Professional Documents
Culture Documents
Statistics and
Probability
PART :II (Probability) XP
• Random experiment,
• sample space,
• events,
• axiomatic Probability,
• Algebra of events
• Conditional Probability
• Multiplication theorem of Probability
• Independent events
• System reliability & Baye’s Theorem
Reference Books XP
• In a toss of a uniform coin we are not sure of getting the head or tail
• A sales manager cannot predict with certainty about the sales target
next year
• Possibly, it will rain tomorrow
• There is a high chance of getting the distinction
• This year’s demand for the product is likely to exceed that of the last
year’s
• The expressions like ‘possibly’ , ‘high chance’ , ‘likely’ are indicates a
degree of uncertainty about the happening of the event
• There are three possible state of expectation
– Certainty (1) -- Impossibility (0)
– Uncertainty ( between 0 and 1)
XP
Basic terminology
Random Experiment
• It is an experiment, trial, or observation that can be repeated
numerous times under the same conditions
Outcome
• The result of a random experiment
Examples of a Random experiment include:
• The tossing of a coin. The experiment can yield two possible
outcomes, heads or tails
• The roll of a die. The experiment can yield six possible outcomes, this
outcome is the number 1 to 6 as the die faces are labeled
• The selection of a numbered ball (1-50) in a box. The experiment can
yield 50 possible outcomes
XP
Basic terminology
Sample Space
• The set of all possible outcomes is called as sample space. It
is denoted by S or Ω
• A particular outcome that is an element of S is called a
sample point
Examples
• The tossing of a coin, sample space is {Heads, Tails}
• The roll of a die, sample space is {1, 2, 3, 4, 5, 6}
• The selection of a numbered ball (1-50) in an urn, sample
space is {1, 2, 3, 4, 5, ...., 50}
Event XP
Solution:
By regarding the choice of the woman as the outcome of
the first experiment and the subsequence choice of the
one of her children as the outcome of second experiment,
so as per the principle 10*3 = 30 possible choices
Permutations vs. Combinations XP
17
Permutations XP
= 6 • 5 • 4 • 3 = 360
There are 360 ways to select the 4 people.
Example Finding Permutations XP
=8•7•6
= 336
There are 336 ways to arrange the
awards.
Do it Yourself XP
=5•4
= 20
There are 20 ways for the numbers to be formed.
Application XP
n = 12 and r = 4
Divide out
common
factors.
5
= 495
n = 8 and r = 2
Divide
out
4 common
= 28 factors.
The swimmers can be selected in 28 ways.
Do it Yourself XP
3. The three best essays in a contest will receive gold, silver, and
bronze stars. There are 10 essays. In how many ways can the
prizes be awarded? 720
• It is denoted by P(A)
Solution:
• Let S be the sample space.
• Then, n(S) = number of ways of drawing 2 balls out
of 15 = 16C2 = (16 x 15 x 14!) /(2 x 1 x 14!)= 120
• Let E = event of getting one while and one blue ball
• n(E) = 6C1* 7C1 = (6 x 7) = 42
• P(E) = n(E) /n(S)= 42/120 =7/20
Box A contains 5 red marbles and 3 blue marbles and Box B contains 3
XP
red and 2 blue marbles. A marble is drawn at random from each box.
Find the probability that one is red and one is blue?
Two cards are drawn from a pack of 52 playing cards. Find the
XP
probability that both the cards are aces.
Solution:
• Let S be the sample space.
• Then, n(S) = number of ways of drawing 2 cards out
of 52 = 52C2
• Let E = event of getting two aces
• n(E) = 4C2
• P(E) = n(E) /n(S)= 4C2 / 52C2 = 1/221
A box contains 2 white socks and 2 blue socks. Two are drawn
XP
at random. Find the probability that they match.
Solution:
• There are c(4,2) = 4C2 = 6 ways to draw 2 of the
socks
• Then, n(S) = 6
• Let E = event of getting two socks with same color
• n(E) = 2
• P(E) = n(E) /n(S)= 2/6
5 horses are in race. Sumit picks 2 of the horses at random
and bets on them. Find the probability that Sumit pickedXP
the
winner.
Solution:
• There are c(5,2) = 5C2 = 10 ways to draw 2 of the
hourses out of 5
• Then, n(S) = 10
• Four of the pairs will contain the winner e.g. h1 is
the winner than {h1h2,h1h3,h1h4,h1h5}
• Let E = event of getting the winner in set of two
hourses
• n(E) = 4
• P(E) = n(E) /n(S)= 4/10 = 2/5
XP
Examples
• Four cards are drawn at random from a pack of 52 cards.
