Theory of Probability

Theory of Probability
By
Dr. Brajesh Kumar Jha

Department of Mathematics and Computer Science
School of Technology
Pandit Deendayal Petroleum University
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L1-Theory of Probability
Introduction: If an experiment is repeated under essentially
homogeneous and similar conditions, we generally come
across two types of situations:
(a) The result or what is usually known as the outcome is
unique or certain. The phenomena covered under this
trial are known as deterministic or predictable
phenomena. By a deterministic phenomenon we mean
one in which the result can be predicted with certainty.
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Example:
(i)
For a perfect gas,
1
P,
i.e., PV=constant, where V
is the volume and P is the pressure of the gas, provided

the temperature remains the same.
(ii) The velocity v of a particle after time t is given by
v = u + at where u is the initial velocity and a is the
acceleration. The equation uniquely determines v if the
right hand quantities are known.
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(b) The result is not unique but may be one of the several
possible outcomes. The phenomena are unpredictable
or probabilistic.
(i) In a random toss of a uniform coin we are not sure of
getting the head or tail.
(ii) A manufacturer cannot ascertain the future demand of
his product with certainty.
(iii) A sales manager cannot predict with certainty about
the sales target next year.
(iv) If an electric tube has lasted for one year, nothing can
be predicted about its future life.
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Probability is also used informally in day to day life. We

daily come across the sentences like:
(i) Possibly, it will rain today.
(ii) There is a high chance of my getting the job next
month.
(iii) This years demand for the product is likely to exceed
that of the last years.
(iv) The odds are 3:2 in favour of getting the contract
applied for.
Probability is the science of decision making with
calculated risks in the face of uncertainty.
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Basic Terminology
1. Random Experiment: If in each trial of an experiment
conducted under identical conditions, the outcome is
not unique, but may be any one of the possible
outcomes, then such an experiment is called a random
experiment.
Example: tossing a coin, throwing a die, selecting a card
from a pack of playing cards, selecting a family out of a
given group of families, etc.
A pack of cards consists of four suits called spades,
Hearts, Diamonds and Clubs. Each suits consists of 13
cards, of which nine cards are numbered from 2 to 10, an
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ace, king, a queen, and a jack. Spades and clubs are black
faced cards, while hearts and diamonds are red faced cards.
2. Outcome: The result of a random experiment will be
called an outcome.
3. Trial and Event: Any particular performance of a
random experiment is called a trial and outcome or
combination of outcomes are termed as events.
Example:
(i)
If a coin is tossed repeatedly, the result is not unique.

We may get any of the two faces, head or tail. Thus
tossing of a coin is a random experiment or trial and
getting of a head or tail is event.
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(ii) In an experiment which consists of the throw of a six

faced die and observing the number of points that
appear, the possible outcomes are 1,2,3,4,5,6.
4. Exhaustive Events or Cases: The total number of
possible outcomes of a random experiment is known as
the exhaustive events or cases.
Example:
(i)
In tossing of a coin, there are two exhaustive cases,

viz., head and tail (the possibility of the coin standing
on an edge being ignored).
(ii) In throwing of a die, there are 6 exhaustive cases since
any one of the 6 faces 1,2,6 may come uppermost.
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(iii) In drawing two cards from a pack of cards, the

exhaustive number of cases is 52C2, since 2 cards can
be drawn out of 52 cards in 52C2 ways.
(iv) In throwing of two dice, the exhaustive number of
cases is
62 = 36
, since any of the numbers 1 to 6 on the
first die can be associated with any of the 6 numbers

on the other die. In general, in throwing n dice, the
exhaustive number of cases is 6n .
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5. Favourable Events of Cases: The number of cases

favourable to an event in a trial is the number of
outcomes which entail the happening of the event.
Example:
(i)
In drawing a card from a pack of cards the number of

cases favourable to drawing of an ace is 4, for drawing
a spade is 13 and for drawing a red card is 26.
(ii) In throwing of two dice, the number of cases

favourable to getting the sum 5 is:
(1,4),(4,1),(2,3),(3,2), i.e., 4
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6. Mutually Exclusive Events: Events are said to be

mutually exclusive or incompatible if the happening of
any one of them precludes the happening of all the
others, i.e., if no two or more of them can happen
simultaneously in the same trial. For example
(i)
In throwing a die all the 6 faces numbered 1 to 6 are

mutually exclusive since if any one of these faces
comes, the possibility of others, in the same trial, is
ruled out.
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(ii) Similarly in tossing a coin the events head and tail are
mutually exclusive.
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7. Equally likely Events: Outcomes of trial are said to be

equally likely if taking into consideration all the
relevant evidences, there is no reason to expect one in
preference to the others. For example,
(i)
In a random toss of an unbiased or uniform coin, head

