Helwan university

Faculty of science

93
Mathematics department

73
64
12
10
60
30

Statistics - 1

Prepared by

Dr. Ahmed FAwzy Hassan Ghonaim

Dr. Asmaa Abd El-Rauof

 ‫‪93‬‬
‫الناشر‪ :‬جهاز النصر والتوزًع لمكتاب الحامعي – جامعة حموان‬

‫حقوق التألٌف مخفوظة لممؤلف‬

‫‪73‬‬
‫‪2024-2023‬‬

‫‪64‬‬
‫‪12‬‬
‫‪10‬‬
‫‪60‬‬
‫‪30‬‬

‫‪2‬‬
Contents

Chapter 1 : introduction

93
What is statistics

73
Types of statistics

64
Chapter 2 ; probability

12
Definition and Basic concepts of probability

Cominational techniques
10
Independent events
60

Mjultiplication rules

Baye’s theorem
30

Chapter 3 : descrete probability

random variable of descrete type

mathematical expectation

mean , varience and standered deviation

bernulli distribution

binomial distribution

poisson distribution

moment genrating function

3
Chapter 4; continuous distribution

Random variable of continuous type

Uniform distribution

Exponential distribution

93
Normal distribution

73
Chapter 5 : Joint distribution

64
Introduction

Joint probability distribution

12
Statistically independent

Chapter 6 : Sampling distribution theory

10
Basic concepts
60

Sampling theory
30

4
Scope of statistics

There is a lot of scope in the subject. The knowledge of statistics is useful in every field.
Hence, specializations also have a wide scope. Being of use to varied fields, the scope for

93
a career in statistics is huge. The government sector is the largest employer in this field.
You could be a part of the administrative services, economic services, and policy making
fields, the statistical organizations and planning commissions.

73
Statistics have come to the spotlight ever since the pandemic broke out, we see how data
and numbers are used every day to bring out policies and manage the entire nation. We
see how crucial statistics has become for the entire world. Incorrect data collection,

64
analysis and management could cause the entire nation and world to collapse, that is how
important statistics has become in the present world. Having a career in statistics outside
India is more advantageous.
12
Mainly because research is one of the main job profiles in this field, research in India is
still in the developing phase, and the payment scales do not complement the workload.
10
Moreover, the job profiles are of a wider range and the employees have a higher pay scale.

In this book , we introduce the basic concepts of statistics, types of statistics ,

60

measurements of each type, definitions for data, sample population, methods of collection
data, graphs and different measures of data, probability distribution , discrete and
continuous random variable and sampling theory.
30

5
Chapter 1 : introduction

What Is Statistics?

Statistics is a branch of applied mathematics that involves the collection,

93
description, analysis, and inference of conclusions from quantitative data. The
mathematical theories behind statistics rely heavily on differential and integral
calculus, linear algebra, and probability theory.

73
People who do statistics are referred to as statisticians. They're particularly
concerned with determining how to draw reliable conclusions about large groups

64
and general events from the behavior and other observable characteristics of small
samples. These small samples represent a portion of the large group or a limited
number of instances of a general phenomenon.
12
In practice, statistics is the idea that we can learn about the properties of large sets
of objects or events (a population) by studying the characteristics of a smaller
10
number of similar objects or events (a sample). Gathering comprehensive data
about an entire population is too costly, difficult, or impossible in many cases so
statistics start with a sample that can be conveniently or affordably observed.
60

Descriptive and Inferential Statistics(Types of Statistics)

30

The two major areas of statistics are known as descriptive statistics, which
describes the properties of sample and population data, and inferential statistics,
which uses those properties to test hypotheses and draw conclusions.

Data : is the information collected from population

What are Types of Data in Statistics?

The data is classified into majorly four categories:

• Nominal data
• Ordinal data
• Discrete data
• Continuous data

6
Further, we can classify these data as follows:

Nominal data is labelled into mutually exclusive categories within a variable.

These categories cannot be ordered in a meaningful way.(Gender, Nationality,
student grades)

93
73
64
12
10
60

Ordinal Data: Ordinal data have at least three categories that have a natural rank
order. The categories are ranked, but the differences between ranks may not be
30

equal.

7
 • Discrete data refers to countable, individualized, and nondivisible
figures in statistics. These data points exist only in set increments. Data
analysts and statisticians visualize discrete data using bar graphs, line
charts, histograms, and pie charts

93
Examples of discrete data

73
• The number of product reviews
• The number of tickets sold in a day
• The number of students in your class

64
• The number of employees in a company
• The number of computers in each department
• The number of customers who bought different items
12
• The number of items you buy at the grocery store each week
10
Continuous data is a type of numerical data that refers to the unspecified number
of possible measurements between two realistic points. Examples of continuous
60

data

Some continuous data examples are:

30

• Daily wind speed

• Freezer temperature
• Weight of newborn babies
• Length of customer service calls
• Product box measurements and weight

8
What is population data in research?

A is a fundamental aspect of our existence. Population data is defined as a set of

individuals who share a characteristic or set of these. A population is mainly
determined by geographies, such as all people in California, or all people in the
United States.

93
There are two primary classifications of population data:

73
• Primary population data collection sources: Data collected directly by a
researcher or statistician or a government body via sources such as census,
sample survey, etc. are called primary population data collection.

64
• Secondary Population Data Collection Sources: Data obtained from
existing sources such as journals, newspapers, magazines, annual research
reports, etc. and not directly by a government or a research organization is
12
called secondary population data collection.
10
60
30

What Is a Sample?

A sample refers to a smaller, manageable version of a larger group. It is a subset

containing the characteristics of a larger population. Samples are used in statistical
testing when population sizes are too large for the test to include all possible
members or observations. A sample should represent the population as a whole
and not reflect any bias toward a specific attribute.

Sample size

The number of individuals you should include in your sample depends on various
factors, including the size and variability of the population and your research

9
design. There are different sample size calculators and formulas depending on
what you want to achieve with statistical analysis.

Types of Sampling

93
1. Simple random sampling
In a simple random sample, every member of the population has an equal chance

73
of being selected. Your sampling frame should include the whole population.

To conduct this type of sampling, you can use tools like random number

64
generators or other techniques that are based entirely on chance.

Example: Simple random samplingYou want to select a simple random sample of

12
1000 employees of a social media marketing company. You assign a number to
every employee in the company database from 1 to 1000, and use a random
number generator to select 100 numbers.
10
2. Systematic sampling
Systematic sampling is similar to simple random sampling, but it is usually
60

slightly easier to conduct. Every member of the population is listed with a number,
but instead of randomly generating numbers, individuals are chosen at regular
intervals.
30

Example: Systematic samplingAll employees of the company are listed in

alphabetical order. From the first 10 numbers, you randomly select a starting
point: number 6. From number 6 onwards, every 10th person on the list is selected
(6, 16, 26, 36, and so on), and you end up with a sample of 100 people.

If you use this technique, it is important to make sure that there is no hidden
pattern in the list that might skew the sample. For example, if the HR database
groups employees by team, and team members are listed in order of seniority,
there is a risk that your interval might skip over people in junior roles, resulting in
a sample that is skewed towards senior employees.

10
3. Stratified sampling
Stratified sampling involves dividing the population into subpopulations that may
differ in important ways. It allows you draw more precise conclusions by ensuring
that every subgroup is properly represented in the sample.

To use this sampling method, you divide the population into subgroups (called

93
strata) based on the relevant characteristic (e.g., gender identity, age range,
income bracket, job role).

73
Based on the overall proportions of the population, you calculate how many
people should be sampled from each subgroup. Then you use random
or systematic sampling to select a sample from each subgroup.

64
Example: Stratified samplingThe company has 800 female employees and 200
male employees. You want to ensure that the sample reflects the gender balance of
12
the company, so you sort the population into two strata based on gender. Then you
use random sampling on each group, selecting 80 women and 20 men, which
gives you a representative sample of 100 people.
10
4. Cluster sampling
60

Cluster sampling also involves dividing the population into subgroups, but each
subgroup should have similar characteristics to the whole sample. Instead of
sampling individuals from each subgroup, you randomly select entire subgroups.
30

If it is practically possible, you might include every individual from each sampled
cluster. If the clusters themselves are large, you can also sample individuals from
within each cluster using one of the techniques above. This is called multistage
sampling.

This method is good for dealing with large and dispersed populations, but there is
more risk of error in the sample, as there could be substantial differences between
clusters. It’s difficult to guarantee that the sampled clusters are really
representative of the whole population.

Example: Cluster sampling The company has offices in 10 cities across the
country (all with roughly the same number of employees in similar roles). You
don’t have the capacity to travel to every office to collect your data, so you use
random sampling to select 3 offices – these are your clusters.

11
What is Data Collection?

Data collection is the process of gathering and measuring information from

various sources, in a way that enables you to find answers to real questions, and to

93
gain new insights that would not otherwise be immediately obvious – for example
the accurate assessment of collected data can help you analyze current trends and
even predict future trends.

73
64
12
10
60
30

Different Software of Statistical Analysis

12
 Chapter 2 : probability

Probability means possibility. It is a branch of mathematics that deals with the

occurrence of a random event. The value is expressed from zero to one.

93
Probability has been introduced in Maths to predict how likely events are to
happen. The meaning of probability is basically the extent to which something is
likely to happen. This is the basic probability theory, which is also used in

73
the probability distribution, where you will learn the possibility of outcomes for a
random experiment. To find the probability of a single event to occur, first, we

64
should know the total number of possible outcomes.

Probability Definition
12
Probability is a measure of the likelihood of an event to occur. Many events
cannot be predicted with total certainty. We can predict only the chance of an
10
event to occur i.e., how likely they are going to happen, using it. Probability can
range from 0 to 1, where 0 means the event to be an impossible one and 1
indicates a certain event. Probability for Class 10 is an important topic for the
60

students which explains all the basic concepts of this topic. The probability of all
the events in a sample space adds up to 1.
30

For example, when we toss a coin, either we get Head OR Tail, only two possible
outcomes are possible (H, T). But when two coins are tossed then there will be
four possible outcomes, i.e {(H, H), (H, T), (T, H), (T, T)}.

Formula for Probability

The probability formula is defined as the possibility of an event to happen is equal
to the ratio of the number of favourable outcomes and the total number of
outcomes.

Probability of event to happen P(E) = Number of favourable outcomes/Total Number of

outcomes

13
Sometimes students get mistaken for “favourable outcome” with “desirable
outcome”. This is the basic formula. But there are some more formulas for
different situations or events.

Random Experiment

93
An activity that produces a result or an outcome is called an experiment. It is an
element of uncertainty as to which one of these occurs when we perform an
activity or experiment. Usually, we may get a different number of outcomes from

73
an experiment. However, when an experiment satisfies the following two
conditions, it is called a random experiment.

64
(i) It has more than one possible outcome.

(ii) It is not possible to predict the outcome in advance.

Solved Examples
12
10
1) There are 6 pillows in a bed, 3 are red, 2 are yellow and 1 is blue. What is
the probability of picking a yellow pillow?
60

Ans: The probability is equal to the number of yellow pillows in the bed divided by
the total number of pillows, i.e. 2/6 = 1/3.
30

2) There is a container full of coloured bottles, red, blue, green and orange. Some
of the bottles are picked out and displaced. Sumit did this 1000 times and got the
following results:

• No. of blue bottles picked out: 300

• No. of red bottles: 200
• No. of green bottles: 450
• No. of orange bottles: 50
a) What is the probability that Sumit will pick a green bottle?

Ans: For every 1000 bottles picked out, 450 are green.

14
Therefore, P(green) = 450/1000 = 0.45

b) If there are 100 bottles in the container, how many of them are likely to be
green?

Ans: The experiment implies that 450 out of 1000 bottles are green.

93
Therefore, out of 100 bottles, 45 are green.

Let’s have a look at the terms involved in random experiments which we use

73
frequently in probability theory. Also, these terms are used to describe whether an
experiment is random or not.

64
Terms Meaning

Outcome
12
A possible result of a random experiment is called its outcome.
10
Example: In an experiment of throwing a die, the outcomes are 1, 2, 3, 4, 5,
or 6
60

Sample The set of all possible outcomes of a random experiment is called the
space sample space connected with that experiment and is denoted by the symbol
S.
30

Example: In an experiment of throwing a die, sample space is S = {1, 2, 3,

4, 5, 6}

Sample Each element of the sample space is called a sample point.

point
Or
Each outcome of the random experiment is also called a sample point.

15
Definition

A random experiment is a mechanism that produces a definite outcome that cannot

be predicted with certainty. The sample space associated with a random experiment is
the set of all possible outcomes. An event is a subset of the sample space.

93
Definition

73
An event E is said to occur on a particular trial of the experiment if the outcome
observed is an element of the set E.

64
12
Based on the definition of random experiment we can identify whether the given
experiment is random or not. Go through the examples to understand what is a
random experiment and what is not a random experiment.
10
Example 1:
60

Is picking a card from a well-shuffled deck of cards a random experiment?

Solution:
30

We know that a deck contains 52 cards, and each of these cards has an equal
chance to be selected.

(i) The experiment can be repeated since we can shuffle the deck of cards every
time before picking a card and there are 52 possible outcomes.

(ii) It is possible to pick any of the 52 cards, and hence the outcome is not
predictable before.

Thus, the given activity satisfies the two conditions of being a random experiment.

Hence, this is a random experiment.

Example 2:

16
Consider the experiment of dividing 36 by 4 using a calculator. Check whether it is
a random experiment or not.

Solution:

(i) This activity can be repeated under identical conditions though it has only one

93
possible result.

(ii) The outcome is always 9, which means we can predict the outcome each time

73
we repeat the operation.

Hence, the given activity is not a random experiment.

64
Examples of Random Experiments
Below are the examples of random experiments and the corresponding sample
12
space.

1. Tossing a coin three times

10
Number of possible outcomes = 8
Sample space = S = {HHH, HHT, HTH, THH, TTH, THT, HTT, TTT}
60

2. Three coins are tossed simultaneously

30

Number of possible outcomes = 8

Sample space = S = {HHH, HHT, HTH, THH, TTH, THT, HTT, TTT}

3. Rolling a pair of dice simultaneously

Number of possible outcomes = 36
Sample space = S = {(1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6), (2, 1), (2, 2),
(2, 3), (2, 4), (2, 5), (2, 6), (3, 1), (3, 2), (3, 3), (3, 4), (3, 5), (3, 6), (4, 1), (4,
2), (4, 3), (4, 4), (4, 5), (4, 6), (5, 1), (5, 2), (5, 3), (5, 4), (5, 5), (5, 6), (6, 1),
(6, 2), (6, 3), (6, 4), (6, 5), (6, 6)}

4. Throwing a die two times

Number of possible outcomes = 36

17
 Sample space = S = {(1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6), (2, 1), (2, 2),
(2, 3), (2, 4), (2, 5), (2, 6), (3, 1), (3, 2), (3, 3), (3, 4), (3, 5), (3, 6), (4, 1), (4,
2), (4, 3), (4, 4), (4, 5), (4, 6), (5, 1), (5, 2), (5, 3), (5, 4), (5, 5), (5, 6), (6, 1),
(6, 2), (6, 3), (6, 4), (6, 5), (6, 6)}

5. Selecting a card from an urn containing 100 cards numbering from 1 to

93
100
Number of possible outcomes = 100

73
Sample space = S = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10,….., 51, 52, 53, 54, 55, ….,
91, 92, 93, 94, 95, 96, 97, 98, 99, 100}

64
6. Choosing one of the factors of 180

Number of possible outcomes = 18

12
Sample space = S = {1, 2, 3, 4, 5, 6, 9, 10, 12, 15, 18, 20, 30, 36, 45, 60, 90,
180}
10
Similarly, we can write several examples which can be treated as random
experiments
60

EXAMPLE 2

Construct a sample space for the experiment that consists of rolling a single
30

die. Find the events that correspond to the phrases “an even number is
rolled” and “a number greater than two is rolled.”

Solution:
The outcomes could be labeled according to the number of dots on the top
face of the die. Then the sample space is the set S={1,2,3,4,5,6}.
The outcomes that are even are 2, 4, and 6, so the event that corresponds to
the phrase “an even number is rolled” is the set {2,4,6}, which it is natural to
denote by the letter E. We write E={2,4,6}.
Similarly the event that corresponds to the phrase “a number greater than two
is rolled” is the set T={3,4,5,6}}, which we have denoted T.

18
Problems and Solutions on Probability
Question 1: Find the probability of ‘getting 3 on rolling a die’.
Solution:
Sample Space = S = {1, 2, 3, 4, 5, 6}

93
Total number of outcomes = n(S) = 6
Let A be the event of getting 3.

73
Number of favourable outcomes = n(A) = 1
i.e. A = {3}

64
Probability, P(A) = n(A)/n(S) = 1/6
Hence, P(getting 3 on rolling a die) = 1/6
12
Question 2: Draw a random card from a pack of cards. What is the
probability that the card drawn is a face card?
10
Solution:
A standard deck has 52 cards.
60

Total number of outcomes = n(S) = 52

Let E be the event of drawing a face card.
30

Number of favourable events = n(E) = 4 x 3 = 12 (considered Jack, Queen and

King only)
Probability, P = Number of Favourable Outcomes/Total Number of Outcomes
P(E) = n(E)/n(S)
= 12/52
= 3/13
P(the card drawn is a face card) = 3/13
Question 3: A vessel contains 4 blue balls, 5 red balls and 11 white balls. If
three balls are drawn from the vessel at random, what is the probability that
the first ball is red, the second ball is blue, and the third ball is white?

19
Solution:
Given,
The probability to get the first ball is red or the first event is 5/20.
Since we have drawn a ball for the first event to occur, then the number of

93
possibilities left for the second event to occur is 20 – 1 = 19.
Hence, the probability of getting the second ball as blue or the second event is
4/19.

73
Again with the first and second event occurring, the number of possibilities left for
the third event to occur is 19 – 1 = 18.

64
And the probability of the third ball is white or the third event is 11/18.
Therefore, the probability is 5/20 x 4/19 x 11/18 = 44/1368 = 0.032.
12
Or we can express it as: P = 3.2%.
Question 4: Two dice are rolled, find the probability that the sum is:
10
1. equal to 1
2. equal to 4
60

3. less than 13
Solution:
30

To find the probability that the sum is equal to 1 we have to first determine the
sample space S of two dice as shown below.
S = { (1,1),(1,2),(1,3),(1,4),(1,5),(1,6)
(2,1),(2,2),(2,3),(2,4),(2,5),(2,6)
(3,1),(3,2),(3,3),(3,4),(3,5),(3,6)
(4,1),(4,2),(4,3),(4,4),(4,5),(4,6)
(5,1),(5,2),(5,3),(5,4),(5,5),(5,6)
(6,1),(6,2),(6,3),(6,4),(6,5),(6,6) }
So, n(S) = 36
1) Let E be the event “sum equal to 1”. Since, there are no outcomes which where
a sum is equal to 1, hence,
P(E) = n(E) / n(S) = 0 / 36 = 0
2) Let A be the event of getting the sum of numbers on dice equal to 4.
Three possible outcomes give a sum equal to 4 they are:
A = {(1,3),(2,2),(3,1)}

20
n(A) = 3
Hence, P(A) = n(A) / n(S) = 3 / 36 = 1 / 12
3) Let B be the event of getting the sum of numbers on dice is less than 13.
From the sample space, we can see all possible outcomes for the event B, which
gives a sum less than B. Like:
(1,1) or (1,6) or (2,6) or (6,6).

93
So you can see the limit of an event to occur is when both dies have number 6, i.e.
(6,6).
Thus, n(B) = 36

73
Hence, P(B) = n(B) / n(S) = 36 / 36 = 1
.

64
A graphical representation of a sample space and events is a Venn diagram, as
12
shown in Figure 3.1 "Venn Diagrams for Two Sample Spaces" . In general the
sample space S is represented by a rectangle, outcomes by points within the
10
rectangle, and events by ovals that enclose the outcomes that compose them.

Figure 3.1 Venn Diagrams for Two Sample Spaces

60
30

A device that can be helpful in identifying all possible outcomes of a random

experiment, particularly one that can be viewed as proceeding in stages, is what is
called a tree diagram. It is described in the following example.

21
 EX A M P L E 4

Construct a sample space that describes all three-child families according to

the genders of the children with respect to birth order.

Solution:

93
Two of the outcomes are “two boys then a girl,” which we might denote bbg,
and “a girl then two boys,” which we would denote gbb.. Clearly there are

73
many outcomes, and when we try to list all of them it could be difficult to be
sure that we have found them all unless we proceed systematically. The tree

64
diagram shown in Figure 3.2 "Tree Diagram For Three-Child Families",
gives a systematic approach.
12
Figure 3.2Tree Diagram For Three-Child Families
10
60
30

The diagram was constructed as follows. There are two possibilities for the
first child, boy or girl, so we draw two line segments coming out of a starting
point, one ending in a b for “boy” and the other ending in a g for “girl.” For
each of these two possibilities for the first child there are two possibilities for
the second child, “boy” or “girl,” so from each of the b and g we draw two
line segments, one segment ending in a b and one in a g. For each of the four
ending points now in the diagram there are two possibilities for the third
child, so we repeat the process once more.

22
The line segments are called branches of the tree. The right ending point of
each branch is called a node. The nodes on the extreme right are the final
nodes; to each one there corresponds an outcome, as shown in the figure.

From the tree it is easy to read off the eight outcomes of the experiment, so

93
the sample space is, reading from the top to the bottom of the final nodes in
the tree,

73
S={bbb,bbg,bgb,bgg,gbb,gbg,ggb,ggg}

64
EX A M P L E 6

A die is called “balanced” or “fair” if each side is equally likely to land on

12
top. Assign a probability to each outcome in the sample space for the
experiment that consists of tossing a single fair die. Find the probabilities of
the events E: “an even number is rolled” and T: “a number greater than two
10
is rolled.”
60

Solution:
With outcomes labeled according to the number of dots on the top face of the
die, the sample space is the set S={1,2,3,4,5,6}. Since there are six equally
30

likely outcomes, which must add up to 1, each is assigned probability 1/6.

Since E={2,4,6}}, P(E)=1∕6+1∕6+1∕6=3∕6=1∕2.
Since T={3,4,5,6} P(T)=4∕6=2∕3.
EX A M P L E 7

Two fair coins are tossed. Find the probability that the coins match, i.e.,
either both land heads or both land tails.

Solution:
In Note 3.8 "Example 3" we constructed the sample space S={2h,2t,d} for
the situation in which the coins are identical and the sample

23
space S′={hh,ht,th,tt}for the situation in which the two coins can be told
apart.
The theory of probability does not tell us how to assign probabilities to the
outcomes, only what to do with them once they are assigned. Specifically,

93
using sample space S, matching coins is the event M={2h,2t} which has
probability P(2h)+P(2t). Using sample space S′, matching coins is the
event M′={hh,tt}which has probability P(hh)+P(tt). In the physical world it

73
should make no difference whether the coins are identical or not, and so we
would like to assign probabilities to the outcomes so that the numbers P(M)

64
and P(M′)are the same and best match what we observe when actual physical
experiments are performed with coins that seem to be fair. Actual experience
12
suggests that the outcomes in S′ are equally likely, so we assign to each
probability 1∕4, and then
P(M′)=P(hh)+P(tt)=1/4+1/4=1/2
10
Similarly, from experience appropriate choices for the outcomes in S are:
P(2h)=1/4 P(2t)=1/4 P(d)=1/2
60

which give the same final answer

P(M)=P(2h)+P(2t)=1/4+1/4=1/2
30

24
 30
60

25
10
12
64
73
93
 93
73
64
12
10
60
30

Basic Properties of Probability

1. The probability of an event E is defined as P(E) = [Number of favourable
outcomes of E]/[ total number of possible outcomes of E].

2. The probability of a sure event or certain event, S is sample space , then p(S)= 1.

3. The probability of an impossible event is 0.

26
4. The probability of an event E is a number P(E) such that 0 ≤ P (E) ≤ 1.
Probability is always a positive number.

5. Mutually exclusive events are those events that do not occur at the same time.
For example, when a coin is tossed then the result will be either head or tail, but we
cannot get both the results. Such events are also called disjoint events since they do

93
not happen simultaneously. If A and B are mutually exclusive events then its
probability is given by P(A Or B) or P (A U B). Let us learn the formula of P (A U
B) along with rules and examples here in this article

73
Probability of Disjoint (or) Mutually Exclusive Event = P ( A and B) = 0

64
If A and B are 2 events that are mutually exclusive, then

P(A⋃B) = P(A) + P(B).

12
6. An elementary event is an event having only one outcome. The sum of the
probabilities of such events of an experiment is 1.
10
7. The sum of probabilities of an event and its complementary event is 1.

P(A) + P(A’) = 1.
60

8. General law of addition probability

30

P(A⋃B) = P(A) + P(B) – P(A⋂B).

9. P(A⋂B) = P(A) + P(B) – P(A⋃B) .

10. If A1, A2, A3 ,………, An are mutually exclusive events, then P(A1 ⋃ A2 ⋃
A3… ⋃ An) = P(A1) + P(A2 ) + ………. + P(An)

11. The Multiplication Rule of Probability

According to the multiplication rule of probability, the probability of occurrence of
both the events A and B is equal to the product of the probability of B occurring
and the conditional probability that event A occurring given that event B occurs.

If A and B are dependent events, then the probability of both events occurring
simultaneously is given by:

27
 P(A ∩ B) = P(B) . P(A|B)

If A and B are two independent events in an experiment, then the probability of

both events occurring simultaneously is given by:

93
P(A ∩ B) = P(A) . P(B)

73
Example 1:
You have a cowboy hat, a top hat, and an Indonesian hat called a songkok. You

64
also have four shirts: white, black, green, and pink. If you choose one hat and one
shirt at random, what is the probability that you choose the songkok and the black
shirt?
12
The two events are independent events; the choice of hat has no effect on the
choice of shirt.
10
There are three different hats, so the probability of choosing the songkok is 1/3 .
There are four different shirts, so the probability of choosing the black shirt is 1/4 .
So, by the Multiplication Rule:
60

P(songok and black shirt)=1/3⋅1/4=1/12

30

28
 30
60

29
10
12
64
73
93
 30
60

30
10
12
64
73
93
 93
73
64
12
10
60
30

Solved Examples
Example 1:

Find the probability of getting an even number when a die is tossed.

Solution:

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

Favourable events = { 2,4,6}

Number of favourable event = 3

Total number of outcomes = 6

31
Hence probability, P = 3/6 = ½

Example 2:

A carton consists of 200 watches of which 190 are good, 7 have minor defects and
3 have major defects. A merchant Reena will only accept the watches which are

93
good, but another merchant Seema will only reject the watches which have major
defects. One watch is drawn at random from the carton. What is the probability
that it is acceptable to Reena? Also, find the probability that it is acceptable to

73
Seema?

Solution:

64
A watch is drawn at random from 200 watches. So there are 200 equally likely
outcomes.
12
No. of outcomes acceptable to Reena = 190/200 = 0.95

No. of outcomes acceptable to Seema = (190+7 )/200 = 197/200 = 0.985

10
Probability Problems Solved Examples
60

Example 1: A coin is tossed, and a die is rolled. What is the probability that the
coin shows the head and the die shows 3?
30

Solution:

When a coin is tossed, the outcome is either a head or a tail. Similarly, when a die
is rolled, the outcomes will be 1, 2, 3, 4, 5, 6.

Hence, the required probability = (1/2) (1/6) = 1/12.

Example 2: 8 nails and 12 nuts are present in a box. Among them, half the nails
and half the nuts are rusted. If an item is chosen at random, what is the probability
that it is rusted or is a nail?

Solution:

Total rusted items = 4 + 6 = 10

32
Unrusted nails = 4.

Required probability = 4 + (10/8) + 12 = 14/20 = 7/10.

Example 5: Three dice are thrown simultaneously. What is the probability of

obtaining a total of 17 or 18?

93
Solution:

Three dice can be thrown in 6 × 6 × 6 = 216 ways.

73
A total of 17 can be obtained as (5, 6, 6), (6, 5, 6), (6, 6, 5).

64
A total of 18 can be obtained as (6, 6, 6).

Hence, the required probability = 4/216 = 1/54.

12
Example 6: What is the number of times a coin needs to be tossed in order to get
at least once a head with probability ≥0.9?
10
Solution:

Probability of getting at least one head in n tosses

60

⇒ 1 − (1/2)n ≥ 0.9
30

⇒(1/2)n ≤ 0.1

⇒ 2n ≥ 10

⇒n≥3

Hence, the least value of n = 4.

Example 7: The three ships namely A, B, and C, sail from India to Africa. If the
ratio of the ships reaching safely is 2: 5, 3: 7 and 6: 11, then find the probability of
all of them arriving safely.

Solution:

The ratio of the ships A, B and C for arriving safely are 2: 5, 3: 7 and 6: 11,
respectively.
33
The probability of ship A for arriving safely = 2 / [2 + 5] = 2 / 7

Similarly, for B = 3 / [3 + 7] = 3 / 10 and for C = 6 / [6 + 11] = 6 / 17

∴ The probability of all the ships arriving safely = [2 / 7] × [3 / 10] × [6 / 17] = [18
/ 595].

93
Example 8: If A and B are two events such that P (A) = 0.4 , P (A + B) = 0.7 and
P (AB) = 0.2, then P (B) =

73
Solution:

Since we have P (A + B) = P (A) + P (B) − P (AB)

64
⇒ 0.7 = 0.4 + P (B) − 0.2

⇒ P (B) = 0.5. 12
EXAMPLE: Periodontal Status and Gender
10
Consider randomly selecting one individual from those represented in the
following table regarding the periodontal status of individuals and their gender.
Periodontal status refers to gum disease where individuals are classified as either
60

healthy, have gingivitis, or have periodontal disease.

30

Let’s review what we have learned so far. We can calculate any probability in this
scenario if we can determine how many individuals satisfy the event or
combination of events.

• P(Male) = 3009/8027 = 0.3749

• P(Female) = 5018/8027 = 0.6251
34
 • P(Healthy) = 3750/8027 = 0.4672
• P(Not Healthy) = P(Gingivitis or Perio) = (2419 + 1858)/8027 =
4277/8027 = 0.5328
We could also, calculate this using the complement rule: 1 – P(Healthy)
We also previously found that

93
• P(Male AND Healthy) = 1143/8027 = 0.1424

73
64
12
Recall rule 5, P(A or B) = P(A) + P(B) – P(A and B). We now use this rule to
10
calculate P(Male OR Healthy)

P(Male or Healthy) = P(Male) + P(Healthy) – P(Male and Healthy) =

60

•
0.3749 + 0.4672 – 0.1424 = 0.6997 or about 70%
We solved this question earlier by simply counting how many individuals are
30

either Male or Healthy or both. The picture below illustrates the values we need to
combine. We need to count

• All males
• All healthy individuals
• BUT, not count anyone twice!!

35
 93
73
Using this logical approach we would find

• P(Male or Healthy) = (1143 + 929 + 937 + 2607)/8027 = 5616/8027 =

64
0.6996
We have a minor difference in our answers in the last decimal place due the
rounding that occurred when we calculated P(Male), P(Healthy), and P(Male and
12
Healthy) and then applied rule 5.

Clearly the answer is effectively the same, about 70%. If we carried our answers to
10
more decimal places or if we used the original fractions, we could eliminate this
small discrepancy entirely.
60

EXAMPLE: Important Delivery!

It is vital that a certain document reach its destination within one day. To maximize
30

the chances of on-time delivery, two copies of the document are sent using two
services, service A and service B. It is known that the probabilities of on-time
delivery are:

• 0.90 for service A (P(A) = 0.90)

• 0.80 for service B (P(B) = 0.80)
• 0.75 for both services being on time (P(A and B) = 0.75)
(Note that A and B are not disjoint. They can happen together with
probability 0.75.)
The Venn diagrams below illustrate the probabilities P(A), P(B), and P(A and
B) [not drawn to scale]:

36
 93
73
64
12
10
60

In the context of this problem, the obvious question of interest is:

30

• What is the probability of on-time delivery of the document using this

strategy (of sending it via both services)?
The document will reach its destination on time as long as it is delivered on time
by service A or by service B or by both services. In other words, when event A
occurs or event B occurs or both occur. so….

P(on time delivery using this strategy)= P(A or B), which is represented the by the
shaded region in the diagram below:

37
 93
73
64
We can now

• use the three Venn diagrams representing P(A), P(B) and P(A and B)
12
• to see that we can find P(A or B) by adding P(A) (represented by the left
circle) and P(B) (represented by the right circle),
• then subtracting P(A and B) (represented by the overlap), since we
included it twice, once as part of P(A) and once as part of P(B).
10
This is shown in the following image:
60
30

If we apply this to our example, we find that:

• P(A or B)= P(on-time delivery using this strategy)= 0.90 + 0.80 – 0.75
= 0.95.
So our strategy of using two delivery services increases our probability of on-time
delivery to 0.95.

While the Venn diagrams were great to visualize the General Addition Rule, in
cases like these it is much easier to display the information in and work with a two-

38
way table of probabilities, much as we examined the relationship between two
categorical variables in the Exploratory Data Analysis section.

We will simply show you the table, not how we derive it as you won’t be asked to
do this for us. You should be able to see that some logic and simple
addition/subtraction is all we used to fill in the table below.

93
73
64
12
10
60

When using a two-way table, we must remember to look at the entire row or
30

column to find overall probabilities involving only A or only B.

• P(A) = 0.90 means that in 90% of the cases when service A is used, it
delivers the document on time. To find this we look at the total
probability for the row containing A. In finding P(A), we do not know
whether B happens or not.

39
 • P(B) = 0.80 means that in 80% of the cases when service B is used, it
delivers the document on time. To find this we look at the total
probability for the column containing B. In finding P(B), we do not know
whether A happens or not.

93
73
64
Comment
• When we used two-way tables in the Exploratory Data Analysis (EDA)
12
section, it was to record values of two categorical variables for a
concrete sample of individuals.
• In contrast, the information in a probability two-way table is for an
10
entire population, and the values are rather abstract.
• If we had treated something like the delivery example in the EDA
section, we would have recorded the actual numbers of on-time (and not-
60

on-time) deliveries for samples of documents mailed with service A or B.

• In this section, the long-term probabilities are presented as being known.
• Presumably, the reported probabilities in this delivery example were
30

based on relative frequencies recorded over many repetitions.

40
 93
73
64
12
Experiment 1: A single 6-sided die is rolled. What is the probability of rolling a 2
or a 5?
10
Probabilities:
60

1
P(2) =
6
30

1
P(5) =
6

P(2 or 5) = P(2) + P(5)

1 1
= +
6 6

2
=
6

=1

Experiment 2: A spinner has 4 equal sectors colored yellow, blue, green, and red.
What is the probability of landing on red or blue after spinning this spinner?

41
Probabilities:

1
P(red) =
4

1
P(blue) =

93
4

P(red or blue) = P(red) + P(blue)

73
1 1
= +
4 4

64
2
=
4

=1 12
Experiment 3: A glass jar contains 1 red, 3 green, 2 blue, and 4 yellow marbles. If
10
a single marble is chosen at random from the jar, what is the probability that it is
yellow or green?
60

Probabilities:

4
30

P(yellow) =
10

3
P(green) =
10

P(yellow or green) = P(yellow) + P(green)

4 3
= +
10 10

=7

42
Experiment 4: A single card is chosen at random from a
standard deck of 52 playing cards. What is the probability of
choosing a king or a club?

Probabilities:

93
P(king or club) = P(king) + P(club) - P(king of clubs)

4 13 1
= + -

73
52 52 52

16
=
52

64
4
=
13
12
In Experiment 4, the events are non-mutually exclusive. The addition causes the
king of clubs to be counted twice, so its probability must be subtracted. When two
events are non-mutually exclusive, a different addition rule must be used.
10
60

Experiment 5: In a math class of 30 students, 17 are boys and 13 are girls. On a

unit test, 4 boys and 5 girls made an A grade. If a student is chosen at random from
30

the class, what is the probability of choosing a girl or an A student?

Probabilities: P(girl or A) = P(girl) + P(A) - P(girl and A)

13 9 5
= + -
30 30 30

17
=
30

43
Experiment 5: In a math class of 30 students, 17 are boys and 13 are girls. On a
unit test, 4 boys and 5 girls made an A grade. If a student is chosen at random from
the class, what is the probability of choosing a girl or an A student?

Probabilities: P(girl or A) = P(girl) + P(A) - P(girl and A)

93
13 9 5
= + -
30 30 30

73
17
=
30

64
Independent Events
12
Definition: Two events, A and B, are independent if the fact that A occurs does
not affect the probability of B occurring.
10
Some other examples of independent events are:
60

• Landing on heads after tossing a coin AND rolling a 5 on a single 6-sided

die.
• Choosing a marble from a jar AND landing on heads after tossing a coin.
30

• Choosing a 3 from a deck of cards, replacing it, AND then choosing an ace
as the second card.
• Rolling a 4 on a single 6-sided die, AND then rolling a 1 on a second roll of
the die.

To find the probability of two independent events that occur in sequence, find the
probability of each event occurring separately, and then multiply the probabilities.
This multiplication rule is defined symbolically below. Note that multiplication is
represented by AND.

Multiplication Rule 1: When two events, A and B, are independent, the

probability of both occurring is:

P(A and B) = P(A) · P(B)

44
(Note: Another multiplication rule will be introduced in the next lesson.) Now we
can apply this rule to find the probability for

Experiment 1.

Experiment 1: A dresser drawer contains one pair of socks with each of the

93
following colors: blue, brown, red, white and black. Each pair is folded together in
a matching set. You reach into the sock drawer and choose a pair of socks without
looking. You replace this pair and then choose another pair of socks. What is the

73
probability that you will choose the red pair of socks both times?

Probabilities:

64
1
P(red) =
5
12
P(red and red) = P(red) · P(red)

1 1
10
= ·
5 5

1
60

=
25

Experiment 2: A coin is tossed and a single 6-sided die is rolled. Find the
30

probability of landing on the head side of the coin and rolling a 3 on the die.

Probabilities:

1
P(head) =
2

1
P(3) =
6

P(head and 3) = P(head) · P(3)

1 1
= ·
2 6

= 1

45
 12

Experiment 3: A card is chosen at random from a deck of 52 cards. It is then

replaced and a second card is chosen. What is the probability of choosing a jack
and then an eight?

93
Probabilities:

4
P(jack) =

73
52

4
P(8) =

64
52

P(jack and 8) = P(jack) · P(8)

=
124
52
·
4
52
10
16
=
2704

1
60

=
169

Experiment 4: A jar contains 3 red, 5 green, 2 blue and 6 yellow marbles. A marble
30

is chosen at random from the jar. After replacing it, a second marble is chosen.
What is the probability of choosing a green and then a yellow marble?

Probabilities:

5
P(green) =
16

6
P(yellow) =
16

P(green and yellow) = P(green) · P(yellow)

5 6
= ·
16 16

46
 30
=
256

15
=
128

93
Each of the experiments above involved two independent events that occurred in
sequence. In some cases, there was replacement of the first item before choosing
the second item; this replacement was needed in order to make the two events
independent. Multiplication Rule 1 can be extended to work for three or more

73
independent events that occur in sequence. This is demonstrated in Experiment 5
below.

64
Experiment 5: A school survey found that 9 out of 10 students
like pizza. If three students are chosen at random with
replacement, what is the probability that all three students like
12
pizza?

Probabilities:
10
9
P(student 1 likes pizza) =
10
60

9
P(student 2 likes pizza) =
10
30

9
P(student 3 likes pizza) =
10

9 9 · 9 729
P(student 1 and student 2 and student 3 like pizza) = · =
10 10 10 1000
All of the experiments above involved independent events with a small population
(e.g. A 6-sided die, a 2-sided coin, a deck of 52 cards). When a small number of
items are selected from a large population without replacement, the probability of
each event changes so slightly that the amount of change is negligible. This is
illustrated in the following problem.

47
Problem: A nationwide survey found that 72% of people in the United
States like pizza. If 3 people are selected at random, what is the probability
that all three like pizza?

Solution: Let L represent the event of randomly choosing a person who

likes pizza from the U.S.

93
P(L) · P(L) · P(L) = (0.72)(0.72)(0.72) = 0.37 = 37%

73
Dependent Events

64
Definition: Two events are dependent if the outcome or occurrence of the first
affects the outcome or occurrence of the second so that the probability is changed.

12
Now that we have accounted for the fact that there is no replacement, we can find
the probability of the dependent events in Experiment 1 by multiplying the
probabilities of each event.
10
Experiment 1: A card is chosen at random from a standard deck of 52 playing
cards. Without replacing it, a second card is chosen. What is the
60

probability that the first card chosen is a queen and the second card
chosen is a jack?
30

Probabilities:

4
P(queen on first pick) =
52

4
P(jack on 2nd pick given queen on 1st pick) =
51

4 4 16 4
P(queen and jack) = · = =
52 51 2652 663

48
Solved Examples
Example 1: Shareen has to select two students from a class of 23 girls and 25
boys. What is the probability that both students chosen are boys?

Solution: Total number of students = 23 + 25 = 48

93
The probability of choosing the first boy, say Boy 1 = 25/48

The probability of choosing the second boy, say Boy 2 = 24/47

73
Now,

64
P(Boy 1 and Boy 2) = P(Boy 1) and P(Boy 2|Boy 1)

= (25/48) × (24/47)

= 600/2256
12
10
Example 2: In a survey, it is found that 10 out of 13 people walk to the office. 3
persons are selected randomly. What is the probability that all three walk to the
office?
60

Solution:

The probability that all three walk to the office = (3/13) × (2/12) × (1/11) = 6/1716.
30

Example 6: A bag contains 4 red, 3 pink and 6 green balls. Two balls are drawn,
but the first ball drawn is not replaced.

a) Find P(red, then pink)

b) Find P(pink, then pink)

Solution:

a) Number of red balls = 4

Total number of balls = 13

P(red) = 4/13

49
The result of the first draw will affect the probability of the second draw.

There are 3 pink balls.

Number of balls left = 12

P(pink after red) = 3/12 = ¼

93
P(red, then pink) = P(red) · P(pink after red) = (4/13) × (1/4) = 1/13

73
Hence, the probability of drawing a red ball and then a pink ball is 1/13.

b) number of pink balls = 3

64
Total number of balls = 13

P(pink) = 3/13 12
The result of the first draw will affect the probability of the second draw.
10
Number of pink balls left = 2

Total number of balls left = 12

60

There are a total of 12 balls left.

30

P(pink after pink) = 2/12 = 1/6

P(pink, then pink) = P(pink) · P(pink after pink)

= (3/13) × (1/6) = 3/78 = 1/26

Hence, the probability of drawing a pink ball and then a pink ball is 1/26.

Example

A juggler has seven red, five green, and four blue balls. During his stunt, he
accidentally drops a ball and doesn't pick it up. As he continues, another ball falls
down. What is the probability that the first ball that was dropped is blue, and the
second ball is green?

Solution

50
As we know that the first ball is not replaced by the juggler. So after dropping the
first ball, he is left with 15 balls.

The probability that the first ball is blue or P(blue ball) = 4/16
The probability that the second ball is green or P(green ball) = 5/15
The probability that the first ball is blue and the second ball is green:

93
P(blue than green) = P(blue)×P(green) =4/16×5/15=1/12

73
Example

Joseph and David are playing a game of cards. Joseph drew a card at random

64
without replacement. He asks David to help him determine the probability that the
first card drawn was a queen and the second is a king.

Solution 12
As we understand that this probability is having a dependent event condition.
P (drawing a queen in the first condition) =4/52
10
P (drawing a king in the second condition after a queen) = 4/51
P (drawing a queen followed by a king) = 4/52×4/51=16/2652=4/663
60

Example 2: In a shipment of 20 apples, 3 are rotten. 3 apples are randomly

selected. What is the probability that all three are rotten if the first and
second are not replaced?
30

Solution:
Total Apple = 20
Rotten Apple = 3
• Possibility of the first apple being rotten = 3/20
• Possibility of the second apple being rotten = 2/19
• Possibility of the third apple being rotten = 1/18
Probability of all three apples being rotten = P(3 Rotten) = (3/20 × 2/19 ×
1/18) = 6/6840 = 1/1140
Thus, the probability that all three apples are rotten is, 1/1140

Example 3: John has to select two students from a class of 10 girls and 15
boys. What is the probability that both students chosen are boys?
51
Solution:
Total number of students = 10 + 15 =25
Probability of choosing the first boy
P (Boy 1) = 15/25
P (Boy 2) = 14/24
P (Boy 1 and Boy 2) = P (Boy 1) and P (Boy 2)

93
P (Boy 1 and Boy 2) = (15/25) × (14/24) = 7/20
Thus, the probability of choosing both boys is 7/20

73
Example 4: A multiple-choice test consists of two problems. Problem 1 has 5

64
options and Problem 2 has 4 options. Each problem has only one correct
answer. What is the probability of randomly guessing the correct answer to
both problems?
Solution:
12
Here, the probability of the correct answer to Problem 1 = P(A) and the
probability of the correct answer to Problem 2 = P(B) are independent events.
10
Thus the probability of a correct answer to Problem 1 and Problem 2 both = P(A
∩ B) = P(A). P(B)
• P(A) = 1/5
60

• P(B) = 1/4
P(A ∩ B) = (1/5) × (1/4) = 1/20
Thus, the probability of getting both answers correct is 1/20.
30

Example 3: Mutually Exclusive Events and Independent Events

If 𝑃(𝐴)=0.3 and 𝑃(𝐵)=0.25 and 𝐴∩𝐵=∅,are 𝐴 and 𝐵 independent?

Answer

We recall that, if 𝐴 and 𝐵 are independent events, then𝑃(𝐴∩𝐵)=𝑃(𝐴)×𝑃(𝐵).

We are given that 𝐴∩𝐵=∅,which means that they are mutually exclusive. In other
words, the two events cannot occur at the same time. We recall that the probability
of an empty set is equal to zero, so𝑃(𝐴∩𝐵)=𝑃(∅)=0.

52
On the other hand, we can calculate𝑃(𝐴)×𝑃(𝐵)=0.3×0.25=0.075.

Since 𝑃(𝐴∩𝐵)≠𝑃(𝐴)×𝑃(𝐵),𝐴 and 𝐵 are dependent.

Example (conditional probability)

Mrs. Andrews has to select two students from 35 girls and 15 boys to be part of a

93
club. What is the probability that both students are girls?

Solution

73
The total number of students =35+15=50
Probability of choosing the first girl, P(girl 1) = 35/50
Probability of choosing the second girl, P(girl 2) = 34/49

64
Now,

The probability that both students have chosen are girls

12
P(first girl and second girl)
= P(first girl)×P(second girl | first girl=3550×3449=35/50×34/49
=1190/1666
10
=85/119
60
30

53
 30
60

54
10
12
64
73
93
 30
60

55
10
12
64
73
93
 30
60

56
10
12
64
73
93
 30
60

57
10
12
64
73
93
 30
60

58
10
12
64
73
93
Example 1:
A box contains 4 red marbles, 3 green marbles and 2 blue marbles. One marble is
removed from the box and then replaced. Another marble is drawn from the
box. What is the probability that the first marble is blue and the second marble is
green?
solution

93
Because the first marble is replaced, the size of the sample space ( 9 ) does not
change from the first drawing to the second so the events are independent.
P(blue then green)=P(blue)⋅P(gree =2/9⋅3/9 =6/81 =2/27

73
Example 2:

64
A box contains 4 red marbles, 3 green marbles and 2 blue marbles. One marble is
removed from the box and it is not replaced. Another marble is drawn from the
box. What is the probability that the first marble is blue and the second marble is
12
green?
solution
Because the first marble is not replaced, the size of the sample space for the first
10
marble ( 9 ) is changed for the second marble ( 8 ) so the events are dependent.
P(blue then green)=P(blue)⋅P(green) =2/9⋅3/8 =6/72 =1/12
60
30

Example: your boss (to be fair) randomly assigns everyone an extra 2 hours
work on weekend evenings between 4 and midnight.
solution

What are the chances you get Saturday between 4 and 6?

Day: there are two days on the weekend, so P(Saturday) = 0.5

Time: you want the 2 hours of "4 to 6", out of the 8 hours of 4 to midnight):

P("4 to 6") = 2/8 = 0.25

And:

59
 P(Saturday and "4 to 6") = P(Saturday) × P("4 to 6")

= 0.5 × 0.25

= 0.125

93
Or a 12.5% Chance

(Note: we could ALSO have worked out that you wanted 2 hours out of a total

73
possible 16 hours, which is 2/16 = 0.125. Both methods work here.)

64
12
10
60
30

60
 Probability worksheet (1)

93
73
64
12
10
60
30

61
 30
60

62
10
12
64
73
93
 30
60

63
10
12
64
73
93
 30
60

64
10
12
64
73
93
 30
60

65
10
12
64
73
93
 30
60

66
10
12
64
73
93
 30
60

67
10
12
64
73
93
 30
60

68
10
12
64
73
93
 30
60

69
10
12
64
73
93
Bayes Theorem

Bayes theorem is a theorem in probability and statistics, named after the Reverend
Thomas Bayes, that helps in determining the probability of an event that is based
on some event that has already occurred. Bayes rule has many applications such as

93
Bayesian interference, in the healthcare sector - to determine the chances of
developing health problems with an increase in age and many others.

73
The Bayes theorem is based on finding P(A | B) when P(B | A) is given. Here, we
will aim at understanding the use of the Bayes rule in determining the probability

64
of events, its statement, formula, and derivation with the help of examples.

12
10
60

Example 1: Amy has two bags. Bag I has 7 red and 4 blue balls and bag II has 5
red and 9 blue balls. Amy draws a ball at random and it turns out to be red.
30

Determine the probability that the ball was from the bag I.
Solution: Assume A to be the event of drawing a red ball. We know that the
probability of choosing a bag for drawing a ball is 1/2, that is,
P(X) = P(Y) = ½
Let X and Y be the events that the ball is from the bag I and bag II, respectively.
Since there are 7 red balls out of a total of 11 balls in the bag I, therefore,
P(drawing a red ball from the bag I) = P(A|X) = 7/11
Similarly, P(drawing a red ball from bag II) = P(A|Y) = 5/14

70
We need to determine the value of P(the ball drawn is from the bag I given that it
is a red ball), that is, P(X|A). To determine this we will use Bayes Theorem. Using
Bayes theorem, we have the following:

93
73
Answer: ∴ The probability that the ball is drawn is from bag I is 0.64

64
12
Example 2: Assume that the chances of a person having a skin disease are 40%.
Assuming that skin creams and drinking enough water reduces the risk of skin
disease by 30% and prescription of a certain drug reduces its chance by 20%. At a
10
time, a patient can choose any one of the two options with equal probabilities. It is
given that after picking one of the options, the patient selected at random has the
60

skin disease. Find the probability that the patient picked the option of skin screams
and drinking enough water using the Bayes theorem.
30

Solution: Assume E1: The patient uses skin creams and drinks enough water; E2:
The patient uses the drug; A: The selected patient has the skin disease
P(E1) = P(E2) = 1/2
Using the probabilities known to us, we have
P(A|E1) = 0.4 × (1-0.3) = 0.28
P(A|E2) = 0.4 × (1-0.2) = 0.32
Using Bayes rule, the probability that the selected patient uses skin creams and
drinks enough water is given by,

71
 93
73
Example 3: A man is known to speak the truth 3/4 times. He draws a card and

64
reports it is king. Find the probability that it is actually a king.
Solution:
12
Let E be the event that the man reports that king is drawn from the pack of cards
A be the event that the king is drawn
10
B be the event that the king is not drawn.
Then we have P(A) = probability that king is drawn = 1/4
60

P(B) = probability that king is drawn = 3/4

P(E/A) = Probability that the man says the truth that king is drawn when actually
30

king is drawn = P(truth) = 3/4

P(E/B)= Probability that the man lies that king is drawn when actually king is
drawn = P(lie) = 1/4
Then according to Bayes formula, the probability that it is actually a king = P(A/E)

72
 30
60

73
10
12
64
73
93
 30
60

74
10
12
64
73
93
 Worksheet (2)

(1) A factory has two Machines-I and II. Machine-I produces 60% of items and
Machine-II produces 40% of the items of the total output. Further 2% of the items

93
produced by Machine-I are defective whereas 4% produced by Machine-II are
defective. If an item is drawn at random what is the probability that it is
defective?

73
(2) There are two identical urns containing respectively 6 black and 4 red balls, 2
black and 2 red balls. An urn is chosen at random and a ball is drawn from it.
(i) find the probability that the ball is black (ii) if the ball is black, what is the

64
probability that it is from the first urn?

12
(3) A firm manufactures PVC pipes in three plants viz, X, Y and Z. The daily
production volumes from the three firms X, Y and Z are respectively 2000 units,
3000 units and 5000 units. It is known from the past experience that 3% of the output
from plant X, 4% from plant Y and 2% from plant Z are defective. A pipe is selected
10
at random from a day’s total production,(i) find the probability that the selected pipe
is a defective one. (ii) if the selected pipe is a defective, then what is the
probability that it was produced by plant Y ?
60

(4) The chances of A, B and C becoming manager of a certain company are 5 : 3 :

30

2. The probabilities that the office canteen will be improved if A, B, and C become
managers are 0.4, 0.5 and 0.3 respectively. If the office canteen has been improved,
what is the probability that B was appointed as the manager?

(5) An advertising executive is studying television viewing habits of married men

and women during prime time hours. Based on the past viewing records he has
determined that during prime time wives are watching television 60% of the time.
It has also been determined that when the wife is watching television, 40% of the
time the husband is also watching. When the wife is not watching the television,
30% of the time the husband is watching the television. Find the probability that (i)
the husband is watching the television during the prime time of television (ii) if the
husband is watching the television, the wife is also watching the television.

75
 Chapter 3 : Random Variables

A random variable, usually written X, is a variable whose possible values are

numerical outcomes of a random phenomenon. There are two types of random
variables, discrete and continuous.

93
Discrete Random Variables

A discrete random variable is one which may take on only a countable number of
distinct values such as 0,1,2,3,4,........ Discrete random variables are usually (but

73
not necessarily) counts. If a random variable can take only a finite number of
distinct values, then it must be discrete.
Examples of discrete random variables :

64
Example 3.1 :
12
10
60
30

Example 3.2 :

76
 93
73
64
12
Probability Distribution of Discrete Random Variable
10
The probability distribution of a discrete random variable is a list of probabilities
60

associated with each of its possible values. It is also sometimes called the
probability function or the probability mass function.

(Definitions taken from Valerie J. Easton and John H. McColl's )

30

Suppose a random variable X may take k different values, with the probability
that X = xi defined to be P(X = xi) = pi. The probabilities pi must satisfy the
following:

1: 0 < pi < 1 for each i

2: p1 + p2 + ... + pk = 1.

A probability distribution is a way of distributing the probabilities of all the

possible values that the random variable can take.

Example 3.3
Consider the following problem where a standard die is being rolled and it’s
been given that the probability of any face is proportional to the square of the

77
number obtained on its face. Obtain the probability distribution table associated
with this experiment
Solution:

93
73
64
12
10
60
30

Example 3.4
Check if the following probability distribution tables are valid or not
a)
x 1 2 5 7

P(x) 0.2 0.1 0.1 0.6

This is a valid distribution table because
• All the individual probabilities are between 0 and 1
• The sum of all individual probabilities add up to 1
b)

78
 x 0 1 2 3 4 5

P(x) 0.32 0.28 0.1 -0.4 0.2 0.1

This is not a valid distribution table because

93
• There is one instance of a probability being negative
c)
1 2 3 4

73
x

P(x) 0.4 0.2 0.25 0.1

64
This is not a valid distribution table because The sum of all the individual
probabilities does not add up to 1 although they are positive and between 0 and
1. For a table to be a valid distribution table both conditions should satisfy
12
simultaneously
10
Example 3.5
Suppose a variable X can take the values 1, 2, 3, or 4.The probabilities associated
with each outcome are described by the following table:
60

Outcome 1 2 3 4
Probability 0.1 0.3 0.4 0.2
30

The probability that X is equal to 2 or 3 is the sum of the two probabilities:

P(X = 2 or X = 3) = P(X = 2) + P(X = 3) = 0.3 + 0.4 = 0.7.

Similarly, the probability that X is greater than 1 is equal to 1 - P(X = 1) = 1 - 0.1 =

0.9, by the complement rule.

79
 Example 3.6

30
60

80
10
12
64
73
93
Example 3.7

93
73
64
12
10
60
30

P(x=2) means probability that sum of two numbers is 2

81
 93
73
Example 3.8: Given a discrete probability distribution, find the value of k.

64
x 1 2 3 4

12
P(X = x) 0.2 0.5 k 0.1

Solution: For a discrete probability distribution, ∑P(X = x) =1.

10
By using this we get,
0.2 + 0.5 + k + 0.1 = 1
60

k + 0.8 = 1
k = 1 - 0.8 = 0.2
30

Answer: k = 0.2

Mean of Discrete Random Variable

We define the average of the random variable as the mean of the random
variables. They are also called the expected value of the random variable. The
formula and others for the same are discussed below in the article.
Expectation of Random Variable
An “expectation” or the “expected value” of a random variable is the value that
you would expect the outcome of some experiment to be on average. The
expectation is denoted by E(X).
The expectation of a random variable can be computed depending on the type of
random variable you have.
For a Discrete Random Variable,

82
 E(X) = ∑x × P(X = x)
Example 3.9

93
73
64
12
10
60

Example 3.10: Find the expected value of the given discrete probability
30

distribution.

x 0 1 2 3 4

P(X = x) 0.44 0.36 0.15 0.04 0.01

Solution: The formula for the expected value of a discrete probability distribution
is E[X] = ∑x P(X = x)
E[X] = (0)(0.44) +(1)(0.36) + (2)(0.15) + (3)(0.04) + (4)(0.01)
= 0.82
Answer: E[X] = 0.82

83
Example 3.11

93
73
64
Properties of Expectation

•
12
Some properties of Expectation are as follows:
In general, for any function f(x) , the expectation is E[f(x)] = ∑ f(x) ×
P(X = x)
10
• If k is a constant then E(k) = k
• If k is a constant and f(x) is a function of x then E[k f(x)] = k E[f(x)]
• Let c1 and c2 be constants and u1 and u2 are functions of x then E =
60

c1E[u1(x)] + c2E[u2(x)]
•
Example 3.12
30

84
Example 3.13

93
73
64
12
Variance and Standard Deviation of Discrete Random Variable
10
Variance and Standard deviation are the most prominent and commonly used
measures of the spread of a random variable. In simple terms, the term spread
indicates how far or close the value of a variable is from a point of reference.
60

The variance of X is denoted by Var(X).

Standard Deviation is basically just the square root of the variance. i.e.,√Var(X).
Mathematically, for a discrete random variable X variance is given as follows:
30

Var(X) = E(X2) – [E(X)]2

and
S.D.(X) = √Var(X) = √[E(X2) – [E(X)]2 ]
Properties of Variance
Some properties of Variance are as follows:
• As Variance is a statistical measure of the variability or spread of a set
of data, thus the variance of a constant is 0 i.e., Var(k) = 0 when k is a
constant.
• If a random variable is changed linearly there is no effect of it on the
variance i.e., Var[X+a] = Var[X].
• If a random variable is multiplied by some constant then Var[aX] =
a2Var(X).
• Combining the above two properties to get, Var[aX + b] = a2Var(X)

85
 Example 3.14

93
73
64
Example 3.15
12
10
60
30

86
Example 3.16

93
73
64
12
10
60
30

87
Types of Discrete Random Variables
There are various types of Discrete Random Variables, some of which are as
follows:
• Bernoulli Random Variable
• Binomial Random Variable
• Poisson Random Variable

93
Bernoulli Random Variable

73
It is named after the Swiss mathematician Jacob Bernoulli.
For example, flipping a coin and getting a head can be modelled as a Bernoulli

64
random variable with p=0.5. Another example is the probability of a student
passing a test, where the possible outcomes are passing with probability p and
failing with probability q=1-p.
12
The probability mass function (PMF) of a Bernoulli random variable is given by:
10
60

Where X is the random variable and 1 represents success and 0 represents

failure.
30

88
The mean (expected value) and variance of a Bernoulli random variable are
given by:
E(X) = p
and
Var(X) = p(1-p)

93
Example 3.17

73
64
12
10
60
30

Example 3.18

89
 93
73
64
12
10
60
30

Example 3.19

90
1

93
73
64
12
Binomial Random Variable
10
A binomial random variable is a type of discrete probability distribution that
models the number of successes in a fixed number of independent trials, each
with the same probability of success, denoted by p. It is named after the Swiss
60

mathematician Jacob Bernoulli.

For example, the number of heads obtained when flipping a coin n times, or the
number of defective items in a batch of n items can be modelled using
30

a binomial distribution.
The probability mass function (PMF) of a binomial random variable X with
parameters n and p is given by:

where k is a non-negative integer representing the number of successes in n

trials.
Example 3.20

Q. A coin is tossed 10 times. What is the probability of getting exactly 6

heads?

91
I’m going to use this formula: b(x; n, P) – nCx * Px * (1 – P)n – x
The number of trials (n) is 10
The odds of success (“tossing a heads”) is 0.5 (So 1-p = 0.5)
x=6

84 × .262144 × .008 = 0.176.

93
Example 3.21 : If a coin is tossed 5 times, find the probability of:

73
(a) Exactly 2 heads

64
(b) At least 4 heads.

Solution:
12
(a) The repeated tossing of the coin is an example of a Bernoulli trial. According to
the problem:
10
Number of trials: n=5

Probability of head: p= 1/2 and hence the probability of tail, q =1/2

60

For exactly two heads:

30

x=2

P(x=2) = 5C2 p2 q5-2 = 5! / 2! 3! × (½)2× (½)3

P(x=2) = 5/16

(b) For at least four heads,

x ≥ 4, P(x ≥ 4) = P(x = 4) + P(x=5)

Hence,

P(x = 4) = 5C4 p4 q5-4 = 5!/4! 1! × (½)4× (½)1 = 5/32

P(x = 5) = 5C5 p5 q5-5 = (½)5 = 1/32

Therefore,
92
P(x ≥ 4) = 5/32 + 1/32 = 6/32 = 3/16

93
Example 3.22: For the same question given above, find the probability of:

a) Getting at most 2 heads

73
Solution: P (at most 2 heads) = P(X ≤ 2) = P (X = 0) + P (X = 1) + + P (X = 2)

P(X = 0) = (½)5 = 1/32

64
P(X=1) = 5C1 (½)5.= 5/32

P(x=2) = 5C2 p2 q5-2 = 5! / 2! 3! × (½)2× (½)3 = 5/16

12
Therefore,
10
P(X ≤ 2) = 1/32 + 5/32 + 5/16 = 1/2

Example 3.23:
60

A fair coin is tossed 10 times, what are the probability of getting exactly 6 heads
and at least six heads.
30

Solution:

Let x denote the number of heads in an experiment.

Here, the number of times the coin tossed is 10. Hence, n=10.

The probability of getting head, p ½

The probability of getting a tail, q = 1-p = 1-(½) = ½.

The binomial distribution is given by the formula:

P(X= x) = nCxpxqn-x, where = 0, 1, 2, 3, …

Therefore, P(X = x) = 10Cx(½)x(½)10-x

93
(i) The probability of getting exactly 6 heads is:

P(X=6) = 10C6(½)6(½)10-6

P(X= 6) = 10C6(½)10

P(X = 6) = 105/512.

93
Hence, the probability of getting exactly 6 heads is 105/512.

73
(ii) The probability of getting at least 6 heads is P(X ≥ 6)

P(X ≥ 6) = P(X=6) + P(X=7) + P(X= 8) + P(X = 9) + P(X=10)

64
P(X ≥ 6) = 10C6(½)10 + 10C7(½)10 + 10C8(½)10 + 10C9(½)10 + 10C10(½)10

P(X ≥ 6) = 193/512.12
Example 3.24:
Let’s say that 80% of all business startups in the IT industry report that they
10
generate a profit in their first year. If a sample of 10 new IT business startups is
selected, find the probability that exactly seven will generate a profit in their first
year.
60

First, do we satisfy the conditions of the binomial distribution model?

30

▪ There are only two possible mutually exclusive outcomes – to generate a

profit in the first year or not (yes or no).
▪ There are a fixed number of trails (startups) – 10.
▪ The IT startups are independent and it is reasonable to assume that this is
true.
▪ The probability of success for each startup is 0.8.
We know that:

n = 10, p=0.80, q=0.20, x=7

The probability of 7 IT startups to generate a profit in their first year is:

94
This is equivalent to:

93
Example 3.25:
Your basketball team is playing a series of 5 games against your opponent. The
winner is those who wins more games (out of 5).

73
Let assume that your team is much more skilled and has 75% chances of winning.
It means there is a 25% chance of losing.

64
What is the probability of your team get 3 wins?

We need to find out.

12
In this example:
10
n = 5, p=0.75, q=0.25, x=3
Let’s replace in the formula to get the answer:
60
30

Example 3.26:
Let’s say that 80% of all business startups in the IT industry report that they
generate a profit in their first year. If a sample of 10 new IT business startups is
selected, find the probability that exactly seven will generate a profit in their first
year.

First, do we satisfy the conditions of the binomial distribution model?

95
 ▪ There are only two possible mutually exclusive outcomes – to generate a
profit in the first year or not (yes or no).
▪ There are a fixed number of trails (startups) – 10.
▪ The IT startups are independent and it is reasonable to assume that this is

93
true.
The probability of success for each startup is 0.8.

73
▪

We know that:

64
n = 10, p=0.80, q=0.20, x=7
The probability of 7 IT startups to generate a profit in their first year is:
12
10
60

This is equivalent to:

30

Example 3.27:
Your basketball team is playing a series of 5 games against your opponent. The
winner is those who wins more games (out of 5).

Let assume that your team is much more skilled and has 75% chances of winning.
It means there is a 25% chance of losing.

What is the probability of your team get 3 wins?

96
We need to find out.

In this example:

93
n = 5, p=0.75, q=0.25, x=3
Let’s replace in the formula to get the answer:

73
64
Interpretation: the probability that you win 3 games is 0.264.
Example 3.28: 12
A box of candies has many different colors in it. There is a 15% chance of getting
10
a pink candy. What is the probability that exactly 4 candies in a box are pink out of
10?
60

We have that:
30

n = 10, p=0.15, q=0.85, x=4

When we replace in the formula:

Interpretation: The probability that exactly 4 candies in a box are pink is 0.04.

97
Example 3.29

93
73
64
12
10

Example 3.30
60
30

98
 93
73
64
The mean (expected value) and variance of a binomial random variable are given
12
by:
E(X) = np
10
and
Var(X) = np(1-p)
Example 3.31:
60

The mean the variance of a binomial distribution are 4 and 2 respectively . Then the
probability of 2 success is -
30

99
Poisson Random Variable

A Poisson random variable is a type of discrete probability distribution that

models the number of occurrences of a rare event in a fixed interval of time or
space. It is named after the French mathematician Siméon Denis Poisson.

93
For example, the number of phone calls received by a customer service center in
a given hour, the number of cars passing through a highway in a minute, or the
number of typos in a book page can be modelled using a Poisson distribution.

73
The probability mass function (PMF) of a Poisson random variable X with
parameter λ, where λ is the average number of occurrences per interval, is given
by:

64
12
where k is a non-negative integer representing the number of occurrences in the
interval.
10
The mean (expected value) and variance of a Poisson random variable are both
equal to λ:
E(X) = λ
60

and
Var(X) = λ
30

Example 3.32

100
 93
73
Example 3.33

64
12
10
60
30

101
 Worksheet

Bernoulli distribution problems

1 How many possible outcomes can there be for a Bernoulli trial?
2 In a Bernoulli trial, the probability of success is 0.3. What is the probability
of failure?

93
3 The probability of success in a Bernoulli trial is 0.3. What is the variance?
4 A family with three children is chosen at random from the Australian
census and whether the family has three girls is observed.

73
a. Which of the following random variables $X correctly describes the
Bernoulli distribution for this situation?

64
12
10
60
30

Binomial distribution problems

1 A coin is biased so that the head is 3 times as likely to occur as tail. If the coin is
tossed twice, find the probability distribution of number of tails.

102
2 In a binomial distribution consisting of 5 independent trials, the probability of 1
and 2 successes are 0.4096 and 0.2048 respectively. The parameter p of the
distribution is

3 The sum and product of mean and variance of a binomial distribution

93
are 24 and 128 respectively.The binomial distribution is

73
A coin is tossed 5 times. What is the probability of getting at least 3 heads.

5 The probability of a man hitting a target is 1/4. How many times must he fire so

64
that the probability of his hitting the target at least once is greater than 2/3 ?

6 8 coins are tossed simultaneously. The probability of getting at least 6 heads is?

7
12
The mean and variance of a random variable X having a binomial distribution
10
are 4 and 2 respectively then P(X=1) is?
8 The probability that a person chosen at random is left handed (in hand writing)
is 0.1. What is the probability that in a group of 10 people, there is one who is left
60

handed?
30

9 In a binomial distribution with n=4, if 2P(X=3)=3P(X=2), then value of p is?

10 For a binomial distribution mean is 6 and S.D. is 2. The distribution is( find n) ?

EX ER C I S E S random variable

1. Classify each random variable as either discrete or continuous.

103
 a. The number of arrivals at an emergency room between midnight
and 6:00 a.m.
b. The weight of a box of cereal labeled “18 ounces.”
c. The duration of the next outgoing telephone call from a business

93
office.
d. The number of kernels of popcorn in a 1-pound container.
e. The number of applicants for a job.

73
2. Classify each random variable as either discrete or continuous.
a. The time between customers entering a checkout lane at a retail

64
store.
b. The weight of refuse on a truck arriving at a landfill.
12
c. The number of passengers in a passenger vehicle on a highway at
rush hour.
10
d. The number of clerical errors on a medical chart.
e. The number of accident-free days in one month at a factory.
3. Classify each random variable as either discrete or continuous.
60

a. The number of boys in a randomly selected three-child family.

b. The temperature of a cup of coffee served at a restaurant.
30

c. The number of no-shows for every 100 reservations made with a

commercial airline.
d. The number of vehicles owned by a randomly selected household.
e. The average amount spent on electricity each July by a randomly
selected household in a certain state.
4. Classify each random variable as either discrete or continuous.
a. The number of patrons arriving at a restaurant between 5:00 p.m.
and 6:00 p.m.
b. The number of new cases of influenza in a particular county in a
coming month.
c. The air pressure of a tire on an automobile.

104
 d. The amount of rain recorded at an airport one day.
e. The number of students who actually register for classes at a
university next semester.
5. Identify the set of possible values for each random variable. (Make a

93
reasonable estimate based on experience, where necessary.)
a. The number of heads in two tosses of a coin.
b. The average weight of newborn babies born in a particular county

73
one month.
c. The amount of liquid in a 12-ounce can of soft drink.

64
d. The number of games in the next World Series (best of up to
seven games).
12
e. The number of coins that match when three coins are tossed at
once.
10
6. Identify the set of possible values for each random variable. (Make a
reasonable estimate based on experience, where necessary.)
a. The number of hearts in a five-card hand drawn from a deck of 52
60

cards that contains 13 hearts in all.

b. The number of pitches made by a starting pitcher in a major
30

league baseball game.

c. The number of breakdowns of city buses in a large city in one
week.
d. The distance a rental car rented on a daily rate is driven each day.
e. The amount of rainfall at an airport next month.

105
Poisson distribution problems

93
73
64
12
10
60
30

106
Chapter 4
Continuous Distributions

3
Continuous Probability Distribution

39
Definition: We say that the integrable function f(x) is a probability
density function (pdf) of a random variable X of the continuous type, with

7
space R that is an interval or union of intervals, if the following three

64
conditions are satisfied:
(1) 𝑓(𝑥) = 0, ∀𝑥 ∈ 𝑅/
12
(2) ∫ 𝑓(𝑥)𝑑𝑥 = 1 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑥/
(3) 𝑇ℎ𝑒 𝑝𝑟𝑜𝑏𝑎𝑏ℏ𝑙ℏ𝑡𝑦 𝑜𝑓 𝑡ℎ𝑒 𝑒𝑣𝑒𝑛𝑡 𝑋 ∈ 𝐴 ℏ𝑠.
10

𝑃(𝑋 ∈ 𝐴) = ∫ 𝑓(𝑥)𝑑𝑥
𝐴
60

Example 1:
30

Let the random variable X be the distance in feet between bad records on
a used computer tap. Suppose that a reasonable probability model for
X is given by the pdf:

1 −𝑥
𝑓(𝑥) = 𝑒 40 , 0 ≤ 𝑥 < ∞/
40
(a) Show that f(x) is a pdf.
(b) Calculate p(X>40).

Solution:
𝑥
∞ 1
(a) ∫𝑋 𝑓(𝑥)𝑑𝑥 = ∫0 𝑒 −40 𝑑𝑥
40

107
 −𝑥
1
= [,40 𝑒 − 40 \ 0∞
0
40

= ,[0 , 𝑒 0 \ = 1
∴ 𝑓(𝑥) ℏ𝑠 𝑎 𝑝𝑑𝑓.

3
𝑥
∞ 1
P( X > 40) = ∫40 𝑒 −40 𝑑𝑥

39
(b)
40
−𝑥
1
= [,40 𝑒 − 40 \ 0∞
40
40

7
= ,[0 , 𝑒 −1 \ = 1

64
The cumulative distribution function (cdf) of a random variable X of
12
the continuous type, defined in terms of the pdf of X, is given by:
𝑥
10

𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∫ 𝑓(𝑡)𝑑𝑡

−∞

Example 2:
60

Let Y be a continuous random variable with pdf g(y) = 2y, 0 < y < 1.
(a) Find the cdf of Y.
30

1 3
(b) Calculate 𝑃 ( < 𝑌 < ).
2 4
1
(c) Calculate 𝑃 ( < 𝑌 < 2)/
4

Solution:
0, 𝑦 < 0-
(a) 𝐺(𝑦) = 𝑃(𝑌 ≤ 𝑦) = {𝑦 , 0 ≤ 𝑦 < 1- 2

1, 𝑦 ≥ 1/
1 3 3 1 3 2 1 2 5
(b) 𝑃( < 𝑌 < ) = 𝐺( ),𝐺( ) = ( ) ,( ) = .
2 4 4 2 4 2 16
1 1 1 2 15
(c) (4 < 𝑌 < 2) = 𝐺(2) , 𝐺 (4) = 1 , (4) = 16.

108
A continuous random variable has a probability of 0 of assuming exactly
any of its values. Consequently, its probability distribution cannot be
given in tabular form. We shall concern ourselves with computing
probabilities for various intervals of continuous random variables such
as

3
P(a < X < b), P(W ≥ c), and so forth.

39
Note that when X is continuous,

7
P(a < X ≤ b) = P(a < X < b) + P(X = b) = P(a < X < b).

64
That is, it does not matter whether we include an endpoint of the interval
or not. This is not true, though, when X is discrete.
12
A probability density function is constructed so that the area under its
curve bounded by the x axis is equal to 1 when computed over the
10

range of X for which f(x) is defined. Should this range of X be a finite

interval, it is always possible to extend the interval to include the
60

complete set of real numbers by defining f(x) to be zero at all points

in the extended portions of the interval.
30

In the Figure, the probability that X assumes a value between a and b is

equal to the shaded area under the density function between the
ordinates at x = a and x = b, and from integral calculus is given by
P(a < X < b) =
𝑏
∫𝑎 𝑓(𝑥)𝑑𝑥

For any continuous r. v. X, a function f(x),

called the density function of X , for which:
1- Area under the curve = 1.
2- P(X = a) = 0 , where a is a constant.
3- Area between two points a , b equal P(a<x<b) .

109
The Mean, Variance and Moment Generating Function:

For the mean ⟶ The expected value of X is given by:

∞
𝜇 = E[X\ = ