COMPUTER ORIENTED

STATISTICAL METHODS
Permutations and
Combinations
 What's the Difference?
• In English we use the word "combination" frequently, without
thinking if the order of things is important.
• In real life, on many occasions, we need to deal with a number of
items at the same time.
• And we need to decide how many among them to be considered for
a given purpose.
• "My fruit salad is a combination of apples, grapes and
bananas"
• "The combination of 472 is rigid".
• So, in Mathematics we use more precise language:
• When the order doesn't matter, it is a Combination.
• When the order does matter it is a Permutation.
Fundamental principle of counting

• If I have 4 apples and 3 oranges in a basket,

• there are 3+4=7 ways I can pick one fruit from the basket,
• and there are 3⋅4 ways I can pick one apple and one
• orange from the basket.
 Example

1. In a race with eight competitors, how many different possibilities are

there for who finishes finish first, second and third?
8P3

2. Three major new roads are to be constructed and eight companies

have tendered for the three projects. If at most one construction
project is to be given to any one company, what is the total number
of ways in which the three contracts can be awarded?
8P3
• Example 2.19: In a college football training session, the defensive
coordinator needs to have 10 players standing in a row.Among these
10 players, there are 1 freshman, 2 sophomores, 4 juniors, and 3
seniors, respectively.
• How many different ways can they be arranged in a row if only their
class level will be distinguished?
 Reasons for studying probability

• Essential component or inductive logic (more useful in critical thinking)

• Essential component for scientific reasoning
• Philosophically important
• Essential in decision making
• In research investigation
• Along with statistics we can make future analysis (predicting accidents,
weather forecasting, natural calamite destructions etc)
• PROBABILITY
• SAMPLE SPACE AND EVENTS:
• 1. Random Experiment:
• A random experiment is an experiment whose outcome or result is not unique
and therefore cannot be predicted with certainty.
• Ex: In tossing a coin, one is not sure whether a head or tail will occur.
. Trail:
Each performance in a random experiment
is called a trial.
Ex: Tossing a coin first time is first trail,
second time is second trial.
3. Outcome:
The result of a trial in a random experiment
is called an outcome. In coin tossing
experiment getting head and tail are
outcomes.
4. Sample Space:
The set of all possible outcomes of an
experiment is called a sample space.
Ex: In throwing a die, {1,2,3,4,5,6}will form
the sample space.
Discrete Sample Space:- A sample space is
said to be a discrete sample space if it has
finitely many or a countable infinity of
elements.
Ex:- a) A sample space consists of finite no
of elements.
-2000 students.
b) The sample space consists of countable
infinity of elements -- the whole set of
natural nos
Continuous Sample Space:-
If the elements of a sample space
constitute a continuum – for example, all
the points on a line, all the points on a line
segment or all the points in plane – the
sample space is said to be continuous .
Event:-
Every non empty subset of a sample space
of a random experiment is called an event.
Ex: In throwing a die{1,2,3,4,5,6}
-- Sample Space
Event: A = {2,4.6} -- Set of even numbers
B = {1,3.5} -- Set of odd numbers
C= {1,2,3,4,5,6} -- Set of all elements
Mutually exclusive events:

• Events are said to be mutually

exclusive if the happening of anyone of
them prevents the happening of all the
others i.e. if no two or more of them
can happen simultaneously in the same
trail.
• Ex: In tossing a coin the events Head
turning up and tail turning up are
mutually exclusive.
Some Formulae and Laws
1. A A = A 2. A A=A

3. A B=B A

4. ( A B) C=A (B C)

5. A B=B A 6. A  =A

7. A  = 8. A U =U
9. A U=A 10. A Ac = U

11. A Ac =  12. ( Ac )c = A

13. Uc =  ,  c = U
Demorgan Laws:

1. (A B) C
= AC BC

2. (A B)C = AC BC

Distributive Laws:

A (B C) = (A B) (A C)

A (B C) = (A B) (A C)

If A  B, A B=A

A B=B
PROBABILITY:
The classical probability concept:
Ex:-What is the probability of drawing an
ace from a well shuffled deck of 52 Playing
cards?
Solution:
There are S=4 aces among the n=52 cards,
so we get s/n= 4/52 = 1/13.
Ex: A bag contain 5 red balls, 8 blue balls
and 11 white balls. Three balls are drawn
together from the box. Find the probability
that.
1) One is red, one is blue and one is white.
2) Two whites and one red.
3) Three white.
Solution:
There are 24C3 = 2024 equally likely
ways of choosing 3 of 24 balls, so n=2024.
1. The number of possible cases
5C1. 8C1.11C1 = 440.
Required probability = s/n = 440/2024 =
55/253
2. No. of possible cases = 11C2.5C1 = 275.
Required probability = 275/2024 = 25/184
3. No. of possible cases = 11C3 = 165
Required probability = 165/2024 = 15/184
EXAMPLE
AXIONS OF PROBABILITY:
Given a finite sample space S and an
event A in S we define P(A), the probability
of A is a function defined on a sample
space satisfies the following three
conditions.
Axiom : 1 0 ≤ P(A) ≤ 1 for each event A in S
Axiom : 2 P(S) = 1
Axiom: 3. If A and B are mutually
exclusive events in S, then
P (AUB) = P (A) + P (B).
Ex: Find out whether the following

probabilities are permissible.

 
1) S =A A A 
 1, 2, 3 
   
P  A  = -1/2, P  A  = ¼, P  A  = ¼, .
 1,   2,   3
 
Can’t be permissible since PA  is
 1, 

negative.
1) S = (A1, A2, A3)
P(A1) = 1/3, P (A2) = 1/3, P(A3) = 1/6.
Not permissible since P(A1) +P(A2)
+P(A3) = P(S)  1.

2) S= (A1, A2, A3, A4)

P(A1) = ½, P(A2) = 1/6, P(A3) = 1/6,

P(A4) = 1/6.
4
Permissible  P (Ai) = P(S) = 1
i =1
Some Elementary theorems
Generalization of the third axiom of
Probability
Theorem
If A1, A2 ,-- - - - - - - - -An are mutually

exclusive events in a sample space S,

then P(A1 A2 - - - ----- An) = P (A1) + P (A2)

+ - - --- - --- P (An)

Problem

The probability that a consumer testing

service will rate a new antipollution device

for cars very poor , poor, fair , good , very

good or excellent are .07 , 0.12 ,0.17 ,0.32 ,

0.21 and 0.11. What the probabilities that

it will rate the device

a) very poor, poor, fair or good
(A1) (A2) (A3) (A4)

b) Good, very good or excellent?

(A4), (A5) (A6)
Solution

Since the probabilities are all

mutually exclusive, we have

a) P(A1 A2 A3 A4) = P(A1) + P (A2) +

P (A3) + P ( A4) =

0.07 + 0.12 + 0.17+ 0.32 = 0.62

b) P( A4 A5 A6 ) = P (A4) + P ( A5 ) + P ( A6)

= 0.32 + 0.21 + 0.11 = 0.64

Note

A sample space of n outcomes has 2n

subsets.
Rules for calculating probability of an event

Theorem

If “A” is an event in the finite

sample space S, then P (A ) equals the sum

of the probabilities of the individual

outcomes comprising A
Proof

Let E1, E2, E3 - - - - - En be the “ n ”

outcomes comprising event “A ” , so that

we have A = E1 E2 - -- -- -- En

Since E ’
s are individual outcomes they

are mutually exclusive , hence

P ( A ) = P (E1 E2 E3 - - - - - En) =

P ( E1) + P( E2 ) + P ( E3 ) - - - - - - + P ( En )
Using Venn diagrams to visualize
Probability Calculations

Let us consider the Venn diagram

which concerns the job offers received by

recent engineering graduates. The letter I

and G stand for a job offer from industry

and a job offer from government

respectively.
From Venn diagram

P(I) = 0.18+0.12 = 0.30

P(G)= 0.12+0.24 = 0.36

P(I G)= .18+ .12+.24= .54

Here I,G and I G are mutually exclusive.