and tail are equally likely events.
(ii) In throwing an unbiased die, all the six faces are

equally likely to come.
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8. Independent Events: several events are said to be

independent if the happening (or non-happening) of an
event is not affected by the supplementary knowledge
concerning the occurrence of any number of the
remaining events. For Example
(i)
In tossing an unbiased coin, the event of getting a head

in the first toss is independent of getting a head in the
second, third and subsequent throws.
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(ii) When a die is thrown twice, the result of the first

throw is independent of getting a head in the second
throw.
(iii) If we draw a card from a pack of well-shuffled cards
and replace it before drawing the second card, the
result of the second draw is independent of the first
draw. But, however, if the first card drawn is not
replaced then the second draw is dependent on the first
draw.
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Mathematical Probability
Definition: If a random experiment or a trial results in n
exhaustive, mutually exclusive and equally likely outcomes
(or cases), out of which m are favourable to the occurrence of
an event E, then the probability p of occurrence (or
happening) of E, usually denoted by P(E), is given by:
p = P( E ) =
Number of favourable cases

m
=
Total number of exhaustice cases
n
Remark:
(i)
Since
m 0, n 0
and
mn
so
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P ( E ) 0 and P ( E ) 1 0 P( E ) 1
(ii) Sometimes m/n is expressed by saying that the odds

in favour of E are m: (n-m) or the odds against E are
(n-m) : m.
(iii) The non-happening of the event E is called the
complementary event of E and is denoted by
E or E c .
E or E c ,
i.e., non
The number of cases favourable to
happening of E is (n-m). then the probability q that E

will not happen is given by:
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q = P ( E )=
nm
m
= 1 = 1 p p + q = 1
n
n
(iv) Probability p of the happening of an event is also

known as the probability of success and the probability
q of the non- happening of the event as the
probability of failure, i.e., (p+q=1)
(v) If
P( E ) = 1
P( E ) = 0
then E is called a certain event and if
, E is called an impossible event.
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Q1. What is the chance that a leap year selected at random

will contain 53 Sundays?
Ans: 2/7
Q2. Two unbiased dice are thrown. Find the probability
that:
(i)
Both the dice show the same number,
Ans: 1/6.
(ii) The first die shows 6,
Ans: 1/6.
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(iii) The total of the numbers on the dice is 8,

Ans: 5/36
(iv) The total of the numbers on the dice is greater than 8,
Ans: 5/18.
(v) The total of the numbers on the dice is 13,
Ans: 0
(vi) The total of the numbers on the dice is any numer from
2 to 12, both inclusive.
Ans: 1.
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Q3. Among the digits 1,2,3,4,5 at first one is chosen and

then a second selection is made among the remaining four
digits. Assuming that all twenty possible outcomes have
equal probabilities, find the probability that an odd digit will
be selected
(i)
The first time
(ii) The second time

(iii) Both times
Ans: (i) 3/5 (ii) 3/5 (iii) 3/10
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Q4. From 25 tickets, marked with first 25 numerals, one is

drawn at random. Find the chance that
(i)
It is multiple of 5 or 7,
Ans: 8/25
(ii) It is multiple of 3 or 7,
Ans: 2/5
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L2-Permutations and Combinations

Permutations: Given n different things (elements or
objects), we may arrange them in a row in any order. Each
such arrangement is called a permutations of the given
things. For example we have 6 permutations of the three
letters a, b, c, namely, abc, acb, bac, bca, cab, cba,
Theorem1. The number of permutations of n different
things taken all at a time is n!=1.2.3.n
Example 1. If there are 10 different screws in a box that
needed in a certain order for assembling a certain product,
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and these screws are drawn at random from the box, the
probability P of picking them in the desired order is very
small, namely
P=
1
1
=
= 0.00003 %
10 3628800
When not all given things are different, we obtain for their
number of permutations as follows
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Theorem2. If n given things can be divided into c classes

such that things belonging to the same class are alike while
things belonging to different classes are different, then the
number of permutations of these things taken all at a time is,
n!
n1! n 2 !........n c !
n1 + n2 . + ....... + nc = n
Where nj is the number of things in the jth class.
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Example:
In
how
many
ways
can
the
letters
of
REARRANGE be permuted?
Solution: There are nine letters with three Rs, two As and
two Es. the number of permutations is.
9! 9.8.7.6.5.4.3.2.1
=
= 15120
3!2!2!
3.2.1.2.1.2.1
Example2: If a box contains 6 red and 4 blue balls, the

probability of drawing first the red and then the blue balls is.
P=
6.4
10.9
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Theorem 3: The number of different permutations of n

different things taken k at a time without repetition is
n ( n 1)( n 2).....( n k + 1) =
n!
( n k )!
(3a)
And with repetitions is nk .
(3b)
Example: In a coded telegram the letters are arranged in

