Lecture 1

Overview & Types of Event:

a) Random Experiment: An experiment whose outcome cannot be predicted in advance called

a random experiment

Example:

Throwing an unbiased coin.

Throwing an unbiased die.

b) Sample Space: The set of all outcome of an experiment is called the sample space. It is
denoted by S.

Example:

If we toss a coin, then S= {H,T}

If we toss two coins, then S={HH, HT,TH,TT}

If we toss three coins, then S= {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}

When we throw a die, then S= {1,2,3,4,5,6}

If we throw two dies and sum is 6, then S= {(1,5), (2,4), (3,3), (4,2), (5,1)}

Taking out two balls from a bag containing seven balls, then 7C2= 21 ways.

c) Event: Any subset of a sample space is called an event.

Example: i) Number of heads is exactly 2; E1= {HH}

ii) Number of head is atleast one; E2={HH,HT,TH}

iii) Number of head is atmost one; E3= {HT, TH, TT}

iv) Number of tails is atmost two; E4= {TT,HT,TH,HH}

Types of Events:

i) Simple event: An event having only one sample point.

Example: If we tosses two coins

Example: E1={HH}, E2={TT}, E3={HT},E4={TH}

ii) Compound Event: An event which is not a simple event is called a compound event.

Example: If we toss two coins, E1={HH,HT,TH}, E2={TH,HT}

If we throw a die, S={1,2,3,4,5,6}

E1={3,4,5,6}, E2={1,2}

iii) Mutually Exclusive Event: Two events A & B are said to be mutually exclusive even if the
occurrence of any one of then excludes the occurrence of the other event, i.e. they cannot occur
simultaneously.

Thus two events A & B are mutually exclusive if A∩ 𝐵 = ∅

In general, a set of events E1, E2,…. En are mutually exclusive if E1∩ E2∩….∩En=∅

Example: If we throw an unbiased die, A={2,4,6} and B={1,3,5}, then A & B are mutually
exclusive events.

A= the event of getting a prime number

B= the event of getting an odd number

then A & B are not mutually exclusive events.

iv) Exhaustive event: A set of events E1, E2,…En are said to be exhaustive if E1∪E2∪…∪En=S
where is S is sample space.

Example: If we throw a die, then S= {1,2,3,4,5,6}

E1= {2,4,6} & E2={1,3,5}, then E1∪E2=S

so, E1 and E2 are exhaustive events.

E1={1,2,3}, E2={5,6}

then E1∪ E2= {1,2,3,5,6}

So, E1 and E2 are not exhaustive events.

E1={1,2,3,4}, E2={3,4,5,6}

then E1∪E2= S

So, E1 and E2 are exhaustive events.

v) Exhaustive and mutually exclusive events: A set of events is said to be exhaustive and
mutually exclusive event if they are exhaustive as well as are mutually exclusive.
Example: E1= {2,4,6} & E2={1,2,3}

Here, E1 ∪ E2 =S

and E1 ∩ E2= ∅

vi) Complementary event: The complement of an event A is the set of all elements of S which
are not in A. It is denoted by 𝐴 or 𝐴´.

Example: If we toss two coins

S={HH,HT,TH,TT}

A={HH,HT,TH}

then 𝐴= {TT}

vii) Independent event: A set of events is said to be independent if the happening of any one of
events does not affect the happening of others.

Example: Suppose a coin is tossed twice. Then the event of occurrence of head in the first6
throw and the event of occurrence of head in the second throw are independent events.

Problems

1. Two dices are rolled A is the event that the sum of the numbers shown on the two dices is 5. B
is the event that atleast one of the dice shows up a 3. Are the two events A & B

i) Mutually exclusive

ii) Exclusive

2. A coin is tossed. If it shows head, we dreaw a ball from a bag consisting of 3 blue and 4 white
balls. If it shows tail, we throw a die. Describe a sample space of this experiment.

