rom e e n d ba

ie) P(E/)
By Baye's en

P(E/a) PlEa) Pl lea)


3 PE) P( AlEi)
P(Ea) PC AlEa)
PCEa) PC Alea)t
PlE3) A E)
PCE)PC Ale) +

a) (%)
) ( h)1) ()+(b)(5)
0.S AS

PCE/) 0.54s
Ta Cortan elowas lass 4. E (s
oys ano 1. 9 l s ara talos
tallo la

.8 m Ka lo more bo shdants
axe i rls i a Shudet s salaead

to be talla an
Tandom ad s ound
lab
I8 m. What 1s lz pro babiLih
shucdant l» a gir.

Solwhon
&. Evant.schooSinq
a oy
at

E E vant cheoaing a
gr
shuda talle
A -Event choosing

Gun
4oY. 6oY
AY. I Ealler a

PCE) O.4o PCEa) obo

P(E) O.04 P & O.0


E &hat
To
no probasih
a

ia) P( Eaa)
Uang Bayas Haevam
PrA PCAlE.)
P /A)
plE) P(^lei )
PCE) P( A]*.)
PCE) P(le,) P(E2) P( AJEa)
+

bo x O.o

( 40xO-04)+ (o.bo xo.01)


O 27 27

ptEa/A) =o.a727

Suppose Iahora
(5) Sappos
are 3 bags Centaun'in
3 e
2
e ano3 black balls
black,anod4 wkite andI black rapechd
Os bal isdraon at andon. what
s I Probabi Cr a t a che bal)

has ba draon tom Arst baa

Soluton
Lot Evext e cheasing st
E
SUert ckeesing a bag
E vent clookin 3 bas
A - E vext
-
cheosing whk ball

Cqh van W To
5

T 2 5

L A
PelE) C 0 -4
5CI

PEa) 3C
SC

Ps) SC
o8

P6)= Plsa )= PlFs)= 3


khe
ProbabiLk
at a
To fine T
l tat bag
been dra-so to
bal h

By oing Bayes
PCE) PCAME,)
P/a)
3 PE) P(Alei)
P(E) P( Als,)
P(e)Pe,) + PCea) rll,) Pe)Pl"7
O. 2 (S)
o.132 +0.198 t0 ab G

P( E/A) = O 2
98
O.2
o.132 +0.198 +0 ab9

P E/a) =o 2

Pro babiG Tlan


Toha
An ane

TTA A, Aa, As, ..


and mutually e r c u l s i v

bab ehauoh ve
anotlen e v e i anodiand
evet s, ano Ei

ln
w lk A7,
PCE) PCA) P(EJA
iA

Home werl)
Rroblans, ( A 1
e b a n c e t h
a doc
docx
Tha
d i s ease X Covrac
dasondse
a Pahet
Ckance hat
o . Tha
s
drankmat allordis4
) die by
k ekarca
east by
AO . nd
7o , A Pah art
uagondsa i
ha ü sease
sl
edoclo A,
.laE s disaaae
cussaoe
What ls pro babith
twa Corocty diagonisad.CPR
-
NE) ?
PEA/ P(E/A) = 2
bo Cen tains 2oco Componat, (
A
a a c h vo A SaConol
och 57
Componants w
Contains 5oo
Too o |ler
40 Y are dataehve
Cen n loao Componerts ea ch

lo ane e akoua
dafachva. O
boxas i Ae loce at anelo anc

romt a CompOrat s chooe


ht
)what in Pro babi Gka
tn dalechve PCA)
Compot
Selecke COmporact t sd
()T
ehanca t t as kaan
what 1A
bo P( E/A)

black
Each e b w s Cernhai
Onae h & ha bal
Oo k ) balls Es
E balls anol Trea haue
hon6 khe
at
a

4Jle balls. An wwo iA Cheoas


A
andom ano hsea balls draon
a
hot mpaca mat rom
black
hrea balls ase Wk he ad olka is
what Is robabilik that wrn

Choooen Cen o n ana8 black bL


PCE/A) 2

Tlera patwo Ona


E E balls anc
Cen lan 5Ted ano& blaek

olka Cen tanA anolo black


taken rom C (oo ellar
A ball i
A
n ke chanee e daoing
baas.bas
ar ba)
PCA
Find Totl Probahib, PCA).
Hn bll
d
sh A be eat drasinA
draoin
Kandom Vaiabla

Lot s ba a sanpla spaca aavsoiaha


oi analom expevimant
each ekn
each elonat
X8 R wseh ami
a Tandor
se S callad
2ls) eR io

Valable
Vaues
h Clehon

Calla Tanae Spaca

TOndom Variabla
lypa two pe aden

These

Voni abes eh
Kandom Vanable
1. Discvee

Kandom Naiasde
. Cenh nue

DIsCrare Randoro Nam aba


alom Vaiable

Lot xbe

numbes PoPSible value e


1
n i t o) ountabla In}iiie
ardom vaiable
S Calla scere
a b i a l o

Exaple Cnutde« ossing


rossing an

had

Can r2A i d het X danoka o.


n Ot COma
DoDei ba l apl 9paco and
nolom Va abl ano TOAna Space

HTA THH HTT THT TTH


HHH TTT HHT
a n l Space
Cs)

3
Cx)

Spa X=o,,a, 3?
Probabibh Mam hunehon CPM F)
randdom
s Crate
T a a

takes
values x, X. -X,
Vai ab)e weh Can

uch Hat

(e
neh on

PrababiLh
aP i C|lao
Preu idad Pi
nam unchom
ProbabiG

sahsi
Pars C zi, P:) is
Collacchom
a
distibuhom x Jkeh
Callad
ke ProbabLh,

iA T2preoenka b

Pi P Pa
XdaAoe ka
Exaple
tosSino hroe Ceins
OC uxs n
heads
laotibhon
X
Find t probab üh,
S
Probabih dustibhm 9
Plx i) -
P;
33

Pi

Conhnuous Pancdom Vaiable


.
akes all its posble
T x

ken x i> Call


Value in an ahea va
Cenhnuow randem Vaiable

Teporawre
ExaMple Height, waight
Certan

tata Valua bahean Co


whoch Can ay

imits
No he

i P(a4reb) Pla<aih) P (a <a<5)

P *b)
d
Cammlahva Distri uh on Funchon CcoE

T xin a ousenare (or) Cnhnuos

Tando vabla, li P ( X ) is clla

Cummlak va dsibuhon hon


Distibahen une.h t e x and it daneha
Fl and t 1 dane a

i dbsnte
F)
Cninuau

-o

4 Robabilih dansihy mehm


C e n i nuam tandom
T4x i a

Vaiable aneh K

z ) ia callea PrebabiLh,
dansiy n cien x pro dad fm)
Sahs #oleoin Cn dhon

) >o tr all vale e

a is nset

P (x a)=o (sho
i b.
fend
Pa e L)
ProblamS
A
A sanddom
Variabo X ha
hao ino
O
O
AastibuJa on
o

o.2 k O.3 3
PC x) O. k

k Evahuaka. PCX9)
Fnd
PC 2 <a < &)

cdf
Sechon
disel
Tandon Vanas
Ci yen X ia a

Sinca

O.242k+0.3 +3k
e

.1+k +

b k 2
o. b+
6k l-o.s

Dibhe funeh beLone


Probabth

1
P PC o
PCx < 2) = PC x -a) +Plxa - ) +Plxeo)

2
S

<2) = P(xa-1) +PCxa0)+plx >)


P a< *

T c df

-2
< -
- 1 x <o

2.
i4os z <

3
1

enhnuow anelom
densihyunchen o a
a
Vanable x i 8venb
an
a

3a a
oheris e
ind
(") Fnd P(x1.5)

(u) Fino cdf X

S
a Cenknuos Yander oiuja
siven X ta

i a pdf.
Cquen

HtucHemd | tod

a om + a c a -An)om o

o+a la)3aL- a +0

+( -)+ 3 (a-3)
a t 3

+ ]:
a 3
An) becon0s, (46

P XI.s) = P(x 2 ) in I5*sa

+(
(%-)

PCx1x)
cdf P4 )
PCx o)