groups of five letters, called words, from (3b) we see that the
number of different such word is
26 5 = 11881376
. From (3a)
it follows that the number of different such words containing

each letter no more than once is,
26!
= 7893600 .
( 26 5)!
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Combinations: In a permutation, the order of the selected

things is essential. In contrast, a combination of given things
means any selection of one or more things without regard to
order.
There are two kinds of combinations:
(i)
The number of combinations of n different things,

taken k at a time without repetitions is the number
of sets that can be made up from the n given things,
each set containing k different things and no two sets
containing exactly the same k things.
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(ii) The number of combinations of n different things,

taken k at a time, with repetitions is the number of
sets that can be made up of k things chosen from the
given n things, each being used as often as desired.
For Example: There are three combinations of the three
letters a, b, c, taken two letters at a time, without
repetitions, are ab, ac, bc, and six such combinations with
repetitions, are ab, ac, bc, aa, bb, cc.
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Theorem 4: The number of different combinations of n

different things, k at a time, without repetition is
n Ck =
n!
n( n 1)( n 2).....( n k + 1)
=
k! ( n k )!
1.2......k
The number of those combinations with repetitions is
(4a)
n + k 1
Ck
Ex 5: The number of samples of five light bulbs that can be

selected from a lot of 500 bulbs is
500 C 5 =
500!
500 .499 .498 .497 .496
=
= 2552446876 00
5! 495!
1 .2.3 .4.5
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Theorem 5:
n Pk =
n Ck =
Or
n!
= k! n C k
( n k )!
Pk
k!
Example 6: A student has seven books on his desk. In how

many different ways can he select a set of three?
Solution: Since the order is not important, this is a
combination problem:
7 C3 =
P3 7.6.5
=
= 35
3!
3.2.1
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Example 7. In how many ways can a committee of four be

selected from a group of ten people?
Solution:
P4
= 210
10 C 4 =
4!
10
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Example 8. Four cards are drawn at random from a pack of

52 cards. Find the probability that
(i)
They are a king, a queen, a jack and a 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.
(8b) In shuffling a pack of cards, four are accidentally
dropped, find the chance that the missing cards should be
one from each suit.
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Solution: Four cards can be drawn from a well-shuffled

pack of 52 cards in
52
C4 ways, which gives the exhaustive
number of cases.
(i)
1 king can be drawn out of the 4 king in 4C1 ways.

Similarly, 1 queen, 1 jack and an ace can each be
drawn in 4C1 = 4 ways. Since any one of the ways of
drawing a king can be associated with any one of the
ways of drawing a queen, a jack and an ace, the
favourable number of cases are 4C1x4C1x4C1x4C1.
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Hence the required probability =

4
(ii) Required probability =
C1 4 C1 4 C1 4 C1
52
C4
= 256/52C4
C2 4 C2
52
C4
(iii) Since there are 26 black cards (of spades and clubs)
and 26 red cards (of diamonds and hearts) in a pack of
26
cards, the required probability =

13
(iv) Required probability =

13
(8b) Required probability =

C 2 26 C 2
52
C4
C 2 13 C 2
52
C4
C1 13 C1 13 C1 13 C1
52
C4
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Theorems on Probability
Theorem 1 If A is any event defined on finite sample space
U, then P ( A') = 1 P( A)
Where A is the complementary event of A.
Theorem 2
0 P ( A) 1
Theorem 3(a): Addition theorem of probability or

theorem of Total Probability.
If A and B are two events which are not disjoint defined on
a finite sample space U, then P( A U B ) = P ( A) + P(B ) P ( A I B )
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Remark1. If A and B are mutually exclusive events (i.e.

disjoint events) then
AI B =
2. If A and B are mutually exclusive and exhaustive events,

then
AU B =U
and
AI B =
Theorem 3(b): If A, B, C are three events defined on finite

sample space U, then
P( A U B U C ) = P( A) + P(B ) + P(C ) P( A I B ) P(B I C ) P(C I A) + P( A I B I C )
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Example1. Two people are selected at random from a group

of seven men and five women. Find the probability that both
men or both are women.
Ans: 31/66
Example2. A card is drawn at random from a pack of 52
cards. What is the probability that the card is a spade or a
king?
Ans: 4/13
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Example 3. Two unbiased dice are tossed simultaneously.

Find the probability that sum of numbers on the upper face of
dice is 9 or 12.
Ans: 5/36
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Conditional Probability
Let A and B be two events of finite sample space U. The
probability that B occurred given that A has occurred is
denoted by P(B/A) and is called conditional probability.
Theorem 1 If A and B are any two events of a finite sample
space U, then show that
P (B / A ) =
P( A I B )
,
(
)
P A
P ( A) > 0
P( A / B ) =
P( A I B )
,
P (B )
P (B ) > 0
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Theorem 2 Multiplication Theorem of Probability or

Theorem of Compound Probability:
If the probability of an event A happening as a result of trial
is P(A) and after A has happened that probability of an
event B happening as a P(B/A), then the probability of both
the events A and B happening as a result of two trial is
P(AB) or
P ( A I B ) = P ( A).P (B / A)
OR
P ( A I B ) = P (B ).P ( A / B )
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Independent Events: If neither of two events A and B

affects the probability of happening of the other, we say that
they are independent.
Remarks: 1. The event A and B are independent if
P ( A / B ) = P ( A).
or
P (B / A ) = P (B ).
Otherwise A and B are dependent.

2. If A and B are independent, then
P ( A I B ) = P ( A).P (B )
P( A1 I A2 ........ An ) = P( A1 ).P( A2 ).......P( An )
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Example 1 Suppose a packet of 10 razor blades has 2

defective blades in it. Two blades are drawn from the packet
one after another without replacement. Find the probability
that both blades drawn are defective.
Solution: Let E1 be the event that first blade drawn is
defective and E2 the event that second blade drawn is
defective. Here E1 and E2 are independent events and
P(E1 ) =
Hence
2
1
. and P(E 2 / E1 ) = .
10
9
P(E1 I E 2 ) = P(E1 ). P(E 2 / E1 ) =
2 1 1
. = .
10 9 45
Page 43
Example 2 Two cards are drawn from a bridge deck,

without replacement. What is the probability that the first is
an ace and the second is a king?
Solution:
4
4 4
=
52 51 663
Page 44
Example 3: An urn contains 10 black and 10 white balls.

Find the probability of drawing two balls of the same
colour.
Ans: 9/19
Example 4: A bag contains four white and two black balls
and a second bag contains three of each colour. A bag is
selected at random, and a ball is then drawn at random from
the bag chosen. What is the probability that the ball drawn
is white?
Ans 7/12
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Example 5:
Three machines I,II and III manufacture
respectively 0.4,0.5 and 0.1, of the total production. The

percentage of defective items produced by I, II and III is 2,
4 and 1 percent respectively. For an item chosen at random,
what is the probability it is defective ?
Ans : 0.029
Page 46
Example 3 Five salesmen A, B, C, D and E of a company

are considered for a three member trade delegation to
represent the company in an international trade conference.
Construct the sample space and find the probability that:
(i)
A is selected.
(ii) A is not selected, and

(iii) Either A or B (not both) is selected.
(Assume the natural assignment of probability)
Page 47
Solution: The sample space for selecting three salesmen out

of 5 salesmen A, B, C, D and E for the trade delegation is
given by:
S= {ABC, ABD, ABE,}
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L4 - Bayess Theorem
If
E, E, E,.E are mutually disjoint events with
P(Ei ) 0, (i = 1,2,3,......., n)
then for any arbitrary event A which
is a subset of
U Ei
i 1
such that P( A) > 0 , we have

P(Ei / A) =
P(Ei )P( A / Ei )
n
P(E )P( A / E )
i
i =1
Page 49
Example 1. Suppose that a product is produced in three

factories X, Y, and Z. It is known that factory X produces
thrice as many items as factory Y, and that factories Y and
Z produce the same number of items. Assume that it is
known 3 percent of the items produced by each of the
factories X and Z are defective while 5 percent of those
manufactured by factory Y are defective. All the items
produced in the three factories are stocked, and an item of
product is selected at random.
(i)
What is the probability that this item is defective?
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(ii) If an item selected at random is found to be defective,

what is the probability that it was produced by factory
X, Y and Z respectively ?
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Example 2. In 2002 there will be three candidates for the

position of principal Mr. Chatterji, Ayangar and Dr. Singh
whose chances of getting the appointment are in the
proportion 4:2:3 respectively. The probability that Mr.
Chatterji if selected would introduce co-education in the
college is 0.3. The probabilities of Mr. Ayangar and Dr.
Singh doing the same are respectively 0.5 and 0.8.
(i)
What is probability that there will be co-education in

the college in 2003?
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(ii) If there is coeducation in the college in 2003, what is

the probability that Dr. Singh is the principal.
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Example 3. The probability of X, Y and Z becoming

managers are 4/9, 2/9 and 1/3 respectively. The probabilities
that the Bonus Scheme will be introduced if X, Y, and Z
becomes managers are 3/10, and 4/5 respectively.
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L5
Example 1. What is the probability of getting 9 cards of
the same suit in one hand at a game of bridge?
13
Ans: Required Probability =
C 9 39 C 4 4
52
C13
Example 2. A man is dealt 4 spade cards from an

