Math 2225 (MHU) 1

Lecture-7-10: Probability
Probability: If there are n mutually exclusive, equally likely and exhaustive outcomes of an experiment and
if m of these outcomes are favorable to an event A, then the probability of the event A which is
𝑚
denoted by P(A) is defined by 𝑃(𝐴) = 𝑛 .

Example: A card is drawn from a pack of 52 cards. Find the probability that it is red.
Solution: Let A be the event of drawing a red card. Here, 𝑚 = 26 and 𝑛 = 52, then the required
26 1
probability is 𝑃(𝐴) = 52 = 2.

Sample Space: The collection or totality of all possible outcomes of a random experiment is called sample
space. It is usually denoted by S.
Example: If we toss a coin the sample space is 𝑆 = {𝐻, 𝑇}.
Sample Point: An element of the sample space is called a sample point. If we tossing a coin, we get two
sample point H and T.
Mutually exclusive event: If A and B are two events, then they are said to be mutually exclusive
if 𝐴 ∩ 𝐵 = 𝜑, that is two events are said to be mutually exclusive, if they have no common points.
Additive Law of Probability:
Statement: Let A and B be two events in a sample space S then the additive law of probability:
(i) 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵) if A and B are not mutually exclusive events.
(ii) 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) if A and B are mutually exclusive events.
Proof: Let, S be the sample space and
Number of elements in sample space is 𝑛(𝑠) = 𝑛
A B
Number of elements in favor of A is 𝑛(𝐴) = 𝑛𝑎
Number of elements in favor of B is 𝑛(𝐵) = 𝑛𝑏
Number of elements in favor of both is 𝑛(𝐴 ∩ 𝐵) = 𝑛𝑎𝑏
𝑛𝑎 𝑛𝑏 𝑛𝑎𝑏
∴ 𝑃(𝐴) = , 𝑃(𝐵) = and 𝑃(𝐴 ∩ 𝐵) =
𝑛 𝑛 𝑛

We have from the diagram S

𝐴∪𝐵=

or,𝐴 ∪ 𝐵 = (𝐴 ∩ 𝐵̄ ) + (𝐴 ∩ 𝐵) + (𝐴̄ ∩ 𝐵)
or,𝑛(𝐴 ∪ 𝐵) = 𝑛(𝐴 ∩ 𝐵̄ ) + 𝑛(𝐴 ∩ 𝐵) + 𝑛(𝐴̄ ∩ 𝐵)
= 𝑛(𝐴) − 𝑛(𝐴 ∩ 𝐵) + 𝑛(𝐴 ∩ 𝐵) + 𝑛(𝐵) − 𝑛(𝐴 ∩ 𝐵)
= 𝑛(𝐴) + 𝑛(𝐵) − 𝑛(𝐴 ∩ 𝐵)
= 𝑛𝑎 + 𝑛𝑏 − 𝑛𝑎𝑏
𝑛(𝐴∪𝐵) 𝑛𝑎 +𝑛𝑏 −𝑛𝑎𝑏 𝑛𝑎 𝑛𝑏 𝑛𝑎𝑏
Now, 𝑃(𝐴 ∪ 𝐵) = = = + −
𝑛(𝑆) 𝑛 𝑛 𝑛 𝑛

∴ 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵) Proved (i)

If A and B are mutually exclusive events then 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝜑) = 0
∴ 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) Proved (ii)
 Math 2225 (MHU) 2

Theorem: For three events A, B and C, prove that

𝑷(𝑨 ∪ 𝑩 ∪ 𝑪) = 𝑷(𝑨) + 𝑷(𝑩) + 𝑷(𝑪) − 𝑷(𝑨 ∩ 𝑩) − 𝑷(𝑩 ∩ 𝑪) − 𝑷(𝑨 ∩ 𝑪) + 𝑷(𝑨 ∩ 𝑩 ∩ 𝑪)
or, 𝑷(𝑨 ∪ 𝑩 ∪ 𝑪) = 𝑷(𝑨) + 𝑷(𝑩) + 𝑷(𝑪) − 𝑷(𝑨𝑩) − 𝑷(𝑩𝑪) − 𝑷(𝑨𝑪) + 𝑷(𝑨𝑩𝑪)
Proof: 𝑃(𝐴 ∪ 𝐵 ∪ 𝐶) = 𝑃(𝐴 ∪ 𝐷) where, 𝐷 = 𝐵 ∪ 𝐶
=𝑃(𝐴) + 𝑃(𝐷) − 𝑃(𝐴 ∩ 𝐷)
=𝑃(𝐴) + 𝑃(𝐵 ∪ 𝐶) − 𝑃(𝐴 ∩ (𝐵 ∪ 𝐶))
=𝑃(𝐴) + 𝑃(𝐵) + 𝑃(𝐶) − 𝑃(𝐵 ∩ 𝐶) − 𝑃((𝐴 ∩ 𝐵) ∪ (𝐴 ∩ 𝐶))
=𝑃(𝐴) + 𝑃(𝐵) + 𝑃(𝐶) − 𝑃(𝐵 ∩ 𝐶) − 𝑃(𝐴 ∩ 𝐵) − 𝑃(𝐴 ∩ 𝐶) + 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶)
=𝑃(𝐴) + 𝑃(𝐵) + 𝑃(𝐶) − 𝑃(𝐴𝐵) − 𝑃(𝐵𝐶) − 𝑃(𝐴𝐶) + 𝑃(𝐴𝐵𝐶) Proved.
Theorem: State and prove the additive law of probability and extend the results for n events
Statement: Let A and B be two events in a sample space S then the additive law of probability:
(i) 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵) if A and B are not mutually exclusive events.
(ii) 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) if A and B are mutually exclusive events.
Proof: Let, S be the sample space and
Number of elements in sample space is 𝑛(𝑠) = 𝑛
A B
Number of elements in favor of A is 𝑛(𝐴) = 𝑛𝑎
Number of elements in favor of B is 𝑛(𝐵) = 𝑛𝑏
Number of elements in favor of both is 𝑛(𝐴 ∩ 𝐵) = 𝑛𝑎𝑏
𝑛𝑎 𝑛𝑏 𝑛𝑎𝑏
∴ 𝑃(𝐴) = , 𝑃(𝐵) = and 𝑃(𝐴 ∩ 𝐵) =
𝑛 𝑛 𝑛
S
We have from the diagram
𝐴∪𝐵=

