PROBABILITY

It is a numerical measure which indicates the chance of occurrence.

Basic concepts : Random expt.Deterministic expt. Sample space,
Event, Null event,simple event(elementary event),compound
event,sure event.Complement of an event,Union of
events,Intersection of events,Equally likely events,Mutually
exclusive events,Exhaustive events.
General definition of probability:chance of happening an event.
Classical definition of probability:Ratio of favorable outcomes to
exhaustive outcomes.
Subjective definition:The prob of an event based on personal beliefs
of an individual.
Empirical definition(Relative frequency definition):It is the limiting
value of the ratio m/n as n increases indefinitely.
Conditional probability:The prob of an event occuring ,given that
another event has occurred.
Joint prob:The prob of two events occurring together or in succession.
Marginal prob:The unconditional prob of an event occurring.
Statistical dependence: when occurrence of an event is dependent
upon,or affected by, the occurrence of some other event.
Statistical independence:when the occurrence of an event has no
influence on the prob of occurrence of any other event.
Posterior prob:A revised prob of an event obtained after getting
additional information.
Bayes theorem:A method to compute posterior probs.(conditional
probs under statistical dependence)
Rules of probability:1. p(A) is a value between 0&1.
PROBLEMS
1. A bag contains 6 white & 7 black marbles. Two marbles are drawn
at random.find the prob that they are of (a)same colour.(b)different
colour.
2. Find the prob of getting at least one head & exactly one head when
two coins are tossed simultaneously.
3. Probability that A solves a problem is 1/3 & that B solves
is2/5.find the prob that 1)none solves. 2)at least one solves.
4. Four persons A,B,C,D are able to hit a target 8,4,7,5times
resply,with 10 shots.if each of them fire once at a target ,what is the
prob that a target is hit.
5. Two cards are drawn at random from a pack of cards.find the prob
that both of them are aces if the cards are drawn(a)Together (b)one
after the other without replacement (c) with replacement.
•The odds favoring the survival of a man aged 60 & a women aged
50 for 20 more years are 2 to 6 & 2 to 5.what is prob that both will
survive for 20 more years.
•A husband & wife appear in an interview for 2 vacancies for the
same post. The prob of H selection is 1/7 & that of W selection is
1/5,what is the prob that (a)only one of them will be selected.
(b)both will be selected (c) none will be selected.(.286,.029,.686)
•The odds that A speaks the truth is 3 to 2 & that B speaks the truth
is 5 to 3.in what % of cases they contradict each other.(47.5)
•From a sales force of 150 persons,one will be selected to attend a
special sales meeting.if 52 of them are unmarried,72 are college
graduates & ¾ of 52 are graduates find the prob that the sales person
selected at random will be neither single nor a college
graduate.13/30
•The odds against a student X solving a business statistics problem are
8 to 6 & the odds in favour of student Y solving are 14 to 16.
(a) What is the prob that the problem will be solved if both try
independently?(0.695) (b) what is the prob that none will solve?0.305
•Suppose a black marble is drawn from one of three bags the first
containing 3 black & 7 white,the second containing 5 black & 3
white, the third 8 black & 4 white. What is the prob that it was drawn
from the first bag?(36/191)
•A company produces certain types of items by three
machines.machine A produces 300 nits, B –450 & C –250.past
experience shows that % of defectives in the three machines are 0.1,
0.2, 0.7. An item is drawn from a days production & is found to be
defective.what is the prob that it is not produced by machine C?
(0.406)
•Suppose that there is a chance for a newly constructed fly over to
collapse whether the design is faulty or not.the chance that the design is
faulty is 5%.the chance that the fly over collapses because of faulty
design is 95%,otherwise it is 30 %.a fly over collapsed.what is the prob
that it collapsed because of faulty design?(0.1482)
•A bag contains 1 white & 9 black marbles.P who speaks truth in5
cases out of 6 says that a white marble is drawn. What is prob that a
white marble was really drawn from the bag?(5/14)
•In a locality out of 5000 people residing,1200 are above 30 years of
age & 3000 are females.out of 1200 who are above 30,200 are females.
