Probability Theory Prowauiry The probability qo gor event is an expremion 6% dikelihood of an ewn- A probabiliy i a numb. which Aange fom 0 Core) fe ICone)- 20M for an event cohich tannot occwr ancl one for aww even which vo contain & occur CLASSICAL OR A_PRIOIRI PROBABILTY APPROACH The basin assumption of chtical approoih is Hat th oubwme 4 @ random experiment are equally likely. the kum ceperimant'. Cent, and equally Likely are difiad as pllows Tum Meaning Example (Experiment fim expuiment is the proce rig throwing a die cbiemsodion ov daking 9 rreasuasmient hich ferulls in different possible outcomes 4: Event Br event is the outwome of the experiment — Oceunans 4 1,23,445.6 ey, Lay 2 ing that cath eutiome op soi Dat 9 TSE Same thaws 9 oppeating ob ony othe, aan cyl aly According ty Laplate, 0 Frenun Mattamation: “Probability is tha ratio the mumber o favourable costs to the total number oy ikely cases" Jf probabilit occuranee o A is denoted by POA), Haun by Hai aap ot he a“ ‘44 + d P(A)=_Narnber of favourable cared (a) Tol me of equally Hilly cain’ Thus, Probobility a cuurance of an event Cenlled: ts suscess) (P= 9. o 4 ¢ Phoboilly 9 none ocouramer oy an, event Ceableds is jpilan dey) Pact Claaical probability is offen called a provi probability bucauas if one keeps using deity examples g umbinked die, pr coin, che ont cat chats the anawer in advance Ca pital) taitheut Tolling = dice, tossing & cain, tbe: MODERN DEFINITION OF PROBABILITY Probability is the Sint q the proportion Himes that a cestain event A will oxun bu repeated. triale ane experiment . . Let 'S' be the Sample space, let & be the clam q winks and le P’ be a veal volute qunchion defined on €- The P ib called a probability reeasuAt, and POA) is called the probability op thu event Nip sabifea tha fulmsing anioms 1 OSPCAYEI dev ewes owmnt A blo hsNig P sabisfen the fpileaing anioms . “ OEPCAEI for evtng omnt A belersing t & AS)=1 Fox ey file oF infinte sequenee disjoint events A,.Ay PCA,UA,U Ag U--) = CAL) PCAs) + PCAg) + 21:1 Biv Unbuised, crn io ted. hak is ta probabitiy that Ut to o baad ® Chat in th probabily that it ig not a heed & Soluction Total mo. cpually Chay even =2 (Head o¥ Tas!) Nog haads = | Probability 9, geting * head (= £205 Probability @ not geting @ head (4) = Lt =05 =I Probobility 4 gutting = head cp) 5 5 Gx:4 An unbaited cubic dice io thrown What io te probability of 4 - Gt Oa mublipe 9 3 ©) 6 Wom enn mumbs © an odd numba () a raubliple Solution (a) Total not in a chee 26 ,No-q sit ina dices! roba bi ding @ Six (p= L p iy q giting @=t (6) Tort rot in a dite 26, Totat even nos: in a clice Che 8,46) 23 Probability gelling am even yumbu = 3. > h ‘4 tay mani 2 2 CO Total nos. im a dice=C, Total odd m8 in o olice (ie 1,35)=3 Probability 9 gutting aw odd number = Cd) Tobad not. sin on dice = 6, Totmd numbers multiple op 2 Cie 2.4.6) =3 Probability q getting a rmultple G a= 3-4 © Blab not. ino dice =6, Totat numbers mulliple qa Cie 36)=2 Probab & mabiple q @=2= vebslilly gee © mire gems 81:3 One card is drawn ftom o well Shuffied standard park 9 54 playing caxds Lihat w the probability tht ib is a- ©) king W King 9, ved colour CO King @ huni) mumaic card (©) rumeic. card bearing = rudliple 2.4) ved rumeric cand bessing o mubkife @ 209) Blak odd mamenic card Soutien: tad re q code = 52 @ Totat no: 4 ings = 4 Prob ability, 3 yey a> 0 Probability goltng = king = = (©) Totat no: g Kings q ved colour = 2 Probabiliy q getting « bing ed cour = 2 © Totek no 9 king gy heart = | Probab li ce King heart = 1 ag Pen @ Total mo mumeme cards = 36 Probability 9 gutting & mumude Cord = uz © Total ro. q rumeric earch bearing o rrubsiple 42 Che 2,4,6,8,10)x4 = 20 Probability G getting © Muamuie carel benneng multiple J 2 = 2-5 @) Toad 0: ved mumbenic card bearing + mulliple q 2 =5x2 =(0 Probability 9 geting a ved numuic card beanig ao wutiple Grek QD Tolat no. q blak ode numene card Ue 3,6,7,9) = 4x2 29 Probability 9 pitting blk odd nurmuic cord > B= 2, fuk & contains 20 balls musbered from [40 30° Gru ball io drawn af 4andom: Find the probabil that’ the mumibir of the dvason fall idl be o multiple ©) 30S G7 GW 3 and 5 (0 3 and 7 5 and 7 Solution: Tak ne. 6 balla = 30 a) Probability the rumbev being multiple 4 3 it P(3,6,9) 12,15 ,18,21,24, 27,30) = wes 3 8) Probability 4. the mumber being multiple 45 ie °(5,10,85,20,25,30) = © = ©) Probability he sumben being multiple 7 to PCT 228) = 4 2 2 308 4) Probabi Ha wamber being multiple @ 3 and 5 reed. bee Megane 30 15 ©) Probasilidy 9 the rumbey being multiple 4 3 and 7 Pa! P) Probailly gq the mumbev being multiple gS and 7 Pe) = 920 Dees oF events -lgually Likely events de. venlt ain Said, to be ually Lilly if ang ont q thon caw not be expected to occu I plafenenee tb the otha examplesexample experiment pally Uy bens 2 In a teres 9 aw unbsised 1 eo asteg gam unbaibed cris Head is Uiely 4 come up a dail - Ang number out 1.23,4,5,6 is cubic dice Uialy te come up 2. datsing a card. jporn a = Bg card cub 4 52 ln Ukely te toll shuld Standard pak tome up pling ccs 2: Collectinly —Exhauskive. Envenls Ever ane seid, be collectily exhaustive chm than Aetliyinduder oll he patible oukomea 4 Yondore cuperiment examples: Experiment olledtly —Exhouative, Bers 1a 0 tasting oy a unbaited xin 2 In a teyow ym unbaised Possible Oudiarnes- Head or Tail, Exhaustive no: 4 eater 2 Possible Outcomes 1,2,3, 4.5.6 cubic dice Exhaustive no 4 cass - 6 3m deassing a card. jgors a. Possible oubcomes- Ree te ki tool chuffed Standard pask Sahaustive no. cau ~ 52 plagind cuts 3 Compe fvenks cule ‘he compementeny ett 9 @ cand vinwus) if A and 8 ee mutually exdusve oa exhaustive Examples Expurionent Complementing Sens 1 Te 9 ttsrg gy am unbated xin 2 Im @ trams op om unboised cube dice 3-In dvasing o card jgom a toelh shafted Standard pauk ploying cols = Uceurene huad ard tail = Occurenir $ am even no: C246) and odd no: (1.3.5) = Oeeuranue 9 Hak cnvd and ted cod,93 Bary 4 Simple Buerds Arm event io Said to be simple cohun the ccurense yo Single event 8 conidend Exam ples Experiment Sirmple. tents 1 mo tossing 9 tue unbaised crins|~ Oceunannt of ons head 2th & Hn 4 tow unbaised cubie]- Oeuronue 4 one Sit dice 5: Compound. venks Aw evant is aid te be compound chun the pint ouurane q hor or more events io Considered. txamples tapoiment Lompoind. evens I trom tossing g ton unbaised coins| = Cceuranue 4 one ov wore adn 0 throw q tee unbained cubic = Ocewrones 4 ome o mort Ta sine 6 Muduclly Exclusive Events wo ov wort even ors said to be mat exclusive if camnat och Srmubtemeaualy in the Same thiol Cie occunanae Toalae tes stb th ohan) nam ples Experionnt Maly Cede Events "Tn a tossing oom unbaised osin |- Head ov tail 2 In a dems 9 amy unloved = Occurenue $ | oF 2043 004 015 oF 6 aubic dice 3 In dressing 0 cand jpom a 1 Cand de a spade ov bart tool shuffled Standard pauk 2-Card io a. diamond ov dub Playing cues 3 Cand in a. king ov queened Ceclusive ven (~) (=) [> Sample Spae (5) Venn. Riagrana Witle tia help po det taory yruutually ewelusive events ant dlifined. as follow Two events A ond B art Said t be wa da exdusive i ant disjcint sds) In oth words, Probability — function op Madually elu he p(hua) = PCA) + Pte) # Overlapping tvenls ov CIndsnsution Events) Ang=9 Cie. Aand B have no oe in commen uo or more events orn Said te be ovealapping ov inkivsudtion ovenk if post Gone event and port ¢ arth event cam ocur Si rruadtancously in the Same trial - 2xamples Experivent. Oveslappling Even Ldn a throw q an urbaised cubic | -Occurenue 9 multiple 204 3, dice If 6 occuas, beth the evens e-ruatipl 4 2, rrullipe 3 have occuntd im the Some tiok Qe Tu drasing a concl from a 1 bord i9 a spode and card io o king. cel - ~ Sapte Standard. posk og hin spade is dvaun, both the cando ple cond Pletging even, Cie. spade, king) have oceuned in “#1 cae A 1B /S0me Common [> Semple Spaue (5) With, the hulp q Seb + the even ont difirad as ppllowe Tom or mort events ant saud to be intrrteation events if ANB § Cie Aand B ont not digjeint Sets) tn oth words thay have some elernent in common Probability function - PCAUB) = PrA)+ Pca) PLANE) 8 Independent ven’ t anh ace tnt te be 4 the oyo- 8 Independent ven’ Tso ov nore even ant aio to be indepurdct if te occunmme o] orm dows not afject the occurente the other - Exam Probebi Lit racing & Spade con from a pu 9 pl jing cards is 13, and. thak onan Pp card oft, depaing the fet oe baal Hovee the’ nault q 24 Dial reed rot be apfectet by the cult gist trial since ts card was Arplaced Probability fonchon = PCANB) = PEAD-PCB) 9 Dependent Events Taso ov more evenit ant Sosch to be depenclent if the occurenne taffeta tecaanes te oan Exam: Probab raving « spade conch fom a puck playing cards is 197, cakile ait orate Pap oat sta fret conch bed ad hd (ag Since the cand cons not Atplased before 3° experiment Probabilety fonction - PCAMB) => FCA) PCA) ov CBA) = PCB)~ PCAIB) lo Exulusive and Exhaustive Bend A numb, events ann anid, to be ruckually enslave og exhaustive events ip (vey Ho thin on usta edusioe & Gi) Ome @ thoy recemanly occurs in ‘trial: For exaryple,m expenirnent of drawing a cand fom a well shuaffed puck 9 52 cords, thu following event one mudually exclusive ard exhaustive A the word ig a Spade 8: the cand io @ dub Co The cand io a diemorat Do the cand ip a heat THEOREMS oF PROBABILITY Thue ae too important theorems 4 probabiliy which ane as follows: the Addition thuorom and athe Multiplication theorern a the addition thaovem states that if too even A and B ane exclusive Huon tee probobiliiy ot ocunene of oithin A ov B is Hu Sum q the individiiol probability 4 A and 8. PCAerB) oF p(AUB) = PLA)+t CB) ADDINON THEOREM (Lun every not mutually Exluive) The adbliton theovem Slater that if ho evens A ond Bat rot wutually Eebuive thom the probability q the occurunu of cit Aor Bis He tum 9 the individual probabilityThe addition theorem States tat if hoo eens A ond Baw rot teaasine than the probability q the occurunu of cits Aor Bis te tum 9 the individual probability @ Aond 8 minus the Probability 4 ocuronee % both A ond 8 PCAcrB) ox PcAva) = KAI+P(B)- Prana) muLTibucamON TenREN The rnusltipliation thee State thal if two events Aand 8 are independent thur the probability J occurtme bath ¢ them (A and 8) is the pwdut ¢ the individual probability 4 A and 8 Probabiily 4 happening both the evens: P (Aard B) 0% PLANS) = PLAX PLB) fa:5 Bn unbsited cubic dice is teoun What in ta probabitiy 4, getting (0) 0 multiple 3 oF 4 (a multiple 9 20r5 Seluhion: Stat suirtbeu in a dite = 6 ) Probability ¢ 4 mumber bung rrultiple 43% PCAC Probability 4 2 numba being snuliple 4 4 is FD = 1 ‘ Probability qa number being multiple Sor 4 ody, Bled 2h 4) Probability 4 a mrumbu, buing vrubliple 2 PCM) = 2 = 1 © Probability &. 12 Probability q (AerG) 0 (AuB)= PCA) + Pla) PLANE) = -3 2822 RG 1) No cohitt balle= 4 , No- 4 mon-vred balls = 3#4271) No ohitt balle= 4, No- 4 mon-red balls = 34427 Probability q coite bald (A= 4, Probe bi Lty 4 non-ved bull (8) = Probebiliy q (AUG) = PAD4 CB) - PlAaund B) =4 41-422 mR ia Tk 9 Nog ved ballu=5 , No 4 ron-blak balla = 4+5=9 Probability % ved ball (d= Sj Probability 9 non-blath bal (8) =%/i2 Probadeiity @ (AUB) = PAI+PLB)~ PlAanda) a-5 19.3 Et aR es ta Pilly of tng 0 combat A is 025, pb ing a obask 8 8 015 and he proabilly op qling at leash one conkrast is 0140, Cthuulate 4 © the prob getting both the combate WO the probability oy “gti contrast A only © the probati a, gitting contrast B onl @ the probabilély not petting both the contrack (0 the probability 0 not geting ot least one Conbrast lakion. SelatiOn Let A denotes canbrait-A and. B clenoks Conbract-B PLA)= 0-25 , PCB)=0°15 PLAUB)=0-3 a) PCANB) = PAD+ PCB)-PCAUB) = 0-25 +0-1S- 0°30 = OF b) PCANB) = P(A) - PIANB) =0-25-O'lz 0-15 ©) P(AnB) = Pt8)~ Plans) = 015-0 4) P(ANB) = I- P(AUB) = 1-030. OF ©) PCAUB) = I- P(ANB) = I- 0102 0-9 05 O20 A card ia drasn froma. pask J playing cond lahat so the probability 4 draning aking or fed cand 2 Solution Probebilly pm king cards 4. probability fad card Probabidity 4 2bing corde owed coloun = 3 Probability, 4 draving a. Bing ov ved card = =e 5 4 yu -2 2 4ene-a, e + 5a 5a 54 5a 8 te If X Speaks truth in 4 out q 5 caus and Y tpeals tie in Rok of 5 casts Whak to tu probaly that: (@) both Wilh Soeake truthsp 7 peas erin ore eae fe cam a 7 open ein ne op ween ten ne prema that: G@) both Gih Speak truth (@) both wilh Speak Le (OX Speake truth, but Y speala a ic @ X speaks o Le but Y speaks truth CO Atast one ef them ill speak the butt () Atleast one q tum uid speak a Lie 9 at Waly te tonbradict exch other w aus to have the same opinion seins fut ket A= K Speale Huth and B= Y tpeake uth PA: 4 + P)= 3 5 5 ) PCANB) = PCA) x p(B) = b) PCAMB)= pA) xP Ca) = ©) PCANB) = PLA) xPCR) = 4) pcANB) = PLA) x PCB) = ©) PCAUB) = I- PCAN) = 1- p PCA B)= I- PLANE) p