Unit-I Probability Theory and Stochastic Processes

Unit-I
Introduction to Probability
Dr Hima Bindu Valiveti

Department of ECE, GRIET
Probability Theory and Stochastic Processes

Dr Hima Bindu Valiveti, GRIET
Unit-I Syllabus and Lesson Plan
1. Experiments and Sample Spaces, Discrete and Continuous Sample
Spaces, Events
2. Probability Definitions and Axioms, Mathematical Model of
Experiments, Probability as a Relative Frequency
3. Joint Probability, Conditional Probability, Independent Events
4. Total Probability Theorem, Bayes Theorem
5. Random Variable, Functions of random variable, Discrete and
Continuous, Mixed Random Variable
Distribution and Density functions,
6. Binomial Distribution
7. Poisson Distribution
8. Uniform Distribution
9. Gaussian Distribution

01/02/2024 Dr Hima Bindu Valiveti, GRIET
What is Probability
Probability is defined as the study of randomness
If you are wondering what Randomness is?
Its exact opposite of Deterministic i.e., ability to assess the
occurrence of any event
Eg: Tossing a Coin, Stock market highs are lows are inherently
unpredictable, Elections etc.
Why do we Engineers need Probability?
 Random noise occurs in communication systems and in order to
design reliable communication protocol that you use on a daily
basis in your cell phones ..we need to understand its Randomness
 Randomized algorithms in Computer Science provide the best
known methods to solve critical problems

Lesson-I OMG
Experiments and Sample Spaces, Discrete and Continuous Sample Spaces, Events
Tongue
 Random Experiment Twister
A random experiment is an experiment whose outcome cannot be
predicted before the experiment is performed.
Eg_1: Tossing a coin results in either Head or Tail. The occurrence

of the events is Random in nature.
Eg_2: Throwing a die results in numbers between 1 and 6

Sample Space
 Sample Space
The sample space ‘S’ is the set of all possible outcomes of a
random experiment. Each outcome is called a Sample Point
Note: Only one sample point provides most of the information
Eg: If we toss a coin twice. What are the number of possible

outcomes and How do we define the sample space, S ??????
Let H be indicated by 0 and Tail by 1
S={(0,0),(0,1),(1,0),(1,1)} or {0 0, 0 1, 1 0, 1 1}
Or
S={(H,H),(H,T),(T,H),(T,T)}
Sample Space: Do it yourself
Eg: Consider a random experiment of throwing
one green die and one yellow die. Let us denote
(m, n) as the outcome where the green die comes
up with m and the yellow die comes up n. How do
we define the sample space, S ??????
Hint: Total outcomes of each die and possible total
outcome of the two dice
S = {(m, n): 1 ≤ m, n ≤ 6}.
In this experiment, there are only 62= 36 possible outcomes.
Sample Space: Graphical Representation
If we toss a coin twice. What are the number of possible
outcomes and How do we define the sample space,
S ??????
Let H be indicated by 0 and Tail by 1
How to represent them graphically?
S={(0,0),(0,1),(1,0),(1,1)}
or
{0 0, 0 1, 1 0, 1 1}

Sample Space: Classification
 Finite Sample Space
If the Sample Space has finite number of points
Eg: Tossing a coin (Discrete Sample Space)
 Countably Finite Sample Space (CFSS)
If the Sample Space has many points as the natural numbers then it is CFSS.
Eg: Flight of the bee
A very huge Sample Space is generated
S={all continuous paths t:[0,5]P3 }
P3 , is the three dimensional position of the bee
 Non countably infinite Sample Space
If the sample space has as infinite number of elements with continuous values
within a given range
Eg: Waiting for the bus, S=[0, +∞]
(there are infinitely many possible outcomes)
Events
An event is one of the outcomes in a given Sample Space
that determines the whether the instance is True or False
after the Random Experiment has been performed.
In simple terms, Event is a subset of Sample Space
Eg: If a coin is tossed twice, the events that only
one head turns up is?
S={(H H) (H T) (T H) (T T)}
E={(H T) (T H)}

