PROBABILITY THEORY AND STOCHASTIC PROCESS

SETS

SUBSET

ELEMENTS

COUNTABLE SET

UNCOUNTABLE SET

FINITE SET

INFINITE PROBABILITY

NULL SET

MUTUALLY EXCLUSIVE SETS

UNIVERSAL SET

EXPERIMENTS

SAMPLE SPACE 1.CONTINUOUS SAMPLE SPACE

2. DISCRETE SAMPLE SPACE

EVENTS

PROBABILITY

PROBABILITY DEFINATION AND AXIOMS

MATHEMATICAL MODEL OF EXPERIMENTS

PROBABILITY AS A RELATIVE FREQUENCY

JOINT PROBABILITY

CONDITIONAL PROBABILITY

TOTAL PROBABILITY

BAYES THEOREM

INDEPENDENT EVENTS
PROBLEMS:

1. A Die is tossed. the event A={Odd number Shows up},B={Number Larger

than 3 shows up}. Find the Probabilities of A,B AUB and A∩B

SOLUTION:

The Event A={Odd number Shows up}={1,3,5}

3
P ( A )=
6

The Event B={Number Larger than 3 shows up}={4,5,6}.

3
P ( B )=
6

AUB = {1, 3, 4, 5, 6}

5
P ( AUB )=
6

A∩B= {5}

1
P ( AUB )=
6

2. An Experiment consisting of rolling a single die .Two events are defined as

A= {a 6 shows up} and B={a 2 or a 5 shows up}.Find Probability of ‘A’, ‘B’ and

P(C)=1-P(A)-P(B).

SOLUTION:

The Event A={A 6 Shows up}={6}

1
P ( A )=
6

B={a 2 or a 5 shows up}={2,5}

2 1
P ( B )= =
6 3

P(C)=1-P(A)-P(B)
 1 1 6−1−2 3 1
P ( C ) =1− − = = =
6 3 6 6 2

3.In a game of dice a shooter can win outright if the sum of the two numbers
showing up is either 7 or 11 when two dice are thrown. What is his Probability
of winning outright?

SOLUTION:

The sample space S of two dice is thrown.

S={(1,1),(1,2),(1,3),(1,4),(1,5),(1,6),(2,1),(2,2),(2,3),(2,4),(2,5),(2,6),(3,1),
(3,2),(3,3),(3,4),(3,5),(3,6),(4,1),(4,2),(4,3),(4,4),(4,5),(4,6),(5,1),(5,2),(5,3),
(5,4),(5,5),(5,6),(6,1), (6,2),(6,3),(6,4),(6,5),(6,6) }

Total Number of outcomes: 36

Sample Space for In a game of dice a shooter can win outright if the sum
of the two numbers showing up is either 7 or 11 are A={(1,6),(2,5),(3,4),(4,3),
(5,2),(5,6),(6,1), (6,5) }

Total Number of Favorite : 8

8 2
P ( A )= =
36 9

4.In a box there are 500 colored balls 75 black,150 green,175 red ,70 white

and 30 blue. What are the Probabilities of selecting a ball of each color?

SOLUTION:;

Total Number of balls in a Box: 500

Number of Black Balls : 75

75
Probability of selecting Black Ball=
500

Total Number of balls in a Box: 500

Number of Green Balls : 150

 150
Probability of selecting Green Ball=
500

Total Number of balls in a Box: 500

Number of Red Balls : 175

175
Probability of selecting Red Ball=
500

Total Number of balls in a Box: 500

Number of White Balls : 70

70
Probability of selecting Green Ball=
500

Total Number of balls in a Box: 500

Number of Blue Balls : 30

30
Probability of selecting Blue Ball=
500

5. A Single Card is drawn from a 52 card deck. A) What is the Probability that

the card is a jack? B) What is the Probability that the card will be 5 or

Smaller? C) What is the Probability that the card is a red 10?

SOLUTION:

Total Number of Cards in Deck of Cards :52

Number of Jack card in Deck of Cards:4

4 1
The Probability that the ca rd isa Jack = =
52 13

Total Number of Cards in Deck of Cards :52

Number of card that are 5 or Smaller in Deck of Cards:20

16 4
The Probability that the card is5∨Smaller= =
52 13

Total Number of Cards in Deck of Cards :52

 Number of Red 10 card in Deck of Cards:2

2 1
The Probability that the card is Red 10= =
52 26

6. A Pair of fair dice are thrown in a gambling Problem. Person A wins if the
sum of numbers showing up is six or less and one of the shows a four. Person
B wins if the sum of numbers showing up is five or less and one of the shows a
four. Find (a) The Probability that A wins, (b) The Probability that B wins and
(c) The Probability that both ‘A’, and ‘B’ win.