or,𝐴 ∪ 𝐵 = (𝐴 ∩ 𝐵̄ ) + (𝐴 ∩ 𝐵) + (𝐴̄ ∩ 𝐵)
or,𝑛(𝐴 ∪ 𝐵) = 𝑛(𝐴 ∩ 𝐵̄ ) + 𝑛(𝐴 ∩ 𝐵) + 𝑛(𝐴̄ ∩ 𝐵)
= 𝑛(𝐴) − 𝑛(𝐴 ∩ 𝐵) + 𝑛(𝐴 ∩ 𝐵) + 𝑛(𝐵) − 𝑛(𝐴 ∩ 𝐵)
= 𝑛(𝐴) + 𝑛(𝐵) − 𝑛(𝐴 ∩ 𝐵)
= 𝑛𝑎 + 𝑛𝑏 − 𝑛𝑎𝑏
𝑛(𝐴∪𝐵) 𝑛𝑎 +𝑛𝑏 −𝑛𝑎𝑏 𝑛𝑎 𝑛𝑏 𝑛𝑎𝑏
Now, 𝑃(𝐴 ∪ 𝐵) = = = + −
𝑛(𝑆) 𝑛 𝑛 𝑛 𝑛

∴ 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵) Proved (i)

If A and B are mutually exclusive events then 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝜑) = 0
∴ 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) Proved (ii)
Similarly, we can prove the additive law of probability for three events A1, A2 and A3 as follows:
𝑃(𝐴1 ∪ 𝐴2 ∪ 𝐴3 ) = 𝑃(𝐴1 ∪ 𝐷) where, 𝐷 = 𝐴2 ∪ 𝐴3
=𝑃(𝐴1 ) + 𝑃(𝐷) − 𝑃(𝐴1 𝐷)
=𝑃(𝐴1 ) + 𝑃(𝐴2 ∪ 𝐴3 ) − 𝑃(𝐴1 (𝐴2 ∪ 𝐴3 ))
=𝑃(𝐴1 ) + 𝑃(𝐴2 ) + 𝑃(𝐴3 ) − 𝑃(𝐴2 𝐴3 ) − 𝑃(𝐴1 𝐴2 ∪ 𝐴1 𝐴3 )
 Math 2225 (MHU) 3

=𝑃(𝐴1 ) + 𝑃(𝐴2 ) + 𝑃(𝐴3 ) − 𝑃(𝐴2 𝐴3 ) − 𝑃(𝐴1 𝐴2 ) − 𝑃(𝐴1 𝐴3 ) + 𝑃(𝐴1 𝐴2 𝐴3 )

=𝑃(𝐴1 ) + 𝑃(𝐴2 ) + 𝑃(𝐴3 ) − 𝑃(𝐴1 𝐴2 ) − 𝑃(𝐴2 𝐴3 ) − 𝑃(𝐴1 𝐴3 ) + 𝑃(𝐴1 𝐴2 𝐴3 )
=∑3𝑖=1 𝑃(𝐴𝑖 ) − ∑3𝑖< ∑3𝑗=2 𝑃(𝐴𝑖 𝐴𝑗 ) + (−1)3−1 𝑃(𝐴1 𝐴2 𝐴3 )
Therefore, the additive law of probability for four events A1, A2 , A3 and A4 as follows:
𝑃(𝐴1 ∪ 𝐴2 ∪ 𝐴3 ∪ 𝐴4 ) = 𝑃(𝐴1 ∪ 𝐷) where, 𝐷 = 𝐴2 ∪ 𝐴3 ∪ 𝐴4
=𝑃(𝐴1 ) + 𝑃(𝐷) − 𝑃(𝐴1 𝐷)
=𝑃(𝐴1 ) + 𝑃(𝐴2 ∪ 𝐴3 ∪ 𝐴4 ) − 𝑃(𝐴1 (𝐴2 ∪ 𝐴3 ∪ 𝐴4 ))
=𝑃(𝐴1 ) + 𝑃(𝐴2 ) + 𝑃(𝐴3 ) + 𝑃(𝐴4 ) − 𝑃(𝐴2 𝐴3 ) − 𝑃(𝐴3 𝐴4 ) − 𝑃(𝐴2 𝐴4 ) + 𝑃(𝐴2 𝐴3 𝐴4 ) −
𝑃(𝐴1 𝐴2 ∪ 𝐴1 𝐴3 ∪ 𝐴1 𝐴4 )
= 𝑃(𝐴1 ) + 𝑃(𝐴2 ) + 𝑃(𝐴3 ) + 𝑃(𝐴4 ) − 𝑃(𝐴2 𝐴3 ) − 𝑃(𝐴3 𝐴4 ) − 𝑃(𝐴2 𝐴4 ) + 𝑃(𝐴2 𝐴3 𝐴4 )
−𝑃(𝐴1 𝐴2 ) − 𝑃(𝐴1 𝐴3 ) − 𝑃(𝐴1 𝐴4 ) + 𝑃(𝐴1 𝐴2 𝐴3 ) + 𝑃(𝐴1 𝐴3 𝐴4 ) + 𝑃(𝐴1 𝐴2 𝐴4 ) − 𝑃(𝐴1 𝐴2 𝐴3 𝐴4 )
= 𝑃(𝐴1 ) + 𝑃(𝐴2 ) + 𝑃(𝐴3 ) + 𝑃(𝐴4 ) − 𝑃(𝐴1 𝐴2 ) − 𝑃(𝐴1 𝐴3 ) − 𝑃(𝐴1 𝐴4 ) − 𝑃(𝐴2 𝐴3 ) − 𝑃(𝐴2 𝐴4 )
−𝑃(𝐴3 𝐴4 ) + 𝑃(𝐴1 𝐴2 𝐴3 ) + 𝑃(𝐴1 𝐴2 𝐴4 ) + 𝑃(𝐴1 𝐴3 𝐴4 ) + 𝑃(𝐴2 𝐴3 𝐴4 ) − 𝑃(𝐴1 𝐴2 𝐴3 𝐴4 )
4 4 4 4 4 4 4

∴ 𝑃 (⋃ 𝐴𝑖 ) = ∑ 𝑃(𝐴𝑖 ) − ∑ ∑ 𝑃(𝐴𝑖 𝐴𝑗 ) + ∑ ∑ ∑ 𝑃(𝐴𝑖 𝐴𝑗 𝐴𝑘 ) + (−1)4−1 𝑃(𝐴1 𝐴2 𝐴3 𝐴4 )

