Course Title: Probability and Statistics

Course Code: MAT 361

Prof. Dr. Md. Atiqul Islam

M.Sc. (SUST, BD), M.Sc. (UHasselt, BE), Ph.D. (RuG, NL)

Professor
Dept. of Statistics, JnU, Dhaka
&
Adjunct Faculty
Dept. of Mathematics and Physics
North South University, Bangladesh
E-mail: [email protected]
[email protected]
Lecture: 7 (Review of Chapter: 1-2)
▷ Find the sample space for drawing one card from an ordinary
deck of cards.
▷ Solution: Since there are 4 suits (hearts, clubs, diamonds, and
spades) and 13 cards for each suit (ace through king), there are
52 outcomes in the sample space.

2
Probability Values
▷ The likelihoods of particular experimental outcomes actually
occurring are found by assigning a set of probability values to each
of the elements of the sample space.

3
Complement of an Event
▷ The complement of event 𝑨𝑨 is defined to be the event
consisting of all sample points that are not in 𝑨𝑨.
▷ The complement of 𝑨𝑨 is denoted by 𝐴𝐴𝑐𝑐 𝑜𝑜𝑜𝑜 𝐴𝐴′ .

▷ Suppose, we have one event A, then the chance of not getting

A event is defined as
𝑃𝑃 𝐴𝐴′ = 1 − 𝑃𝑃 𝐴𝐴 , 𝐴𝐴 ∈ 𝑆𝑆
▷ Keyword: Not 4
Mutually Exclusive Events
▷ Mutually Exclusive Events: It is the event where two possible
events cannot occur simultaneously.
▷ Two events are said to be mutually exclusive if the events have no
sample points in common. That is, two events are mutually exclusive
if, when one event occurs, the other cannot occur.
▷ Toss a coin, H and T cannot occur in a single random experiment. It
is written as 𝑃𝑃(𝐻𝐻 ∩ 𝑇𝑇) = 0.
Sample
Space S

Event A Event B

▷ Equally like events: Two events has equal chance of being occur.
Toss a coin, 𝑃𝑃(𝐻𝐻) = 𝑃𝑃(𝑇𝑇) = 0.5.
5
Union of Events
▷ The event 𝐴𝐴 ∪ 𝐵𝐵 is the union of events 𝐴𝐴 and 𝐵𝐵 and consists of
the outcomes that are contained within at least one of the
events 𝐴𝐴 and 𝐵𝐵.
▷ That is, with events 𝐴𝐴 and 𝐵𝐵, we are interested in knowing the
probability that event A or event B or both occur.
▷ Suppose, we have two events 𝐴𝐴 and 𝐵𝐵 (𝐴𝐴, 𝐵𝐵 ∈ 𝑆𝑆). The chance
of occurring A or B is written as
𝑃𝑃 𝐴𝐴 ∪ 𝐵𝐵 = 𝑃𝑃 𝐴𝐴 + 𝑃𝑃 𝐵𝐵 − 𝑃𝑃 𝐴𝐴𝐴𝐴 ,
If two events are not mutually exclusive.
𝑃𝑃 𝐴𝐴 ∪ 𝐵𝐵 = 𝑃𝑃 𝐴𝐴 + 𝑃𝑃 𝐵𝐵 ,
If two events are mutually exclusive.
▷ Keywords: Or, At least
6
Probability Values
▷ Example: If a red dice and a blue dice are thrown, with each of the
36 outcomes. Let 𝐵𝐵 be the event that at least one 6 is obtained on the
two dice. What is the probability of 𝐵𝐵?
Solution:

11
𝑃𝑃 𝐵𝐵 =
36

7
Probability Theory
▷ Example: Three types of batteries are being tested, type I, type II, and type
III. The outcome (I, II, III) denotes that the battery of type I fails first, the
battery of type II next, and the battery of type III lasts the longest. The
probabilities of the six outcomes are given in Figure. What is the probability
that
a) the type I battery lasts longest?
b) the type I battery lasts shortest?
c) the type I battery does not last longest?
d) the type I battery lasts longer than the type II battery?

8
Probability Theory
▷ Example: Three types of batteries are being tested, type I, type II, and type III. The
outcome (I, II, III) denotes that the battery of type I fails first, the battery of type II
next, and the battery of type III lasts the longest. The probabilities of the six outcomes
are given in Figure. What is the probability that
a) the type I battery lasts longest?
b) the type I battery lasts shortest?
c) the type I battery does not last longest?
d) the type I battery lasts longer than the type II battery?

▷ Solution:
a) 𝑃𝑃 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝐼𝐼 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 = 𝑃𝑃 𝐼𝐼𝐼𝐼, 𝐼𝐼𝐼𝐼𝐼𝐼, 𝐼𝐼 + 𝑃𝑃 𝐼𝐼𝐼𝐼𝐼𝐼, 𝐼𝐼𝐼𝐼, 𝐼𝐼
= 0.39 + 0.03 = 0.42
b) 𝑃𝑃 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝐼𝐼 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 = 𝑃𝑃 𝐼𝐼, 𝐼𝐼𝐼𝐼, 𝐼𝐼𝐼𝐼𝐼𝐼 + 𝑃𝑃 𝐼𝐼, 𝐼𝐼𝐼𝐼𝐼𝐼, 𝐼𝐼𝐼𝐼
= 0.11 + 0.07 = 0.18
c) 𝑃𝑃 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝐼𝐼 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 𝑛𝑛𝑛𝑛𝑛𝑛 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 = 1 − 0.42 = 0.58
d) 𝑃𝑃 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝐼𝐼 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝐼𝐼𝐼𝐼 = 0.24 + 0.39 + 0.03 = 0.66

9
CW: Probability Values
▷ Example 1: If a card is chosen at random from a pack of cards, what
is the probability that the card is from one of the two black suits?
▷ Example 2: An experiment has five outcomes, I, II, III, IV, and V. If
P(I) = 0.13, P(II) = 0.24, P(III) = 0.07, and P(IV) = 0.38, what is P(V)?
▷ Example 3: An experiment has five outcomes, I, II, III, IV, and V. If
P(I) = 0.08, P(II) = 0.20, and P(III) = 0.33, what are the possible
values for the probability of outcome V? If outcomes IV and V are
equally likely, what are their probability values?
Solution:

10
Problem
▷ Example: An electrical control panel has three toggle switches
labeled I, II, and III each of which can be either on (O) or off (F).
a) Construct a tree to represent the possible configurations for these
three switches.
b) List the elements of the sample space generated by the tree.
c) List the sample points that constitutes the events
A: at least one switch is on
B: Only switch I is on
C: no switch is on
D: four switches are on
d) Are events 𝑨𝑨 and 𝑩𝑩 mutually exclusive? Are events 𝑨𝑨 and 𝑪𝑪 mutually
exclusive? Are events 𝑨𝑨 and 𝑫𝑫 mutually exclusive?