FCa) Plx^«) |Hmdh+

J.a4 O

San

(^-)

an

Fnne P(x£ x) =
2

(4e)

( d )
2

o ).
++(x- l4)
+3 +
1) +z -
-+ -

[sx -
FL)
3

T cd x

O <

i 3
TohalPro babiC Tlaonam

An aMe

T A, Aa, A3
mutually ecukiva

at ehauoh ve Qne
eveii anoiaha
E is enothe

euet s,

wilk A,

PE) S PCA) PCEJA:) .


i

roblans: ( Home werl doe A will


ill
a
docx A
e h a n c e h a t

OTke A
xCovac
a
dis e a s e
diasondsa a
pahet
hot
Chanca
o . The

s
ramkmet alor diaei
wi e b dasth by
ehance
e hance
. and k
ib Ao A A Pahast
Pahat
iagorsa
ia 707.
x diel.
sease
dia
e
to ao
docer A, dseoe
c sae
lat is
pobabilth
what Is
HE) ?
Coocty diagenisad. CPK
a
tWas

PEAt PE/A)= 2
doco Componat, (
A bon en ains
A Sa Came
okch 5y. dotachva
5 0 o Conponants
o Contains

dasaehvaToo
olar
A0 Y. a

Componarts
each w
Con ai n laoo

On abeu
lo7 are dalachva.
selac at randlon an
boxos ia

i Chaooe
COmpoat
om t a

tyht
is pro babi
what
PCA)
PCA)
t dalechve
Conbout
Coporart ts ds
Seleckd
u)T
it wa oraan
eanca
t it was

nhat 1A

P E/A)
O

2 black
Cenhains
Each e6 wr ball
& i ha
) balls Ona hao
hoo
ao haue
aol ree
E 6kha balu
Jwo ha at
Checscn
iA
4 le ballg. An wrD

A balls asc
vandom ano hvee
w .To
rom at
o mpacaMet
oko is blac
he balls as Whe ao
whats l probabilighot
Choooen Cesn laan _aro 8 black b
PCE/A)2
Jch
Tleva aa fo pa One

5 blaek balls and


Con la ano &

olka Cen ur na a o l o black


A ball in draon taken fro Cna
A
abaa, Hn r chance odraoing
a o ba)
PCA)
hn Find Tora Probhib, PCA).
2rt draoing T b
A b
Home.ork Ana0

C Sof
Qvent
o Pahat daa
Let A be

docher'shyr's
treatmaxt
by
be t tef dochr )
Lot E
diagorsa dusaaoa Covreciy
luet doe hr sill
Lot E ba
diagonisa k di saas

PCE)o.b

PCEa)= o 4 :1-P(E.)
PCA]e)=o.4
PCAEa)- 0 7.
T nd'. a pro babi Lk E is dugan
es
le PCE. JA)
(Pa
By Baye' (Loima
P E PC Ale)
P(E/)=
PEpAle,) + p( EJP( *lE2)

o.6x4
o.6x o.4 +0 4 x o 7

PCE/A) o 4 6

a
e a t Chocsing
et A be
detachv COmp orant

enbs
t E2, Es k E4 be
respasual
Selech
onas l, a,3 k 4

P E ) = Pl¬2) = pEs)= p[E4)= %

toY

ple,)
PCAa)=
PCAlEs) P(^les)=
Wt to pnobabit lat Coprmat
ts hva
i)Total Probb,Lt: PlA)
PCA) PCE) pC^JE) +p(ta)Pl^le,)
(
+P ) p( ^k3) -1 Pl EA) P( /44)

L3
8D

PCA)= 13

Coporarl
1s dalash
8alecha
t dras
chante th sa

A
be

i P(E)
Jinan
Boe Ale)
PCE) PC lea)
=PcE)
P(
Plea/)
P E ) P(AJEi)

PCEa) P(^l¬2)

PCA)

1
PE/
LotA be e t chain o (P

Wla k O Blac boalls e it


Selech baa
a E- emt e alaahn b
C 8W, 4B

Let E2- eat Selaehnt a ba


nte na bw B
a ba
Lot E3 -be ka eazl Selach
Cen ton
W T
2

2
A
wilt meplaunt )

PCE)
PEA)
P(E)
PE)= 8 C1C

12 C3

PLlea) Cp bC
22

P(Al) ACa&C 12 (3
Probabilh ro ckeesan
To
Bla balh .
Blae
Carna nss 4 w

ia) P(E3/A)
By aye (
P( AJea)
PEs)
PCE/A)

P CE P( ^JEa)
P(^Ea)+ Pl<)PME,)
PLE)PCAle,) +P( Ea)

3
lo9

PCE/A) 0.33o 3

drasin
ad
Let A be eant e

all on
Salachne
be emd
LatE,E
st
eRat Selearg
Lt Ea e
secmd b
Gi ven
T
& 13
5
P(lE,)= 5 lo
17

1C
11C T17
T ()
ehansa drasi a o bl
i PCAD

Tor PIAE P(EJ) PCAJe,)


+PlE2) P(AlC2)

( )
PCA) 88
bas t ollooing
Yancdo Variable
A
sti buon
Pro babi i t

5
2
PCx)

hnd

(li) PC1.s < x < 4.5 x>2 )


() Fn Amallast

PCxa) > /a

trate rand Vahahe


Xfsa
Givan
Since

+ak - =
o

lo

Robbi EL

Civan
Givan Probasit dst hon becoma

67
Plz
(1i) PCS4x <
4s) x >a) (
we knoKt PCAJR) PAnR)
pLB

PCX> 2 o 5Ax <4. s)


PC1.5x< ) =

Plx )

PCx4 2) 1.SA4S

PE2<x 4.T) X>2

Px =3) +P Cx ^ 4 )

P C x o ) +PCx aD P x»a)
PCX 2)
+

ecor

PC) <x aa.r|x >a)

PCl x
< 4.x>a) %
Amallest
()

PCxo) o

eo)+PCx 2)
PCXa 1) =PCx

2)
PCx2) PCx <i) +PCx

+PCxas)
PCx s3) PCxe a)

PCx 4 ) PCxs) + P(x a4)

hAssfhes
Pl X £A)>),
Hene wte

Vamable
x takas
2 lt random
2 P(x=) a3 pa:a)
uch a t
Values ,2,3,4

ne E probabi
Proborbiliy

PCx 2 3) 5 PCx= 4). .

| sti i n Cpdf ano

soluho
Gnven Plx=)=3 P(x=2)= Plx-a)=s P(x 4)

t PCx 3)= *
> PCx )
P (x a =
2

PCx-3) P)
PCA)=

No

Sine s crata ando Vaiata

Pmf

( Istlo+30+6
30

30

Probasibl bskLon, a

Plx |
X

Plx) = S P

2 s *3
6

3 x <4
Gpven X is a Carvntnucm Tandlom Vamalo
Gnven
o . Find
p d pd )abr Ct-x),
Cd 4 x

PX Yaa kxi%)
bbuch thd PCx<b) =
p (xsi
A numboe

Soon
T o ino Cd f e
hle ko
Fx)

Jhen o

a l , FCJ a o

F) o t |6zl-va

(6-2)

F)
Horo

cdf* F
3- ,os<
6

PCXx Yas
P %x % 0x h)

PC% 4x a4) PI/8)-


Pana
PUB

Ps x<a)
P a )
x

,Y
P% a) =
Plax6b)

6(- )

6-6)**| -

(3 4)-3(+(+ )
=
( ) - (
19 4 -19 13
lo8 lo& S4
PC )= 5A

P(he ) . e

(3- 2 *

()-(* *)
()-( -

27-19

3
P(%x ) »
21

P(x A< 4)

L
2

P(x ) =
ind b P(x *b) P(x >)
.To
ie) P(x <L) e Plxb
- Pxe6)
- P(x< b) - P(xeb) =

Enc

P(x<P(x< b)a
PCX )=

O
m
fem t 6( )

= b= . 3 , -0.34, o.S

Sine
P) mt has bahaen o )
Poni. Pan bla v bia o.S
o s

|b o.s
minuos lady poak
A lang Hme in

Is founo to ba random
m kelaplena

wi lk probabik unehom Apaciha


e poimart
A e

( Fna Val A at makao ttas ao pl


Prob abilihy
wkat
|n'inu EAla sil kJL ouos plora is
lo ml nts
mora
mints

ii) ber.sea

Sauhm s
ivan Pdf, f*=
O
elkassise

(
O

A s
J
-5A G8
- sA(o-e)
-sA -1) )

P ( x > lo)
PCXz) -

PX>
(x>1)
lo

orseot.