𝑖=1 𝑖=1 𝑖< 𝑗=2 𝑖< 𝑗< 𝑘<=3

Proceeding in this way we obtain the additive law of probability for n events A1, A2, A3, .........., An as follows:
𝑃(⋃𝑛𝑖=1 𝐴𝑖 ) = ∑𝑛𝑖=1 𝑃(𝐴𝑖 ) − ∑𝑛𝑖< ∑𝑛𝑗=2 𝑃(𝐴𝑖 𝐴𝑗 ) + ∑𝑛𝑖< ∑𝑛𝑗< ∑𝑛𝑘<=3 𝑃(𝐴𝑖 𝐴𝑗 𝐴𝑘 ) − ⋯ (−1)𝑛−1 𝑃(𝐴1 𝐴2 𝐴3 ⋯ 𝐴𝑛 )
Proved.
Which is the general form.
Theorem: State and prove the multiplication law/ Compound law of probability.
Statement: If A and B be two joint event in a sample space S then the multiplication law of probability is
𝑃(𝐴𝐵) = 𝑃(𝐴)𝑃(𝐵|𝐴), 𝑃(𝐴) > 0.
= 𝑃(𝐵)𝑃(𝐴|𝐵), 𝑃(𝐵) > 0.
where, 𝑃(𝐵|𝐴), denote the conditional probability of the event B given that A has already happened
and similarly 𝑃(𝐴|𝐵).
Proof: Let, S be the sample space and
Number of elements in sample space is 𝑛(𝑠) = 𝑛
Number of elements in favor of A is 𝑛(𝐴) = 𝑛𝑎
Number of elements in favor of B is 𝑛(𝐵) = 𝑛𝑏
Number of elements in favor of both is 𝑛(𝐴𝐵) = 𝑛𝑎𝑏
𝑛𝑎 𝑛𝑏 𝑛𝑎𝑏
∴ 𝑃(𝐴) = , 𝑃(𝐵) = and 𝑃(𝐴𝐵) =
𝑛 𝑛 𝑛

The conditional event A given B contain the cases from the total number of cases of the event B.
𝑛(𝐴𝐵) 𝑛𝑎𝑏
∴ 𝑃(𝐴\𝐵) = =
𝑛(𝐵) 𝑛𝑏
𝑛(𝐴𝐵) 𝑛𝑎𝑏
Similarly, 𝑃(𝐵\𝐴) = =
𝑛(𝐴) 𝑛𝑎
𝑛(𝐴𝐵) 𝑛𝑎𝑏 𝑛𝑎𝑏 𝑛𝑎
Now, 𝑃(𝐴𝐵) = = = .
𝑛(𝑆) 𝑛 𝑛𝑎 𝑛
 Math 2225 (MHU) 4

∴ 𝑃(𝐴𝐵) = 𝑃(𝐵|𝐴)𝑃(𝐴) = 𝑃(𝐴)𝑃(𝐵|𝐴), 𝑃(𝐴) > 0.

Similarly, 𝑃(𝐴𝐵) = 𝑃(𝐵)𝑃(𝐴|𝐵), 𝑃(𝐵) > 0. Proved.
Example 1. Two dice, one green and the other red are thrown. Let A be the event that the sum of the points
on the faces shown is odd and B be the event that at least one face (number `1’):
(a)Describe the (i)complete sample space (ii)events𝐴, 𝐵, 𝐵̄ , 𝐴 ∩ 𝐵, 𝐴 ∪ 𝐵, 𝐴 ∩ 𝐵̄ and find their probabilities
(b) Find the probabilities of the events: (i) 𝐴̄ ∪ 𝐵̄ , (ii) 𝐴̄ ∩ 𝐵̄, (iii) 𝐴 ∩ 𝐵̄, (iv) 𝐴̄ ∩ 𝐵, (v) 𝐴 ∩ 𝐵,
(vi) 𝐴̄ ∪ 𝐵, (vii) 𝐴 ∪ 𝐵, (viii) 𝐴̄ ∩ (𝐴 ∪ 𝐵), (ix) 𝐴 ∪ (𝐴̄ ∩ 𝐵), (x) 𝐴/𝐵, 𝐵/𝐴, (xi) 𝐴̄/𝐵̄ , 𝐵̄ /𝐴̄
Solution: (a) (i) complete sample space 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)}
The ordered pair refers to the elementary events that first elements are green die and second elements
are red die. Total sample points is 36.
(ii) A= The event that the sum of the points on the faces shown is odd:
{(1,2), (1,4), (1,6), (2,1), (2,3), (2,5), (3,2), (3,4), (3,6), (4,1), (4,3), (4,5), (5,2), (5,4), (5,6), (6,1), (6,3), (6,5)}
𝑛(𝐴) 18 1
total sample point, n(A)=18 and therefore 𝑃(𝐴) = = 36 = 2Ans.
𝑛(𝑆)

B=The event of at least one face is 1: {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6), (2,1), (3,1), (4,1), (5,1), (6,1)}
𝑛(𝐵) 11
total sample point, n(B)=11 and therefore 𝑃(𝐵) = = 36 Ans.
𝑛(𝑆)

𝐵̄ =The event that each of the face obtained is not one face:
{(2,2), (2,3), (2,4), (2,5), (2,6), (3,2), (3,3), (3,4), (3,5), (3,6), (4,2), (4,3), (4,4), (4,5), (4,6),
(5,2), (5,3), (5,4), (5,5), (5,6), (6,2), (6,3), (6,4), (6,5), (6,6)}
𝑛(𝐵) 25̄
Total sample point, 𝑛 (𝐵̄ ) = 25 and therefore 𝑃(𝐵̄ ) = 𝑛(𝑆) = 36 Ans.

A B =
{(1,2), (1,4), (1,6), (2,1), (2,3), (2,5), (3,2), (3,4), (3,6), (4,1), (4,3), (4,5), (5,2), (5,4), (5,6), (6,1), (6,3), (6,5)}
∩ {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6), (2,1), (3,1), (4,1), (5,1), (6,1)}
={(1,2), (1,4), (1,6), (2,1), (4,1), (6,1)}
6 1
total sample point, 𝑛 (𝐴 ∩ 𝐵) = 6 and therefore 𝑃(𝐴 ∩ 𝐵) = 36 = 6 Ans.