11
Problem
▷ Solution: Tree Diagram
S-III

S-II 𝑂𝑂

S-I 𝑂𝑂
𝐹𝐹
𝑂𝑂 𝑂𝑂
𝐹𝐹
𝐹𝐹
𝑂𝑂
𝑂𝑂
𝐹𝐹 𝐹𝐹

𝐹𝐹 𝑂𝑂

𝐹𝐹

▷ Sample Space: 𝑆𝑆 = 𝑂𝑂𝑂𝑂𝑂𝑂, 𝑂𝑂𝑂𝑂𝑂𝑂, 𝑂𝑂𝑂𝑂𝑂𝑂, 𝑂𝑂𝑂𝑂𝑂𝑂, 𝐹𝐹𝐹𝐹𝐹𝐹, 𝐹𝐹𝐹𝐹𝐹𝐹, 𝐹𝐹𝐹𝐹𝐹𝐹, 𝐹𝐹𝐹𝐹𝐹𝐹
12
Multiplication Law
▷ Example: Suppose that 9 out of the 500 chips in a particular box are
defective, and suppose that 3 chips are sampled at random from the
box without replacement. If each of the 3 chips sampled is tested to
determine whether it is defective (1) or satisfactory (0), the sample
space has eight outcomes.
a) What is the probability of choosing 3 defective chips?

b) What is the probability of choosing 2 satisfactory chips followed

by a defective chip?
c) What is the probability of exactly 1 defective chip being found?

13
Solution: Probability Tree

14
Solution: Probability Tree
▷ (a) The probability values of the eight outcomes are found by multiplying
the probabilities along the branches. Thus, the probability of choosing 3
defective chips is

▷ (b) The probability of choosing 2 satisfactory chips followed by a defective

chip is

▷ (b) The probability of exactly 1 defective chip being found is

15
Conditional Probability
▷ The probability of an event given that another event has
occurred is called a conditional probability.
▷ The conditional probability of A given B is denoted by 𝑃𝑃(𝐴𝐴|𝐵𝐵).
▷ Suppose we have two events A and B (𝐴𝐴, 𝐵𝐵 ∈ 𝑆𝑆), the chance of
getting A when B is known (or B when A is known) is defined
as
𝑃𝑃 𝐴𝐴 ∩ 𝐵𝐵 𝑃𝑃 𝐴𝐴𝐴𝐴
𝑃𝑃 𝐴𝐴 𝐵𝐵 = = , 𝑃𝑃(𝐵𝐵) ≠ 0
𝑃𝑃 𝐵𝐵 𝑃𝑃 𝐵𝐵
𝑃𝑃 𝐵𝐵 ∩ 𝐴𝐴 𝑃𝑃 𝐴𝐴𝐴𝐴
𝑃𝑃 𝐵𝐵 𝐴𝐴 = = , 𝑃𝑃(𝐴𝐴) ≠ 0
𝑃𝑃 𝐴𝐴 𝑃𝑃 𝐴𝐴
▷ Keyword: If, given, known, conditional.

16
Conditional Probability
▷ To understand the concept, consider the following situation:
▷ Example 3: Roll a die. What is the chance of getting the die will show
(i) 2, (ii) Even number, (iii) 2 or even number, (iv) Not 2
(v) 2 given that die will show even number
(vi) 2 given that die will show odd number
Solution: 𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆, 𝑆𝑆 = 6
1 3
𝑖𝑖 𝑃𝑃 2 = , ii 𝑃𝑃 𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛 =
6 6
1 3 1 3
𝑖𝑖𝑖𝑖𝑖𝑖 𝑃𝑃 2 ∪ 𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛 = + − =
6 6 6 6
𝑐𝑐
5
𝑖𝑖𝑖𝑖 𝑃𝑃 2 = 1 − 𝑃𝑃 2 =
6
1
𝑃𝑃 2 ∩ 𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 6 1
𝑣𝑣 𝑃𝑃 2 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛 = = =
𝑃𝑃(𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸) 3 3
6
(𝑣𝑣𝑣𝑣) 𝑃𝑃(2|𝑜𝑜𝑜𝑜𝑜𝑜 𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛) = 0
▷ Observe carefully (𝑖𝑖) to (𝑖𝑖𝑖𝑖) are unconditional probabilities, but (𝑣𝑣) to (𝑣𝑣𝑣𝑣)
are conditional probabilities.
17
Conditional Probability
▷ Example: A manager supervises the operation of three power plants, plant
X, plant Y and plant Z. At any given time, each of the three plants can be
classified as either generating electricity (1) or not generating electricity
(0). With the notation (0,1,0) used to represent the situation where plant Y
is generating electricity but plants X and Z are both not generating
electricity. Let A be the event that plant X is not generating electricity and B
be the event that at least two out of the three plants are generating
electricity. If event B is known what is the probability of happening the
event A?
Solution:
▷ We need to calculate,
𝑃𝑃 𝐴𝐴 ∩ 𝐵𝐵
𝑃𝑃 𝐴𝐴 𝐵𝐵 =
𝑃𝑃 𝐵𝐵
Given that, 𝑃𝑃(𝐴𝐴 ∩ 𝐵𝐵) = 𝑃𝑃(0,1,1) = 0.18 and
𝑃𝑃(𝐵𝐵) = 𝑃𝑃(1,0,1) + 𝑃𝑃(1,1,0) + 𝑃𝑃(1,1,1) + 𝑃𝑃(0,1,1)
= 0.18 + 0. 21 + 0.13 + 0.18 = 0.70
0.18
∴ 𝑃𝑃 𝐴𝐴 𝐵𝐵 = = 0. 257
0.70
𝑃𝑃 𝐴𝐴 = 𝑃𝑃 0,0,0 + 𝑃𝑃 0,0,1 + 𝑃𝑃 0,1,0 + 𝑃𝑃 0,1,1
= 0.32 18
Conditional Probability
▷ Example: A car repair is either on time or late and either satisfactory or
unsatisfactory. If a repair is made on time, then there is a probability of 0.85
that it is satisfactory. There is a probability of 0.77 that a repair will be made
on time. What is the probability that a repair is made on time and is
satisfactory?
Solution: If a car repairment is satisfactory, it is denoted by 𝑆𝑆
If a car repairment is unsatisfactory, then it is denoted by 𝑆𝑆 ′
If a car repairment is made on time then it is denoted by 𝑇𝑇
If a car repairment is made on late then it is denoted by 𝑇𝑇 ′