Understanding probability via Set Theory
Combining Events: Consider two events m, n.
The intersection m|n is the event that m and n occur
simultaneously.
• The set m consists of all outcomes for which the event m
occurs,
• while n consists of all outcomes for which the event n occurs.
• Thus m|n is the set of all outcomes for which both m and n
occur. S
m⋂n m n
Combining Events
 The union m|n is the event that m or n occurs:
When the combining event is m or n,
it means that either m or n or both occur m⋃n
S
m n
S
m The complement m‫ = ׳‬S\m is
m‫׳‬ the event m does not occur

Combining Events
S⋂m=m
S⋃m=S
m⋂ m‫ =׳‬Ø
m‫=׳‬S-m
m-n=m ⋂ n‫( ׳‬m but not n)
******End of Lesson-1******

De Morgan’s Laws
The complement of the union of two sets is the intersection of
their complements and the complement of the intersection of
two sets is the union of their complements.
𝑃 ( 𝐴 ∪ 𝐵) =𝑃 ( 𝐴 ¿ ¿ ‫¿ ) 𝐵 ∩ ׳‬
‫׳‬ ‫׳‬
𝑃 ( 𝐴 ∩ 𝐵) =𝑃 ( 𝐴 ¿ ¿ ‫¿) 𝐵 ∪ ׳‬
‫׳‬ ‫׳‬

Probability through Relative Frequency
 For any Random experiment with sample space S, there shall be
assigned a non-negative number called probability to each event
in the sample space.
Let A be a particular event in S,

“the probability of event A” is denoted by P(A).
 If the random experiment is repeated n times and the event A

occurs times, then the probability of event A is defined as
“Relative frequency”.
 If =0, event never occurs and if =1, event occurs in all trials.
The Relative frequency (probability) of an event A is represented as,

Probability through Relative Frequency
Eg: If we toss a coin 1000 times and a head

resulted for 668 times, then the probability of
head coming up is given as?
=668
=1000
==668/1000=0.668 (Frequency approach)

Probability Definitions and Axioms
For any event A, P(A), the probability of the event A satisfies the
following three conditions termed as the axioms of probability.
 Axiom_1:, for every event A which is a subset of Sample

space S.
 Axiom_2:
 Axiom_3: For any number of mutually exclusive
events ,
Note: For any two events A and B, if , then the events are mutually
exclusive
Probability Theorems
A sample space is defined as,
, where are the outcomes of events.
The probabilities assigned to the outcome must satisfy
the following requirements:
 The probability of any outcome is between 0 and 1
for every outcome
 The sum of probabilities of all the outcomes equals 1
+
i.e.,
 For any two events and ,
+
Mathematical Model of Experiments
Derived from the axioms of Probability
Steps:
1. Define a Sample Space to represent physical
outcomes
2. Define events to represent characteristics of
favourite outcomes
3. Assign probabilities to the defined events
such as the axioms are satisfied

Basic Problems
Problem_1:
A card is drawn from a deck of 52 cards. Find the
probability of the following.
Probability that the drawn card is
i. an Ace
ii. A Jack of hearts
iii. A three clubs or six of diamonds
iv. A heart
v. Any suit except hearts
vi. A ten or a spade
vii. Neither a four nor a club
Basic Problems
Problem_2:
A ball is drawn at random from a box containing
6 red, 4 white and 5 blue balls. Determine the
probability of it being
i. Red
ii. White
iii. Blue
iv. Not red
v. Red and White
Assignment
1. In a class of 100 students, 35 like science and 45
like mathematics and 10 like both. How many like
either of them and how many like neither?
2. 29 red stones, and 21 blue stones are in put in a
bag. A stone is picked at random from the bag of
50 in total. What is the probability of picking:
a) a red stone,
b) a blue stone,
c) a red stone after a blue stone had been first picked

Joint Probability
If any two events in the Sample space A and B
are not mutually exclusive, then the probability
of the two events occurring in conjunction with
each other is termed as Joint Probability
It is the probability of the intersection of two or
more events. P(A and B)

Dependent, Independent and Mutually
Exclusive Events
Dependent (Conditional)
An occurrence of event A influences occurrence of other events.
Eg: If you draw 2 Cards sequentially from a Deck
After drawing one card from the deck there is one card less in the deck.
Hence the probabilities change.
Independent The occurrence of event A does not affect the occurrence

of other events
Eg: Tossing a coin two times. The outcome of tossing the coin for the
first time will not affect the outcome of the second event.
Mutually Exclusive Two events cannot occur at the same time.