3. Froam a group of 3 boys and 2 girls, two persons are selected. Describe the sample space.

4. An experiment involves rolling a apir of dice and recording the number that come up.
Describe the following event:

A: The sum is greater than B

B: 2 occurs on either die

C: The sum is atleast & and multiple of 3

Also find, A∩ 𝐵, B∩ C and A∩C are,

i) A & B mutually exclusive

ii) B & C mutually exclusive

iii) A & C mutually exclusive

5. A die is thrown twice. Describe the events.

A: Both number are odd.

B: Both number are even.

C: Sum of the numbers is<6

(A) A & B are mutually exclusive

(B) B & C are mutually exclusive

(C) C & A are mutually exclusive

(D) None of these

Lecture 2
Probability

Definition: If there are n exhaustive mutually exclusive and equally likely outcomes of an event
E and m of them are favourable to the happening of that event, then probability of the event of E
denoted by P(E) is given by

𝑵𝒖𝒎𝒃𝒆𝒓 𝒐𝒇 𝒇𝒂𝒗𝒐𝒖𝒓𝒂𝒃𝒍𝒆 𝒕𝒐 𝒕𝒉𝒆 𝒆𝒗𝒆𝒏𝒕 𝑬 𝒎

P(E)= =
𝑻𝒐𝒕𝒂𝒍 𝒏𝒖𝒎𝒃𝒆𝒓 𝒐𝒇 𝒑𝒐𝒔𝒔𝒊𝒃𝒍𝒆 𝒐𝒖𝒕𝒄𝒐𝒎𝒆 𝒏

ƞ(𝑬)
In terms of set notation, P(E)= ƞ(𝑺)

where ƞ(S) & ƞ(E) are the number of elements in the sample space and event E respectively.
Example: Find the probability of throwing an even number in a single throw with a die.

Soln: S={1,2,3,4,5,6}

ƞ(S)= 6

E={2,4,6}

ƞ(E)= 3
ƞ(𝐸) 3 1
P(E)= ƞ(𝑆)= 6= 2

Some observation:

i) If P(A) is a probability of the happening A, then P(𝐴̅ ) is the probability of not happening A.

ii) P(A)+ P(𝐴̅ )= 1

iii) P(S)= 1. S is sample space.

iv) P(∅)= 0

v) 0≤ 𝑃(𝐴) ≤ 1

Odds in favour and against an event:

𝑚
If P(A)= 𝑛

Here number of favourable outcome= m

Number of total outcome= n

Number of unfavourable outcome= n-m

𝑚 (𝑛−𝑚)
Then odds in favour of A are 𝑛−𝑚 and odd against A are 𝑚

Example: On a throwing dice, let E be the event of getting a number greater than 4. Then E=
{5,6} and 𝐸= {1,2,3,4}
2
Hence odds in favour of E= 4= 1:2

4
and odds against in favour of E= 2= 2:1

Addition Theorem of Probability:

The probability that one of several mutually exclusive events A1, A2,…,An shall occur is the sum
of the probability of the separable events.

P(𝐴1∪A2∪ … .∪An)= P(A1)+P(A2)+….+P(An)

Extension of addition theorem of probabilities:

If A & B are two events which are not mutually exclusive, then

P(A∪B)= P(A)+P(B)-P(A∩B)

P(A∪ 𝐵 ∪ 𝐶)= P(A)+P(B)+ P(C)- P(A∩ 𝐵) − 𝑃(𝐵 ∩ 𝐶) − 𝑃(𝐶 ∩ 𝐴) − 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶)

Problems

1. There is an experiment of tossing two dice. If A denotes the event that the sum of the number
on upper most faces is 7, find P(A).

2. There are 4 lwttwrs and 4 envelopes for them. If the letters are placed in the envelopes at
random, what is the probability that all the letters are not placed in the right envelopes.

3. Suppose that each child born is equally likely to be a boy or a girl. Consider a family with
exactly three children. Find the probability that

a) Exactly one child is a girl

b) At least two children are girls

c) No child is a girl

4. Find the probability that when a hand of 7 cards is dealt from well-shuffled deck of 52 cards.
It contains,

i) All 4 kings

ii) Exactly 3 kings

[Link] cards are drawn at random from a pack of cards. Find the probability that both the cards
are of black or they are aces
320 341 329 352
(a) 1326 (b) 1326 (c)1326 (d) 1326
 Lecture 3
Probabilty of Independent Events & Some Deduction:

Independent event:

Two events A & B are said to be independent event if P(A∩B)= P(AB)= P(A) P(B)

Some important deduction:

1. Probability of happening at least one event:

Let X,Y,Z be three independent events, then

Prob. (at least one out of X,Y,Z)= 1-P(𝑋 𝑌 𝑍)= 1- P(𝑋)𝑃(𝑌)𝑃(𝑍)

Example: A problem of statistics is given by three students A,B and C whose chances of solving
1 1 1
it are 2 , 3 & 4 respectively. What is the probability that the problem will be solved?

1 1 1
Solution: P(A)= 2 P(B)= 3 P(C)= 4

1 2 3
P(𝐴)= 2 P(𝐵) = 3 P(𝐶)= 4

Above events are independent event

123 1
P( 𝐴 𝐵 𝐶 )=P(𝐴) P(𝐵) P(𝐶)= 2 3 4 = 4
Problems

1. A speaks truth 75% cases and B in 80% cases. Find the probability that they are likely to
contradict each other in stating the same fact.

2. A can hit a target 4 times in 5 shots; B, 3 times in 4 shots and C, 2 times in 3 shots. They fire a
volley (it means one shot each). Find the probability that,

a) The target will be hit

b) It will be hit at least twice

3. Three groups of children consist of 3 girls & 1 boy, 2 girls & 2 boys and 3 boys & 1 girl. One
child is selected at random from each other. Show that the chance that the three selected consist
of 1 girl & 2 boys is 13/32.

4. A card is drawn at random from a well-shuffled pack of 52 cards. Find the probability that it is
neither an ace nor a king.
a) 11/13 b)13/12 c) 14/7 d)13/7

LECTURE- 4
Conditional Probability
The probability of the event B when it is known that the event has already occurred is called and
it is denoted by
𝐵 𝑃(𝐴∩𝐵)
P (𝐴 )= 𝑃(𝐴)

𝐴 𝑃(𝐴∩𝐵)
P(𝐵)= 𝑃(𝐵)

Remark: IF A& B are two independent events then

𝐴 𝑃(𝐴)𝑃(𝐵)
P( )= = P(A)
𝐵 𝑃(𝐵)

𝐵 𝑃(𝐵)𝑃(𝐴)
P (𝐴 )= = P(B)
𝑃(𝐴)

Example: If an odd number comes up on tossing a die, find the probability of its being prime
number.

Soln: S={1,2,3,4,5,6}, A= {1,3,5}, B= {2,3,5}

𝐵 𝑃(𝐴∩𝐵)
P (𝐴 )= 𝑃(𝐴)

We know that, 𝐴 ∩ 𝐵 = {3,5}

2 1
P(A∩ 𝐵)= 6= 3
 3 1
P(A)= =
6 2

𝐵 2
P (𝐴 )= 3

PROBLEMS

1. A box contains 4 bad and 6 good [Link] are drawn out from the box at a time. One of them
is tested and found to be good. What is the probability that the other one is also good?

2. In a certain school, 20% of the students failed in English, 15% failed in Math and 10% failed
both in English and Math. A student is selected at random. What is the probability that he also
failed in English?

3. An urn contains 10 white and 5 black balls. Two bslls are drawn from the urn after the other
without replacement. What is probability that both drawn ball are white?

4. Two cards are drawn one by one without replacement from a well-shuffled pack of 52 cards.
What is the probability that one is red queen and the other is a king of black?

5. Two dices are thrown and it is known that the numbers which came up were different. Find the
probability that the sum of the two numbers was 4.
a) 1/12 b) 1/15 c) 1/20 d) 3/28
 Chapter-5
Baye’s Theorem
Baye’s rule: If an event A occurs with any of the events B1, B2, B3….. Bn, then we can find the
probability of A by the following rule.
Suppose that B1, B2,….. Bn are mututally exclusive events whose union is the sample space S and
P(B)≠ 0, i= 1,2,…..n, then for any event A related to B1, B2,…, Bn
P(A)= P(B1) P(A/B1)

PROBLEMS
1. In 2013, there will be three candidates for the post of professor X, Y, Z whose chances of
getting the promotion are in the proportions [Link] [Link] probability that X if selected
would introduce new subjects of today’s requirement in the department is 0.35. The probability
of Y & Z doing the same are respectively 0.52 & 0.80. What is the probability that there will be
new subjects in the department in 2014?
[Link] 3 boxes containing respectively 1 white, 2 red & 3 black balls; 2 white, 3 red & 1 black
balls; 3 white, 1 red & 2 black balls. A box is chosen at random and from it two balls at random.
The two balls are one red and one white. Find the probability that these came from the first box.
3. A newly constructed bridge may fall down either due to wrong designing or by inferior
material used in construction chance that the designing is faulty is 10% and the probability of
itsd collapse if the design be faulty is 95% and that due to bad material it is 45%. If the bridge
collapses, find the chance that it was due to wring designing.
4. There 3 two coins and 1 false coin with head on both sides. A coin is chosen of random and
tosses 4 times. If head occurs all the 4 times, what is the probability that the false coin has been
chosen and used?
5. A bag contains 3 white and 6 black balls while another bag contains 6 white and 3 black balls.
A bag is selected at random and a ball is drawn. Find the probability that the ball drawn is of
white colour.
a)2/3 b) ¼ c) ½ d) ¾
 Lecture- 6
Discrete Random Variable & Probability Mass
Function

Random Variable:

A random variable is a real valued function on the sample space S of a random expreriment.
Note: The random riable sometimes called a variate.
Example: A coin is tossed three times.
𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇
S={ }
𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇
Let X denote the number of heads then,
X(S1)= 3
X(S2)= X(S3)= X(S5)= 2
X(S4)= X(S6)= X(S7)= 1

X(S8)= 0
Discrete Random Variable:
A random variable which takes finite or atmost countable number of values is called discrete
random variable.
Example: Number of head obtained when two coins are tossed.

Probability Mass Function (PMF):

Let X be a random variable defined on S taking values x1,x2,…,xn with probabilities P1,P2,…,Pn
[Link] set of values of X together with their corresponding probabilities is called PMF
on X.
Note: In PMF

i)Pi≥ 0

ii) ∑ Pi= 1
Example 1: Four bad oranges are mixed with 16 good oranges. Find probability distribution of
the number of bad oranges in drawn of two oranges.

Soln:

16 G

4B

X 0 1 2

(Number of bad oranges)

16
P C2/20C2 (16C1×4C1)/20C2 4
C2/20C2

Example 2: If we tosses two coins, then find probability distribution of the number of head.

Soln: S= {HH,HT,TH,TT}

X 0 1 2

(Number of head)

P(X) 1 2 1
4 4 4

Distribution Function

Let X be a random variable then its discrete function or cumulative distribution function (cdf) is
defined as

f(x)= ∑ PI = P(x≤ xi)

1
Example: Suppose a random variable X has a probability mass function given by P(1)= 2

1 1
P(2)= 3, P(3)= 6
Soln:

x 1 2 3

P(x) 1 1 1
2 3 6

Problems:

1. A random variable X has the following probability of X

x 0 1 2 3 4 5 6 7

P(x) 0 k 2k 2k 3k k2 2k2 7k2+k

i) Find k

ii) Evaluate P(x< 6), P(x≥ 6) & P(0<x<5)