A B =
{(1,2), (1,4), (1,6), (2,1), (2,3), (2,5), (3,2), (3,4), (3,6), (4,1), (4,3), (4,5), (5,2), (5,4), (5,6), (6,1), (6,3), (6,5)}
∪ {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6), (2,1), (3,1), (4,1), (5,1), (6,1)}
={(1,2), (1,4), (1,6), (2,1), (2,3), (2,5), (3,2), (3,4), (3,6), (4,1), (4,3), (4,5), (5,2), (5,4), (5,6),
(6,1), (6,3), (6,5), (1,1), (1,3), (1,5), (3,1), (5,1)}
23
Total sample point, 𝑛 (𝐴 ∪ 𝐵) = 23 and therefore 𝑃(𝐴 ∪ 𝐵) = 36 Ans.
 Math 2225 (MHU) 5

A B =
{(1,2), (1,4), (1,6), (2,1), (2,3), (2,5), (3,2), (3,4), (3,6), (4,1), (4,3), (4,5), (5,2), (5,4), (5,6), (6,1), (6,3), (6,5)}
∩ {(2,2), (2,3), (2,4), (2,5), (2,6), (3,2), (3,3), (3,4), (3,5), (3,6), (4,2), (4,3), (4,4), (4,5), (4,6),
(5,2), (5,3), (5,4), (5,5), (5,6), (6,2), (6,3), (6,4), (6,5), (6,6)}
={(2,3), (2,5), (3,2), (3,4), (3,6), (4,3), (4,5), (5,2), (5,4), (5,6), (6,3), (6,5)}
12 1
Total sample point, 𝑛 (𝐴 ∩ 𝐵̄ ) = 12 and therefore 𝑃(𝐴 ∩ 𝐵̄ ) = 36 = 3 Ans
1 5
(b) (i) 𝑃(𝐴̄ ∪ 𝐵̄ ) = 𝑃(𝐴 ∩ 𝐵) = 1 − 𝑃(𝐴 ∩ 𝐵) = 1 − 6 = 6 Ans.
23 13
(ii) 𝑃(𝐴̄ ∩ 𝐵̄ ) = 𝑃(𝐴 ∪ 𝐵) = 1 − 𝑃(𝐴 ∪ 𝐵) = 1 − 36 = 36 Ans.
18 6 12 1
(iii) 𝑃(𝐴 ∩ 𝐵̄ ) = 𝑃(𝐴) − 𝑃(𝐴 ∩ 𝐵) = 36 − 36 = 36 = 3 Ans.
11 6 5
(iv) 𝑃(𝐴̄ ∩ 𝐵) = 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵) = 36 − 36 = 36 Ans.
1 5
(v) 𝑃(𝐴 ∩ 𝐵) = 1 − 𝑃(𝐴 ∩ 𝐵) = 1 − 6 = 6 Ans.
18 11 5 2
(vi) 𝑃(𝐴̄ ∪ 𝐵) = 𝑃(𝐴̄) + 𝑃(𝐵) − 𝑃(𝐴̄ ∩ 𝐵) = (1 − 36) + 36 − 36 = 3 Ans.
23 13
(vii) 𝑃(𝐴 ∪ 𝐵) = 1 − 𝑃(𝐴 ∪ 𝐵) = 1 − 36 = 36 Ans.
5
(viii) 𝑃(𝐴̄ ∩ (𝐴 ∪ 𝐵)) = 𝑃((𝐴̄ ∩ 𝐴) ∪ (𝐴̄ ∩ 𝐵)) = 𝑃(𝐴̄ ∩ 𝐵) = 36 Ans. ∵ (𝐴̄ ∩ 𝐴) = 𝜑
18 5 23
(ix) 𝑃(𝐴 ∪ (𝐴̄ ∩ 𝐵)) = 𝑃(𝐴) + 𝑃(𝐴̄ ∩ 𝐵) − 𝑃(𝐴 ∩ 𝐴̄ ∩ 𝐵) = 36 + 36 + 0 = 36 Ans. ∵ (𝐴̄ ∩ 𝐴) = 𝜑
𝑃(𝐴∩𝐵) 6⁄ 6
(x) 𝑃(𝐴/𝐵) = = 11⁄36 = 11 Ans.
𝑃(𝐵) 36

𝑃(𝐴∩𝐵) 6⁄ 1
𝑃(𝐵/𝐴) = = 18⁄36 = 3 Ans.
𝑃(𝐴) 36
̄
𝑃(𝐴∩𝐵) ̄ ⁄ 13 13
(xi) 𝑃(𝐴̄/𝐵̄ ) = 𝑃(𝐵̄) = 25⁄36 = 25 Ans.
36

𝑃(𝐴∩𝐵) ̄⁄ ̄ 13 13
𝑃(𝐵̄ /𝐴̄) = 𝑃(𝐴̄) = 18⁄36 = 18 Ans.
36

Example 2. Find the probability of not getting a 7 or 11 total on either of two tosses of a pair of fair dice.
Solution: The sample space 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)}
The ordered pair refers to the elementary events that first elements are comes from first die and second
elements are comes from 2nd die. Total sample points are 36.
Let, A= The event that the sum of the points on the faces shown is 7 or 11:
{(1,6), (2,5), (3,4), (4,3), (5,2), (5,6), (6,1), (6,5)}
𝑛(𝐴) 8 2
Total sample point, n(A)=8 and 𝑃(𝐴) = = 36 = 9
𝑛(𝑆)
 Math 2225 (MHU) 6

Hence the required probability (probability of the sum of the points on the faces shown is not 7 or 11) is
2 7
𝑃(𝐴′ ) = 1 − = Ans.
9 9

Example-3: Two unbiased dice are thrown once. Find the probability that (a) sum of the upper faces of
the dice is 8 or first selected dice bears number 4, and (b) both are same number.
Solution: Let S be the sample space
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)}
n(S)=36
a) Let A denotes the sum being 8.
A={(2,6),(3,5),(4,4),(5,3),(6,2)}
n(A)=5
P(A)= n(A)/n(S)=5/ 36
b) Let B denotes the doublet or both are same number
B={(1,1),(2,2),(3,3),(4,4),(5,5),(6,6)}
n(B)=6
P(B)= n(B)/n(S)= 6/36=1/6 Ans.
H.W. Example 4. Two dice, one green and the other red are thrown. Let A be the event that the first face
shows odd, B be the event that second die shows odd and C be the event that difference of dots of two dice be
zero. (a) Describe the (i) Complete sample space (ii) Events𝐴, 𝐵, 𝐶, 𝐵̄ , 𝐴 ∩ 𝐵, 𝐴 ∪ 𝐵, 𝐴 ∩ 𝐵̄ and find their
probabilities. (b) Find the probabilities of the events: (i) 𝐴′ , (ii) 𝐶 ′ , (iii) 𝐴′ ∪ 𝐵 ′, (iv) 𝐴′ ∩ 𝐵 ′ , (v) 𝐴 ∪ 𝐵, (vi)
𝐴̄/𝐵̄ , 𝐵̄ /𝐴̄.
Example 5: A bag contains 4 white, 5 red and 6 blue balls. Three balls are drawn at random from the
bag. Find the probability that all of them are red.