Find the probability that
• They are a king, a queen, a jack and an ace
• Two are kings and two are queens
• Two are black and two are red
• There are two cards of hearts and two cards of diamonds
• There is one card of each suit
• A committee of 4 people is to be appointed from 3 officers
of the production department, 4 officers of the purchase
department, 2 officers of the sales department and 1
chartered accountant. Find the probability of forming the
committee in the following manner:
– There must be one from each category
– It should have at least one from the purchase department
– The chartered accountant must be in the committee
Four cards are drawn at random from a pack of 52 cards. XP
Find
the probability that
i. They are a king, a queen, a jack and an ace
ii. Two are kings and two are queens
iii. Two are black and two are red
iv. There are two cards of hearts and two cards of diamonds
v. There is one card of each suit
A committee of 4 people is to be appointed from 3 officers of the
production department, 4 officers of the purchase department, XP 2
officers of the sales department and 1 chartered accountant. Find the
probability of forming the committee in the following manner:
- There must be one from each category
- It should have at least one from the purchase department
- The chartered accountant must be in the committee
Do it Yourself XP
• An urn contains 6 white, 4 red and 9 black balls. If three balls are
drawn at random, find the probability that
• Two of the balls drawn are white
• One is of each color
• None is red
• At least one is white
• Four cards are drawn from a pack of 52 playing cards. Find the
probability that:
– All are diamond cards
– There is one card of each suit
– 2 spade and 2 hearts
• A box with 15 integrated chips contains 5 defective. If random
samples of 3 chips are drawn, what is the probability that all three
are defective?
An urn contains 6 white, 4 red and 9 black balls. If three balls
XP
are drawn at random, find the probability that
- Two of the balls drawn are white
- One is of each color
- None is red
- At least one is white
Four cards are drawn from a pack of 52 playing cards. FindXP
the probability that:
- All are diamond cards
- There is one card of each suit
- 2 spade and 2 hearts
I ) 13C4
52
C4
2 ) 13C1 x 13C1 x 13C1 x 13C1
52
C4
3 ) 13C2 x 13C2
52
C4
A box with 15 integrated chips contains 5 defective. If random
samples of 3 chips are drawn, what is the probability that XPall
three are defective?
1) C3
5
15
C3
Example XP
In the experiment of testing for the number of words that can be formed using
the letters of the word "MISSISSIPPI"
Total No. of Possible Choices = Number of words that can be formed using the
11 letters of the word "MISSISSIPPI" ⇒ n = nL / a! × b! × c!
= 11! / 4! × 4! × 2! = 11 × 10 × 9 × 8 × 7 × 6 × 5 × 4! / 4! × 4 × 3 × 2 × 1 × 2 × 1
= 11 × 10 × 9 × 7 × 5 = 34,650
nn
MUTUALLY EXCLUSIVE EVENTS XP
• P(A’) = 1-P(A)
• P(A∩B) = P(A) +P(B) – P(AUB)
• P(A’UB’) = P(A’)+P(B’)-P(A’∩B’)
• or = 1-P(A ∩B)
• P(A ∩B’) = P(A) – P(A∩B)
• P(A’ ∩ B’) = 1-P(AUB)
• P(A ∩ B’ ∩ C’) =P(A)- P(A ∩B)-P(A ∩C) +P(A ∩B ∩C)
• P(AUBUC)=P(A)+P(B)+P(C)- P(A ∩B) - P(A ∩C) –
P(B∩C) + P(A ∩ B ∩ C)
Three Arbitrary events A, B and C Then probability of
i) Only A occur ii) Both A and B But not C iii) All three Events
XP
Occurs iv) at least one occur v) At lease Two occur vi) one and
no more occurs vii) Two and no more occur viii) None occurs
i) A∩B’∩C’ S
A B
ii) A∩B∩C’
iii) A∩B∩C C
iv) AUBUC
v) (A∩B∩C’) U (A∩B’∩C)U (A’∩B∩C) U (A∩B∩C)
vi) (A∩B’∩C’) U (A’∩B∩C’)U (A’∩B’∩C)
vii) (A’∩B∩C) U (A∩B∩C’)U (A∩B’∩C)
viii)(A’∩B’∩C’)
MUTUALLY EXCLUSIVE EVENTS XP
P(X’UY’) = 1-P(X ∩ Y)
0.6 = 1- P(X ∩ Y)
P(X ∩ Y) = 0.4
• Suppose A and B are events with P (A) = 0.6, P (B) = 0.3 and P (A ∩ B)
= 0.2. Find the probability that i) A does not occur, ii) B does not
occur, iii) A or B occurs, iv) neither A nor B occurs.
• The probability that a student passes a Physics test is 2/3 and the
probability that he passes both physics test and an English test is
14/45. The probability that he passes at least one test is 4/5. What is
the probability that he passes the English test?
• Sample survey was taken to check which newspaper people read (A,
B, C). In a sample of 100 people the following results are obtained. 60
read A, 40 read B, 70 read C, 45 read A and C, 32 read A and b, 38
read B and C, 30 read A, B and C. If a person is selected at random,
find the probability that a) he reads only A b) he reads at least two
newspapers c) he doesn’t read any paper.
XP
Probability Axioms
• Let S be a sample space ,A is the event and P(A) is
the probability measure associated with the event
A.
• Let A and B be two events with P (A) = 3/8, P (B) = 5/8 and P (A U B) =
¾. Find P (A| B) and P (B| A).
• In a certain college, 25 percent of the students failed in mathematics,
15 percent failed in chemistry and 10 percent failed in both
mathematics and chemistry. A student is selected at random.
– If the student failed chemistry, what is the probability that he or she failed in
mathematics
– If the student failed mathematics, what is the probability that he or she failed in
chemistry
– What is the probability that the student failed in mathematics or chemistry.
– What is the probability that the student is failed neither in Mathematics nor in
Chemistry?
• From a city population, the probability of selecting (i) a male or a
smoker is 7/10 (ii) a male smoker is 2/5 and (iii) a male, if a smoker is
already selected is 2/3. Find the probability of selecting (a) a non-
smoker (b) a male (c) a smoker, if a male is first selected.
Let A and B be two events with P (A) = 3/8, P (B) = 5/8
XP
and P (A U B) = ¾. Find P (A| B) and P (B| A).
P(A ∩ B) = P(A) +P(B) – P(A UB)
= 3/8 +5/8 – 3/4
= 2/8
= 1/4
• If the events A and B are independent and the events B and C are
independent ,then A and C need not be independent. In other
words, the relation of independence is not a transitive relation
• Prove that with example that mutual independence does not imply
pair wise independence.
• Prove that with example that any events may be pair wise
independent but need not to be mutually independent.
• Let event Ak denote that the kth letter is a. Clearly Pr[Ak ] = 1/3
• Pr[A1 ∩ A2] = Pr[A2 ∩ A3] = Pr[A3 ∩ A1] = 1/9
• Pr[A1 ∩ A2 ∩ A3] = 1/9 ≠ Pr[A1]Pr[A2]Pr[A3]
• Thus, the events pairwise independent but not mutually independent
• Pairwise Independence is weaker than Mutual Independence
Example 43
If four squares are chosen at random on a chessboard, find the chance
XP
that they should be in a diagonal line.
Do it Yourself XP
• A problem in Statistics is given to three students A,B and C
whose chances for solving it are ½, ¾, ¼ respectively. What is
the probability that the problem will be solved if all of them
try independently?
• It is 8:5 against the wife who is 40 years old living till she is
70 and 4:3 against her husband now 50 living till he is
80.Find the probability that:
– Both will be alive -- None will be alive
– Only wife will be alive --Only husband will be alive
– Only one will be alive --at least one will be alive
• Consider the following events for a family with children:
A={children of both genders}
B={at most one boy}
– Show that A and B are independent events if a family has 3 children
– Show that A and B are dependent events if a family has only 2
children
Example 44
A problem in Statistics is given to three students A,B and C whose XP
chances for solving it are ½, ¾, ¼ respectively. What is the probability
that the problem will be solved if all of them try independently?
Since the events are independent, the probability that all of them
failed to solve the
problem = ½ ¼ ¾ = 3/32
Hence the probability that the problem will be solved = 1 – 3/32=
29/32.
Example 45
It is 8:5 against the wife who is 40 years old living till she is 70 and 4:3
XP
against her husband now 50 living till he is 80.Find the probability that:
1) Both will be alive 2) None will be alive
3) Only wife will be alive 4) Only husband will be alive
5) Only one will be alive 6) at least one will be alive
Solution: Let A be the event that wife will be alive,
and B that husband will be alive, 30 years hence. Now, its given, P(A)
= 5/8+5 = 5/13 and P(B) = 3/4+3 = 3/7, this implies P (not A) = 1 –
P(A) = 813 and P (not B) = 47.
Here, A and B are independent and hence, all events, A, B, not A and
not B are also independent and hence,
We have
XP
Example
• Let A and B be two events with P(A) = 3/8 ,P(B)=5/8 and P(A
UB)=3/4.Find P(A|B) and P(B|A)
Given: P(F) = 0.70, P(M) = 0.30, P(smoke|F) = 0.20 and P(smoke|M) = 0.25.
P(AD/TD) =??