Suppose a female is selected what is the pro b that she is above 30
years.(0.067)
•A machine will work only when all 4 components A,B,C,D are
working. The prob of their failing is 35%, 25%, 40%, 30%.what is the
prob that machine fails during the month.(0.795)
• In a hostel 60% take tea, 50% take coffee & 20% take both.find
the prob that a randomly selected person takes either tea or coffee.
• A survey revealed that 60% watch Hindi news,30% English &
80% watch at least one of the news.find the prob that a randomly
selected person watches both the news.(0.1)
• An aircraft is equipped with 2 engines. The prob of failure of an
engine is 0.001.if only one engine is needed for successful
operation of an aircraft, find the prob of successful flight.(0.99)
• A bag has 5 red & 7 blue toys.another has 3 red& 7 blue toys.a toy
is drawn from the first bag & is placed in the second bag.then a toy
is drawn from the second.what is the prob that it is red?
• A purse has 2 silver & 4 copper coins. Another has 3 silver& 5
copper coins.if a coin is selected at random from one of the two
purses,what is the prob that it is a silver coin.(17/48)
RANDOM VARIABLE : It is a function which assigns a real
number to every sample point in a sample space.
Probability mass function: if X is a discrete r.v,then p(x) is the p.m.f
of x if P(x)>=0 &sumP(x)=1
Prob distribution:A systematic presentation of the values taken by a
variable with their corresponding prob is called prob distribution.
Mathematical Expectation: It is the weighted mean of expected values
of a variable.the mean is weighted in the sense that the various values
of a variable are multiplied by their probabilities.
If X is a r.v assuming values x1, x2, x3------with probs p1, p2 , p3-----
then expected value of X or mathematical expectation of x denoted by
E(X) would be E(X)=sumxi.p
In terms of Expectation: Mean=---------
Variance=-------------------
PROBLEMS:1)A throws a coin 3 times. If he gets head all three
times he is to get Rs160.the entry fee for the game is Rs 16.what is
the expected amount he gets?(6)
2) If it rains a dealer in umbrella can earn Rs 300 a day,otherwise he
looses Rs 80 per day.what is the expectation if prob of a rainy day is
0.57.?(136.6)
3) The prob that there is at least one error in an accounts statement
prepares by A is 0.2 & for B & C they are 0.25,0.4.A,B,C prepared
10, 16, 20 statements find the expected number of correct statements
in all.
4) A throws a fair die once. If the number is divisible by 3 he gets Rs
5, otherwise he loses Rs2.find his expectation.
•A bag has 6 tickets numbered from 1 to 6.A person draws 2 tickets at
random. If the sum of the numbers drawn is even he gets RS 10.
otherwise he loses Rs 5.show that his expected gain is Rs 1 only.
•A box has 6 tickets. Two tickets carry a prize of Rs 5 each .the other
4 carry a prize of Rs 1 each. If two tickets are drawn at random, what
is the expected value of the prize.(4.67)
•A person enters into a game of tossing a coin 2 times. If head turns up
once he gets Rs 2 & if head turns up both the times he gets RS 3. If he
has paid an entrance fee of RS 1 ,what is his expected profit?(0.75)
•Sunil gets RS 5 if sum of the numbers on the two dice is 7 & he gets
Rs3 if both the dice show even numbers.otherwise he has to pay RS 4.
Find sunils exp. Gain.(-0.75)
•There are 100 tickets in a lottery.there is one first prize worth RS 25
& two second prizes of Rs 10. What is the exp. Prize amt. A particular
ticket fetches?if a ticket is bought for RS 1, what is the loss?(.45,.55)
••From
Fromaabag
bagcontaining
containing33red
red&
&22white
whitemarbles,a
marbles,aman
manisisto
todraw
draw22
marbles
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gainsRs
Rs2o
2ofor
foreach
eachred
red&
&Rs
Rs1010for
foreach
each
white
whiteone.what
one.whatisisthe
theexpectation
expectationof
ofhis
hisdraw?(Rs
draw?(Rs32)
32)
••Under
Underananemployment
employmentpromotion
promotionprogramme,
programme,ititisisproposed
proposedto toalow
alow
sale
saleof
ofnewspapers
newspapersinside
insidebuses
busesduring
duringoff-peak
off-peakhours.
hours.The
Thevendor
vendorcancan
purchase
purchasenewspaper
newspaperatataaspecial
specialconcessional
concessionalrate
rateof
ofRs1.25
Rs1.25per
percopy
copy
against
againstselling
sellingprice
priceof
ofRS
RS1.50.
1.50.Following
Followingisisthe
theprob
probdistn
distnof
ofno.
no.of
of
copies
copiesdemanded.
demanded.
No.of
No.ofcopies:
copies: 15
15 16
16 17
17 18
18 19
19 20
20
Prob
Prob ::.04
.04 .19
.19 .33
.33 .26
.26 .11
.11 .07
.07
How
Howmany
manycopies
copiesshould
shouldbe
beordered
orderedso
sothat
thathis
hisprofit
profitwill
willbe
be
maximum.
maximum.(140)17
(140)17copies
copies (find
(findthe
thecompany's
company'sexpected
expecteddemand.)
demand.)
AAcompany
companyintroduces
introducesnew newproduct
productin
inthe
themarket
market& &expects
expectsto tomake
makeaa
profit
profitof
ofRs
Rs2.5 2.5lakh
lakhififthe
thedemand
demandisisgood,Rs
good,Rs1.5
1.5lakh
lakhififititisismoderate
moderate
&1lakh
&1lakhififititisispoor.the
poor.theprob
probof
ofgood
good&&moderate
moderatedemand
demandisis.2&.5 .2&.5
Theoretical distributions: A distribution which is obtained according
to some theoretical assumptions.It is a systematic presentation of the
values taken by the r.v.with their corresponding probs which are
theoretically obtained. Thus they are theoretical equivalents to a
observed distribution.There are many theoretical distributions. Some
of them are: 1) Binomial distribution.
2) Poisson distribution.
3) Normal distribution.
Binomial & Poisson are discrete prob distributions & normal
distribution is a continuous.
Binomial distribution : a prob dist which has the following prob
function is called binomial distribution.
P(x)=nCx.px.qn-x x=1,2,3------
0<p<1 q=1-p
Assumptions of binomial distribution :
• Dichotomous alternatives: means alternative of success of failure.
Al observations must be classified as success or failure.
• Number of trials should be more than one.
• Probability of success in each trial must be constant.
• All trials must be independent.
Examples of B.D :
• Number of heads obtained in 5 tosses of a coin.
• Number of male children in a family of 4 children.
• Number of defective articles in a lot of 5 articles.
• Number of bombs hitting a target among 4 bombs .
Properties of B.D :
•The mean is np.(mean > variance) & variance =npq
•If p=0.5 the distribution is symmetrical.
•B.D tends to P.D when 1.n is very large. 2. P is very small.3 m=np.
•B.D tends to normal distribution when p & q are very small & n is
very large.
PROBLEMS:
• the incidence of occupational disease in an industry is such that the
workers have 20% chance of suffering from it.what is the prob that out
of 6 workers 4 or more will get the disease?(0.0169)
•The normal rate of infection of a certain disease in animals is known
to be 25%.in an expt with 6 animals injected with a new vaccine it was
observed that none of the animals caught the infection. Calculate the
probability.(729/4096)
•Out of 320 families with 5 children each , what % will be expected
to have 1)2 boys & 3 girls. 2)at least one boy.Assume equal prob for
boys & girls.
•The mean of B.D is 40 & s.d is 6 calculate n,p,q.
•A student obtained mean=2.4 & var=3.2 for a certain
problem.comment on result.