Solution: Let S be the sample space

15×14×13
⇒n(S)=number of ways of drawing 3 balls out of 15 = 15𝐶3 = =455
3×2×1

Let E be the event of getting all of the 3 red balls.

5×4
∴n(E)= 5𝐶3 =2×1=10
𝑛(𝐸) 10 2
∴P(E)= = = Ans.
𝑛(𝑆) 455 91
 Math 2225 (MHU) 7

#State and prove the Bays theorem.

Statement: If 𝐸1 , 𝐸2 , 𝐸3 , ⋯ ⋯ , 𝐸𝑛 are mutually disjoint events with 𝑃(𝐸𝑖 ) ≠ 0, (i = 1, 2, 3,.........n) then for
any arbitrary event A which is a subset of ⋃𝑛𝑖=1 𝐸𝑖 such that 𝑃(𝐴) > 0,
𝑃(𝐸𝑖 ) 𝑃(𝐴/𝐸𝑖 )
we have, 𝑃(𝐸𝑖 /𝐴) = ∑𝑛
𝑖=1 𝑃(𝐸𝑖 )𝑃(𝐴/𝐸𝑖 )

Proof: Since 𝐴 ⊂ ⋃𝑛𝑖=1 𝐸𝑖

we have 𝐴 = 𝐴 ∩ ⋃𝑛𝑖=1 𝐸𝑖
= 𝐴 ∩ (𝐸1 ∪ 𝐸2 ∪ 𝐸3 ∪ ⋯ ⋯ ⋯ ∪ 𝐸𝑛 )
= 𝐴𝐸1 ∪ 𝐴𝐸2 ∪ 𝐴𝐸3 ∪ ⋯ ⋯ ⋯ ∪ 𝐴𝐸𝑛 [∵ 𝐴 ∩ 𝐸𝑖 = 𝐴𝐸𝑖 ]
∴ 𝑃(𝐴) = 𝑃(𝐴𝐸1 ∪ 𝐴𝐸2 ∪ 𝐴𝐸3 ∪ ⋯ ⋯ ⋯ ∪ 𝐴𝐸𝑛 )
= 𝑃(𝐴𝐸1 ) + 𝑃(𝐴𝐸2 ) + 𝑃(𝐴𝐸3 ) + ⋯ ⋯ ⋯ + 𝑃(𝐴𝐸𝑛 )
[∵ 𝐴𝐸1 , 𝐴𝐸2 , 𝐴𝐸3 ⋯ ⋯ ⋯ 𝐴𝐸𝑛 𝑎𝑟𝑒 𝑚𝑢𝑡𝑢𝑎𝑙𝑙𝑦 𝑑𝑖𝑠𝑗𝑜 𝑖𝑛𝑡]
Also we know, 𝑃(𝐴𝐸𝑖 ) = 𝑃(𝐸𝑖 )𝑃(𝐴/𝐸𝑖 ) = 𝑃(𝐴)𝑃(𝐸𝑖 /𝐴)................(i)
∴ 𝑃(𝐴) = 𝑃(𝐸1 )𝑃(𝐴/𝐸1 ) + 𝑃(𝐸2 )𝑃(𝐴/𝐸2 ) + 𝑃(𝐸3 )𝑃(𝐴/𝐸3 ) + ⋯ ⋯ ⋯ + 𝑃(𝐸𝑛 )𝑃(𝐴/𝐸𝑛 )
= ∑𝑛𝑖=1 𝑃(𝐸𝑖 )𝑃(𝐴/𝐸𝑖 )
Also we have from (i), 𝑃(𝐴𝐸𝑖 ) = 𝑃(𝐴)𝑃(𝐸𝑖 /𝐴)
𝑃(𝐴𝐸𝑖 ) 𝑃(𝐸𝑖 ) 𝑃(𝐴/𝐸𝑖 )
𝑜𝑟, 𝑃(𝐸𝑖 /𝐴) = = ∑𝑛 . Proved.
𝑃(𝐴) 𝑖=1 𝑃(𝐸𝑖 )𝑃(𝐴/𝐸𝑖 )

Problem-1: Of the student of certain university 50% are poor, 30% are solvent and 20% are rich which
30% of the poor, 60% of the solvent and 10% of the rich are excellent in statistics. A student selected at
random found to be excellent in statistics. What is the probability that the selected student is solvent?
Solution: Let, 𝐸1 , 𝐸2 , 𝐸3 are the events that the selected student will be poor, solvent and rich respectively
and A be the event that the selected student is excellent in statistics.
50 1 30 3 20 1
Now, we have, 𝑃(𝐸1 ) = 100 = 2, 𝑃(𝐸2 ) = 100 = 10, 𝑃(𝐸3 ) = 100 = 5
30 3 60 3 10 1
𝑃(𝐴/𝐸1 ) = 100 = 10, 𝑃(𝐴/𝐸2 ) = 100 = 5, 𝑃(𝐴/𝐸3 ) = 100 = 10
3 3
𝑃(𝐸2 ) 𝑃(𝐴/𝐸2 ) . 18
10 5
𝑃(𝐸2 /𝐴) = 𝑃(𝐸 = 1 3 3 3 1 1 = 35 Ans.
1 )𝑃(𝐴/𝐸1 )+𝑃(𝐸2 )𝑃(𝐴/𝐸2 )+𝑃(𝐸3 )𝑃(𝐴/𝐸3 ) . + . + .
2 10 10 5 5 10