ordinary pack of 52 cards. If he is given three more
cards, find the probability p that at least one of the
additional cards is also a spade.
Page 55
39
C3
1 48
C3
Example 3. A committee of 4 people is to be appointed

from 3 officers of the production department, 4 officers
of the purchage department, 2 officers of the sales
department and 1 chartered accountant. Find the
probability of forming the committee in the following
manner:
(i)
There must be one from each category.
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(ii) It should have at least one from the purchase

department.
(iii) The chartered accountant must be in the committee.
4
Ans: (i) Required Probability =
C1 3 C1 2 C1 1
24
=
10
210
C4
(ii) P(committee has no purchase officer)
15
1
=
210 14
P(committee has at least one purchase officer)

=1
(iii)
1 13
=
14 14
1 9 C 3 = 84
Page 57
Example 4: An urn contains 6 white, 4 red and 9 black

balls. If 3 balls are drawn at random, find the probability
that:
(i)
Two of the balls drawn are white,
(ii) One is of each colour,

(iii) None is red,
(iv) At least one is white.
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Ans:
(i)
C 2 13 C1
19
C3
C1 4 C1 9 C1
19
C3
Required Probability =
(ii) Required Probability =
15
(iii) Required Probability =
C3
19
C3
13
(iv) Required Probability =
C3
19
C3
Page 59
Example 5. In a random arrangement of the letters of

the word COMMERCE, find the probability that all
the vowels come together.
6! 3!
8!
3
=
2! 2! 2!
2! 2! 2!
28
Page 60
Example
6.
If
the
letters
of
the
word
REGULATIONS, be arranged at random, what is

the chance that there will be exactly 4 letters
between R and E ?
Page 61
Ans: The word REGULATIONS consists of 11 letters.

The two letters R and E can occupy
11
P2 = 11 10 = 110
positions.
The number of ways in which there will be exactly 4 letters
between R and E are enumerated below:
(i)
R is in the 1st place and E is in the 6th place.
(ii) R is in the 2nd place and E is in the 7th place.

(iii) R is in the 3rd place and E is in the 8th place.
(iv) R is in the 4th place and E is in the 9th place.
(v) R is in the 5th place and E is in the 10th place.
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(vi) R is in the 6th place and E is in the 11th place.

Since R and E can interchange their positions, the required
number of favourable cased is 12.
The required probability
12
6
=
110 55
Page 63
Example 7. What is the probability that four Ss come

consecutively in the word MISSISSIPPI ?
Ans: Total number of permutations of the 11 letters of the
word MISSISSIPPI in which 4 are of one kind (S), 4 of
other kind (I), 2 of third kind (P) and 1 of fourth kind (M)
are
11!
4! 4! 2! 1!
Following are the 8 possible combinations of 4 Ss coming

consecutively:
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(i)
S S S S . . . . . . .
(ii)
. S S S S . . . . . .
(iii)
. . S S S S . . . . .
(iv)
. . . S S S S .
(v)
. . . . S S S S
(vi)
. . . . . S S S S
. . .
(vii) . . . . . . S S S S
(viii) . . . . . . . S S S S
Page 65
Since each of the cases, the total number of arrangement of

the remaining 7 letters, MIIIPPI of which 4 are of one kind , 2
of other kind and one of third kind are
7!
11!
4
=
4! 2! 1! 4! 4! 2! 1! 165
Example 8 Twenty-five books are placed at random in a shelf.

Find the probability that a particular pair of books shall be :
(i)
Always together
(ii) Never together

Ans: (i)
24! 2! 2
=
25!
25
(ii)
24! 23 23
=
25!
25
Page 66
Example 9 n persons are seated on n chairs at a round

table. Find the probability that two specified persons are
sitting next to each other.
Ans:
2
n 1
Page 67
L6 Random Variable
Definition: A function whose domain is the set of possible
outcomes, and whose range is a subset of the set of reals.
Such a function is called a random variable.
A real number X connected with the outcome of a random
experiment E. For example, if E consisits of two tosses the
random variable which is the number of heads (0, 1 or 2).
Outcome:
HH
HT
TH
TT
Value of X
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Let S be the sample space associate with a given random
experiment. A real- valued function defined on S and taking

values in R ( , ) is called a one dimensional random
variable.
If the function values are ordered pairs of real numbers
(vectors in two- space), the function is said to be a two

dimensional random variable.
More generally, an n-dimensional random variable is
simply a function whose domain is S and whose range is a

collection of n-tuples of real numbers (vectors in n-space).
Page 69
Mathematical and rigorous definition of the random

variable: Let us consider the probability space, the triplet (S,
B, P), where S is the sample space, B is the -field of subsets
in S, and P is a probability function on B.
A random variable is a function X() with domain S and
range ( , ) such that for every real number a, the event
[ : X ( ) a] B .
Example 1: If a coin is tossed, then
1, if = H
S = [1 , 2 ] , where 1 = H , 2 = T ; X ( ) = 0, if = T
Page 70
X(w) is a Bernoulli random variable. Here X(w) takes

only two values.
Example 2: An experiment consists of rolling a die and
reading the number of points on the upturned face. The most
natural r.v. X to consider is
X ( ) = ; = 1, 2, ....6
If we are interested in knowing whether the number of

points is even or odd, we consider a random variable Y
defined as follows:
0, if = is even
Y ( ) =
1, if = is odd
Page 71
Example 3: If a pair of fair dice is tossed then