•The prob that evening college student graduate is 0.4.determine the
pro that out of 5 students a) none. b)one c)at least one will graduate.
The following distribution shows the number of defectives in 128
samples
No. of defectives : 0 1 2 3 4 5 6 7
No. of samples : 7 6 19 35 30 23 7 1 =128
a) Fit a B.D & find exp freq if the chance of defective is ½ also find
mean & S.D.
Poisson distribution : It is named after a French mathematician
S.Poisson. Here events occur continuously over some period of time,
distance, or space instead of trials. It means in the Poisson process, a
random phenomenon needs a count of some sort like a)no. of
telephone calls per hour. b) no of accidents in a week. c) no.of
patients arriving at a health center every hour. It is used to find out the
prob for the no.occurances of a given event during a specified time
period.
A distribution which has the following p.m.f p(x)= e-m mx / x!
X=0,1,2----- m>0 m is the parameter of the P.D.
Assumptions :
•The no.events occurring in one interval of time is independent of
what happened in the previous time periods.
•The prob of event occurring must remain constant for the entire
period.
•The prob of more than one occurrence in a small interval of time is
negligible. The prob of exactly one event occurring in such interval is
m times its duraton.
•The average no. of occurrences is constant for all time intervals of the
same size.
Properties : a) For P.D mean = variance = m.
b) P.D is a limiting form of B.D where n is large & p is very small.
c) P.D tends to normal distribution when m is large.
PROBLEMS :
•In a town 10 accidents took place in a span of 50 days. Find the prob
that there will be 3 or more accidents in a day.(0.001)
•On an average 3 deaths occur in a city in a day.find the prob that on a
randomly selected day no deaths occur.( 0.0498)
•It is known by experience that 2% articles manufactured by a firm are
defective.articles are supplied in packets of 50 each. What is the prob
that a randomly selected packet is free of defective articles.?among
10,000 packets how many are free of defectives?(0.3679,3679)
•Find the prob that at the most 5 defective bolts will be found in a
box of 200 bolts if it is known that 2% of such bolts are expected to be
defective.(0.7844)
•Fit a P.D
No.of accidents : 0 1 2 3 4
No. of days :21 18 7 3 1
•No. of printing mistakes : 0 1 2 3 4 5
No. of pages :42 33 14 6 4 1
Normal distribution : A prob distribution which has the following
density function f(x)=-----
Here the variable x is a continuous.
Note 1.the distn has two parameters m & 6.
2.mean=m & var = 62
Examples : height of students , weight ,marks scored , wages of
workers etc.
Properties : 1) the curve is symmetric i,e bell shaped.for N.D maen =
median = mode. 2) The curve is asymptotic i,e it never touches x-
axis. 3)For N.D s.d=6 , Q.D = (2/3)6, M.D = (4/5)6. 4) The total
area under normal curve is unity. 5)The mean determines the central
location of the normal distribution & s.d determines its spread.the
larger the value of s.d flatter is the normal curve,showing more
variability in the data.
Standard normal variate : a normal variate with mean 0 & s.d 1 is called
s.n.v.it is given by Z=x-m/6
PROBLEMS :
•A workshop produces 2000 units of an item per day. The average wt of
the units is 130 kg with a s.d. of 10 kg. How many units are expected to
weigh less than 142 kg?
•In an intelligence test to 1000 students, the avg score is 42 & s.d is24.
Find no. of students scoring more than 50. & bet 30 & 54(370,
•Weight at birth of babies is a normal variate with mean 3.5 kgs & s.d
0.9 kgs.find the prob that a new born baby weighs less than 2 kgs. What
% of babies would you expect to weigh between 2.5 & 4.5 kgs?.04,73.3
•The distribution of monthly income of 3000 workers of a factory
confirms normal law with mean Rs 900 & s.d Rs 100. Find % of
workers having more than Rs 800 & the no of workers having less than
Rs 60. (84.13 & 4)