eents?

Cetain and imfossible

if t aluoo appeay
Ao event is Ceftain,
Comne
as an Out
cohich nevey oCuS iS an
An event,
impossible event

Hutually exclust ve everitS:

3
erpemerst hovo
a d tuwo evetS in
a

,then the events gse

no o n o y Outcormes
ve events.
Said to be mutualty exctuSi
4) Equatty utey everrtS One of the
In a given expesimert,it

events in a Samle space doesnt deped C

another event.Then the fuo eveNtS Are
catted euatty. Gkey events-
s) Exhaustve event S:
A possible evets ina Saople space
ane catled exhausti veevents.7TY
6) favouxdble evertS
a guen expeimerst,the no-O-f
outcomeS Corich,oxeistavarOble fo0 get the
sied event }S Cattedtavoúyable ont
Equality of eventsi- 1
2na gven Sarrple Pace, uoo evets
dse catte
equal f both events nave the
ame etements
Events ith Set elation:
)An evet doesrot octuY ()
)Both euents Koxnd y OccuY (XDY)
Atleast one of the everrt Kos)y oCCuxS (XUY)

)Neithex Xo y oCuxs (XD)

 EAent X OCuYS Ond y doesnt octus (x-y)
CooXn)
Exacty One ofthe events ACo6) B OCuLSS
6
(A08)U(Ane)
Arexioms o ppbabiuty
Considex asandom
experiment coith
SPaCe S ohese o3siqo. a
Somple
a
wmbex alled pobabiityto non-neqative
4he Sanmple Spoce s. each evet in
eXtet A beo poricular
tbe elent in s then
os
pubabiuty
pCA).
of event s Ceroted
pbabitymtodcecd
enc
tisougb elative
Supfose a sandorm expesiment is
pes tmes, f the epeated
then the Pdbobi event A ocurs nCA) trnes
os the 0elative
ty of event A iS defned
the no-of tsals quem
°n
ress to
Oevent A.cone0
tends then p(A)=
PLaGo n) , NA)D scalted.as
getative
tecyuenyof event a. GI

Psopeyties of eladive sequeY

. (aga) -(9
TheNatues of elotive fre9ueny ae 10
blud o ord)
DA) s-0 the event A reve OCCUXS
14 CA)
the tne evert a occuxS imelln tuails.
2

T A% B ase, routualty excuustue eventS

ten nAUB) =
nA)tNB) and nAuB).nLA), Nt8
 Pvbabitty ntocuced twugh axioms
aXdrmatic definition, PYobabj
the
fsDm the nunnber ohich
event is a reat
PCA) of aM axiomS
Sotisttes the foltousinq
bitutH of event Ar alt0cuu
DPCA) d , . The Ppsoba
even number-
a non-negatíve
omyiveKsal fot and

3) PC) =l. The evert $S

event
t is a Sure
s pubability is aouys 1
event ase an
Te poobability
ofnull
auoouys x0.
mpossible event
l23,-N
N evets n
3) a Sample An has
and if at the events
ohexe mauy be
o

ase mutualty excu Sive (fhDAn-®

poperties of probabitty )
1 PCA) must ues between o and
O PLA)< (
) PA)= 1 P(A)
3) PCA) PCB) If AeB
.

4) PLAUB)= P(At PCE)- PLADB)

fens) PCB)- P(A0B).
mutualty exclusMe
tfS= , Aa Onse
Ose
N null SetEp
events in S then P A = .
nEV
and unive Sal Set S, PCS)e
fOY Cqualy urey of n evets in S t h e
Pubobity of each event iS Pi whee
i2 - N
 Deftmtio ODa büty
TEis the ratio of e nurnber
oC a
of touourabe
event A to the
tDtal nurmber o
ossble ot cones Provided that att the
oue equatty te
ikety. cutocOe
AA)N
N
NO-Ot tououra ble outcorn es
Total no-of posi ble
Outcormes
Ao bx Contaîns 16 red batls a blue balts a
32 qyen tatis.oert did that vobobi
tty o
dawing O ball oohch S a) ved c o a
athe ed or blue c)Not qeen.
qiuen that, Red batlS -ls
Blue ballS=12
Gveen bail =22
Total n0-0f bols in the bor =50

0the Obabity Of dratoing a ve bal!