( ) -e
PLa1o) .)13s3

mins ie) PX S)
S
(u) l e
5

foan
ot
e

e-
- e
PX o.b321
() betsaen k lo mints

ie) P S<x o) frodr


-
lo

+
( )
( -a )

0.3674 -o.l3C3
P ( x i ) 2 o.23
Me

Home ork Pro blem.

ro babih densih tunchor oa


Variable x

X 3 A

LPuk34 5 1 I

Find ) Value k

Li) Plx< a) PCx>s), Plx cx e4)


,

mwn Valu k
u) What will ba mini

o that P(xAa) >o.3

Tandem Vamable X hao a


AConhnuoo

PPE
sueh ht
Find a, b

CPCx t a ) = P(x >a)


o.o5S
(u) PCx6) -

(ü) PCx !).


Home sork Po blems

T o babilh densihunchor a

Variablee
3

3k lak
Pox
Fin ) Value k

() Plx< 4) ,
P(x>s), Plx <x 64)

u) What wil be minimm Valu


Ao hat P(x4 >o.3

Vanable
x hao a
Tandem
A Con hnuo
POFf)= 3 , O4z

Fi nd a,bsuh

PCx >a)
C PCx a ) =

PCx>b) o.oS
(u) =

(u) P Cx = ) .

Ho ork Pe bla» SK

OSolhom
knas t t
We
+3k+5L+1k+qk4+ ItE+13 k 2 ) |
k

Tk 44.
Plx < 4) P(k | -P(x>4\

- P(x e4) +plxes)+Plx4


9k+k+13k

1 -3s Piea)
33x 1-Cx

=19-33
9

0.3

A9
=> PC x e 4) : o.32)

PCx>s) Plxze) +plx eb)

2 l4 x 3 3

PCx5) a.67
Pl34x e b) = P(xa) +Plxas)t rlxa4)

33
2 3 3X

44
pl3) 3=o67.
Wht willbe inimum Va
o.3.
,PCx La) >

PCX 5 A)> o. 3
>o.3
plxe)+PCx 2a )
PCxo +
k + 3I 5 >o. 3

> o. 3

Hnimu Va E

Gan
PCx aa) = PCxza)
PCXa
l - PCx4 a)

2PCxe a)
PCxa) a

a => ]a o.7937
>b) o.os)
(ü) P(x =

o o.o

b o.OS

b= I 0 . 0
0.95 b-(o.4rj

b . 9 930 )

(ui) P xe)
Plxa)
nce t in an
Racaa=4m
IMpo b l a euent

ATandom VariablaXhas foling

st bh m
Probab:C
X
13a Isa 17a
3a 5 7a a la
|P() a

in A) a PCx )
S
( A ) v ko
+I5atl1a
+13 a
-

at3a+ 5a+ q+ 94+lla

81 a a
a 8)

PCx4a) = Plxco) +PCx= i) + plx *)


a + 3a + 5a

Plxea)

T distibhon twehen PP

81

x 3

&

x 7

41
8

8
()Tke ontants okveo uxns ase
asc wkihe.
balls 2 whha , Tad,
T e d , 3 greon
ano
4ðhita5Tao, a 33 gea
green balls
dsauon om an
balls.Tvo ball s ana

Theoa ane
tound tbe
Choosen at andom
no a probakl.
arol Ona
n ohihe
Came
dran
balls 9o
a
wrr

Soluhon
t E Frt wn
Selechns
E2 Seleekng Secuma
r n
3 SelaeA
A Tho balLs a araon an o