Eg: Can we have a game of badminton and tennis in the same court
same time? (Disjoint Events)
Joint Probability of Independent Events
Events A and B must happen at the same

time. Eg: Throwing two dice simultaneously.
The events A and B must be independent of each
other, meaning the outcome of event A does not
affect the outcome of event B.
Eg: Rolling two Dice.
If the two events are independent, then their
Joint probability is given as
P(A∩B) = P(A) * P(B)
Joint Probability of Dependent Events
 Consider Event A to be the probability of having clouds in

the sky and Event B as the probability of raining. The events
are Dependent Events as it is obvious that the presence of
clouds will increase the chance of rain.
 In such scenarios, Joint probability cannot be used to
determine the occurrence of event A affecting the
occurrence of event B. Therefore the joint probability of A
and B (two dependent events) will be P(B) which might not
be accurate.
 Therefore it is important to know occurrence of one event’s
influence on the other. Joint probability alone cannot solve
such probabilities. So we move onto knowing Conditional
Probability to resolve such issues.
Conditional Probability
Conditional probabilities arise naturally in the investigation of
experiments where an outcome of a trial may affect the outcomes of the
subsequent trials.
When trying to calculate the probability of the second event (event B)

given that the first event (event A) has already happened. If the probability
of the event changes when we take the first event into consideration, we
can safely say that the probability of event B is dependent of the
occurrence of event A.
Examples:
• Drawing a second ace from a deck given we got the first ace
• Finding the probability of having a disease given you were tested
positive
• Finding the probability
ProbabilityofTheory
likingandHarry
StochasticPotter given we know the
Processes
person likes fiction
Conditional Probability
Conditional probability is represented as P(A|B). It is the
occurrence of an event A given that the event B occurs
 finding the probability of A by having information about

event B is P(A|B)
 finding the probability of B by having information about
event A is P(B|A)
The Conditional Probabilities of B and A respectively are

given as,
,
Independent Events
We know that Joint Probability,
P(A B)=P(A)P(B|A) or P(A B)= P(B)P(A|B)
For any two independent events A and B,

P(A∩B) = P(A) * P(B)
i.e., =P(B) and =P(A)

Problems
 A fair die is tossed twice. Find the probability of getting a 4,5 or 6
on the first toss and getting 1,2,3 or 4 on the second toss.
Event A= tossing 4,5 or 6 on first trial
Event B=tossing1,2,3 or 4 on the second trial

Problems
A machine produces parts that are either good (90%), slightly defective (2%), or
obviously defective (8%). Produced parts get passed through an automatic
inspection machine, which is able to detect any part that is obviously defective and
discard it. What is the quality of the parts that make it through the inspection
machine and get shipped?

Do it Yourself!
 Consider five good fuses and two defective ones have
been mixed up. To find the defective fuses, we test
them one-by-one, at random and without replacement.
What is the probability that we are lucky and find both
of the defective fuses in the first two tests?
Hint: Let A1 be the event of finding first defective in first attempt and A2 in the
second, Find their joint probabilities keeping in mind the condition.

Do it Yourself!

How to identify ?
Joint probability measures the likeliness of two
(or more) events occurring in unison.
Conditional probability measures the likeliness

of one event occurrence, if we have the
information of another event that has already
occurred.

Total Probability Theorem
Consider a Sample Space ‘S’ of ‘m’ mutually exclusive
events x1,x2,x3…..xm where m=1,2,3…..M. The
probability of any event ‘y’ defined on this sample space
can be expressed in terms of all events xm

Total Probability Theorem
Sample Space S is defined as,
(1)
Event y is a Subset,
– (2)
Substituting (1) in (2)

Bayes Theorem
For ‘M’ mutually exclusive events
Mutually Exclusive => and another event y is defined on
this sample space, then the conditional probability of given
y is represented as,

Exercise Problems
A ball is selected at random from two boxes. The first box has 3
red and 4 blue balls and the second has 5 red and 6 blue balls.
What is the probability of drawing a red ball?