Problem-2: In a factory machine A produces 60% of the output and machine B produces the rest. 1% of
the output of machine A is defective and 2% of the output of machine B is defective. An item is selected
at random from a day’s output and is found to be defective, what is the probability that the defective
item was produced by machine B?
Solution: Let, A: Item produced by machine A
B: Item produced by machine B
D: Item is defective
We need to find the probability that the item was produced by machine B if it is found to be defective.
i,e. 𝑃(𝐵⁄𝐷) =?
𝐷
𝑃(𝐵)𝑃( ) 60
We have 𝑃(𝐵⁄𝐷) = 𝐷
𝐵
𝐷
𝑃(𝐴) = 60% = = 0.6
𝑃(𝐵)𝑃( )+𝑃(𝐴)𝑃( )
𝐵 𝐴
100
0.4×0.02 4 40
= 0.4×0.02+0.6×0.01 = 7 Ans. 𝑃(𝐵) = 40% = = 0.4
100
𝐷 𝐷
𝑃 ( ) = 1% = 0.01, 𝑃 ( ) = 2% = 0.02
𝐴 𝐵
 Math 2225 (MHU) 8

Random Variable: A variable whose value is a number determined by the outcome of the experiment is
called random variable. Thus a random variable assumes values with certain probabilities.
Example: Two coins are simultaneously tossed and sample space is S={HH, HT, TH, TT}. Let X denotes the
number of head shown by the coins. Here X is a random variable, because X takes the values 0, 1, 2
1 1 1
with probabilities , , respectively.
4 2 4

Discrete random variable: A real valued function defined on a discrete sample space is called a discrete
random variable. Otherwise, if a random variable takes at most a countable number of values, it is
called a discrete random variable.
Example: If a random variable X takes values such as 1, 2, 3,............... then X is a discrete random variable.
Continuous random variable: If a random variable takes uncountable number of values or all possible
values between certain limits, it is called a continuous random variable.
Example: If a random variable X takes values between a to b, then it is a continuous random variable.

Probability mass function (p.m.f): Let X be a discrete random variable taking at most a countable infinite
number of values 𝑥1 , 𝑥2 , 𝑥3 , ⋯ ⋯ 𝑥𝑛 and associated probabilities 𝑃(𝑥1 ), 𝑃(𝑥2 ), 𝑃(𝑥3 ), ⋯ ⋯ 𝑃(𝑥𝑛 ).
this function is said to be probability mass function if it satisfies the following condition,
(i)𝑃(𝑥𝑖 ) ≥ 0, 𝑖 = 1,2,3, ⋯ ⋯ 𝑛.
(ii) ∑𝑛𝑖=1 𝑃(𝑥𝑖 ) = 1.
Probability density function (p.d.f): For a continuous random variable X any function 𝑓(𝑥) defined in the
interval 𝑎 to b is called probability density function if it possesses the following properties,
(i)𝑓(𝑥) ≥ 0, for all values of 𝑥
𝑏
(ii) ∫𝑎 𝑓(𝑥) 𝑑𝑥 = 1.
Problem-3: Let, X be a random variable with probability density function given by 𝑓(𝑥) = 𝑒 −𝑥 ; 0 < 𝑥 < ∞,
(a) Check that the above is p.d.f.
(b) Find 𝑃(1 < 𝑥 < 2).
Solution: (a) We have 𝑓(𝑥) = 𝑒 −𝑥 ; 0<𝑥<∞
∞ ∞
Now, ∫0 𝑓(𝑥) 𝑑𝑥 = ∫0 𝑒 −𝑥 𝑑𝑥 = ]∞
0 = −[𝑒 −∞ − 𝑒 0 ] = −[0 − 1] = 1
Hence 𝑓(𝑥) = 𝑒 −𝑥 is a p.d.f.
2 2
(b) 𝑃(1 < 𝑥 < 2) = ∫1 𝑓(𝑥)𝑑𝑥 = ∫1 𝑒 −𝑥 𝑑𝑥
1 1
= [−𝑒 −𝑥 ]12 − [𝑒 −2 − 𝑒 −1 ] = 𝑒 − 𝑒 2 = 0.3678 − 0.1353 = 0.2325 Ans.

Distribution function: Let X be a random variable on probability space. Then the function𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥)
is called the distribution function if it possesses the following properties,
(i)𝑃(𝑎 < 𝑥 ≤ 𝑏) = 𝐹(𝑏) − 𝐹(𝑎),
(ii) 𝐹(−∞) = 0 and 𝐹(+∞) = 1.
 Math 2225 (MHU) 9
𝑑 1 𝑥⁄
Problem 4: Find 𝐹(𝑥) and show that 𝑓(𝑥) = 𝑑𝑥 𝐹(𝑥) and 𝐹(3) for 𝑓(𝑥) = 2 𝑒 − 2; 0 < 𝑥 < ∞.
𝑥
Solution: 1st Part: We know 𝐹(𝑥) = 𝑃(𝑌 ≤ 𝑥) = ∫0 𝑓(𝑦)𝑑𝑦
𝑥1 𝑦⁄ 1 𝑦⁄ 𝑥 𝑥⁄ 𝑥⁄
= ∫0 2 𝑒 − 2 𝑑𝑦 = 2 [−2𝑒 − 2] = −[𝑒 − 2 − 𝑒 0] = 1 − 𝑒 − 2 Ans.
0
𝑑 𝑑 𝑥⁄ 1 𝑥⁄ 1 𝑥⁄
2nd Part: 𝑑𝑥 𝐹(𝑥) = 𝑑𝑥 (1 − 𝑒 − 2) = 0 − (− 2 𝑒 − 2) = 2 𝑒− 2 = 𝑓(𝑥)
𝑑
∴ 𝑓(𝑥) = 𝑑𝑥 𝐹(𝑥) proved.
3
3rd Part: We know 𝐹(3) = 𝑃(𝑋 ≤ 3) = ∫0 𝑓(𝑥)𝑑𝑥
31 𝑥⁄ 1 𝑥⁄ 3 3⁄ 3⁄
∴ 𝐹(3) = ∫0 2 𝑒 − 2 𝑑𝑥 = 2 [−2𝑒 − 2]
0
= − [𝑒 − 2 − 𝑒 0] = 1 − 𝑒 − 2 Ans.