PCANB) + PCAN) = B. fh) Pena) + PANE) = 12 Ma X40 kenowon to hit the target in 4 ont 5 shots, whane as Mr ig known to hit the dorgtt in Souk q 5 Shah Find the probabilly that @ both with hit the target ) mone ith hit tee target (© ableast one of trum will hit the forget or tye coll be hike (a) aleost ore og thura will mot hit (© ony me gg thm wid sea spe Solution 2) Probability that both wilh hit the deget = 4) Probability that none ou hit the seag = 9 Probecbicity that atleast om 9 trum wu hit the et = 1 Probability that none ut hit the terget si-2 = 25-2 233 5 ae ae= l= Probability that none wt hit the tergeb ein 2 2 35-3 223 5 35S . . 4d Probabity Hat atleast one q tim coil not hit te target =I Probability thet both thaon wih hit the target 2 35 9) Probability that X hit but Y des not = ere -2£ Probability that Y hit but X docs wot = 2y 5 equiod probability = 8 4S. > 82a = 4 Repaied pablly = 843, = G2 f:18 A huubarcl amd. wife appear in am inka apr too vocaruies in the seme putt the prolablity husband selectins ts and that q cafes selection ib Big that is the probabil’ that = a) both of Hum wilt be Selectech BD ewly one tum will be sdected Q none of tim wil be suleced @ atleast em q thum is belected Solution Het KR denotes husbands Sclextion in the intewiew & B ducks wiftt Selection in the intuview POA)= 4 and PCB) = 3 5 5 4) Probability thet both of tham vid be seeckd = dx 2) Probability that oly om a thie cou be Selected Probabifity hat hasbarl ip Selected but wife wjeated Fhxk =& Probability that sift la selected but hassband is rejected Required Probaliity = 2 42 = 5 357 38 ©) Probobility that none 4 thum will be Selected. = PAD KOB) = Laz 5° 35 4) Probability that atleast one 4 then 19 Selected ~ Probability tat none a tham vothl be sdected CONDITIONAL PROBABILITY Thao evenks A and B ant said to be depurcent whn B cam otcur whan A is known 4 have occured (or vice versa). The probability arodated with such an event is called the conditional Probability and ig denoted by (AI8) 07, in other corrds, probability q A given that B has occuredoccured Cor vice versa). the probability auouated with such an event” is called the conditional preoliliy and jis demoted by (M6) 0%, im others coords, probabil A givens thot B has occured Y wo events A and & am dependent, tun the conditional probabil 4 8 gin Aw PCéjay= Pcaa) . praag) Pca) PAD Exil4 bw inauaome conn insured 8000 scoot drivers, 4ov0 car driveks and Gooo truck drivew: The probability og thir acudent is 01,03 ond 0:2 ruspusiely. Om 4 tha inured pursons meets with ow accident: Whak is the probability thot it io a Scoctw drive 2 Solution Mek AL, Aa and Aa be the vapective events that a scookt div, car driver and true driven is imaued thw PlAi)= 2090 2 Del , Plas) = 4900. Wooo ~ 1a 6 inooe Mo he te evant that auident octumt, Hum (Bla) = Ol, PCB lRz)= 0-3 , PCBIAg) = 0-2, PCA) - PCBla,) PCAs) -PCBIAs) + PLR): PCBIn) + PCAs): PLBIAS) (4x01) Reqined probebili = os Erare we tte a are Tete gO 60 bo MEANING OF RANDOM VARIABLE Avvandom variable is a variable that take on ditgeent valu an a Ault 9 the outunnes 44 © Sandom experiment: For inatinue, in ary expuriment qa Sng throw qa dice, if the prssble owteomes vig. [.2,3,4,5,6 