Ckeona

PCE) PCEa)= PCes)=


W T
2 3

A 5 3

PC) Ix 3

6 Ca
PCAlE) 1c
A 3
ACx 3C,
pAlc) A3
u
2 Ca

To no balk o

Pro Pro babiiE


draon Cane
P( A)
Baye's
P(E) p( lEs)
PEs/)
3PCE) PC^lEi )
PCE) PC A| E,)
PCE) PC A|E,) + PCE2) P( AlE2) +PlEs)PC ^Es)

2/33 06o%

0 384

PE/A) = o.54a_
Uaiabla
wi lI
Tanddm
6hot x ba a

Pol f ves b
C
heis
Find PCx>%)
Hino Censlant e
A
nd P0< x < i)
Selwh
(A) Ne Eotkt

- 1

Civori
euay

Je
(13) Find P x>a)

o ot

4* 4 ()
+

P(x> ) E |
x < i)=
ino P l o <

:Plox4)
(in hundasls
2nount e braa
Tka batery
i
Cextao
hat a
Pounds) S ouno olto be
a

s o en

able to Sell in a day manon,


w k

Tanclomn
s andom
ph
p hn
oem
numerical
vaa pdf
Apa ihael by
ProbabiLhy func Fon
iven

x£lo
5 s
k l io-x ) ,
okisa
n,
ITak
what ls probabiluty
ha Sol
So)
numoe
ebraad
Rad i ll
Founds

P o u n d

Poune
al S00
S oo
Moe
A) p o u no a

than ooo
( le 7So Pounds

(C) behoeen S o aro

S
Givan k (to- S+*lo

ellorsT

+ h t

5 kClo-)odn =
k k m

k
+
k
( 1o tio)- -
s5o+)
k
s- -

, o4z4S

Pd i 2lo-), t6xt®

olei

O
(A
-P5 x Io)

lo- * ) em

P(5< x l o )
=

r x b
boo ouund =
I
(s)

- .
Ploes )
Pounds
beteen 25

Pa.r£x 7. s )
)
o-*) h

1.5

6.2 - S

( 2

.215s-"-50
a+76So .b.asst.s

50 - 31.2
o7s 34
<x7) o:7
P2.5

ane C eomina
a chancas A B
ane
in Tatio
G1-H4 Conpany
bos
b os
ProbabiC
kat
A23 itrocluce n Capay
Canpa
Schams wll be GH aTa O.3,01

are 2 be tom
iA B P bonus Sd
o. 8 raspachvaly
and
Intncducad, ohat i pr
hao
ha baan
A ha ben appoinad o G.H

S
ot E e etono A be cona
t G.M
Puart
E J oara B becori

E at e b ecoming

s e l a n .indedce
Bonou

PCE)
= O. 2
2
PCE2)= 4+2+ 3

O 3
3
PCEs)= 4+0+3

o.7

O:3,
P( AlE -
Ahs PCAJED
=

A h
haa b
he e n
A
a
Lih
probabi bon
b on
, wa
a.
appomJaol

chem

ie PCE/ )
Bayas uva
Usi PCE) P
( e.)
Pc E/A)=
P E ) P(AlE;
PCE)( Je)
PCE/A) -
PCEOp(le. »Plta) e+Pl%)
la
. A 0.2

( 4)(o)+ (o.a)(o 7) + (0-J) (o3)

6 4
O.S

PCENJA) = o24
Rropohes cdf
(1 Fx 18 a ncn decreasinq tuncHmn
FC- : o

random a i a a
() 24xX 1 a Conhnuo

Fx») = {t«)
C Plasa4b) 2 FC%) Fla
-

emask

+ + -
2
Ax -a

) n 8enral
-n
1+h+ nt)
- 2).
Expecrah ov CHean

ccpochaion a Tanolo
ECx) or
Variab)ex i danoha by ECx)

and ts dasnad b
i7 i disceahe
disceak
P,
ECx)

i Conhnuo

In genenal, sC&ehe
x io &sciete
S iPi
E")
ia (enkhnes
t d, x
o

Variants
TL Varlaats ando Vomable x ia

2
anshd b a s apned
2
u) = EC ECxj
Slandae doulahem
Taot
Ta pasi h ve SGuase
Vaants 2 Calla &andkard dewiahon
Propohes eEpoctahon ad Variands
Ela)= a , Var la d
2

EE Cax) - a eCx ) x Va lax)- a Varx


() E Cx+y)= E C)4 Vy) VasCx4y¥+y>Vacx)Vanly)

E (x y)= ECx).Ely) y aa indaperdart


random Vaiab)e

Problams
Variabla
Xha p
1)A Conhouow randdom
Nanats
ne k, Maan
S) * e ,
2o.