PCR)= NO-Offauourable 'outcores 6
TOtat no-of ott comes
5 pCRtB) PCR) + P(8)
=

cThe sobabitty of drajng not qeen bal

a) A cdid is diaun at random from a cleck of

S1 Plain Caiols, Fiod the probabitty of
kadin
a) Ace
6) S x Co)A heayt
ssthier qtoY Aspode
so
So Given ackck of s2 acs
favourable is dra ag Ace
ACe
a) The
P)
The favour able
eyert is o l o n aL SY CCo
a hedrt
3 of heatS,
Casds 4Cords of 6.
cord Of heart Si
PYobabitty of ix (Ox) Heast

SA 3
c)Thealourabl e euent is erther qn
Y
Spade
tet the event be A ad the euet spodo
he8 The pubabiLy Of nether9 nor a
Rade s not netrer 9 or a pad e
ie P(oB) =PlAUB)
-AA+ PR)- Plene)
) Pe) PlanB)= 522

PFOB)
Toint and cmditional Probabiltyi-
Joit Probabiity
Tfa Sare spa ce consists Of t o event
A and 6 which ase marfed mutuatly
e'ycusve then the pröba bjuty df Ahese
eyents oCCuinq Jontuy orSimtLtaeou's y
is Called qoint Psokobilüty
1f tne experiment sceatS n time
and -e jotot ocurance of eents A,and
BisAe) ti then te oint frobabiu
of e t s A and s is PLANB)- Bt naAB)

stnce pAMB) =PLA)t PLB)-PCAU8)

en fCUB) = PA)+PCB)- PCA0B\
aLso flA0B) #0 the PlAdB) S PA)+PCB)
TH tsObSeved thot the probabiuty df onion
Of o events is alwaps
lecS thoo or equal
tofhe Suro Of the even probabiities.
conditional Probabitt.
Suppose hatt a yandom, experi
vepeats n times and a Sample space ment
only tuoo eNents a contains
6 f evept ocCuY
n times , event BocCYS M)
time s a
the Tont event Of A & B OCcurs ncAB) fimer
4en the Conditionat Pioba bi uty
Of evegte
qven event 8 is equct to the rettive
reque Ofhe joint ocCuúxance nCAB
sth espect fo n6) os n

P l 6 ) i o n(Ae) nB)20
o nce)
Cm hcAe)
ftenb) PC) #O

e oodrtionol piobabiltty pCA(E) iS the

Nobabiuy of evet A octàing on the Conshn
at the'PMobabitt of event °8 is aleady
nown.
 hoRerties of Conmlitional PrObabr
-
tuoo event AxB M a Saople SPace
)for arny
TBCA, then PlA (B)=1
Subset of A theretore ú T
oof:Given Bis a

Penb)= PCB)
PlAB)PANB)

f Bis Subset of then pBA)=_G)

)
Proof: Given Bs asubsbset of A the foDB)=PE)
then PlBIA)=_PO
PA)
3TPle[B) is gteater than egual tb 2ero os
ethe contional probabi tty s alcoays
No-neatî ve .
Poof plfe)-9 Since PA6)20 ansl fL>o
PCe
then PlB)o
f uo events Aand B ase im Sample space S
then P(e)= P(Sl6)=L POts)= P(A) and sS)= PC6)
PrOof snce given AXb dHe in Samfle saCes
CuTAcs Acs
(os) PCA)
PLBNS)= PCB)

T f t 0 eentS Ao Oe mutual tp eKcujive

thente joint everts Aoc and BN ae álso

murdafty exctu si ve and hence
Plnwelc) P(A[¢)+ABlc).
sCf consder fleue)nc)
PCC)
fltncufetBo))
PCC)
1nc)and [eNc) ane rmutuaf y excud ve the
PCPNBc) PAOc)tP(BNc)
PCC
PLAc)
Pcc)PCO
PCAlc) +PCBlc).
Total cbabity Theorern
ConSidey a aple Space S ohich has eN
mutualty ekduuSive events B cohese n=t,2,-- N
Suchhat B,n8,7 fox m#n, the pobabitutu
of any etkent A defned on
th@s Sa.mple Space
can be ekpvesse in
toms of the Conditional
psoba.bi trhy of events 6 mathematicatty
Psvof- the Sample space S of[N) noma
ekcuSue events 6 ty
nel 2--N aS Show

The euents houe the

popesy
Ber,0eySd,where m#n,
= 2 -- -N dn
N

URSie, B,U6,U88,S
nel
tet an evert Sample space-
A be delined on the
S. Since(ACS)A S a Subsetof$ then AOS=A
N