2. In four tosses a coin if X be the number of heads. Find

1<𝑋<4
i) P(x<3) ii) P( )
𝑋>2

3. The probability density function of a variable X is:

X 0 1 2 3 4 5 6

P(X) k 3k 5k 7k 9k 11k 13k

Find P(X<4), P(X≥5), P(3<X≤6)

4.A random variable X has the following probability of X

x 0 1 2 3 4 5 6 7

P(x) 0 k 2k 2k 3k k2 2k2 7k2+k

Evaluate P(x<2)
1 1 1 7
a) 12 b) 15 c) 10 d) 28
Continuous Random Variable & Probability Density Function

Continuous Random Variable

A random variable which can take infinite number of values in an interval is known as
continuous random variable.

Example: The weight of a group of individuals.

Probability Density Function

If X is a continuous random variable, then there exist a non- negative function f(x) defined for all
xϵ(-∞, ∞) with the property that

P(XϵB)= ∫𝐵 𝑓(𝑥)𝑑𝑥

such f(x) is called probability density function.

Properties of PDF:
∞ 𝑏
i) f(x)≥ 0 ii)∫−∞ 𝑓(𝑥)𝑑𝑥 = 1 iii) P(a≤ 𝑥 ≤ 𝑏)=∫𝑎 𝑓(𝑥)𝑑𝑥

𝑥, 0 < 𝑥 ≤ 1
Example: Show that f(x)=𝑓(𝑥) = 𝑓(𝑥) = {2 − 𝑥, 1 ≤ 𝑥 ≤ 2 is PDF
0, 𝑥 > 2
∞ 1 2
Soln: ∫−∞ 𝑓(𝑥)𝑑𝑥 = ∫0 𝑓(𝑥)𝑑𝑥+ ∫1 𝑓(𝑥)𝑑𝑥

1 2
= ∫0 𝑥𝑑𝑥+ ∫1 (2 − 𝑥)𝑑𝑥

1 3
= 𝑥 + (2- 2)

=1

So, given f(x) is pdf.

Commulative Distribution Function:

The cdf F(x) for a continuous random variable X is defined for every number x by
∞
F(x)= P(x≤x)= ∫−∞ 𝑓(𝑥)𝑑𝑥

𝑥, 0 ≤ 𝑥 ≤ 1
Example: If f(x)= {2 − 𝑥, 1 ≤ 𝑥 ≤ 2 is pdf, then find cdf (F(x))
0, 𝑥 > 2

Problems:

1. Let X be a continuous random variable with p.d.f given by

 𝑎𝑥, 0 ≤ 𝑥 ≤ 1
𝑎, 1 ≤ 𝑥 ≤ 2
f(x)= {
−𝑎𝑥 + 3𝑎, 2 ≤ 𝑥 ≤ 3
0, 3 < 𝑋

i) Determine constant a ii) Complete P(X≤ 1.5)

2. Determine the value of the constant C such that f(x) is defined by

𝐶𝑥(1 − 𝑥), 0<𝑥<1

𝑓(𝑥) = {
𝑥, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

is a probability density function. Find the corresponding distribution function and P(X>1/3)
100
3. Suppose the life in hours of a certain kind of radio tube has the density f(x)= where x≥ 100
𝑥2
and zero when x<100. What is the probability that

i) None of three such tubes in a given radio set will have to be replaced during the first 150 hours
of operation.

ii) All three of the original tubes will have to be replaced during the first 150 hours.
𝑥>2
4. Let f(x)= 𝑒 −𝑥 ; x≥ 0, then find P (𝑥>1)

5. The mileage C in thousands of miles which car owners get with a certain kind of tyre is a random
1
variable having pdf f(x)= −
𝑥 , for x>0, for x≤ 0. Find the probabilities that one of these tyres
20𝑒 20
will last at most 10000 miles.

a) 0.4935 b) 0.5093 c) 0.3555 d) 0.3935