Sokkn randden Voa J d e and


eonknuo
io
Gi v a n
,

We
o

o - (o- - a)
( a)
Prnts

To n Maan.

w.L.T ECx)c

.
2

, s*-|

Mean E(x)e 3

To Vatads ' - 2

W.k.T
*= ECx*)- ECx)]

Na tonoECx):+

C)

/2 e 242 24e

I--24)]- =1a
E(x) -ECx

-9 3
Var x ) O 3

Prababiih Junehon an Ininta disraha


2

dastvi bahon Is ivan by Pj)e J:1.2,.

Veriyhat l tota probabi i


i
an
no man a Vovnants t z dis blt
evar PCxs) aa
Find abo Plx io

PXia divistla 3 )
-

Sekon
i

P
W. k .TT
To n Maan
if
EC)= P
Pa + & f2 +
2.
- I. P +

3
-2

EC)2
W.tT Yar(x): Elx°)-£CR
Varance'-
Ton

EC)

CiGm)-i)

EC)
I+8 .s
3

&2e 4
E)
la)= ECx)-E«))= b- 4
Va
Non lx)
To nd Px euen );
Pa) + Plx:4) +Pluzb) +
a) P(x euen)

PCxeeuen)

Tn P(xs);
+p(x 26)
+flke
7)+
.
P(x 5)
5

PCx zs) =
PCx ia davisibey 3)
To fino
Pxespps)+fas
e Plx io mda a ) =

P io dvisible 3
Moments

Mornet aboat Haan ( Candval. Homert)

Central moroat(
aboL mean -PE-)
-7) P i x
io dise

1-7)tda, i in Cudn

Momant atot Origin ( a.o -

Homat)
th
momact x 2x fi, x iodiseaehe
= A Elx)=
alkot rigi
fo) x ioc

. ) El).
(x) Hena X maan

Not

ECx )

abot Origin a Haan


Behoeen Homart
Relahm 2

() Aa Va lx)= H -(*)
3
u) a M -3A A:' +a)
Probkms
nt about oTiginor
3 Finol moment
OSn<)
E pdf x)
k dasibalhon 2-, 14x 62
abat
Hente dedute A momasts
o.all4Dise
meaa

Sowhn
momart Orig*

A Ex) d

d ( a - ~ jdn o d

'

Y+2
2
-
+

T+ Y+

T+2

] a-
( 2 -a

T a,3
(TA) CT1)
No st owr momazts abot o"

-2
3 2

4 x3

30
5.4

30
6.5
mOMs
akoa m2an

Nouo st om

a-M -34 Ma +2 (,)


- 3(()+2 ( )

3
+ ( ).-s(,)
- A(2))+6 (E)()-sci)
.os67.
st momet s abot
a)Find
Ter lk olloing dsnbuHm

|3| |5

Sohe
discrea2 Tandom l,
TVen X is a

aboat Origin is,


momet

P
is van by
Noo
Nois, prebabiLh dsti bHa

0.0-14 2 0.0114
P 00714
0.014 0.2143

P Pi P P:
2 O.07)4 .1428 6 29s .571 .I4 A

3 928 5.186) 17.3583


0-21h3 6.424

A 0.5

3.512 I7.6a5 &9.3/0S


5 6-1429 0-114S
9a.S344
0.0114 6.424 2.s704IS.4224
7
8.34
3.929L .3s72 71.b4a 3**
*, Pi 3.9 28b

Ma 2 i = 1L. 35712

HA P 3a 8.347L
about Mo
Momants

2 Na' -(4:) = 33.

s M' - 3 ; H+2(4)
2

a P a -A H +bMtr,) -3 (M,
. b4 99
stbhm
a abot
stou momnts

-30 k 1o8.
17,
4 a Y a r i able - 1.5,
mean . Hence no
momets abott
moa

mo m e t s abot
k Tst

Solhon -
t abot ia4
ba
et

17,: Ma- 30 MA lo 3
, 1. S, M,
To n Men E Cx)

Givan E*-4) A,
-15
ECx) EC4)
4 - -1.S
ECx
Momants about

a Aa' -(:)
2
/7- (-I.s) 4 7S

s M a -34,'A
+ CA,)
-3(-lT)(17)
+2 (-1.s)
30)
39.7s

P F-a P , + 6 , ) -a(*" )*
2

lo8- 4 (-T)-3o)+6(-1s)
C7)-3(-1.T)
=

4.312S1.
about
Momets
CA
Since

E Cx A - M;

Ecx)- a
2.S 2

No-0
a a -()
14 75+0.)

3
alo-s)
3 (o.s)CIS)
-

39 75+
4 3 ) 2 + 4lo.)(6a) -% (o-c) ('S>

+3 lo.s)

Momat teneratnq Funchm',


genosahngSunehen
aout k
Momart
Point a
t(-a)
)
(t) E (e
Ma
t(-a) x iN Sre
P

t-a x io Cunhnes

othaet n Mxa)

t0
4lo.+)lLa) -b (o.c)(is)
- 4 2.s) a+
+3 lo. )
A A

Momert Genorahnq Func An


akout 1 h
Momaat gewrahng unehen

Point aa,

(t) E(et(-a))
xi stvahe
t ( -aa)
e
Pi

t-a x io Cunhnue
e

(t
t n M a)

M
dt t0

Vaiiale x , Ulere

Pobles MG F
sanddo
Rne
fo=
e ehari sa

Pdfi g1van O
Fnd t 4 moraita
X aat

MGF
Ondo
VamaBe
Oriin
ts
ftd
Nlt) E(e"). e

-C-t)a
Te

t) -(h-6)x

-0h.
e

(A-)

-(
- 2t)

I+ 2.(2t)+ )(t)4
Mx lt)- - a t )
3 ) C4)( 2tJ 2uXA)lS)(A) .
3
Co
() H.u
AGo H.e)
A 1e) x a)

Coo
2xSx
4
in t)
Ms C
2x3xa3xAxa
19

Coatt

1920

Tandom Variable x kra


nd HGF a
P i dehned - , l4 x£l
k Vaiats
Henee no mea
lkenoisa

andem Vam able


Givanx is a Ceri hnuow

HGF, N. lt): E(e"

e
2
e Ca-)e d

t
(-)e
e - (t)e

-
2
e e
t2
E E
26
e + e

" Coothot ef
2
Mlt) = (-

1 2 2 A

Mt)= )
Fro O,
Mt)(
at (+**
No
M M, -)+)

M) = 2t) ) + 2 (4)

Jeco

Vamarbs

Mean

HGF dstnbhon dafna


Fnd <o
Hanee
Henee
no
-0X

F e

Vaiats
- In)
oLha
Gi van
Wa ko t

Mx t ) s e
MF,
o

e Le e 4
e 2
e

t-1
E+)
e

+4)*10 e
+

4t

1-)

Ht) 1+t+ t1+


.Cnt
2
x 2

Var (x)=
2 -o 2

x ha Pre
has babit
probabiL
Tasdem Vaabl
A
= 1 , 2 , 3 .
FindF
neh P
Hean k Variant s
MGE,

Seo dis Crata Tadern lanahe


Lctx ba a
t
MGF Hx lt = P(x)e
t
e

] -x

-et -et
e

et 82
Hx t
de

e
d M t) =
) 14)-M
el-)

2 - ) le)
(-e)2

2
)

)
Mt
olt Jtao

e -

(R)
o2Mx lt) (82)
2

dt 2

(R)(a) - (2e) a (a-e)(-e)

T t,
)- (2*°)(a)a.dy.i)
Mx lt)

tco (a-8)
2

-1) (2) -

(a(a) (2-1)(-1)

-
+4 -

Varw -)
-(2) =6-4

Hene MGF =
-et

Vasiads

You might also like