S = {1, 2, 3, 4, 5, 6} {1, 2, 3, 4, 5, 6} and n(S) = 36. Let X be a random
variable with image set X (S ) = {1, 2, 3, 4, 5, 6}.

Remarks:
1. A function X ( ) from S to R ( , ) is a r.v. if and only if for
real a, { = X ( ) < a} B .
2. If X1 and X2 are random variables and C is a constant then
CX1 , X1+X2, X1 .X2 are also random variables.
3. If X is a random variable then
(i)
1
1
( ) = if X ( ) = 0 ,
,
where
X
X
Page 72
(ii)
X + ( ) = max {0, X ( )}
(iii) X ( ) = min {0, X ( )}

(iv)
X are random variables.
4. If X1 and X2 are random variables then max[X 1 , X 2 ] and

min[X 1 , X 2 ] are also random variables.
5.If X is a r.v. and f(.) is a continuous function, then f(X) is a r.v.

6.If X is a r.v. and f(.) is a increasing function, then f(X) is a r.v.
7. If f is a function of bounded variations on every finite interval
[a, b] and X is a r.v. then f(X) is a r.v.
Page 73
Distribution Function : Let X be a r.v. The function F defined

for all real x by F (x ) = P( X x ) = P{ : X ( ) x}, < x <
is called the distribution function (d.f) of the r.v. (X).

Remark: A distribution function is called the cumulative
distribution function. The domain of the distribution function
is ( , ) and its range is [0, 1].
Page 74
Properties of Distribution Function:

1. If F is the d.f. of the r.v. X and if a < b, then
P(a < X b ) = F (b ) F (a ).
(i)
P(a X b ) = P( X = a ) + F (b ) F (a ).
(ii)
P(a < X < b ) = F (b ) F (a ). P( X = b )
(iii)
P(a X < b ) = F (b ) F (a ). P( X = b ) + P( X = a )
2. If F is d.f. of one-dimensional r.v. X, then

(i)
0 F (X ) 1
(ii)
F ( x ) < F ( y ) if x < y.
3. If F is d.f. of one dimensional r.v. X , then

F ( ) = lim F ( x ) = 0. and F () = lim F ( x ) = 1.
x
x
Page 75
Discrete Random Variable:

A variable which can assume only a countable number of real
values and for which the value which the variable takes
depends on chance, is called a discrete random variable.
A real valued function defined on a discrete sample space
is called a discrete random variable.
Example: marks obtained in a test,
number of accidents per month,
number
of
telephone
calls
per
unit
time,
number of successes in n trials, and so on.

Page 76
Probability Mass Function: If X is a one dimensional

discrete random variable taking at most a countably infinite
number of values x1, x2, then its probabilistic behavior
at each real point is described by a function called the
probability mass function (or discrete density function).
Definition: If X is a discrete random variable with distinct
values x1, x2, then the function p(x) defined as
P ( X = xi ) = pi if x = xi
p X (x) =
if x xi ; i =1, 2, ..
0,
is called the probability mass function of r.v. X.

Page 77
Remarks: The number p(xi); I = 1, 2, must satisfy the

following conditions
(i)
p(xi ) 0 i,
p(xi ) = 1
(ii)
i =1
1. The set of values which X takes is called the spectrum

of the random variable.
2. For discrete r.v., a knowledge of the probability mass
function enables us to compute probabilities of arbitrary
events.
Page 78
Example 1: A random variable X has the following

probability function:
Values of X,x:
p(x)
2k
2k 3k
(i)
k2 2k2
7
7k2+k
Find k
(ii) Evaluate P( X
(iii)
< 6), P( X > 6), and P(0 < X < 5),
1
If P( X a ), > 2 , find the minimum value of a,
(iv) Determine the distribution function of X.
Page 79
Solution:
7
(i)
p( x ) = 1
Since
x =0
10k + 9k 1 = 0
2
k + 2k + 2k + 3k + k 2 + 2k 2 + 7k 2 + k = 1
1
(10k 1)(k + 1) = 0 k =
or 1
10
Since p(x) cannot be negative, k=-1 is rejected. Hence