1 − 𝑒 −2𝑥 , 𝑥 ≥ 0
Problem 5: The distribution function for a random variable X is 𝐹(𝑥) = {
0, 𝑥<0
Find (a) the density function, (b) the probability that 𝑋 > 2, and (c) the probability that −3 < 𝑋 ≤ 4.
𝑑 2𝑒 −2𝑥 , 𝑥≥0
Solution: (a) We have 𝑓(𝑥) = 𝑑𝑥 𝐹(𝑥) = { Ans.
0, 𝑥<0
∞ ∞
(b) We have 𝑃(𝑋 > 2) = ∫2 𝑓(𝑥)𝑑𝑥 = ∫2 2𝑒 −2𝑥 𝑑𝑥 = [−𝑒 −2𝑥 ]∞
2 =𝑒
−4
Ans.
4 0 4
(c) We have 𝑃(−3 < 𝑋 ≤ 4) = ∫−3 𝑓(𝑥)𝑑𝑥 = ∫−3 0𝑑𝑥 + ∫0 2𝑒 −2𝑥 𝑑𝑥 = [−𝑒 −2𝑥 ]40 = 1 − 𝑒 −8 Ans.
Joint Probability (mass) function: Let X and Y be two discrete random variables. Suppose that the possible
values of X are 𝑥1 , 𝑥2 , 𝑥3 , ⋯ ⋯ 𝑥𝑚 and Y are 𝑦1 , 𝑦2 , 𝑦3 , ⋯ ⋯ 𝑦𝑛 for each ordered pair (𝑥𝑖 , 𝑦𝑗 ) then
𝑃(𝑥𝑖 , 𝑦𝑗 ) is said to be joint probability (mass) function if it satisfies the following conditions:
(i)𝑃(𝑥𝑖 , 𝑦𝑗 ) ≥ 0,
(ii) ∑𝑚 𝑛
𝑖=1 ∑𝑗=1 𝑃(𝑥𝑖 , 𝑦𝑗 ) = 1.

Marginal Probability function: Let 𝑃(𝑥𝑖 , 𝑦𝑗 ) be the joint probability function of X and Y at (𝑥𝑖 , 𝑦𝑗 ) then
the marginal probability function of X is given by 𝑃(𝑥𝑖 ) = ∑𝑛𝑗=1 𝑃(𝑥𝑖 , 𝑦𝑗 ) , 𝑖 = 1,2,3, ⋯ ⋯ , 𝑚.

Similarly, 𝑃(𝑦𝑗 ) = ∑𝑚
𝑖=1 𝑃(𝑥𝑖 , 𝑦𝑗 ), 𝑗 = 1,2,3, ⋯ ⋯ , 𝑛.

Conditional Probability function: Let 𝑃(𝑥𝑖 , 𝑦𝑗 ) be the joint probability function of X and Y at(𝑥𝑖 , 𝑦𝑗 ) then
𝑃(𝑥𝑖 ) and 𝑃(𝑦𝑗 ) be the marginal probability function of X and Y respectively. Then the conditional
𝑃(𝑥𝑖 ,𝑦𝑗 )
probability function of X given Y is defined as, 𝑃(𝑋 = 𝑥𝑖 /𝑌 = 𝑦𝑗 ) = , 𝑖 = 1, 2, 3, ⋯ ⋯ , 𝑚.
𝑃(𝑦𝑗 )
𝑃(𝑥𝑖 ,𝑦𝑗 )
and Y given X is 𝑃(𝑌 = 𝑦𝑗 /𝑋 = 𝑥𝑖 ) = , 𝑗 = 1,2,3, ⋯ ⋯ 𝑛.
𝑃(𝑥𝑖 )
Problem-6: Find the conditional probability function of X given𝑌 = 3 for the following data:
X 0 1 2 3 4 𝑃(𝑦𝑗 )
Y
1 1⁄ 0 0 0 1⁄ 2⁄
16 16 16
2 0 2⁄ 2⁄ 2⁄ 0 6⁄
16 16 16 16
3 0 2⁄ 2⁄ 2⁄ 0 6⁄
16 16 16 16
4 0 0 2⁄ 0 0 2⁄
16 16
𝑃(𝑥𝑖 ) 1⁄ 4⁄ 6⁄ 4⁄ 1⁄ 1
16 16 16 16 16
 Math 2225 (MHU) 10
𝑃(𝑋=0,𝑌=3) 0
Solution: 𝑃(𝑋 = 𝑥1 /𝑌 = 3) = = 6⁄ = 0.
𝑃(𝑌=3) 16

𝑃(𝑋=1,𝑌=3) 2⁄ 2
𝑃(𝑋 = 𝑥2 /𝑌 = 3) = = 6⁄16 = 6
𝑃(𝑌=3) 16

𝑃(𝑋=2,𝑌=3) 2⁄ 2
𝑃(𝑋 = 𝑥3 /𝑌 = 3) = = 6⁄16 = 6
𝑃(𝑌=3) 16

𝑃(𝑋=3,𝑌=3) 2⁄ 2
16
𝑃(𝑋 = 𝑥4 /𝑌 = 3) = = 6⁄ =6
𝑃(𝑌=3) 16
𝑃(𝑋=4,𝑌=3) 0
𝑃(𝑋 = 𝑥5 /𝑌 = 3) = = 6⁄ =0
𝑃(𝑌=3) 16

Ans.
𝑋 = 𝑥𝑖 0 1 2 3 4
𝑃(𝑋 = 𝑥𝑖 /𝑦 = 3) 0 2⁄ 2⁄ 2⁄ 0
6 6 6
Mathematical Expectation:
(i) For discrete random variable: Let X be a discrete random variable having the values 𝑥𝑖 with probability
𝑃(𝑥𝑖 ), then the mathematical expectation of X is defined by 𝐸(𝑋) = ∑𝑛𝑖=1 𝑥𝑖 𝑃(𝑥𝑖 )
(ii) For continuous random variable: Let X is a continuous random variable having probability density
𝑏
function 𝑓(𝑥) defined in the interval𝑎to𝑏, then the mathematical expectation is defined by𝐸(𝑋) = ∫𝑎 𝑥𝑓(𝑥) 𝑑𝑥
Properties of expectation: (i) 𝐸(𝑎) = 𝑎. where 𝑎 is constant
(ii) 𝐸(𝑎𝑋) = 𝑎𝐸(𝑋).
(iii) 𝐸(𝑎𝑋 + 𝑏) = 𝑎𝐸(𝑋) + 𝑏.
(iv) 𝐸(𝑋 + 𝑌) = 𝐸(𝑋) + 𝐸(𝑌).
(v) 𝐸(𝑋𝑌) = 𝐸(𝑋)𝐸(𝑌).
Variance: Let X be a random variable having the values 𝑥𝑖 with probability𝑃(𝑥𝑖 ), then the variance of X is
defined by 𝑉(𝑋) = 𝐸[𝑋 − 𝐸(𝑋)]2
= 𝐸(𝑋 2 ) − {𝐸(𝑋)}2
Problem-7: The joint probability distribution of X and Y given by the following table:
Y 1 3 9 𝑃(𝑥)
X