Exercise Problems

Exercise Problems

Exercise Problems
Ref: problems picked directly from

Probability
Exercise Theory
given in Pageand30Stochastic
of Schaum's Processes
Outline of
Theory and Problems of Probability,
01/02/2024 Random
Dr Hima Bindu Variables, and Random Processes
Valiveti, GRIET
Random Variables
A random variable is a real valued number associated
with each possible outcome of a probabilistic
experiment in the Sample Space
Random variable is represented by a capital letter
‘X’,’Y’ etc.
Eg: X: the age of a randomly selected student in the class.
Eg: X is a random variable associated with coin tossing.
One RV associated with two S

outcomes of coin tossing
H T
X(H)=0 R
X(T)=1
Representation of Random Variables
S S
T H T
R X(T)=0 and/or 1 R
X(T)=0 X(H)=1
If X is a RV and x is a fixed real number,

we can define the event (X = x) as
S
T H (X = x)={k: X(k)= x}
X: RV
x: Value RV takes
R k: The outcome
X(T)=0 =X(H)

Events Defined by Random Variable(RV)
The probabilities of the events of fixed
numbers , , is given as following:
Event Probability

Random Variables
Consider tossing a fair coin 3 times.
S={TTT HTT THT TTH HHT HTH THH HHH}
Define X = the number of heads obtained
X =0: TTT
2/5 3/8 3/8
X =1: HTT THT TTH
Probability, P(X=x)
X =2: HHT HTH THH 2/7
X =3: HHH 1/5
1/8 1/8
Value Probability
1/9
0 1/8
1 3/8 0
0 1 2 3
2 3/8
Value (x)
3 1/8

Exercise problem
Q. In the experiment of tossing a fair coin three times, the sample space S,
consists of eight equally likely sample points S={TTT HTT THT TTH
HHT HTH THH HHH} If X is the RV giving the number of heads
obtained, find (a) P(X = 2); (b) P(X < 2). Consider the events are equally
likely,
Sol:
P(X=2)=> Event where the outcome is two heads
A=
P(X=2)=P(A)=3/8
b. P(X < 2)=> Event where the outcome is less than two heads
B=={TTT, HTT,THT,TTH}
P(X<2)=P(B)=4/8=1/2

Distribution Functions
The cumulative distribution function (cdf) of RV X is the function defined as,
For Discrete RV’s
The behaviour of cdf i.e., interprets maximum information about the RV
Properties of cdf,
1. [Similar to probability]
2. [P(S)=1]
3. [P(Ø)=0]
4. if [CDF is non-decreasing function]
5. [CDF is continuous on the right]

Properties of cdf,
2. [P(S)=1]
3. [P(Ø)=0]
4. if [CDF is non-decreasing function]
6. [

Cumulative Distribution Function (CDF)
Q. In the experiment of tossing a fair coin three times, the sample
space S, consists of eight equally likely sample points S={TTT
HTT THT TTH HHT HTH THH HHH}. If X is the RV giving the
number of heads obtained. Plot its cdf.
1
3/4
1/2
1/8
-1 0 1 2 3 4

Probability Density Function (PDF) (Continuous)

 f X ( x)dx  1;

f ( x)  0
X
dFx ( x)
f x ( x) 
dx
x
Fx ( x)  P( X  x)   f x ( y )dy


Review of Random Process
Properties of PDF
1. Density function is non-negative
2. Density function has an area of unity
3. or
dF ( x)
f ( x)  x
x dx
x
F ( x)  P ( X  x)   f ( y )dy
x x


01/02/2024 Review of Random Process
Properties of Probability Mass Function
(PMF for Discrete RV)
1.
The cdf of a discrete RV X can be obtained by,

Continuous, Discrete & Mixed RV
Continuous Random Discrete Random Variables
Variables
One that takes on a uncountable One that takes on a countable
number of possible values number of possible values
Eg: bank interest rate: 5.46%, 3.4%; Eg: no. of printers sold: 0, 1, . 30;
Stock exchange; customer count: 0, 1, . . .87;
number of roll of dice: 1,2….6
In most applications RV is
either continuous or discrete.
But if the cdf of RV X
possesses features of both
discrete and continuous RV’s,
then it is know as Mixed
Probability RVand Stochastic Processes
Theory
Exercise problem
In an experiment, if a RV X has elements; with probabilities ; ; ;
; ; ]. Draw the distribution function of X.

Exercise problem
The pdf of continuous RV is 1/12 for 0≤x ≤12. Construct the pdf
and find the cdf of X.