k = 1/10.
Values of X,x:
p(x)
1
10
2
10
2
10
3
10
1
2
100 100
7
17
100
Page 80
(ii)
P( X < 6), = P( X = 0) + , P( X = 1) + ..... + P( X = 5) =
1 2 2 3
1
+ + + +
10 10 10 10 100
81
=
100
P( X > 6) = 1 P( X < 6) = 1
81
19
=
100 100
P(0 < X < 5), = P( X = 1) + , P( X = 2) + P( X = 3) + P( X = 4) = 8k
(iii)
P( X a ) >
4
5
1
By trial, we get a = 4
2
Page 81
(iv) The distribution function FX(x) of X is given by in

the adjoin Table.
Values
of 0
p(x)
3k 5k 8k 8k+k2 8k+3k2 10k2+9k
FX(x)
1
10
3
10
X,x:
5
10
4
5
81
100
83
100
Page 82
Example 2: If,
x
; x =1, 2, 3, 4, 5
p(x ) = 15
P( X = 1 or 2) , and
0, elsewhere find (i)
5
P < X <
X > 1
(ii) 2
2
Solution:
(i)
(ii)
P( X = 1 or 2) = P( X = 1) + P( X = 2) =
5
P < X <
X > 1
2
2
1
2 1
+
=
15 15 5
5
P < X < I ( X > 1)
2
2
=
P ( X > 1)
P {( X = 1 or 2) I ( X > 1)}
P( X = 2)
2 / 15
1
=
=
=
P ( X > 1)
1 P( X = 1) 1 (1 / 15) 7
Page 83
Example 3: Two dice are rolled. Let X denote the random

variable which counts the total number of points on the
upturned faces, Construct a table giving the non-zero values
of the probability mass function and draw the probability
chart. Also find the distribution function of X.
Page 84
Solution: If both dice are unbiased and the two rolls are
independent, then each sample point of sample space S has
probability 1/36. Then
p(2) = P( X = 2) = P{(1,1)} =
1
36
p(3) = P( X = 3) = P{(1,2), (2,1)} =
2
36
3
p(4) = P( X = 4) = P{(1,3), (2,2), (3,1)} =
36
p(5) = P( X = 5) = P{(1, 4), (2, 3), (3, 2), (4,1)} =
4
36
Page 85
p(11) = P( X = 11) = P{(6, 5), (5, 6)} =
2
36
1
p(12) = P( X = 12) = P{(6, 6)} =
36
These values are summarized in the following probability

table:
X:
2
3
4
5
6
7
p(x)
1/36
2/36
3/36
4/36
5/36
6/36
X
8
9
10
11
12
p(x)
5/36
4/36
3/36
2/36
1/36
Page 86
L7-Continuous Random Variable

A random variable X is said to be continuous if it can take all
possible values (integral as well as fractional) between certain
limits.
A random variable is said to be continuous when its different
values cannot be put in 1-1 correspondence with a set of
positive integers.
A continuous random variable is a random variable that can
be measured to any desired degree of accuracy.
Example : age, height, weight, etc.
Page 87
Probability Density Function: Consider the small interval (x,

x+dx) of length dx round the point x. let f(x) be any
continuous function of x so that f(x)dx represents the
probability that X falls in the infinitesimal interval (x, x+dx).
Symbolically, P(x X x + dx) =
f X (x )dx
p.d.f. fX(x) of the r.v. is

defined as
P(x X x + dx)
f X (x) = lim
x0
x
Page 88
The probability for a variate value to lie in the interval dx is

f(x)dx and hence the probability for a variate value to fall in
the finite interval [ , ] is :
P( X ) =
f (x )dx
Which represents area between the curve

the ordinates at
x =
and
x=
y = f (x )
, x-axis and
.
b
The total probability is unity: a f (x )dx = 1 , where [a, b] is the

range of the random variable X.
Page 89
The range of the variable may be finite or infinite.

Important Remark: (Difference between Discrete and
Continuous Random Variable):
Page 90
Various Measures of Central Tendency, Dispersion,

Skewness and Kurtosis for Continuous Probability
Distribution: Let fX(x) or f(x) be the p.d.f. of a r.v. X, where
X is defined from a to b. then
b
x f (x )dx
(i)
Arithmetic Mean =
(ii)
1
Harmonic Mean : =
H
a
b
1
a x f (x )dx
b
(iii)
Geometric Mean log G =
log x f (x )dx
a
Page 91
(iv)
r' (about origin ) =
r
x
f (x )dx
a
(v)
Page 92
Example 1: The diameter of an electric cable, say X, is

assumed to be a continuous random variable with p.d.f.:
f ( x ) = 6 x(1 x ), 0 x 1
(i)
Check that f(x) is p.d.f. and
(ii) Determine a number b such that P( X
< b ) = P( X > b )
Example 2: A continuous random variable X has a p.d.f.

f (x ) = 3x 2 , 0 x 1
Find a and b such that

(i)
P( X a ) = P( X > a )
(ii)
P( X > b ) = 0.05
Page 93
Continuous Distribution Function:

If X is a continuous random variable with the p. d. f. f(x),
then the function
FX (x ) = P( X x ) =
f (t ) dt,
< x <
is called the distribution function (d. f.) or sometimes the

cumulative distribution function (c. f. d.) of the random
variable X.
Page 94
Properties of Distribution Function:

1.
0 F ( X ) 1, < x <
2. F(x) is non-decreasing function of x.

3. F(x) is a continuous function of x on the right.
4. The discontinuities of F(x) are at the most countable.
b
P(a X b) =
5. It is denoted as
6. Similarly P(a < X
7.
F ' (x) =
f (x)dx = f (x)dx
a
f (x)dx
P( X b) P( X a ) = F (b) F (a )
< b ) = P(a < X b ) = P(a X < b ) = F (b ) F (a )
d
F (x ) = f (x ) dF (x ) = f (x )dx
dx
Page 95
Example: verify that following is a distribution function:

, x < a
0
1 x
F ( X ) = + 1 , a x a
2 a
1
, x>a
Example: The diameter, say X, of an electric cable, is

assumed to be continuous random variable with p.d.f.
f (x ) = 6 x(1 x ), 0 x 1
(i)
Check that the above is a p.d.f.
(ii) Obtain an expression for the c. d. f. of X.,
Page 96
(iii) Compute
1 1
2
P X
X
2
3
3
(iv) Determine the number k such that P( X
< k ) = P( X > k )
Page 97
Mathematical Expectation
The expected value
of a discrete random variable is a
weighted average of all possible values of the
Page 98
Page 99
Page 100

Theory of Probability

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Theory of Probability

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Theory of Probability

Dr. Brajesh Kumar Jha

Dr. Brajesh Kumar Jha

For a perfect gas,

i.e., PV=constant, where V

is the volume and P is the pressure of the gas, provided

Dr. Brajesh Kumar Jha

Dr. Brajesh Kumar Jha

Probability is also used informally in day to day life. We

Dr. Brajesh Kumar Jha

If a coin is tossed repeatedly, the result is not unique.

Dr. Brajesh Kumar Jha

(ii) In an experiment which consists of the throw of a six

In tossing of a coin, there are two exhaustive cases,

Dr. Brajesh Kumar Jha

(iii) In drawing two cards from a pack of cards, the

, since any of the numbers 1 to 6 on the

first die can be associated with any of the 6 numbers

Dr. Brajesh Kumar Jha

5. Favourable Events of Cases: The number of cases

In drawing a card from a pack of cards the number of

(ii) In throwing of two dice, the number of cases

6. Mutually Exclusive Events: Events are said to be

In throwing a die all the 6 faces numbered 1 to 6 are

Dr. Brajesh Kumar Jha

Dr. Brajesh Kumar Jha

7. Equally likely Events: Outcomes of trial are said to be

In a random toss of an unbiased or uniform coin, head

(ii) In throwing an unbiased die, all the six faces are

Dr. Brajesh Kumar Jha

8. Independent Events: several events are said to be

In tossing an unbiased coin, the event of getting a head

Dr. Brajesh Kumar Jha

(ii) When a die is thrown twice, the result of the first

Dr. Brajesh Kumar Jha

Number of favourable cases

Dr. Brajesh Kumar Jha

(ii) Sometimes m/n is expressed by saying that the odds

The number of cases favourable to

happening of E is (n-m). then the probability q that E

Dr. Brajesh Kumar Jha

(iv) Probability p of the happening of an event is also

Dr. Brajesh Kumar Jha

then E is called a certain event and if

, E is called an impossible event.

Q1. What is the chance that a leap year selected at random

Both the dice show the same number,

(iii) The total of the numbers on the dice is 8,

Q3. Among the digits 1,2,3,4,5 at first one is chosen and

The first time

(ii) The second time

Dr. Brajesh Kumar Jha

Q4. From 25 tickets, marked with first 25 numerals, one is

Dr. Brajesh Kumar Jha

L2-Permutations and Combinations

Dr. Brajesh Kumar Jha

Theorem2. If n given things can be divided into c classes

Where nj is the number of things in the jth class.

Dr. Brajesh Kumar Jha

Example2: If a box contains 6 red and 4 blue balls, the

Dr. Brajesh Kumar Jha

Theorem 3: The number of different permutations of n

And with repetitions is nk .

Example: In a coded telegram the letters are arranged in