2 1⁄ 1⁄ 1⁄ 1⁄
8 24 12 4
4 1⁄ 1⁄ 0 1⁄
4 4 2
6 1⁄ 1⁄ 1⁄ 1⁄
8 24 12 4
𝑃(𝑦) 1⁄ 1⁄ 1⁄ 1
2 3 6

Determined: (i) 𝑃(𝑥), 𝑃(𝑦), 𝐸(𝑋), 𝐸(𝑌), 𝑉(𝑋), 𝑉(𝑌).

(ii) 𝑃(𝑥/𝑦), 𝑃(𝑦/𝑥), 𝐸(𝑋/𝑌), 𝐸(𝑌/𝑋), 𝑉(𝑋/𝑌), 𝑉(𝑌/𝑋).
Solution:
1 1 1
(i) The marginal distribution of X is 𝑃(𝑥) = ∑𝑦 𝑃(𝑥, 𝑦) = 2. 4 + 4. 2 + 6. 4 = 4
1 1 1
𝑃(𝑦) = ∑𝑥 𝑃(𝑥, 𝑦) = 1. 2 + 3. 3 + 9. 6 = 3
1 1 1
Now, 𝐸(𝑋) = ∑𝑥 𝑥𝑃(𝑥) = 2. 4 + 4. 2 + 6. 4 = 4
 Math 2225 (MHU) 11
1 1 1
𝐸(𝑌) = ∑𝑦 𝑦𝑃(𝑦) = 1. 2 + 3. 3 + 9. 6 = 3
1 1 1
Now, 𝐸(𝑋 2 ) = ∑𝑥 𝑥 2 𝑃(𝑥) = 22 . 4 + 42 . 2 + 62 . 4 = 18
1 1 1
𝐸(𝑌 2 ) = ∑𝑦 𝑦 2 𝑃(𝑦) = 12 . 2 + 32 . 3 + 92 . 6 = 17

∴ 𝑉(𝑋) = 𝐸(𝑋 2 ) − {𝐸(𝑋)}2 = 18 − 16 = 2

𝑉(𝑌) = 𝐸(𝑌 2 ) − {𝐸(𝑌)}2 = 17 − 9 = 8
(ii) The conditional distribution of X given Y=3 is
1
𝑃(𝑥=2,𝑦=3) 24 1
𝑃(𝑥 = 2/𝑦 = 3) = = 1 =8
𝑃(𝑦=3)
3
1
𝑃(𝑥=4,𝑦=3) 4 3
𝑃(𝑥 = 4/𝑦 = 3) = = 1 =4
𝑃(𝑦=3)
3
1
𝑃(𝑥=6,𝑦=3) 24 1
𝑃(𝑥 = 6/𝑦 = 3) = = 1 =8
𝑃(𝑦=3)
3

1 3 1 1 3
𝐸(𝑋/𝑌 = 3) = ∑𝑥 𝑥𝑃(𝑥/𝑦 = 3) = 2. 8 + 4. 4 + 6. 8 = 4 + 3 + 4 = 4
1
𝑃(𝑦=1,𝑥=4) 4 1
Again, 𝑃(𝑦 = 1/𝑥 = 4) = = 1 =2
𝑃(𝑥=4)
2
1
𝑃(𝑦=3,𝑥=4) 4 1
𝑃(𝑦 = 3/𝑥 = 4) = = 1 =2
𝑃(𝑥=4)
2

𝑃(𝑦=9,𝑥=4) 0
𝑃(𝑦 = 9/𝑥 = 4) = = 1 =0
𝑃(𝑥=4)
2

1 1
𝐸(𝑌/𝑋 = 4) = ∑𝑦 𝑦𝑃(𝑦/𝑥 = 4) = 1. 2 + 3. 2 + 9.0 = 2
1 3 1 1 9
Now, 𝐸(𝑋 2 /𝑌 = 3) = ∑𝑥 𝑥 2 𝑃(𝑥/𝑦 = 3) = 22 . 8 + 42 . 4 + 62 . 8 = 2 + 12 + 2 = 17
1 1
𝐸(𝑌 2 /𝑋 = 4) = ∑𝑦 𝑦 2 𝑃(𝑦/𝑥 = 4) = 12 . 2 + 32 . 2 + 92 . 0 = 5

∴ 𝑉(𝑋/𝑌 = 3) = 𝐸(𝑋 2 /𝑌 = 3) − [𝐸(𝑋/𝑌 = 3)]2 = 17 − 16 = 1

𝑉(𝑌/𝑋 = 4) = 𝐸(𝑌 2 /𝑋 = 4) − [𝐸(𝑌/𝑋 = 4)]2 = 5 − 4 = 1
Problem-8: Find the expected value of the random variable X and also of it’s square having the following
2(1 − 𝑥), 0 < 𝑥 < 1
density function: 𝑓(𝑥) = { .
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
∞
Solution: We know, 𝐸(𝑋) = ∫−∞ 𝑥𝑓(𝑥)𝑑𝑥
1
= ∫0 𝑥{2(1 − 𝑥)}𝑑𝑥
1
1 2𝑥 3 2 1
= ∫0 (2𝑥 − 2𝑥 2 )𝑑𝑥 = [𝑥 2 − ] = 1 − 3 = 3 Ans.
3 0
∞
And We know, 𝐸(𝑋 2 ) = ∫−∞ 𝑥 2 𝑓(𝑥)𝑑𝑥
1
= ∫0 𝑥 2 {2(1 − 𝑥)}𝑑𝑥
1
1 2𝑥 3 2𝑥 4 2 1 1
= ∫0 (2𝑥 2 − 2𝑥 3 )𝑑𝑥 = [ − ] = 3 − 2 = 6 Ans.
3 4 0