Exercise problem
A given RV has probabilities as in the table below. Find k, pdf
and cdf and plot them. X -3 -2 -1 0 1 2
P(X) 0.2 0.5k K 0.1 0.3k k

From the definition of CDF
Properties of cdf,
2. [P(S)=1]
3. [P(Ø)=0]
4. if [CDF is increasing function]
6. [CDF

Probabilities of functions
From the definition of CDF
We can derive the following probabilities,

Proof
a 1
x
b

Proof
are mutually exclusive events
=
a 1
x b
=
=

Proof:
a 1
x

Do it Yourself !
1) From the above derived equalities, show that
a)

Important Distributions
Bernoulli’s Trials:
A RV X is termed to be Bernoulli rv with parameter p,q
where p+q=1. Its pmf is given as
Where k=0,1 & 0 p 1

The cdf of the Bernoulli RV ‘X’ is given by

Assumptions for Bernoulli Trials
1. Each trial results in one of two possible outcomes, denoted success (S) or
failure (F).
2. The probability of S remains constant from trial-to-trial and is denoted by
p and q = 1−p for the constant probability of F.
3. The trials are independent.

Example of Bernoulli Trials:
Suppose that we have n = 5 Bernoulli Trials with p = 0.70.
The probability that the Bernoulli Trials yield four successes
followed by a failure:
(k=0,1)
Where p=Success, q=Failure

P(SSSSF) =****
(0.70)^4 * (0.30) = 0.0720

Binomial distribution (Bernoulli distribution)
– If a RV undergoes ‘n’ Bernoulli trials and acquires ‘k’ successes, then it
is said to have binomial distribution
– Similar to Bernoulli trials, Binomial distribution has two outcomes
Success (1) and Failure (0)
– The probability of S remains constant from trial-to-trial and is denoted
by ‘p’ and ‘q = 1−p’ for the constant probability of F.
A rv ‘X’ is termed to be Binomial rv with parameters (n, p) if its pmf is
given as,
k=0,1,2…n & 0 p 1
The cdf is given as,
n x<n+1

Binomial Distribution
Example: Suppose we toss a fair coin six times,
what is the probability of getting exactly 4 heads (pmf, P(X=4))?
2 or fewer heads (cdf, P(X<=2)?
The trial in this case is a single toss of the coin; success is "getting a
head"; and p=0.5. There are six trials, so n=6. Thus the random
variable X ∼ Bin(6, 0.5).
0.35 pmf, P(X=x) cdf, F(x)=P(X<=x)
0.3 1.2
0.25 1
0.2
0.8
0.15
0.6
0.1
0.05 0.4
0
0 1 2 3 4 5 6 0.2
Probability Theory and Stochastic

0
0
Processes
1 2 3 4 5 6
Exercise problem
Q1. A binary source generates digits 1 and 0 randomly with
probabilities 0.6 and 0.4, respectively.
(a) What is the probability that two 1s and three 0s will occur in a
five-digit sequence?
(b) What is the probability that at least three 1s will occur in a
five-digit sequence?

Exercise problem
Q2. A fair coin is flipped 10 times. Find the probability of the
occurrence of 5 or 6 heads.

Exercise problem
Q3. Suppose we are in a factory with eleven identical machines where
our definition of success for one machine is "machine is still working
at end of day" with probability p = 0.6 (or, put the other way, there is
a 40% chance that a machine will break down during the day). Of the
11 machines, what is the probability that:
a) exactly 6 machines are still working at the end of a day?
b) at least 6 machines are still working at the end of a day?

Poisson Distribution
RV ‘X’ is Poisson distributed with parameter ‘λ’(>0) if its pmf is
given as,
& =np
– The cdf of X is given as,
Approximation to binomial with n being large,
 n  k nk
 expansion

 e series.
 p qof exponential np np k
*For proof refer to Taylor series

k  processes by PZ Peebles k!
Appendix A of Probability andStochastic


A noisy Transmission channel has a per-digit probability
of error 0.01.
a) Calculate the probability of more than one error in 10
received digits.
b) Repeat the same using poisson approximation.

The number of telephone calls arriving at a switchboard
during any 10 minute period is known to be Poisson RV
with =2.
a. Find the probability that more than three calls will
arrive during any 10 minute period.
b. Find the probability that no calls will arrive during any
10 minute period.

An intercom station provides music to six hospital rooms.
The probability of any one room will be switched on and
draw power at any time is 0.4. When on, a room draws
0.5 W
i. Find and plot the' density and distribution functions for
the RV power delivered by the master station.
ii. If the master-station amplifier is overloaded when
more than 2W is demanded, what is its probability of
overload?
iii. The Amplifier in the Master Station is replaced by 4W
unit that must now supply 12 rooms. Is the probability
overload better than two independent 2W units supplied
six rooms each?
• Uniform Distribution
- Random variable is equally likely f X (x)
- Equally Weighted pdf
1
 1 ba
 a xb
f X ( x)   b  a
 0 elsewhere a b
{
0 𝑥< 𝑎
𝐹 𝑋 ( 𝑥 ) = 𝑥 − 𝑎 𝑎 ≤ 𝑥 <𝑏
𝑏 −𝑎
1 𝑥≥𝑏

• Gaussian Distribution
x   X 2 x   X 2
 x x 
1 2 x2 1 2 x2
f X ( x) 
2  x
e FX ( x )  f

x
(u )du 
2  x
e

du
Mean :  X , Variance :  x2

Gaussian Distribution
• Normalized Gaussian pdf - N(0,1)
– Zero mean, Unit Variance

Normalized Gaussian pdf x
1 z
2
 z ( x) 
2
e

2
dz
 ( x)  1   ( x) 1 x
2
f X ( x)  e 2
Alternative notations 2
 ( x)  erf ( x) (error function)
Q( x)  1   ( x)  erfc( x) (complementary error function)
For large values of x(ie., x  3)
1 x
2
Q( x)  e 2
2x 2

A production line manufactures 1000-ohm (R) resistors that
have 10 percent tolerance. Let X denote the resistance of a
resistor. Assuming that X is a normal RV with mean 1000 and
variance 2500, find the probability that a resistor picked at
random will be rejected.

A Gaussian RV X with mean 4 and variance 9 is

generated. Find the probability of X<=7.75, write down
the function and construct the pdf.

An analog signal received at the detector (measured

microvolts) may be modelled as a GRV N(200,256) at a
fixed point in time. What is the probability that the
signal is larger than 240µV.

Exercise Problems
10% of the tools produced in a certain manufacturing
process turn out to be defective. Find the probability that in
a sample of 10 tools chosen at random, exactly 2 will be
defective. Using,
a)Binomial Distribution
b)Poisson Distribution

Exercise Problems
 Consider the function given by
a) Find the value of k.

b) Find the type of X.
c) Sketch F(x) and show that F(x) has the properties of a cdf
discussed
d) If X is the RV whose cdf is given by F(x), find
(i) ; (ii) (iii)


Unit-I Probability Theory and Stochastic Processes

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Unit-I

Dr Hima Bindu Valiveti

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Eg_1: Tossing a coin results in either Head or Tail. The occurrence

Eg_2: Throwing a die results in numbers between 1 and 6

Probability Theory and Stochastic Processes

Eg: If we toss a coin twice. What are the number of possible

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Let A be a particular event in S,

 If the random experiment is repeated n times and the event A

The Relative frequency (probability) of an event A is represented as,

Eg: If we toss a coin 1000 times and a head

Probability Theory and Stochastic Processes

 Axiom_1:, for every event A which is a subset of Sample

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Independent The occurrence of event A does not affect the occurrence

Mutually Exclusive Two events cannot occur at the same time.

Events A and B must happen at the same

 Consider Event A to be the probability of having clouds in

When trying to calculate the probability of the second event (event B)

 finding the probability of A by having information about

The Conditional Probabilities of B and A respectively are

For any two independent events A and B,

i.e., =P(B) and =P(A)

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Conditional probability measures the likeliness

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Ref: problems picked directly from

One RV associated with two S

If X is a RV and x is a fixed real number,

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

For Discrete RV’s

The behaviour of cdf i.e., interprets maximum information about the RV

4. if [CDF is non-decreasing function]

5. [CDF is continuous on the right]

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes

1. Density function is non-negative

2. Density function has an area of unity

Probability Theory and Stochastic Processes

The cdf of a discrete RV X can be obtained by,