So we can add various probabilities. But if

they are not mutually exclusive, this is not

possible.
General addition rule for probability

Theorem:- If A and B are any events in S,

then P(A B) = P(A) + P (B) – P(A B).

Proof.

From the figure A = (A BC) (A B).

B = (AC B) (A B).
Note that (A BC), ( A B), (AC B) are

mutually exclusive.

Applying Axiom (3)

we have,
P(A) = P[ (A BC ) (A B)]

P(A) = P[(A BC ) + P(A B) ----------------- (1)

P(B)= P[ (AC B) (A B)]

P(B)= P (AC B) + P(A B) ----------------- (2)

Adding (1) and (2)

P(A) + P(B) = P[(A BC ) + P(A B)

+ P (AC B) + P(A B) --------- (3)

Note from the figure that

A B = (A BC ) (A B) (AC B)

P (A B) = P (A BC ) + P (A B) +P (AC B)
------ (4)

substituting (4) in (3)

P (A) + P (B) = P (A B) + P (A B)

ie, P (A B) = P (A) + P (B) – P (A B)

 → If A and B are mutually exclusive

P(A B) =0

ie P (A B) = P (A) + P (B) -------------- (Third

axiom of probability)
Problem

A card is drawn at random from a

well shuffled deck of 52 cards. Find the

probability of getting a spade or a king ?

Solution

P(S K)=P(S)+P(K)–

P(S K)

= 13/52 + 4/52 - 1/52 = 4/13

Probability rule of the complement

Theorem
If A is any event in S ,

then P ( Ac ) = 1 – P ( A )
Proof

We know that

S=A Ac .

Here A and Ac mutually exclusive

P(S)=P(A Ac )

P ( S ) = P ( A ) + P ( AC )
  1 =P(A)+P(A C
)
( By Axiom 3 )

 P ( AC ) = 1 – P ( A )
Also P ( φ ) = 1 – P ( S ) , since the

empty set φ is the complement of S .

Problem

Determine the probability for the

following event

A non defective bolt will be found if out of

600 bolts already examined 12 were

defective
Solution

Probability of a defective bolt

P ( D ) = 12/ 600 = 1/ 50

 Probability of finding a non

defective bolt P ( DC ) = 1- P ( D ) =

= 1- ( 1/50 ) = 49/50
Problem

If P ( A ) = 1/2 , P ( B ) = 1/3 ,

P(A B ) = 1/5

Find 1) P ( A B)

2) P ( AC B) 3) P ( A BC )

4) P ( AC BC ) 5) P ( AC BC )
Solution
1) P ( A B ) = P ( A ) + P ( B ) –P ( A B)

= (1/2) + ( 1/3 ) – ( 1/5 ) = 19/30

2) B = (AC B) (A B)

P( B ) = P (AC B) + P ( A B)

 P (AC B) = P ( B ) – P ( A B)

= ( 1/3 ) – ( 1/5 ) = 2/15

3) A=(A BC ) ( A B)

P(A)= P(A BC ) + P(A B)

 P(A BC ) = P ( A ) - P(A B)

= ( 1/2) - ( 1/5 ) = ( 3/10 )

4 ) P ( AC BC ) = P ( A B)C

= 1 – ( P (A B))=

= 1 – ( 19/ 30 ) = ( 11/30 )
General Addition rule for probability
Theorem:- If A and B are any events in S,
then 𝐏 𝐀∪𝐁 =𝐏 𝐀 +𝐏 𝐁 −𝐏 𝐀∩𝐁
Proof:

From the figure 𝐴 = (𝐴 ∩ 𝐵𝑐 ) ∪ (𝐴 ∩ 𝐵) and 𝐵 = (𝐴𝑐 ∩ 𝐵) ∪ (𝐴 ∩ 𝐵)

Note that 𝐴 ∩ 𝐵𝑐 , 𝐴𝑐 ∩ 𝐵 𝑎𝑛𝑑(𝐴 ∩ 𝐵)are mutually exclusive.
Applying Axiom-(3)

We have
𝑃 𝐴 = 𝑃[ 𝐴 ∩ 𝐵𝑐 ∪ 𝐴 ∩ 𝐵 ]
P(A) = 𝑃 𝐴 ∩ 𝐵𝑐 + 𝑃 𝐴 ∩ 𝐵 ……………..(1)

𝑃 𝐵 = 𝑃[ 𝐴𝑐 ∩ 𝐵 ∪ 𝐴 ∩ 𝐵 ]
P(B) = 𝑃 𝐴𝑐 ∩ 𝐵 + 𝑃 𝐴 ∩ 𝐵 ……………..(2)
Adding equations (1) and (2)
𝑃 𝐴 + 𝑃 𝐵 = 𝑃 𝐴 ∩ 𝐵𝑐 + 𝑃 𝐴 ∩ 𝐵 + 𝑃 𝐴𝑐 ∩ 𝐵 + 𝑃 𝐴 ∩ 𝐵 ] ……(3)

From the figure 𝐴 ∪ 𝐵 = (𝐴 ∩ 𝐵𝑐 ) ∪ (𝐴 ∩ 𝐵) ∪ 𝐴𝑐 ∩ 𝐵

Then P 𝐴 ∪ 𝐵 = 𝑃 𝐴 ∩ 𝐵𝑐 + 𝑃 𝐴 ∩ 𝐵 + 𝑃 𝐴𝑐 ∩ 𝐵 ……(4)

Sub equation (4) in (3)

𝑃 𝐴 +𝑃 𝐵 =𝑃 𝐴∪𝐵 +𝑃 𝐴∩𝐵
𝑃 𝐴∪𝐵 =𝑃 𝐴 +𝑃 𝐵 −𝑃 𝐴∩𝐵
 Problem
A card is drawn at random from a Well shuffled deck of 52 cards. Find
the probability of getting a spade or a king ?

Sol: Let S is the sample space.

n(S) = 52
Let A denote the event of getting a spade
Let B denote the event of getting a king
13 4
𝑃 𝐴 = ,𝑃 𝐵 =
52 52
𝐴 ∩ 𝐵 = the event of getting a spade and king
1
P(𝐴 ∩ 𝐵) =
52
probability of getting a spade or a king = P 𝐴 ∪ 𝐵

𝑃 𝐴∪𝐵 =𝑃 𝐴 +𝑃 𝐵 −𝑃 𝐴∩𝐵
13 4 1
= + −
52 52 52
4
=
13
Problem
Three students A,B and C are in running race. A and B have the same
probability of winning and each is twice as likely to win as C. Find the
probability that B or C wins.

Sol: Let S is the sample space.