Pobabitty On botb Rder then

 N

Since t e events PtA06,) OLe,muEtualty

Kdusive by applying the third atiom
ond

e habitty then PA nc.fANSR)

thene foye,t3oo joint pavbcabiuty P(A Bn)=

Bo
aueeThgone m;
has
Tt statesthat f a Sampe space S,
n=1,2, -N
n mutualty exclustve events en
Such that BDB So fox ntn ien=|12%-N
and any event A is defned on this Sample
Space en the ConJrttonal Pobabiut of
P and A Can be Hetsned af
COyitter
P(Enle) Ple):PCR)
Fte) P8D+PAB,) P(O)t -Ptl6Pe
Thms dexived fom the total
pooof Coo te
Pobabiuty theoxero od the definiton of
Conditioal pobabi tity
theosem, the pao babi tity is
2Bayeet
enoun as Psiovyi po0 ba bi lity
PCEn) o e
befove
Since events n have Ahe psvbabu tuy
the erfbsmence of the experiments
The Cogsitionol pobcbitiy P[Enla) ae Fwwn
DI
 stdesiosi Pnbabtty where they appluy
CuS fost
aftes the feyftomonce ck the experimert
we noco thot the Conitional ProbabtLtu
Eg-Pen OR) 4 PCA)to also PfEnDA) =
PCA)
P PeR) andfioro the total pwbabittu
theovem fA)= P,DA)
PR)-PCn0A)
P(tyn)
Fne)=Pole,)P®,)
Pels)Ps)+Ple,)PC&Jt -+P[PEN)PCB)
COYsider the bnoy communi caton hamel
Socoo the charmeL opet
smbol s my
aSSume the state (zextfo) the Stae
ad Simcrd the channel
ooe)
outot SumboL y
moagsunme etther the state o Cos)), because
of the canmel noSe aK
put 2ev0 moL
Pecome outputi and Ito o. The
channel s
chaxacterice bytthe channel txongitioo
pvbaliy Po.oP, define &-Pubobilt
awdP-Pvbabiuty of Eand
qPobabity ofand 9 whexe
o&ase eents aohen 1o and
E, ne events of y=o and y=I.=l.eigeche
t 0. 1S
and 0s
a) Pl4) fLu)
tnde KA
b) D azen cuas obsoened at the cutput uwbort
te pobabuty trat a 2eyD was the inputt
Jtote
 a t the utput -qphoN
A oa one coos ObSeWed the
that a one wos
S 4he pDba biuty
MPut s t a t e .
of ernos Ple)
) alculate the pxokabitity
ase Oo<
Ca AsSume that Koapd K texe
u e y .Since ^
eauatty inthe
Sarofe
events
CURe two
Space S=Xo then
P%)=0S, pCa)=0-S

P =o15
)= O.lS

P+

a O 8S
0:95

I-0:1S
20-8S r

USing the-total probabuty the0Tem

Po)E PLX) ftü+ P[%4) P)
Co.8so s)+(o-5)lo)
o - S G 0 1 F o fi
 USing agee' ule.
f ) PL)os)lo-0r) 0 5
Cos)
Pls) o-85 esoT is p[E)=P
4The poba biltyof
P)

tois)(os)+( o-cr) (b s).

b(S

Rayalom variable:-
A Random vaica ble is a reoll tundtdon
of the events n a gven Sarople space S
for a qiven exferiment defin@d by o
Sornple spaces coth everts S the random
Narnabe ts a functon 0f S
Random Vamotble
atis denoted by X(S). A
functon thact
X a n be conli deed to be a
atl everts 6f the Saople spece into
maps
Points en the seal atig. »
At Condlrtions fer o function to be a ia0dom

func tion to e
he requred dordition.for a

Orondom vatîable are,oik (o

(
Eueru point to t e Sarnple spcace nust
Cogespond to opu one vatue of the
andoD NaNabLe 3 29u
0e set fx<1 Shatl be an event to n
robgealnumbey THe pobabiity of thS
eyent/isequal to the uum ofAhe
 Pobabiuttes of atU the etementany vents.
Coyteseonolinq to fxe11
3) The pobab tties of events {x=oo} and{k
is equtal to zeyvo
)otasskcatton of Randoo voriable.
Contiouous RV
piS Cyeate R-V
3) Mired R-V
Continuous RVThe values ot ContînUOUY R
are ontinuous fn a giveD ContinuOUS
Sornple Sace.
AContinuOus Sarmple space haj an
timte range cf values
Acontinuous RV X is denoted as a
Yeat functionM-xCs)
pisCKete ondom vo.valble
The Uatues of DSCYEte tondom unable
oe ony distete alues of aguen Somple
Spoce.
The Sa0 ple SPace foy o diseete Tandonm
voyia Ble can ie continuous, discete coreven
bct Coptirous diSscvete poirnts.These mauy be
orbe Co infirite.
HIXed andom Vondbler-
The valweS of Hed randOm Variable are
both Continucug G di scvete in a give) Sample

sPace
The Sarnle space for o tieed random
Vardlbles a ontinuouc Comple SpaCe-
 The sandorom va oble mops Some potnts a
ontinuoug ond Soroe petnt a dfscvete
ullueg

fiKed xand0to Uariable

tte as
teost
psactica Siqnificonce
esckabilty Distributiom functio0: (PDE)
The PDF descxibes -tte pobab(ic
of Nandom yartable.
eauiou
defines t0e pwiabity p{x}< xof the
evetXX tOr all values of tte rorndom
JOxt dteX UPto the
vaue
at is alSO Calted
the Curmmulafive Pobablit
dstsibutio9 tuncti o0 of the random
X ond deooted os ECK)
vaxiable
Fx= P X*
Cohere g =tte eal numbey in the
e
YOnge-so0
mcuy Call FStroply as dstsi bution
functioÓ Of X
hevai
COrgider on expeigertttosirng tmee fair
CoinS xTs
a
disgsete vandom yarable of
teevet shousinq the no-of
todes then thne
liSCete yondom Vaxables has elements 0s
XzO i-e, tor e event 1O Cong, 9hotwrtailS
- -e, foy the event ONe cotd Shotos tai.
Xnaie toy the event tuoo cotns shows tai(S.
3 i-e for theevent al Cotns fhocor tarlS
The dSCOete yandom vayable x ic ol123
tnd als0 e kno that the fauouy ab le
out cooes h i s HH)=1-Sothe piobobitty
of gettng event x, is .POX)= 8 SinCe the
 Possi ble Outcoynes ose a=8
tyof getting event Ka PCK).3
Pobabi
event X 2 is p(R):38
Piobabilt of gettfin9
Ppo babtty of getting event
Ks is p{kis)s

X a3
Px) /o 8/s 3

5) PSOperies of PDF:
expiession for dstributioo funch om toy
dis Cete tandom arnable
T f 1s a discrete RH the
distî bution -unctior
F S a Commulactive suum of all
pobabuty
ofx upto the alue of
N
F P(R)uGHE)cti= t20
t20

Cotinuou RH: (exPiei on)

s o.CRM the disti bution
functhontrla)
s an inteqyator f all continuous
Poaiotes of *"upto the' aliue of X.
.27
 Fx C Yds o to

0SIE(L
De a pobabiuty tinction
let Frl)- OZCI
Samfle space
m a mtiuOUS
ofx
pobability densiy tuncdon:-

df t a fosic mathematcal
The pwba bi uiy
tehaviour Cf a
the pobäbilstic
to desigm
TOndom Vasiable
as the values
RH detined
X is
T h e ftf of
a
values Of x
o a given
Of PsD fobi&y
dexiuotive of-the distsib ution
Tt is a
function fC) ard it denoted
os f
(-r
d

coheve k is aeal nuumer îN ange ®£X

Expessiom-fr density'functim
tunctiom of a
The ePessim for denSity
pRM iS
4)=2PO) JU-
fon fhe definition, oET = f 1 )

P)ua-1;)
-

The degivative of oFunt step functiom s

the unit impluse functi on JCt).
For CR, the distibuti op functioN îs
So that
Continuous in t e qivern Tange
the density functionfCA) oa be
 a iesivotî ve o
pess ed diecty
as
e
functon ie
fne sisti bution
CL) d
FROL).
properties Gf piobab' Cty dist butt orn
functio)
T f()s a probabilty distf bufion unctio
cfion
vandom variable x then
Of a

oC)

fC)f(1,) whe Ae ,
PCXX)= fxa,) F ()
F)=F
properties of proboubilty PDF-
T fn)zPDF of o Rvx then

b
Trese properties States that the densitu
a

functton fs ron- negative and the axea

rder the denSity is upity

This psoperts tates Cna istyi butiov)

furdion ts equal to #he iyteg ral of the
derst anchon up to the yaue o f .
Px2Y,)
ThisPovpexty states, that
Avea-Fx ) Of x tiom Values 1d 1,
fsequal to te avea under the denst
denstt
Aunctioo Cunve fom to t
f)- Fx) {4,taad =