iB denoted by Y, than Y ig a vardonw variable anc value % this yondom variable would be 112,3,4,5,6 Similan, m per bsse q 0 far coin, the random Varialble , Savy K, the possible nuambur 4 heads com have value out 4 0,1,2,3 and A hands Thus, a. ramdom variable is a function that amine ow toad numba to Cauly eure im a Sample 5 A vondorn variable cam either be discrete or continuous- & rardom variable or which the severol possible values differ by cleaaly definel Steps is called a discrete random variable A discrete random vamable can takeup only cuteiw’ Valuus, efter intigers, bus ne intermediaty valutathe several possible values differ by cleaaly defnuel Steps is called a discrete andom variable A discrete vandom vanable can taleup aadain values, often indtgess, bub no intermediate value Tyo random variable is allewed to amume ang value within a giver Yang, the it io o Continugas ardom variable MATHEMATICAL ExegCTATEN OR EXPECTATION AWE Expected value q a random vanioble is de sum % the products obtained by mmultipiging Ha vosious valuss that tes veriles com take by thin coreusponling probailiios and ia usally donced by EC) E00 or a iscreh Random Variable: TX dunoter a. discrete random variable cohich caw atsurne tnt values %,,X,Xy.-" Ke cathe Teapective probabilities pi,peypar--~ Pk, chiar PtP Byte si, Ae madlenuatioal exputation ov expeted value qx duncld by ECD i difrud as BOO = PX, +PXs 48% Pk FOX) for a continuous Randoms Vaniable: Fev a contimucis vanclom variable X having density Junction 400, the eupecied volar qx it cifivud by E00: prow Ex:5 A dice t thrown at vandom(e) hat is the exputation @ th rumbuy on it % ) What is the Varina the expeastion 2 Solution: ©) Hj the number on te dice is demoed by X. Hom ib wv o random vontable which cam take amy ore g the Value 1.2,3,4,5076 cate with equal probability 4% the distribution would be aa plot: X12 3 45 6 pli bua sb 6 © ¢ 6 6 6 Henae, EOO= PY, +FaXa + X3+ PaXg + FNS tANe Ee) +(e) 0) Cot (E+ (9) SL ate bse 4 yo 4G = sertsietste 2 aT tot et Cte te 6 b) Variance 4 Exputahion = E CxS Eur” Ud ws coltutode E(x EC: (Fez) +(xn) + (324) # (4a) (404) a(t) bo bebelgetieths insosietasens 9 Venane = E00 CEO!Varian = E00 CeOoT 2g Y-(z)r = 9-49 = 1gd-17 = (eo Bt 5 i E216 Th a plays Plays a game char where he caw cain Rs-5000 cath probability 0-6, coin Rt 2500 With probably 0-3 and lose a '6:000 woth probably 01 What is hia expected gain in ont Ply the gamer Solution . Expected pon play % pre EO = PX 4PaXetBXy x Pp 5000 0% W008 15000 ol EG) = (5000 x9 -6) + (250003) +(-1s000 x01) 3000 + 750 -|s0D = Re 2250 Hense, the expected wen = Re. 2250. Bx:17 AB dealer in a ready ride shiv hes shied his recorsl ant notes Hab forthe past 10 coorking days in the your, the clemansh pr his Shirt has ‘variel or follows » Demand Coovunis) 5 6 7 @ 9 10 Number 0 0 80 Wo 20 10 Whak io “He txpected clermancl jor hie product Cshivk) 2 Solution Jermand (‘000 unis) Nummbew di Proba bist oo aot Py t 5 20 20/3(0 ‘ 60 G>/a10 7 80 0310 8 10 120/al0 9 20 40/310 0 10 lao ected Demand = 5x20 +4 6X 7X2 9x20 4 1X1. mt Bot Se + Sa + I + EG +o = 100 5 360 , 560, 969 , igo , 100 = 108 4 360 4 5604 198. 310 310 * 310 * 310 * ai * 310 2260 = 7-3 xI000 210 w