▷ Given that, 𝑃𝑃 𝑆𝑆 𝑇𝑇 = 0.85, 𝑃𝑃 𝑇𝑇 = 0.77, 𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑃𝑃 𝑆𝑆 ∩ 𝑇𝑇 =?

▷ We know that,
𝑃𝑃 𝑆𝑆 ∩ 𝑇𝑇
𝑃𝑃 𝑆𝑆 𝑇𝑇 =
𝑃𝑃 𝑇𝑇
⇒ 𝑃𝑃 𝑆𝑆 ∩ 𝑇𝑇 = 𝑃𝑃 𝑆𝑆 ∩ 𝑇𝑇 × 𝑃𝑃(𝑇𝑇)
⇒ 𝑃𝑃 𝑆𝑆 ∩ 𝑇𝑇 = 0.85 × 0.77 = 0.6545

19
Total and Multiplication Law
▷ Example: A company sells a certain type of car that it assembles in
one of four possible locations. Plant I supplies 20% of the cars; plant
II, 24%; plant III, 25%; and plant IV, 31%. A customer buying a car
does not know where the car has been assembled, and so the
probabilities of a purchased car being from each of the four plants
can be thought of as being 0.20, 0.24, 0.25, and 0.31. Each new car
sold carries a one-year bumper-to-bumper warranty. The company
has collected data that show
𝑃𝑃 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼 = 0.05, 𝑃𝑃(𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐|𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼𝐼𝐼) = 0.11
𝑃𝑃 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼𝐼𝐼𝐼𝐼 = 0.03, 𝑃𝑃(𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐|𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼𝐼𝐼) = 0.08?

What is the probability that a claim on the warranty of the car will
be required?

20
 Solution: Probability Tree
𝑃𝑃 𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶 = 𝑃𝑃 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼, 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 +
𝑃𝑃 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼𝐼𝐼, 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 +
𝑃𝑃 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼𝐼𝐼𝐼𝐼, 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 +
𝑃𝑃(𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼𝐼𝐼, 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐)
= (0.20 × 0.05) + (0.24 × 0.11)
+ (0.25 × 0.03) + (0.31 × 0.08)
= 0.0687

In other words, about 6.87% of the

cars purchased will have a claim on
their warranty.

21
Posterior Probabilities: Bayes’ Theorem
▷ In probability theory and statistics, Bayes' theorem
(alternatively Bayes' law or Bayes' rule) describes the
probability of an event, based on conditions that might be
related to the event.
▷ For two events:
𝑷𝑷 𝑩𝑩 𝑨𝑨 𝑷𝑷 𝑨𝑨
𝑷𝑷 𝑨𝑨 𝑩𝑩 = for 𝑃𝑃 𝐵𝐵 > 0
𝑷𝑷(𝑩𝑩)
𝑃𝑃(𝐴𝐴): independent probability of 𝐴𝐴: prior probability
𝑃𝑃(𝐵𝐵): independent probability of 𝐵𝐵
𝑃𝑃(𝐵𝐵|𝐴𝐴): conditional probability of B given 𝐴𝐴: likelihood
𝑃𝑃(𝐴𝐴|𝐵𝐵): conditional probability of 𝐴𝐴 given 𝐵𝐵 : posterior
probability
22
Posterior Probabilities: Bayes’ Theorem

23
Bayes’ Rule
▷ Bayesian inference is a method of statistical inference in
which Bayes' theorem is used to update the probability for a
hypothesis as evidence. It Involves:
▷ Prior Probability: The initial Probability based on the
present level of information.
▷ Posterior Probability: A revised Probability based on
additional information.

24
Example: Bayes’ Theorem
▷ Example: When a customer buys a car, the (prior) probabilities of it
having been assembled in a particular plant are
𝑃𝑃 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼 = 0.20, 𝑃𝑃(𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼𝐼𝐼) = 0.24
𝑃𝑃 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼𝐼𝐼𝐼𝐼 = 0.25, 𝑃𝑃(𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼𝐼𝐼) = 0.31
𝑃𝑃 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼 = 0.05, 𝑃𝑃(𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐|𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼𝐼𝐼) = 0.11
𝑃𝑃 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼𝐼𝐼𝐼𝐼 = 0.03, 𝑃𝑃(𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐|𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝐼𝐼𝐼𝐼) = 0.08?
If a claim is made on the warranty of the car, how does this change
these probabilities?