Pyobabrtb Hak Luetoot-

177 (
nsider diSete RM a Sarnple Spa=
totth innioite numbex, Of possi ble outtomes

3t the probabilid of #PG:)

Conene i= 0,l --n
Sati ftes tbe Fdtto ung Condito

eCm)2o+j
) /
D
Drstributioo and Denstty functtorMS
luncttons ave gussi an
The Trop denstty
normal den stty hind
denSity -fancti on to)
unitoam densrty functiorD
¬xfonential defsidy -fonctlon

Rayletgh dnst
Binomi al dnsity function
oiston densrty -inctton
unifoo denctty nction:-
functm is de
The onifoam denstiy

Oetse obere
oheve a and b oxe seal cNStants
-o6 <a ® , and b>a
The unitom dictibudi oo inction is
fcH)dx.
d

C ) - a

b-a

ba
x(5)- b-a
=
f ) agisb (
 nitorm Piobabi tity
densi by tunctton kal c
he
COnStant anflitude in gven vctnge.
he total ovea.of -the tancioy iS auaysi
xfonenitial dentty Aunction
xPOential denstancddn fox ostnuou
adoo UOyíable îs deltned as

where a ond b aye ral Constonts

-La 0 , b>O .

C
cohen >a
Uhe
( 0
Rauyleighdensty fuchion:-
Rojehpokobity o. F of a rarndom voxia ble
x is defived as f0)=-ode t% 2a

etheroise
 Coheie a and b axe veal onstants-
-o0 a ,
b>0

-(t+oSbo =-*a
a

dt a
b

BinDmial Pdfof fvx

Cons ider a) expertmert haung ony twD
outcomes fey brai (.
Posst e
T the exp 1s epeoted tor N tails thep
he binomial densty tuntton of a di'sCneate

r)o brulo
 ms Pd-fi-
Ssi
Pof
po?Ssions Pdf of a dis(YCote Tandom
yardble X fs giveen a
Fe & - )
b
where bzo is a VEal Tonstant

ut-)
Potsstons disti button is the ex
funttio ponentic
ofo bincOrnial ditn bution.
31qo
henm and P->o, Hexe-the
Constast b=No h p1lbme
foi SStons densty ana dists butîom tundtion
0e same as Bnomal
distyi buti on
Tt1S
most appdes o Counting tpe
poblemns 9
foY exomple: No-of telephone Call mode
duytng a peiod offme, no ot defective
elments in a
q VeN Sample
G0Un ion Pdf
The GauSsian dernstty-fundtion and
disti butiop fanton of dandoro uancebll x
e
gtve by fkx)=q l
d y oheve

20
0 and
-o0U<o6 asE constatS Colled
Stoindasd deviabo) and mean vValusg df
YonidomUoxla.ble
The Gausian pdf iS the most imfortan
tart
gensityfonction atoong alll density
SdencCe dd
functioms. In the feld of
engineering.
acCurcte des vption of man
It qives
actical Tand
om ucntitter.
example? Tbe aiStri butioy o4 the
for
noise stqmal ei ther intematly qenerdte
COY)xtesnaliy caddel
NoOmalised GauKian dYstri bution functi
h e Gcukiog dtr bution uncti
has =0 and iTel. dlle
theo it iS
noma.t sed GauAian distn' buutlop tunct
random vona ble N
functon.
M e a ) of
Stond ard deytation OF rawom vanaley
N.G-f-P.F
fOL) VT ad
ofoy all

Fo 2 o .

for 140. FCT)= -FC)

TO get the yelatiop Chi p tetuieen
JU >o
FLL ond foy
Nouo te
FC e o
Le IUy

du dy

arTT e du

Thefuncirn fCon be evaluoted

usm 0tunction ecuppoomactiom Cor)
(ompLernentay eXJUY <fundti om.
The cppDtoadion- of My is gtven by
bofesson and Sunoleberg is O0=

o 66l4- 331+sti 20-

&TT
This ouPmMirnoton gives a maximam
selortive eosDr of o.aH% fo OC)z0

Complernentany ETDY tunctiop aPPotimotion:-

The complementony ebY functiom
Ot 2ts defined a

then the 9auiap distsibutiop function

s Rven in tesm of leror fun cti on

ot enfeCcE)fas f^c)= eriel(?-

for<DfDerfe(tM)
e
"The
cornteertorg eASsTna od Ca
Otoined b using nurmeG

ed S Sis

tgerS