Given that 𝑃 𝐴 = 𝑃(𝐵)
and 𝑃 𝐴 = 2𝑃(𝐶)…………..(1)
We have
𝑃 𝐴 +𝑃 𝐵 +𝑃 𝐶 =1
⇒ 2𝑃 𝐶 + 2𝑃 𝐶 + 𝑃 𝐶 = 1
1 2 2
⇒ 𝑃 𝐶 = ,𝑃 𝐴 = and 𝑃 𝐵 =
5 5 5
Probability that B or C wins = 𝑃(𝐵 ∪ 𝐶)
=𝑃 𝐵 +𝑃 𝐶 −𝑃 𝐵∩𝐶
2 1
= + −0
5 5
3
=
5
Problem
From a city 3 news papers A,B and C are being published. A is
read by 20%, B is read by 16%, C is read by 14%, both A and B
are read by 8%, both A and C are read by 5%, both B and C are
read by 4% and all three A, B, C are read by 2%.
What is the percentage of the probability that read at least
one paper.
Sol: Give that
20 16 14
𝑃 𝐴 = ,𝑃 𝐵 = ,𝑃 𝐶 =
100 100 100
And
8 5 4
𝑃 𝐴∩𝐵 = ,𝑃 𝐴∩𝐶 = , 𝑃 𝐵∩𝐶 =
100 100 100
2
𝑃 𝐴∩𝐵∩𝐶 =
100
𝑃 𝐴∪𝐵∪𝐶 = 𝑃 𝐴 +𝑃 𝐵 +𝑃 𝐶 −𝑃 𝐴∩𝐵 −𝑃 𝐵∩𝐶
−𝑃 𝐴 ∩ 𝐶 + 𝑃 𝐴 ∩ 𝐵 ∩ 𝐶
20 16 14 8 4 5 2
= + + − − − +
100 100 100 100 100 100 100
35
=
100
Conditional Probability
If A and B are two events in a sample space S and 𝑃(𝐴) ≠ 0, then the
probability of B, after the event A has occurred, is called the conditional
probability of the event of B given A and is denoted by 𝑃 𝐵Τ𝐴
𝐵Τ 𝑃(𝐴∩𝐵)
And define 𝑃 𝐴 =
𝑃(𝐴)
 Multiplication Theorem of Probability
St: In a random experiment if A ,B are two events such that 𝑃(𝐴) ≠ 0
and 𝑃(𝐵) ≠ 0 then
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 . 𝑃 𝐵Τ𝐴
𝑃 𝐵 ∩ 𝐴 = 𝑃 𝐵 . 𝑃 𝐴Τ𝐵

NOTE: if A and B are independent events then

𝑃 𝐵Τ𝐴 = 𝑃(𝐵) and 𝑃 𝐴Τ𝐵 = 𝑃(𝐴)
Problem
Find the probability of drawing 2 red balls in succession from a bag
containing 4 red and 5 black balls when the ball is drawn first is
(i) Not replaced
(ii) Replaced
Solution:

Let A denote the event of drawing a red ball in the first draw
Let B denote the event of drawing a red ball in second draw
(i) After the first draw the ball is not replaced.
the first balls can be drawn in 9-ways and the second in 8-ways.
Then both the balls can be drawn in 9 X 8 ways
There are 4 ways in which A can occur
And 3 ways in which B can occur
So A and B occur in 4 x 3 ways.
 𝐵Τ 3
𝑃 𝐴 =
8
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 . 𝑃 𝐵Τ𝐴
4 3 1
= . =
9 8 6
(ii) The first ball is replaced after the first draw

4 4 16
𝑃 𝐴∩𝐵 = . =
9 9 81
Problem
A class has 10 boys and 5 girls. Three students are selected at random
one after another. Find the probability that
(i) First two are boys and third is girl
(ii) First and third are same gender and second is of opposite gender.
Solution:
The no.of students = 15
(i) The probability that first two are boys and the third is girl is
10 9 5 15
𝑃 𝐵1 ∩ 𝐵2 ∩ 𝐺1 = . . =
15 14 13 91

(ii) The probability that first and third are boys and second is a girl
10 5 9 15
P(𝐸1 ) = . . =
15 14 13 91
The probability that first and third are girls and second is a boy
5 10 4 20
P(𝐸2 ) = . . =
15 14 13 273

Required probability is = P 𝐸1 + P(𝐸2 )

15 20 65
= + = = 0.238
91 273 273
Problem
Determine (i) 𝑃 𝐵Τ𝐴 (ii) 𝑃 𝐴Τ𝐵𝑐 if A and b are events with
1 1 1
𝑃 𝐴 = ,𝑃 𝐵 = and 𝑃 𝐴 ∪ 𝐵 =
3 4 2
Solution:
Given that
1 1 1
𝑃 𝐴 = ,𝑃 𝐵 = and 𝑃 𝐴 ∪ 𝐵 =
3 4 2
𝑃 𝐴∩𝐵 =𝑃 𝐴 +𝑃 𝐵 −𝑃 𝐴∪𝐵
1 1 1 1
= + - =
3 4 2 12
𝑃(𝐴∩𝐵) 1Τ 1
(i) 𝑃 𝐵Τ𝐴 = 12
= 1Τ =
𝑃(𝐴) 3 4
 𝑐 1 3
𝑃 𝐵 =1−𝑃 𝐵 =1 − =
4 4
𝑃 𝐴 ∩ 𝐵𝑐 = 𝑃 𝐴 − 𝑃 𝐴 ∩ 𝐵
1 1 1
= − =
3 12 4
𝐴Τ 𝑃 𝐴∩𝐵𝑐 1Τ
4 1
𝑃 𝐵𝑐 = = 3Τ =
𝑃 𝐵𝑐 4 3
Problem
Box A contains 5 red and 3 white marbles and box B contains 2 red and
6 white marbles. If a marble is drawn from each box, what is the
probability that they are both of same colour.
Solution:
Let A = The event that the marble is drawn from box A and is red.
1 5 5
𝑃 𝐴 = . =
2 8 16
Let B = The event that the marble is drawn from box B and is red.
1 2 1
𝑃 𝐵 = . =
2 8 8
Probability that both the marbles are red is
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 . 𝑃(𝐵)
5 1 5
= . =
16 8 128
Let C = The event that the marble is drawn from box A and is white.
1 3 3
𝑃 𝐶 = . =
2 8 16
Let D = The event that the marble is drawn from box B and is white.
1 6 3
𝑃 𝐷 = . =
2 8 8
Probability that both the marbles are white is
𝑃 𝐶 ∩ 𝐷 = 𝑃 𝐶 . 𝑃(𝐷)
3 3 9
= . =
16 8 128
The Probability that the marbles are of same colour

=𝑃 𝐴∩𝐵 +𝑃 𝐶∩𝐷
5 9 14
= + =
128 128 128
Problem
Three machines I ,II, III produce 40% , 30%, 30% of the total number of
items of factory. The percentage of defective items of these machines
are 4%, 2%, 3%. If an item is selected at random, find the probability
that the item is defective.
Solution:
Let A, B and C be the events that the machines I, II and III be chosen
respectively.
And
Let D be the event which denotes the defective item.
Given that
40 30 30
𝑃 𝐴 = ,𝑃 𝐵 = , 𝑃 𝐴 =
100 100 100
And
𝐷Τ 4 𝐷Τ 2 𝐷Τ 3
𝑃 𝐴 = ,𝑃 𝐵 = , 𝑃 𝐶 =
100 100 100
The probability that the selected item is defective is
𝑃 𝐷 = 𝑃 𝐴 𝑃 𝐷Τ𝐴 + 𝑃 𝐵 𝑃 𝐷Τ𝐵 + 𝑃(𝐶)𝑃 𝐷Τ𝐶
40 4 30 2 30 3
= . + . + .
100 100 100 100 100 100
41
=
1000
COUNTING
Some times it is difficult to determine the number of
elements in a sample space by direct calculation. To
avoid this difficulty we use tree diagram.
Tree Diagram:

A tree diagram is a device used to enumerate all the

possible outcomes of a sequence of experiments where
each experiment can occur in a finite numbers of ways.
The tree is constructed from left to right, and the
number of branches at each point correspond to
the number of possible outcomes of the next
experiment.
If you toss a coin three times, what is the
probability of getting 3 heads?
The first step is to figure out your probability of getting a heads by tossing the coin once. The
probability is 0.5 (you have a 50% probability of tossing a heads and 50% probability of tossing a
tails). Those probabilities are represented at the ends of each branch
Next, you add two more branches to each branch to represent the second
coin toss. The probability of getting two heads is shown by the red arrow. To
get the probability, multiply the branches: 0.5 * 0.5 = 0.25 (25%). This makes
sense because your possible results for one head and one tails is HH, HT,
TT, or TH (each combination has a 25% probability).
Finally, add a third row (because we were trying to find the probability of
throwing 3 heads). Multiplying across the branches for HHH we get 0.5 * 0.5
*0.5 = 0.125, or 12.5%
Problem
A bowl contains three balls: one red, one blue and one
green. A child selects two balls at random. What is the
probability that at least one red ball?
Solution:
1st ball 2nd ball Outcomes Probability
1
B RB 6
R P(at least 1 red)
1
G RG 6
= P(RB) + P(BR)+
1
R BR 6 P(RG) + P(GR)
B 1
BG = 4/6
G 6
= 2/3
B GB
1
G 6
1
General Addition rule for probability
Theorem:- If A and B are any events in S,
then 𝐏 𝐀∪𝐁 =𝐏 𝐀 +𝐏 𝐁 −𝐏 𝐀∩𝐁
Proof:

From the figure 𝐴 = (𝐴 ∩ 𝐵𝑐 ) ∪ (𝐴 ∩ 𝐵) and 𝐵 = (𝐴𝑐 ∩ 𝐵) ∪ (𝐴 ∩ 𝐵)

Note that 𝐴 ∩ 𝐵𝑐 , 𝐴𝑐 ∩ 𝐵 𝑎𝑛𝑑(𝐴 ∩ 𝐵)are mutually exclusive.
Applying Axiom-(3)

We have
𝑃 𝐴 = 𝑃[ 𝐴 ∩ 𝐵𝑐 ∪ 𝐴 ∩ 𝐵 ]
P(A) = 𝑃 𝐴 ∩ 𝐵𝑐 + 𝑃 𝐴 ∩ 𝐵 ……………..(1)

𝑃 𝐵 = 𝑃[ 𝐴𝑐 ∩ 𝐵 ∪ 𝐴 ∩ 𝐵 ]
P(B) = 𝑃 𝐴𝑐 ∩ 𝐵 + 𝑃 𝐴 ∩ 𝐵 ……………..(2)
Adding equations (1) and (2)
𝑃 𝐴 + 𝑃 𝐵 = 𝑃 𝐴 ∩ 𝐵𝑐 + 𝑃 𝐴 ∩ 𝐵 + 𝑃 𝐴𝑐 ∩ 𝐵 + 𝑃 𝐴 ∩ 𝐵 ] ……(3)

From the figure 𝐴 ∪ 𝐵 = (𝐴 ∩ 𝐵𝑐 ) ∪ (𝐴 ∩ 𝐵) ∪ 𝐴𝑐 ∩ 𝐵

Then P 𝐴 ∪ 𝐵 = 𝑃 𝐴 ∩ 𝐵𝑐 + 𝑃 𝐴 ∩ 𝐵 + 𝑃 𝐴𝑐 ∩ 𝐵 ……(4)

Sub equation (4) in (3)

𝑃 𝐴 +𝑃 𝐵 =𝑃 𝐴∪𝐵 +𝑃 𝐴∩𝐵
𝑃 𝐴∪𝐵 =𝑃 𝐴 +𝑃 𝐵 −𝑃 𝐴∩𝐵
 Problem
A card is drawn at random from a Well shuffled deck of 52 cards. Find
the probability of getting a spade or a king ?

Sol: Let S is the sample space.

n(S) = 52
Let A denote the event of getting a spade
Let B denote the event of getting a king
13 4
𝑃 𝐴 = ,𝑃 𝐵 =
52 52
𝐴 ∩ 𝐵 = the event of getting a spade and king
1
P(𝐴 ∩ 𝐵) =
52
probability of getting a spade or a king = P 𝐴 ∪ 𝐵

𝑃 𝐴∪𝐵 =𝑃 𝐴 +𝑃 𝐵 −𝑃 𝐴∩𝐵
13 4 1
= + −
52 52 52
4
=
13
Problem
Three students A,B and C are in running race. A and B have the same
probability of winning and each is twice as likely to win as C. Find the
probability that B or C wins.

Sol: Let S is the sample space.

Given that 𝑃 𝐴 = 𝑃(𝐵)
and 𝑃 𝐴 = 2𝑃(𝐶)…………..(1)
We have
𝑃 𝐴 +𝑃 𝐵 +𝑃 𝐶 =1
⇒ 2𝑃 𝐶 + 2𝑃 𝐶 + 𝑃 𝐶 = 1
1 2 2
⇒ 𝑃 𝐶 = ,𝑃 𝐴 = and 𝑃 𝐵 =
5 5 5
Probability that B or C wins = 𝑃(𝐵 ∪ 𝐶)
=𝑃 𝐵 +𝑃 𝐶 −𝑃 𝐵∩𝐶
2 1
= + −0
5 5
3
=
5
Problem
From a city 3 news papers A,B and C are being published. A is
read by 20%, B is read by 16%, C is read by 14%, both A and B
are read by 8%, both A and C are read by 5%, both B and C are
read by 4% and all three A, B, C are read by 2%.
What is the percentage of the probability that read at least
one paper.
Sol: Give that
20 16 14
𝑃 𝐴 = ,𝑃 𝐵 = ,𝑃 𝐶 =
100 100 100
And
8 5 4
𝑃 𝐴∩𝐵 = ,𝑃 𝐴∩𝐶 = , 𝑃 𝐵∩𝐶 =
100 100 100
2
𝑃 𝐴∩𝐵∩𝐶 =
100
𝑃 𝐴∪𝐵∪𝐶 = 𝑃 𝐴 +𝑃 𝐵 +𝑃 𝐶 −𝑃 𝐴∩𝐵 −𝑃 𝐵∩𝐶
−𝑃 𝐴 ∩ 𝐶 + 𝑃 𝐴 ∩ 𝐵 ∩ 𝐶
20 16 14 8 4 5 2
= + + − − − +
100 100 100 100 100 100 100
35
=
100
Conditional Probability
If A and B are two events in a sample space S and 𝑃(𝐴) ≠ 0, then the
probability of B, after the event A has occurred, is called the conditional
probability of the event of B given A and is denoted by 𝑃 𝐵Τ𝐴
𝐵Τ 𝑃(𝐴∩𝐵)
And define 𝑃 𝐴 =
𝑃(𝐴)
 Multiplication Theorem of Probability
St: In a random experiment if A ,B are two events such that 𝑃(𝐴) ≠ 0
and 𝑃(𝐵) ≠ 0 then
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 . 𝑃 𝐵Τ𝐴
𝑃 𝐵 ∩ 𝐴 = 𝑃 𝐵 . 𝑃 𝐴Τ𝐵

NOTE: if A and B are independent events then

𝑃 𝐵Τ𝐴 = 𝑃(𝐵) and 𝑃 𝐴Τ𝐵 = 𝑃(𝐴)
Problem
Find the probability of drawing 2 red balls in succession from a bag
containing 4 red and 5 black balls when the ball is drawn first is
(i) Not replaced
(ii) Replaced
Solution:

Let A denote the event of drawing a red ball in the first draw
Let B denote the event of drawing a red ball in second draw
(i) After the first draw the ball is not replaced.
the first balls can be drawn in 9-ways and the second in 8-ways.
Then both the balls can be drawn in 9 X 8 ways
There are 4 ways in which A can occur
And 3 ways in which B can occur
So A and B occur in 4 x 3 ways.
 𝐵Τ 3
𝑃 𝐴 =
8
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 . 𝑃 𝐵Τ𝐴
4 3 1
= . =
9 8 6
(ii) The first ball is replaced after the first draw

4 4 16
𝑃 𝐴∩𝐵 = . =
9 9 81
Problem
A class has 10 boys and 5 girls. Three students are selected at random
one after another. Find the probability that
(i) First two are boys and third is girl
(ii) First and third are same gender and second is of opposite gender.
Solution:
The no.of students = 15
(i) The probability that first two are boys and the third is girl is
10 9 5 15
𝑃 𝐵1 ∩ 𝐵2 ∩ 𝐺1 = . . =
15 14 13 91

(ii) The probability that first and third are boys and second is a girl
10 5 9 15
P(𝐸1 ) = . . =
15 14 13 91
The probability that first and third are girls and second is a boy
5 10 4 20
P(𝐸2 ) = . . =
15 14 13 273

Required probability is = P 𝐸1 + P(𝐸2 )

15 20 65
= + = = 0.238
91 273 273
Problem
Determine (i) 𝑃 𝐵Τ𝐴 (ii) 𝑃 𝐴Τ𝐵𝑐 if A and b are events with
1 1 1
𝑃 𝐴 = ,𝑃 𝐵 = and 𝑃 𝐴 ∪ 𝐵 =
3 4 2
Solution:
Given that
1 1 1
𝑃 𝐴 = ,𝑃 𝐵 = and 𝑃 𝐴 ∪ 𝐵 =
3 4 2
𝑃 𝐴∩𝐵 =𝑃 𝐴 +𝑃 𝐵 −𝑃 𝐴∪𝐵
1 1 1 1
= + - =
3 4 2 12
𝑃(𝐴∩𝐵) 1Τ 1
(i) 𝑃 𝐵Τ𝐴 = 12
= 1Τ =
𝑃(𝐴) 3 4
 𝑐 1 3
𝑃 𝐵 =1−𝑃 𝐵 =1 − =
4 4
𝑃 𝐴 ∩ 𝐵𝑐 = 𝑃 𝐴 − 𝑃 𝐴 ∩ 𝐵
1 1 1
= − =
3 12 4
𝐴Τ 𝑃 𝐴∩𝐵𝑐 1Τ
4 1
𝑃 𝐵𝑐 = = 3Τ =
𝑃 𝐵𝑐 4 3
Problem
Box A contains 5 red and 3 white marbles and box B contains 2 red and
6 white marbles. If a marble is drawn from each box, what is the
probability that they are both of same colour.
Solution:
Let A = The event that the marble is drawn from box A and is red.
1 5 5
𝑃 𝐴 = . =
2 8 16
Let B = The event that the marble is drawn from box B and is red.
1 2 1
𝑃 𝐵 = . =
2 8 8
Probability that both the marbles are red is
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 . 𝑃(𝐵)
5 1 5
= . =
16 8 128
Let C = The event that the marble is drawn from box A and is white.
1 3 3
𝑃 𝐶 = . =
2 8 16
Let D = The event that the marble is drawn from box B and is white.
1 6 3
𝑃 𝐷 = . =
2 8 8
Probability that both the marbles are white is
𝑃 𝐶 ∩ 𝐷 = 𝑃 𝐶 . 𝑃(𝐷)
3 3 9
= . =
16 8 128
The Probability that the marbles are of same colour

=𝑃 𝐴∩𝐵 +𝑃 𝐶∩𝐷
5 9 14
= + =
128 128 128
Problem
Three machines I ,II, III produce 40% , 30%, 30% of the total number of
items of factory. The percentage of defective items of these machines
are 4%, 2%, 3%. If an item is selected at random, find the probability
that the item is defective.
 Solution:
Let A, B and C be the events that the machines I, II and III be chosen
respectively.
And
Let D be the event which denotes the defective item.
Given that
40 30 30
𝑃 𝐴 = ,𝑃 𝐵 = , 𝑃 𝐶 =
100 100 100
And
𝐷Τ 4 𝐷Τ 2 𝐷Τ 3
𝑃 𝐴 = ,𝑃 𝐵 = , 𝑃 𝐶 =
100 100 100
The probability that the selected item is defective is
𝑃 𝐷 = 𝑃 𝐴 𝑃 𝐷Τ𝐴 + 𝑃 𝐵 𝑃 𝐷Τ𝐵 + 𝑃(𝐶)𝑃 𝐷Τ𝐶
40 4 30 2 30 3
= . + . + .
100 100 100 100 100 100
41
=
1000
Bayes’ Theorem
Suppose that E1, E2 , ---------En are mutually exclusive events of a
sample space “ S ” such that P 𝐸𝑖 > 0 for i = 1,2,3, ---------n and A is
any arbitrary event of “ S ” such that P (A) > 0
and 𝐴 ⊆ ‫=𝑖𝑛ڂ‬1 𝐸𝑖 then the conditional probability of 𝐸𝑖 given A is

P( Ei ) P( A | Ei )
P( Ei | A) =
P( A1 ) P( A | E1 ) + P( A2 ) P( A | E2 ) + ... + P( An ) P( A | En )
Problem
Suppose 5 men out of 100 and 25 women out of 10,000 are colour
blind. A colour blind person is chosen at random, what is the
probability of the person being a male ( Assume male and female to be
in equal numbers) ?
Solution:
Given that
5 men out of 100 and 25 women out of 10,000 are colour blind
A colour blind person is chosen at random
1
The probability that the chosen person is male = 𝑃 𝑀 =
2
And
1
The probability that the chosen person is female = 𝑃 𝑊 =
2
Let B represent a blind person. Then
𝐵Τ 5
𝑃 𝑀 = = 0.05
100
𝑃 𝐵Τ = 25 = 0.0025
𝐹 10000
The probability that the chosen person is male is given by

P(M) P(𝑩ൗ𝑴)
𝐏 𝐌Τ𝐁 =
P(M) P(𝑩ൗ𝑴) + P(W) P(𝑩ൗ𝑾)

0.05 𝑋 0.5
= = 0.95
0.05 𝑋 0.5+0.0025 𝑋 0.5
Problem
Of the three men , the chances that a politician, a business man or an
academician will be appointed as a vice-chancellor (V.C) of a university
are 0.5,0.3,0.2 respectively. Probability that research is promoted by
these persons if they are appointed as V.C are 0.3, 0.7, 0.8 respectively.

(i) Determine the Probability that research is promoted

(ii) If research is promoted , what is the Probability that V.C is an
academician?
Solution:
Let A, B, C be the events that a politician, businessmen or an
academician will be appointed as V.C of the three men.
Then
𝑃 𝐴 = 0.5 , 𝑃 𝐵 = 0.3, 𝑃 𝐶 = 0.2

Probability that research is promoted by these persons if they are

appointed as V.C are
𝑃 𝑅Τ𝐴 = 0.3 , 𝑃 𝑅Τ𝐵 = 0.7 , 𝑃 𝑅Τ𝐶 = 0.8
(i) Probability that research is promoted
= 𝐏 𝐀 𝐏 𝑹Τ𝑨 + 𝐏 𝑩 𝐏 𝑹Τ𝑩 + 𝐏(𝐂)𝐏 𝑹Τ𝑪
= 0.5 . 0.3 + 0.3 . 0.7 + 0.2 . (0.8)
= 0.52
(ii) The Probability that research is promoted when the V.C is an
academician
𝐏(𝐂)𝐏 𝑹ൗ
𝑃 𝐶Τ = 𝑪
𝑅 𝐏 𝐀 𝐏 𝑹ൗ𝑨 +𝐏 𝑩 𝐏 𝑹ൗ𝑩 +𝐏(𝐂)𝐏 𝑹ൗ𝑪
0.16
=
0.15+0.21+0.16
= 0.30769
Problem
A businessman goes to hotels X, Y, Z, 20%, 50%, 30% of the time
respectively. It is known that 5%, 4%, 8% of the rooms in X, Y, Z hotels
have faulty plumbing. What is the probability that businessman’s room
having faulty plumbing is assigned to hotel Z?
Solution:
Let the probabilities of business man going to hotels X, Y and Z
respectively P(X) ,P(Y),P(Z).
Then
20 2 50 5 30 3
𝑃 𝑋 = = ,𝑃 𝑌 = = ,𝑃 𝑍 = =
100 10 100 10 100 10

Let F be the event of the room having faulty plumbing then

𝐹Τ 5 1 𝐹Τ 4 1 𝐹Τ 8 2
𝑃 𝑋 = = ,𝑃 𝑌 = = ,𝑃 𝑍 = =
100 20 100 25 100 25
The probability that businessman’s room having faulty plumbing is
assigned to hotel Z
𝑍Τ 𝐏(𝐙)𝐏 𝑭ൗ𝒁
𝑃 𝐹 =
𝐏 𝑿 𝐏 𝑭ൗ𝑿 +𝐏 𝒀 𝐏 𝑭ൗ𝒀 +𝐏(𝐙)𝐏 𝑭ൗ𝒁

3 2
.
10 25 4
= 2 1 5 1 3 2 =
. + . + . 9
10 20 10 25 10 25
Problem
In a factory, machine A produces 40% of output and machine B
produces 60%. On the average, 9 items in 1000 produced by A are
defective and 1 items in 250 produced by B is defective. An item is
drawn at random from a day’s output is defective. What is the
probability that is was produced by A or B?
 Solution:
Output produced by A = 40%
𝑃 𝐴 = 0.4
Output produced by B = 60%
𝑃 𝐴 = 0.6

𝐷Τ 9
𝑃 𝐴 =Probability that items produced by A are defective = = 0.009
1000
1
𝑃 𝐷Τ𝐵 =Probability that items produced by B are defective= = 0.004
250
Probability that items produced by A given that is defective is
𝐏(𝐀)𝐏 𝑫ൗ
𝑃 𝐴Τ = 𝑨
𝐷 𝐏 𝑨 𝐏 𝑫ൗ𝑨 +𝐏 𝑩 𝐏 𝑫ൗ𝑩
𝟎.𝟒 ∗ 𝟎.𝟎𝟎𝟗
= = 𝟎. 𝟔
𝟎.𝟒 ∗ 𝟎.𝟎𝟎𝟗+𝟎.𝟔∗𝟎.𝟎𝟎𝟒
Probability that items produced by B given that is defective is
𝐵Τ 𝐏(𝐁)𝐏 𝑫ൗ𝑩
𝑃 𝐷=
𝐏 𝑨 𝐏 𝑫ൗ𝑨 +𝐏 𝑩 𝐏 𝑫ൗ𝑩
𝟎.𝟔 ∗ 𝟎.𝟎𝟎𝟒
= = 𝟎.4
𝟎.𝟒 ∗ 𝟎.𝟎𝟎𝟗+𝟎.𝟔∗𝟎.𝟎𝟎𝟒
Required Probability is = 𝑃 𝐴Τ𝐷 + 𝑃 𝐵Τ𝐷
= 0.6 + 0.4 = 1
Problem
The chance that doctor A will diagnose a disease X correctly is 60%. The
chance that a patient will die by his treatment after correct diagnose is
40% and the chance of death by wrong diagnose is 70%. A patient of
doctor A, who had disease X, died. What is the chance that his disease
was correctly.
Solution:
Let 𝐸1 = event that disease X is diagnosed correctly by doctor A
Let 𝐸2 = event that a patient of doctor A who has disease X died
60
Then 𝑃(𝐸1 ) = = 0.6 and 𝑃(𝐸ത1 ) = 1 − 𝑃(𝐸1 ) = 0.4
100

𝐸2 40 𝐸2 70
𝑃 ൗ𝐸1 = = 0.4 and 𝑃 ൗ𝐸ത1 = = 0.7
100 100
By Baye’s theorem

𝐸2
𝐸1 𝑃 𝐸1 𝑃 ൗ𝐸1
𝑃 ൗ𝐸2 = 𝐸2 𝐸2
𝑃 𝐸1 𝑃 ൗ𝐸1 +𝑃(𝐸ത1 )𝑃 ൗ𝐸
ഥ1
0.6 ∗ 0.4 6
= =
0.6 ∗0.4+0.4 ∗ 0.7 13
Random Variables
We now introduce a new term
Instead of saying that the possible outcomes are 1,2,3,4,5 or 6,
we say that random variable X can take values {1,2,3,4,5,6}.
A random variable is an expression whose value is the outcome of a
particular experiment.
Definition:
• A random variable is a function whose domain is the
sample space and whose range is the set of real
numbers. They are denoted by X, Y…
• X(s)=x is the value associated with the outcome s.
There are two types of random variables

• 1.Discrete random variable

• 2.Continuous random variable
Discrete random variable

A discrete random variable is a variable with a

finite (or countably infinite ) range.
Continuous random variable
A Continuous random variable is a random variable
with an interval (either finite or infinite ) of real
numbers for its range.
 Probability Mass function(PMF)
(Probability distribution function)
Let ‘X’ be a discrete random variable taking values
𝑥1 , 𝑥2 , … … . 𝑥𝑛 then the probability mass function
𝑃(𝑋 = 𝑥) is defined under the following conditions

𝑖 𝑃(𝑋 = 𝑥) ≥ 0
(𝑖𝑖) σ∀𝑥 𝑃 𝑋 = 𝑥 = 1
Cumulative Probability Distributions
•Let p(x) =P(X=x) is called a (discrete) probability
distribution.
•Let F(x) = P(X ≤ x). F(x) is called the Distribution
Function (DF) of the discrete random variable X.
F(x) has the following properties
Problem-1
Let X denote the number of heads in a single toss of 4 fair coins.
Determine
(i) 𝑃(𝑋 < 2) (ii) 𝑃(1 < 𝑋 ≤ 3)

X=x 0 1 2 3 4

P(X = x) 1 4 6 4 1
16 16 16 16 16
Solution:
(i)
𝑃 𝑋 < 2 = 𝑃 𝑋 = 0 + 𝑃(𝑋 = 1)
1 4 5
= + =
16 16 16

(ii) 𝑃(1 < 𝑋 ≤ 3) = 𝑃 𝑋 = 2 + 𝑃(𝑋 = 3)

6 4
= +
16 16
10
=
16
 Problem-2
𝑥+3
Verify that 𝑃 𝑋 = 𝑓𝑜𝑟 𝑥 = 1,2,3,4,5 serve as
25
probability mass function?
Solution:
Given that
𝑥+3
𝑃 𝑋 = 𝑓𝑜𝑟 𝑥 = 1,2,3,4,5
25
1+3 4
𝑃 𝑋=1 = =
25 25
2+3 5
𝑃 𝑋=2 = =
25 25
3+3 6
𝑃 𝑋=3 = =
25 25
4+3 7
𝑃 𝑋=4 = =
25 25
5+3 8
𝑃 𝑋=5 = =
25 25
σ5𝑥=1 𝑃 𝑋 = 𝑥 = 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃 𝑋 = 3 + 𝑃 𝑋 = 4
+𝑃 𝑋 = 5
4 5 6 7 8
= + + + +
25 25 25 25 25
30
= >1
25
Given P(X) is not a probability mass function [Because Total probability is 1]
Problem-3
A random variable X has the following probability distribution

X=x 1 2 3 4 5 6 7 8
P(X =x) k 2k 3k 4k 5k 6k 7k 8k

Find the value of

(i) K (ii) 𝑃(𝑋 ≤ 2) (iii) 𝑃(2 ≤ 𝑋 ≤ 5)
Solution:
(i) We know that the Total probability is 1
σ8𝑖=1 𝑃 𝑋 = 𝑥𝑖 = 1
k + 2k + 3k + 4k + 5k + 6k + 7k + 8k = 1
36k = 1
1
then k =
36
(ii) 𝑃 𝑋 ≤ 2 = 𝑃 𝑋 = 1 + 𝑃(𝑋 = 2)
= 𝑘 + 2𝑘 = 3𝑘
3 1
= [k = ]
36 36
(iii) 𝑃 2 ≤ 𝑋 ≤ 5 = 𝑃 𝑋 = 2 + 𝑃 𝑋 = 3 + 𝑃 𝑋 = 4 + 𝑃(𝑋 = 5)
= 2k + 3k + 4k + 5k
= 14k
14 1
= [k = ]
36 36
Problem-4
A random variable X has the following probability distribution

X=x 0 1 2 3 4 5 6 7
P(X =x) 0 k 2k 2k 3k 𝑘2 2𝑘 2 7𝑘 2 +k

Find the value of

(i) K (ii) 𝑃(𝑋 < 6) (iii) 𝑃(𝑋 ≥ 6) (iV) 𝑃(0 < 𝑋 < 5)
Solution:
(i) We know that the Total probability is 1
σ7𝑖=0 𝑃 𝑋 = 𝑥𝑖 = 1
0 + k + 2k + 2k + 3k + 𝑘 2 + 2𝑘 2 + 7𝑘 2 + 𝑘 = 1
10𝑘 2 + 9𝑘 − 1 = 0
𝑘 = −1 𝑎𝑛𝑑 𝑘 = 1Τ10
1
then k = [ since P(X) ≥ 0, so 𝑘 ≠ −1]
10
(ii) 𝑃 𝑋 < 6 = 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃 𝑋 = 3
+𝑃 𝑋 = 4 + 𝑃(𝑋 = 5)
= 0 + k + 2k + 2k + 3k + 𝑘 2
= 𝑘 2 + 8𝑘
1
= 0.81 [k = = 0.1 ]
10

(iii) 𝑃 𝑋 ≥ 6 = 𝑃 𝑋 = 6 + 𝑃(𝑋 = 7)
or
𝑃 𝑋 ≥ 6 = 1 − 𝑃 𝑋 < 6 = 1 − 0.81
= 0.19
(iV) 𝑃 0 < 𝑋 < 5 = 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃 𝑋 = 3 + 𝑃(𝑋 = 4)
= k + 2k + 2k + 3k
= 8k
1
= 0.8 [k = = 0.1 ]
10
Problem-5
A random variable X has the following probability distribution

X=x -3 -2 -1 0 1 2 3
P(X =x) k 0.1 k 0.2 2k 0.4 2k

Find the value of

(i) K (ii) 𝑃(𝑋 < 1) (iii) 𝑃(−2 < 𝑋 < 2)
Solution:
(i) We know that the Total probability is 1
σ3𝑖=−3 𝑃 𝑋 = 𝑥𝑖 = 1
k + 0.1 + k + 0.2 + 2k + 0.4 + 2k = 1
6k + 0.7 = 1
0.1
then k = = 0.05
2
(ii) 𝑃 𝑋 < 1 = 𝑃 𝑋 = −3 + 𝑃 𝑋 = −2 + 𝑃 𝑋 = −1 + 𝑃(𝑋 = 0)
= k + 0.1 + k + 0.2
= 2k + 0.3
0.1
= 0.4 [k = = 0.05 ]
2
(iii) 𝑃 −2 < 𝑋 < 2 = 𝑃 𝑋 = −1 + 𝑃 𝑋 = 0 + 𝑃(𝑋 = 1)
= k + 0.2 + 2k
= 3k + 0.2
0.1
= 0.35 [k = = 0.05 ]
2
Continuous Probability Distributions
A random variable is called continuous when it assumes
values in a given interval.

The probability that a random variable X assumes

different values x in a given interval, say [a, b], is
denoted by f(x) = P(a ≤ X ≤ b), called probability density
function (pdf).
And
Properties of continuous probability distribution
A function f(x) to be a probability density function (pdf),
if it satisfies the following conditions

1. 𝑓(𝑋) ≥ 0
∞
2.‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1
3.For any 𝑎 ≤ b,
𝑏
𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥
Let X be a continuous random variable.
Then 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝑃(𝑎 < 𝑋 ≤ 𝑏)
= 𝑃(𝑎 ≤ 𝑋 < 𝑏)
= 𝑃(𝑎 < 𝑋 < 𝑏)

NOTE: The Cumulative Distribution Function of continuous

random variable X is denoted by F(X) and is defined as
𝑥
𝐹 𝑋 =𝑃 𝑋≤𝑥 = ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥
𝑑
and 𝑓 𝑋 = [𝐹 𝑋 ]
𝑑𝑥
Problem -1
If a random variable has the probability density f(X) as
2𝑒 −2𝑥 , 𝑓𝑜𝑟 𝑥 > 0
f x =ቊ
0 , 𝑓𝑜𝑟 𝑥 ≤ 0
Find (i) 𝑃(1 ≤ 𝑋 ≤ 3) (ii) 𝑃(𝑋 > 0.5)
Solution:
2𝑒 −2𝑥 , 𝑓𝑜𝑟 𝑥 > 0
Given that f x = ቊ
0 , 𝑓𝑜𝑟 𝑥 ≤ 0
3
(i) 𝑃(1 ≤ 𝑋 ≤ 3) = ‫׬‬1 𝑓 𝑥 𝑑𝑥
3
= ‫׬‬1 2𝑒 −2𝑥 𝑑𝑥
3
𝑒 −2𝑥
=2 = 𝑒 −2 − 𝑒 −6
−2 1
 ∞
(ii) 𝑃 𝑋 > 0.5 = ‫׬‬0.5 𝑓 𝑥 𝑑𝑥
∞
= ‫׬‬0.5 2𝑒 −2𝑥 𝑑𝑥
∞
𝑒 −2𝑥
=2 = − 𝑒 −∞ − 𝑒 −1 = 𝑒 −1
−2 0.5
Problem -2
If a random variable has the probability density f(X) as
𝑘 1 − 𝑥 2 , 𝑓𝑜𝑟 0 < 𝑥 < 1
f x =ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find (i) k (ii) 𝑃(0.1 ≤ 𝑋 ≤ 0.2) (iii) 𝑃(𝑋 > 0.5)
Solution:
𝑘 1 − 𝑥 2 , 𝑓𝑜𝑟 0 < 𝑥 < 1
Given that f x = ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
∞
(i) We know that ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1
0 1 ∞
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 + ‫׬‬0 𝑓 𝑥 𝑑𝑥 + ‫׬‬1 𝑓 𝑥 𝑑𝑥 = 1
1
0+ ‫׬‬0 𝑘 1 − 𝑥 2 𝑑𝑥 + 0 = 1
3 1
𝑥
𝑘 𝑥− =1
3 0
3
k=
2
 0.2
(ii) 𝑃 0.1 ≤ 𝑋 ≤ 0.2 = ‫׬‬0.1 𝑓 𝑥 𝑑𝑥
0.2
= ‫׬‬0.1 𝑘 1 − 𝑥 2 𝑑𝑥
0.2
3 𝑥3 3
= 𝑥− [k = ]
2 3 0.1 2
3 0.007
= (0.1 − )
2 3
= 0.2965
 ∞
(iii) 𝑃 𝑋 > 0.5 = ‫׬‬0.5 𝑓 𝑥 𝑑𝑥
1 ∞
= ‫׬‬0.5 𝑓 𝑥 𝑑𝑥 + ‫׬‬1 𝑓 𝑥 𝑑𝑥
∞
= ‫׬‬0.5 𝑘 1 − 𝑥 2 𝑑𝑥
1
3 𝑥3 3
= 𝑥− [k = ]
2 3 0.5 2
3 2
= ( − 0.4583)
2 3
= 0.3125
Problem - 3
Is the function defined by
0, 𝑥 <2
1
𝑓 𝑥 = ൞18 2𝑥 + 3 , 2 ≤ 𝑥 ≤ 4
0, 𝑥 >4
a probability density function ?
Solution:
For all points x in −∞ ≤ 𝑥 ≤ ∞, f(x)≥ 0 and
∞
We know that ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1
2 4 ∞
= ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 + ‫׬‬2 𝑓 𝑥 𝑑𝑥 + ‫׬‬4 𝑓 𝑥 𝑑𝑥
4 1
= 0 + ‫׬‬2 2𝑥 + 3 𝑑𝑥 + 0
18
4
1 2𝑥+3 2 1
= = 121 − 49 = 1
18 4 2 72
Hence f(x) is a probability density function.
Problem - 4
A continuous random variable has the probability density function
𝑘𝑥𝑒 −𝑐𝑥 , 𝑓𝑜𝑟 𝑥 ≥ 0, 𝑐 > 0
f x =ቊ
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Determine k
Solution:
∞
We know that ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1
0 ∞
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 + ‫׬‬0 𝑓 𝑥 𝑑𝑥 = 1
∞
0 + ‫׬‬0 𝑘𝑥𝑒 −𝑐𝑥 𝑑𝑥 =1
∞
𝑒 −𝑐𝑥 𝑒 −𝑐𝑥
𝑘 𝑥 − 1. =1
−𝑐 𝑐2 0
k = 𝑐2
Problem - 5
A continuous random variable has the probability density function
f x = c𝑒 − 𝑥 , −∞ < 𝑥 < ∞
Determine (i) k (ii) 𝑃(0 ≤ 𝑋 ≤ 4)
Solution:
Given that f x = c𝑒 − 𝑥 , −∞ < 𝑥 < ∞

∞
We know that ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1
∞
‫׬‬−∞ c𝑒 − 𝑥 𝑑𝑥 = 1
∞ −𝑥
2c‫׬‬0 𝑒 𝑑𝑥 = 1 [since 𝑒 − 𝑥 is even function ]
∞ −𝑥
2c‫׬‬0 𝑒 𝑑𝑥 = 1 [in 0 ≤ 𝑥 ≤ ∞, 𝑥 = 𝑥]
2𝑐 −𝑒 −𝑥 ∞ 0 =1
1
𝑐=
2
 4
(ii) 𝑃 0 ≤ 𝑋 ≤ 4 = ‫׬‬0 c𝑒 − 𝑥 𝑑𝑥
1 4 −𝑥 1
= ‫׬‬0 𝑒 𝑑𝑥 [𝑐 = ]
2 2
1 4 −𝑥
= ‫׬‬0 𝑒 𝑑𝑥
2
1
= 𝑒 −𝑥 40
2
1
= 𝑒 −4 − 1 = 0.4908
2
Problem - 6
A continuous random variable X has the distribution function

0, 𝑥 ≤1
𝐹 𝑥 = ቐ𝑘(𝑥 − 1)4 , 1 < 𝑥 ≤ 3
1, 𝑥 >3
Determine (i) f(x) (ii) k
Solution:
(i) We know that
𝑑
𝑓 𝑋 = [𝐹 𝑋 ] then
𝑑𝑥
0, 𝑥 ≤1
f 𝑥 = ቐ4𝑘(𝑥 − 1)3 , 1 < 𝑥 ≤ 3
0, 𝑥 >3
 ∞
(ii) We know that ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1
1 3 ∞
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 + ‫׬‬1 𝑓 𝑥 𝑑𝑥 + ‫׬‬3 𝑓 𝑥 𝑑𝑥 = 1
3
0 + ‫׬‬1 4𝑘(𝑥 − 1)3 𝑑𝑥 +0=1
3
(𝑥−1)4
4𝑘 =1
4 1
1
k=
16
Problem - 7
A continuous random variable X has the distribution function

0, 𝑥 ≤0
𝑥2
𝐹 𝑥 = ൞ , 0<𝑥≤2
4
1, 2>𝑥
Find f(x)
Solution:
(i) We know that
𝑑
𝑓 𝑋 = [𝐹
𝑋 ] then
𝑑𝑥
0, 𝑥 ≤0
𝑥2
𝐹 𝑥 = ൞ , 0<𝑥≤2
2
0, 𝑥 >2