SOLUTION:

Total Number of outcome in A Pair of fair dice are thrown in a gambling

S={(1,1),(1,2),(1,3),(1,4),(1,5),(1,6),(2,1),(2,2),(2,3),(2,4),(2,5),(2,6),(3,1),
(3,2),(3,3),(3,4),(3,5),(3,6),(4,1),(4,2),(4,3),(4,4),(4,5),(4,6),(5,1),(5,2),(5,3),
(5,4),(5,5),(5,6),(6,1), (6,2),(6,3),(6,4),(6,5),(6,6) }

Total Number of outcomes: 36

Number of Favorite to Win Person A(if the sum of numbers showing up is

six or less and one of the shows a four) A={(1,4),(2,4),(4,1),(4,2)}

Total Number of Favorites to A: 4

4 1
The Probability Event A= =
36 9

Total Number of outcome in A Pair of fair dice are thrown in a gambling

S={(1,1),(1,2),(1,3),(1,4),(1,5),(1,6),(2,1),(2,2),(2,3),(2,4),(2,5),(2,6),(3,1),
(3,2),(3,3),(3,4),(3,5),(3,6),(4,1),(4,2),(4,3),(4,4),(4,5),(4,6),(5,1),(5,2),(5,3),
(5,4),(5,5),(5,6),(6,1), (6,2),(6,3),(6,4),(6,5),(6,6) }

Total Number of outcomes: 36

Number of Favorite to Win Person B(if the sum of numbers showing up is five
or less and one of the shows a four)={ 1,4),(4,1) }
 2 1
The Probability Event B= =
36 18

Number of outcomes for Win A and Win B:7

7
The Probability tha Win A∧B=
36

7. A Pointer is spun on fair wheel of chance having its periphery labeled from 0
to 100

(a).What is Sample Space of an experiment?

(b)What is the Probability that the pointer will stop between 20 and 35?

(c) What is the Probability that the pointer will stop on 58?

SOLUTION:

(A) Sample Space of an experiment S={0≤X≤100}

15 3
(B) The Probability that the p ointer will stop between 20∧35= =
100 20
1
(C) The Probability that the pointer will on 58=
100

8. An Experiment has a sample space with 10 equally likely elements

S= { a1 , a2 , a3 , a4 , a5 , a6 , a7 , a8 , a 9 , a10 } .Three Events are defined as A={ a1 , a5 , a9 }

B= { a1 , a2 a6 , a9 } C={ , a6 a 9 } Find the Probabilities of A ∪ C , B∪C ,

A ∩ ( B ∪ C ) , A ∪ B( A ∪ B)∩ C

SOLUTION:

S= { a1 , a2 , a3 , a4 , a5 , a6 , a7 , a8 , a 9 , a10 }.

A={ a1 , a5 , a9 }

B= { a1 , a2 a6 , a9 }

C={ a6 a9 }

A ∪ B={a1 , a2 , a5 ,a 6 , a9 }
 5 1
P ( A ∪ B )= =
10 5

A ∪ C={ a 1 , a5 , a6 , a 9 }

4 2
P ( A ∪C)= =
10 5

B∪C={a1 , a2 , a6 , a9 }

4 2
P ( B ∪ C )= =
10 5

A ∩ ( B ∪ C )= { a1 , a9 } ,

2 1
P ( A ∩ ( B ∪C ) )= =
10 5

A ∪ B= { a3 , a4 , a7 , a8 , a10 }

5 1
P ( A ∪ B )= =
10 2

( A ∪ B ) ∩ C={a 6 a 9 }

2 1
P ( ( A ∪ B ) ∩C )= =
10 5

9. Three Persons A,B and C each toss a fair coin in a two step gambling game .
In step 1 the person whose toss is not a match to either of the other two is “odd
man out” Only the remaining two whose coins match go on to step resolve the
ultimate winner. A. What is Probability ‘A” will advance to step2 after the first
toss? B. What is Probability ‘A” will be out after the first toss? C. What is
Probability that no one will be out after the first toss?

SOLUTION:

Sample Space for toss a fair coin= S={(HHH),(TTT),(HHT),(HTH),(TTH),(THT),

(HTT),(THH)}

A) Probability ‘A’ will advance to step 2 after the first toss

1 1 1 1 4 1
P ( HHT )+ P ( HTH )+ P ( TTH ) + P ( THT )= + + + = =
8 8 8 8 8 2
B) Probability ‘A’ will be out after the first toss
 1 1 2 1
P ( HTT ) + P (T H H )= + = =
8 8 8 4
C) Probability that no one will be out after the first toss

1 1 2 1
P ( TTT ) + P ( HHH )= + = =
8 8 8 4

10. A 0.25W 0.50W 1W Particular Electronics

Device is 10Ω 0.08 0.10 0.01 known to contain only
10Ω,22Ω and 22Ω 0.20 0.26 0.05 48Ω resistors, but these
resistors may 48Ω - have 0.25W,0.5W or 1W
0.40 0.51 0.09
rating ,depending on how
purchases are made to minimize cost. Historically, it is found that the
probabilities of the 10Ω resistors being 0.25W,0.5W and1W are 0.08,0.10 and
0.01 respectively. For the 22Ω resistors the similar probabilities are 0.40,0.26
and 0.05.It is also historically found that the Probabilities are 0.4,0.51 and
0.09 that any resistors are 0.25W,0.50W and 1W,respectively.What are the
Probabilities that the 48Ω resistors are (a)0.25W,(b)0.50w

and (c)1W

SOLUTION:

Probability of Any Resistor with 0.25W =0.40

Probability of 48Ω Resistor with 0.25W =0.40-0.20-0.08=0.12

Probability of Any Resistor with 0.50W =0.51

Probability of 48Ω Resistor with 0.50W=0.51-0.26-0.10=0.15

Probability of Any Resistor with 1W =0.09

Probability of 48Ω Resistor with 1W =0.09-0.05-0.01=0.03