25
Solution: Bayes’ Theorem
▷ Solution: From Bayes’ theorem, if claim is made on the warranty, the
posterior probabilities are calculated to be

▷ Note that plant II has the largest claim rate (0.11), and its posterior
probability 0.384 is much larger than its prior probability of 0.24.
This is expected since the fact that a claim rate is higher than other
plants.
▷ Similarly, plant III has the smallest claim rate (0.03), and its
posterior probability 0.109 is much smaller than its prior
probability of 0.25, as expected. 26
Solution: Bayes’ Theorem
▷ Solution: On the other hand, if no claim is made on the warranty, the
posterior probabilities are calculated to be

▷ In this case when no claim is made, the probabilities decrease

slightly for plant II and increase slightly for plant III.

27
 Solution: Bayes’ Theorem
▷ Solution: On the other hand, if no claim is made on the warranty, the
posterior probabilities are calculated to be

▷ When no claim is made, the

probabilities decrease slightly
for plant II and increase slightly
for plant III.

28
Example: Bayes’ Rule
▷ Example: A printer manufacturer obtained the following three types
of printer failure probabilities. Hardware 𝑃𝑃 𝐻𝐻 = 0.3 , software
𝑃𝑃(𝑆𝑆) = 0.6, and other 𝑃𝑃(0) = 0.1. Also, 𝑃𝑃(𝐹𝐹|𝐻𝐻) = 0.9, 𝑃𝑃(𝐹𝐹|𝑆𝑆) = 0.2,
and 𝑃𝑃(𝐹𝐹|0) = 0.5. If a failure occurs, determine if it's most likely due
to hardware, software, or other.
▷ Solution:
𝑃𝑃 𝐹𝐹 = 𝑃𝑃 𝐹𝐹 𝐻𝐻 𝑃𝑃 𝐻𝐻 + 𝑃𝑃 𝐹𝐹 𝑆𝑆 𝑃𝑃 𝑆𝑆 + 𝑃𝑃 𝐹𝐹 𝑂𝑂 𝑃𝑃 𝑂𝑂
= 0.9 × 0.3 + 0.2 × 0.6 + 0.5 × 0.1 = 0.44
𝑃𝑃 𝐹𝐹 𝐻𝐻 𝑃𝑃 𝐻𝐻 0.9 × 0.3
∴ 𝑃𝑃 𝐻𝐻 𝐹𝐹 = = = 0.614
𝑃𝑃 𝐹𝐹 0.44
𝑃𝑃 𝐹𝐹 𝑆𝑆 𝑃𝑃 𝑆𝑆 0.2 × 0.6
𝑃𝑃 𝑆𝑆 𝐹𝐹 = = = 0.273
𝑃𝑃 𝐹𝐹 0.44
𝑃𝑃 𝐹𝐹 𝑂𝑂 𝑃𝑃 𝑂𝑂 0.5 × 0.1
𝑃𝑃 𝑂𝑂 𝐹𝐹 = = = 0.114
𝑃𝑃 𝐹𝐹 0.44
▷ Because 𝑃𝑃(𝐻𝐻|𝐹𝐹) is largest, the most likely cause of the problem is in
the hardware category.
29
Example: Bayes’ Rule
▷ Example: In a certain assembly plant, three machines, 𝑀𝑀1 , 𝑀𝑀2 , and
𝑀𝑀3 , make 30%, 25%, and 45% of the products respectively. It is
known from past experience that 1%, 3% and 2% of the products
made by each machine, respectively, are defective. Now, suppose
that a finished product is randomly selected.
a) What is the probability that it is defective?
b) If a random product was observed and found to be defective, which
machine was most likely used and thus responsible? Justify your
answer.
▷ Solution: The probabilities of producing products by three
machines are:
𝑃𝑃 𝑀𝑀1 = 0.30, 𝑃𝑃 𝑀𝑀2 = 0.25, 𝑃𝑃 𝑀𝑀3 = 0.45
𝑃𝑃 𝐷𝐷 𝑀𝑀1 = 0.01
𝑃𝑃 𝐷𝐷 𝑀𝑀2 = 0.03
𝑃𝑃 𝐷𝐷 𝑀𝑀3 = 0.02
30
Example: Bayes’ Rule
a) What is the probability that it is defective?
b) If a random product was observed and found to be defective, which
machine was most likely used and thus responsible? Justify your
answer.
▷ Solution:
a) 𝑃𝑃 𝐷𝐷 = 𝑃𝑃 𝑀𝑀1 𝑃𝑃 𝐷𝐷 𝑀𝑀1 + 𝑃𝑃 𝑀𝑀2 𝑃𝑃 𝐷𝐷 𝑀𝑀2 + 𝑃𝑃 𝑀𝑀3 𝑃𝑃(𝐷𝐷|𝑀𝑀3 )
= 0.30 × 0.01 + 0.25 × 0.03 + 0.45 × 0.02 = 0.0195
b) We have to calculate
𝑃𝑃 𝐷𝐷 𝑀𝑀1 𝑃𝑃 𝑀𝑀1 0.01 × 0.30
𝑃𝑃 𝑀𝑀1 𝐷𝐷 = = = 0.154
𝑃𝑃(𝐷𝐷) 0.0195
𝑃𝑃 𝐷𝐷 𝑀𝑀2 𝑃𝑃 𝑀𝑀2 0.03 × 0.25
𝑃𝑃 𝑀𝑀2 𝐷𝐷 = = = 0.385
𝑃𝑃(𝐷𝐷) 0.0195
𝑃𝑃 𝐷𝐷 𝑀𝑀3 𝑃𝑃 𝑀𝑀3 0.02 × 0.45
𝑃𝑃 𝑀𝑀3 𝐷𝐷 = = = 0.462
𝑃𝑃(𝐷𝐷) 0.0195
31
Multiplication Counting Rule
▷ Example: A side panel for a car is made from a sheet of metal in the
following way. The metal sheet is first sent to a cleaning machine,
then to a pressing machine, and then to a cutting machine. suppose
that there are six cleaning machines, three pressing machines, eight
cutting machines, five painting machines, and eight polishing
machines. How many different number of possible “pathways”
through the manufacturing process can take?
▷ Solution:
𝑛𝑛𝑛𝑛. 𝑜𝑜𝑜𝑜 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑚𝑚𝑚𝑚𝑚𝑚𝑚𝑚𝑚𝑚𝑚𝑚𝑚𝑚𝑚 𝑛𝑛𝑛𝑛. 𝑜𝑜𝑜𝑜 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑚𝑚. 𝑛𝑛𝑛𝑛. 𝑜𝑜𝑜𝑜 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑚𝑚.
𝑛𝑛𝑛𝑛. 𝑜𝑜𝑜𝑜 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑚𝑚. 𝑛𝑛𝑛𝑛. 𝑜𝑜𝑜𝑜 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑚𝑚.
=6 ×3 ×8 ×5 ×8
= 5760 different kinds of pathways
▷ The number of pathways that include a particular pressing machine
are
6 × 8 × 5 × 8 = 1920

32
Multiplication Counting Rule

▷ If the 5760 pathways can be considered to be equally likely, then a panel

chosen at random will have a probability of 1/5760 of having each of the
pathways.
33
Multiplication Counting Rule
▷ Problem: A code have 4 digits in a specific order, the digits are
between 0-9.
a) How many different arrangements are there if one digit may only
be used once?
b) How many different arrangements are there if one digit may be
used more than once?
▷ Solution: The experiment can be considered as a four steps. The
digits are 0, 1, 2, 3, 4, 5, 6, 7, 8, 9 .
(a)
10 9 8 7 = 5040
1st step 2nd step 3rd step 4th step

(b) 10 10 10 10 = 104 = 1000

1st step 2nd step 3rd step 4th step

34
Problem
▷ Example: How many 3-digit numbers can be formed from the digits
2, 3, 5, 6, 7 and 9, which are divisible by 5, if
a) None of the digits is repeated?
b) The digits are repeated?
▷ Solution:
a) To form a 3-digit number divisible by 5, the units digit must be 5. So,
we have one fixed option for the units digit.
Therefore, when none of the digits is repeated is:
⏟
5 × ⏟ 4 × ⏟ 1 = 20
ℎ𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑠𝑠

b) When the digits are repeated, the different arrangement is

⏟
6 × ⏟ 6 × ⏟ 1 = 36
ℎ𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢

35
Problem
▷ Example 1.7.4: A menu has five appetizers, three soups, seven main
courses, six salad dressings, and eight desserts. In how many ways
can a full meal be chosen? In how many ways can a meal be chosen if
either an appetizer or a soup is ordered, but not both?
Solution:
a) The different arrangement of a meal can be chosen at
⏟
5 × ⏟
3 × ⏟
7 × ⏟
6 × ⏟
8 = 5040
𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑚𝑚𝑚𝑚𝑚𝑚𝑚𝑚 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑

b) A meal be chosen if either an appetizer or a soup is ordered, but not

both, then the different arrangement is
(5 + 3) × ⏟
7 × ⏟ 6 × ⏟ 8 = 2688
𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 𝑜𝑜𝑜𝑜 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑚𝑚𝑚𝑚𝑚𝑚𝑚𝑚 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑

36
Exercise
▷ Example: In the design of an electromechanical product, seven
different components are to be stacked into a cylindrical casing that
holds 12 components. One end of the casing is designated as the
bottom and the other end is the top.
a) How many different designs are possible?

b) If seven components are identical to one another, but the others are
different, how many different designs are possible?
c) If three components are of one type and identical to one another,
and four components are of another type and identical to one
another, but the others are different, how many different designs
are possible?

37
Exercise
▷ Solution:
a) How many different designs are possible?
12𝑃𝑃7 = 𝑃𝑃712 = 3991680

b) If seven components are identical to one another, but the others are
different, how many different designs are possible?
12𝑃𝑃7 3991680
= = 792
7! 5040
c) If three components are of one type and identical to one another,
and four components are of another type and identical to one
another, but the others are different, how many different designs
are possible?
12𝑃𝑃7 3991680
= = 27720.
3! 4! 6 × 24

38
Problem
▷ Example: The computers of six faculty members in a department
are to be replaced. Two of the faculty members have selected laptops
and the rest four have selected desktops. Suppose, only two setups
can be done on a particular day.
a) What is the probability that both selected setups are for laptop
computers?
b) What is the probability that at least one selected setup is for a
desktop computer?

▷ Solution: Total setups (sample), 𝑛𝑛 = 6 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 = 2, 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 = 4 .

The selection of setup, 𝑘𝑘 = 2.

39
Problem
▷ Example: …only two setups can be done on a particular day.
a) What is the probability that both selected setups are for laptop
computers?
b) What is the probability that at least one selected setup is for a
desktop computer?
▷ Solution: Total setups (sample), 𝑛𝑛 = 6 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 = 2, 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 = 4 .
The selection of setup, 𝑘𝑘 = 2.
𝐴𝐴𝐴𝐴𝐴𝐴 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑤𝑤𝑤𝑤𝑤𝑤𝑤 2 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙
a) 𝑃𝑃 𝑏𝑏𝑏𝑏𝑏𝑏𝑏 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑎𝑎𝑎𝑎𝑎𝑎 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 = 𝐴𝐴𝐴𝐴𝐴𝐴 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠
2
1
= 2 = = 0.067.
6 15
2
b) 𝑃𝑃 𝑎𝑎𝑎𝑎 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 𝑜𝑜𝑜𝑜𝑜𝑜 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 = 𝑃𝑃 1 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 & 1 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 + 𝑃𝑃 2 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
4 2 4
×
= 1 1 + 2 = 0.93
6 6
2 2 40
Exercise
▷ Example: Suppose again that 9 out of 500 chips in a particular box
are defective, and that 3 chips are sampled at random from the box
without replacement. What is the probability of obtaining exactly 1
defective chip?
▷ Solution: The total number of possible samples is

41
Exercise
▷ Example: Suppose again that 9 out of 500 chips in a particular box are
defective, and that 3 chips are sampled at random from the box without
replacement. What is the probability of obtaining exactly 1 defective chip?
Solution:
The probability of choosing 3 defective chips can be calculated by dividing
the number of samples that contain 3 defective chips by the total number of
samples. Since there are 9 defective chips, the number of samples that
contain 3 defective chips is
9 9! 9×8×7
= = = 84
3 6! 3! 3 × 2 × 1
so that the probability of choosing 3 defective chips is

42
Exercise
▷ Example: Suppose again that 9 out of 500 chips in a particular box
are defective, and that 3 chips are sampled at random from the box
without replacement. What is the probability of obtaining exactly 1
defective chip?

43
Random Variable
▷ Example 2: An engineer in charge of the maintenance of a particular
machine notices that its breakdowns can be characterized as due to an
electrical failure within the machine, a mechanical failure of some
component of the machine, or operator misuse. When the machine is
running, the engineer is uncertain what will be the cause of the next
breakdown. The problem can be thought of as an experiment with the
sample space and each of these failures may be associated with a repair cost.
𝑺𝑺 = {𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆, 𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎, 𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎}
▷ Let the random variable 𝑋𝑋 is the cost for machine breakdowns. So, the
random variable 𝑋𝑋 is real number and takes the values

44
Probability Mass Function
▷ The probability mass function (𝒑𝒑. 𝒎𝒎. 𝒇𝒇.) of a random variable
𝑋𝑋 is a set of probability values 𝑝𝑝𝑖𝑖 assigned to each of the values 𝑥𝑥𝑖𝑖
taken by the discrete random variable.
▷ Let 𝑋𝑋 be a discrete random variable. The function 𝑃𝑃 defined by
𝑃𝑃 𝑥𝑥𝑖𝑖 = 𝑃𝑃 𝑋𝑋 = 𝑥𝑥𝑖𝑖 = 𝑝𝑝𝑖𝑖 is called the probability mass function
(𝑝𝑝. 𝑚𝑚. 𝑓𝑓. ) or probability function of the random variable 𝑋𝑋.
▷ Conditions: If 𝑃𝑃(𝑥𝑥𝑖𝑖 ) is a probability function of a discrete random
variable 𝑋𝑋, then 𝑃𝑃(𝑥𝑥𝑖𝑖 ) satisfies the following two conditions:
1 0 ≤ 𝑃𝑃 𝑥𝑥𝑖𝑖 ≤ 1, for each possible value of 𝑋𝑋.

2 � 𝑃𝑃 𝑥𝑥𝑖𝑖 = 1
𝑓𝑓𝑜𝑜𝑜𝑜 𝑎𝑎𝑎𝑎𝑎𝑎 𝑥𝑥𝑖𝑖

where the sum is over all values that 𝑋𝑋 can take on.
The probability that the random variable takes the value 𝑥𝑥𝑖𝑖 is said
to be 𝑝𝑝𝑖𝑖 , is written as 𝑃𝑃 𝑥𝑥𝑖𝑖 = 𝑃𝑃 𝑋𝑋 = 𝑥𝑥𝑖𝑖 = 𝑝𝑝𝑖𝑖 .
45
Cumulative Distribution Function (𝒄𝒄. 𝒅𝒅. 𝒇𝒇.)
▷ The 𝒄𝒄𝒄𝒄𝒄𝒄 of the random variable 𝑋𝑋, denoted by 𝐹𝐹(𝑥𝑥) describes the
probability that a random variable 𝑋𝑋 with a given probability
distribution will be found at a value less than or equal to 𝑥𝑥.
▷ The cumulative distribution function is built from the probability
mass function and vice-versa. It is define by

𝐹𝐹 𝑥𝑥 = 𝐹𝐹 𝑋𝑋 = 𝑥𝑥 = 𝑃𝑃 𝑋𝑋 ≤ 𝑥𝑥 = � 𝑃𝑃(𝑥𝑥𝑖𝑖 )
𝑥𝑥𝑖𝑖 ≤𝑥𝑥

▷ Example, the random variable 𝑋𝑋 is no. of heads and takes the values
Values of 𝑋𝑋: 𝑥𝑥 0 1 2
𝑃𝑃(𝑥𝑥) 1/4 1/2 1/4
𝐹𝐹 𝑋𝑋 ≤ 𝑥𝑥 = 𝐹𝐹(𝑥𝑥) 1 1 1 3 3 1
+ = + =1
4 4 2 4 4 4

46
Example
▷ Example 4: A manager supervises the operation of three power plants,
plant 𝑋𝑋, plant 𝑌𝑌, and plant 𝑍𝑍. At any given time, each of the three plants can
be classified as either generating electricity (1) or being idle (0). With the
notation (0, 1, 0) used to represent the situation where plant 𝑌𝑌 is generating
electricity but plants 𝑋𝑋 and 𝑍𝑍 are not generating electricity. Here, random
variable 𝑋𝑋 be the number of plants generating electricity.

a) Calculate pmf
b) Draw pmf
c) Calculate cdf
d) Draw cdf

47
Solution
▷ Solution: Here, random variable 𝑋𝑋 be the number of plants
generating electricity. So, 𝑋𝑋 = {0,1, 2, 3}.
𝑃𝑃(0) = 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑛𝑛𝑛𝑛 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑎𝑎𝑎𝑎𝑎𝑎 𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒
𝑃𝑃(1) = 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜𝑜𝑜 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑖𝑖𝑖𝑖 𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒
𝑃𝑃(2) = 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑡𝑡𝑡𝑡𝑡𝑡 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑎𝑎𝑎𝑎𝑎𝑎 𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒
𝑃𝑃(3) = 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑎𝑎𝑎𝑎𝑎𝑎 𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒
𝑃𝑃 0 = 𝑃𝑃 0,0,0 = 0.07
𝑃𝑃 1 = 𝑃𝑃 1,0,0 + 𝑃𝑃 0,1,0 + 𝑃𝑃 0,0,1 = 0.16 + 0.04 + 0.03 = 0.23
𝑃𝑃 2 = 𝑃𝑃 1,1,0 + 𝑃𝑃 1,0,1 + 𝑃𝑃 0,1,1 = 0.21 + 0.18 + 01.8 = 0.57
𝑃𝑃 3 = 𝑃𝑃 1,1,1 = 0.13
▷ The pmf and cdf of 𝑋𝑋 is given below:
𝑥𝑥𝑖𝑖 0 1 2 3
𝑃𝑃(𝑥𝑥𝑖𝑖 ) 0.07 0.23 0.57 0.13
𝐹𝐹 𝑥𝑥𝑖𝑖 = 𝑃𝑃(𝑋𝑋 ≤ 𝑥𝑥𝑖𝑖 ) 0.07 0.30 0.87 1
48
 Solution: 𝒑𝒑𝒑𝒑𝒑𝒑 𝒂𝒂𝒂𝒂𝒂𝒂 𝒄𝒄𝒄𝒄𝒄𝒄 𝒑𝒑𝒑𝒑𝒑𝒑𝒑𝒑
𝑃𝑃(𝑥𝑥)

No. of power plants No. of power plants

Figure: (a) 𝑝𝑝𝑝𝑝𝑝𝑝 plot Figure: (b) cd𝑓𝑓 plot

49
Example
▷ Example 5: Flip 3 coins and find the p.m.f. and cdf of the
number of heads obtained from the random experiment.
Solution: S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}. All
outcomes equally likely each has probability 1/8.
Let 𝑋𝑋 = the number of heads obtained; its possible values are
thus 0, 1, 2, 3 respectively. Here
𝑃𝑃(0) = 𝑃𝑃(𝑋𝑋 = 0) = 𝑃𝑃{𝑇𝑇𝑇𝑇𝑇𝑇} = 1/8
𝑃𝑃(1) = 𝑃𝑃(𝑋𝑋 = 1) = 𝑃𝑃{𝐻𝐻𝐻𝐻𝐻𝐻, 𝑇𝑇𝑇𝑇𝑇𝑇, 𝑇𝑇𝑇𝑇𝑇𝑇} = 3/8
𝑃𝑃(2) = 𝑃𝑃(𝑋𝑋 = 2) = 𝑃𝑃{𝐻𝐻𝐻𝐻𝐻𝐻, 𝐻𝐻𝐻𝐻𝐻𝐻, 𝐻𝐻𝐻𝐻𝐻𝐻 } = 3/8
𝑃𝑃(3) = 𝑃𝑃(𝑋𝑋 = 3) = 𝑃𝑃{𝐻𝐻𝐻𝐻𝐻𝐻} = 1/8
▷ The pmf and cdf of 𝑋𝑋 is given below:
𝑥𝑥𝑖𝑖 0 1 2 3
𝑃𝑃(𝑥𝑥𝑖𝑖 ) 1/8 3/8 3/8 1/8
𝐹𝐹 𝑥𝑥𝑖𝑖 = 𝑃𝑃(𝑋𝑋 ≤ 𝑥𝑥𝑖𝑖 ) 1/8 4/8 7/8 1
50
Example
▷ Example 6: A shipment of 20 laptop computers to a retail outlet contains 3
that are defective. If a school makes a random purchase of 2 laptops;
a) Find the probability distribution for the number of defectives.
b) Plot the Probability Mass Function for the number of defectives.
▷ Solution: Let 𝑋𝑋 = 𝑁𝑁𝑁𝑁. 𝑜𝑜𝑜𝑜 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙
3 17
× 68
𝑎𝑎) 𝑃𝑃 𝑁𝑁𝑁𝑁. 𝑜𝑜𝑜𝑜 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 = 0 = 𝑃𝑃 𝑥𝑥 = 0 = 0 2 = = 0.72
20 95
2
3 17 3 17
× ×
𝑃𝑃 𝑥𝑥 = 1 = 1 1 = 0.27 and 𝑃𝑃 2 = 2 0 = 0.02
20 20
2 2
b) Therefore, the pmf is given by. 0.80
0.70
0.72

0.60
0.50

P(x)
0.40
0.27
𝑥𝑥 0 1 2 0.30
0.20
0.10 0.02
𝑃𝑃 𝑋𝑋 = 𝑥𝑥 = 𝑃𝑃(𝑥𝑥) 0.72 0.27 0.02 0.00
1 2 3
No. of Defective Laptops (X)
Example
▷ Example 7: Draw 5 cards from a standard deck of 52 cards without
replacement. Let 𝑋𝑋 denote the number of aces in your hand.
a) Find the Probability Mass Function describing the distribution of 𝑋𝑋.
b) Also, plot the Probability Mass Function of 𝑋𝑋.

▷ Solution: Let 𝑋𝑋 = 𝑁𝑁𝑁𝑁. 𝑜𝑜𝑜𝑜 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎, We have, 𝑛𝑛 = 52, 𝑘𝑘 = 5

The possible number of aces are drawn, 𝑥𝑥 = 0, 1, 2, 3, 4.

4 48 4 48
× ×
𝑎𝑎) 𝑃𝑃 𝑥𝑥 = 0 = 0 5 = 0.66 𝑃𝑃 𝑥𝑥 = 1 = 1 4 = 0.30
52 52
5 5
4 48 4 48
× ×
𝑃𝑃 𝑥𝑥 = 2 = 2 3 = 0.04 𝑃𝑃 𝑥𝑥 = 3 = 3 2 = 0.002
52 52
5 5
4 48
×
𝑃𝑃 𝑥𝑥 = 3 = 4 1 = 0.00002
52
5
52
Example
▷ Example 8: An assembly consists of three mechanical components. Suppose
that the probabilities that the first, second, and third components meet
specifications are 0.95, 0.98, and 0.99. Assume that the components are
independent. Determine the probability mass function of the number of
components in the assembly that meet specifications.
▷ Solution: Let 𝑋𝑋 = 𝑁𝑁𝑜𝑜. 𝑜𝑜𝑓𝑓 components that meet specifications
The possible number of components that meet specifications, 𝑥𝑥 = 0, 1, 2, 3
𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺 𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑃𝑃 𝐶𝐶1 = 0.95, 𝑃𝑃 𝐶𝐶1′ = 0.05, 𝑃𝑃 𝐶𝐶2 = 0.98, 𝑃𝑃 𝐶𝐶2′ = 0.02, and
𝑃𝑃 𝐶𝐶3 = 0.99, 𝑃𝑃 𝐶𝐶3′ = 0.01
∴ 𝑃𝑃 𝑥𝑥 = 0 = 0.05 × 0.02 × 0.01 = 0.00001
𝑃𝑃 𝑥𝑥 = 1
= 0� .95 × 0�
.02 × 0�
.01 + 0�
.05 × 0�
.98 × 0�
.01 + 0�
.05 × 0�
.02 × 0�
.99
𝐶𝐶1 𝐶𝐶2′ 𝐶𝐶3′ 𝐶𝐶1′ 𝐶𝐶2 𝐶𝐶3′ 𝐶𝐶1′ 𝐶𝐶2′ 𝐶𝐶3

= 0.00019 + 0.00049 + 0.00099 = 0.0017

𝑃𝑃 𝑥𝑥 = 2
= 0� .95 × 0�
.98 × 0�
.01 + 0�
.05 × 0�
.98 × 0�
.99 + 0�
.95 × 0�
.02 × 0�
.99
𝐶𝐶1 𝐶𝐶2 𝐶𝐶3′ 𝐶𝐶1′ 𝐶𝐶2 𝐶𝐶3 𝐶𝐶1 𝐶𝐶2′ 𝐶𝐶3

= 0.0766 53
Example
▷ Solution: Let 𝑋𝑋 = 𝑁𝑁𝑜𝑜. 𝑜𝑜𝑓𝑓 components that meet specifications
The possible number of components that meet specifications, 𝑥𝑥 = 0, 1, 2, 3
𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺 𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑃𝑃 𝐶𝐶1 = 0.95, 𝑃𝑃 𝐶𝐶1′ = 0.05, 𝑃𝑃 𝐶𝐶2 = 0.98, 𝑃𝑃 𝐶𝐶2′ = 0.02, and
𝑃𝑃 𝐶𝐶3 = 0.99, 𝑃𝑃 𝐶𝐶3′ = 0.01
𝑃𝑃 𝑥𝑥 = 3 = 0�
.95 × 0�
.98 × 0�
.99 = 0.9217
𝐶𝐶1 𝐶𝐶2 𝐶𝐶3

Therefore, the probability mass function (pmf) is

𝑥𝑥𝑖𝑖 0 1 2 3

𝑃𝑃 𝑋𝑋 = 𝑥𝑥𝑖𝑖 = 𝑃𝑃(𝑥𝑥𝑖𝑖 ) 0.00001 0.0017 0.0766 0.9217

54
Probability Density Function (p.d.f.)
▷ Continuous random variable: Continuous random variable: A
continuous random variable is a random variable with an interval
(either finite or infinite) of real numbers for its range. Its values are
obtained by measuring.
▷ Probability density function: Probability density function (p.d.f.) is
a function of a continuous random variable. It is denoted by 𝑓𝑓 𝑥𝑥 .
▷ The probability that the random variable lies between two values 𝑎𝑎
and 𝑏𝑏 is obtained by integrating the p.d.f. between these two values,
so that
𝑏𝑏
𝑃𝑃(𝑎𝑎 ≤ 𝑋𝑋 ≤ 𝑏𝑏) = � 𝑓𝑓 𝑥𝑥 𝑑𝑑𝑑𝑑
𝑎𝑎

▷ A valid probability density function 𝑓𝑓(𝑥𝑥) cannot take negative values

and must integrate to one over the whole sample space, so that the
total probability is equal to 1.

55
Example
▷ Example 9: Suppose that the diameter of a metal cylinder has
a probability density function
𝑓𝑓(𝑥𝑥) = 1.5 − 6 𝑥𝑥 − 50.0 2 for 49.5 ≤ 𝑥𝑥 ≤ 50.5
a) Show that total area under the probability density function =
1 or Prove that this is a valid pdf.
b) Calculate the probability that a metal cylinder has a diameter
between 49.8 and 50.1 mm.
c) Find cumulative distribution function.

56
Example
▷ Solution: a)
50.5
� 𝑓𝑓 𝑥𝑥 = 1.5 − 6 𝑥𝑥 − 50.0 2 𝑑𝑑𝑑𝑑
49.5

6 𝑥𝑥 − 50 3 50.5
= 1.5𝑥𝑥 −
3 49.5
= 1.5 × 50.5 − 2 50.5 − 50 3 − 1.5 × 49.5 − 2 49.5 − 50 3

= 75.5 − 74.5 = 1

▷ i.e., 100% of the cylinders will have diameters within these limits.
▷ Since over the whole sample space, the integration of 𝑓𝑓(𝑥𝑥) = 1, so
this is a valid pdf.

57
Example
▷ Solution: b)

58
Example
▷ Solution: c)

59
Example
▷ Example 10:

60
Solution

61
Solution

62
Solution

63
HW
▷ Chapter- 1 & 2:
Section Exercise
1.1 1.1.1, 1.1.3, 1.1.7, 1.1.9
1.2 1.2.1, 1.2.3, 1.2,7, 1.2.11
1.3 1.3.2, 1.3.6, 1.3.7, 1.3.11, 1.3.12
1.4 1.4.1, 1.4.9, 1.4.12, 1.4.16
1.5 1.5.1, 1.5.2, 1.5.7, 1.5.9, 1.5.16
1.6 1.6.1, 1.6.3, 1.6.7
1.7 1.7.4, 1.7.5, 1.7.7, 1.7.13
2.1 1.1.1, 1.1.3, 1.1.7, 1.1.9
2.2 2.2.1, 2.1.3, 2.2.5, 2.2.9, 2.2.11
2.3 2.3.5, 2.3.11, 2.3.19
2.4 2.4.1, 2.4.5, 2.4.11, 2.4.15
2.5 2.5.1, 2.5.3, 2.5.5, 2.5.8
64
Thank You!

65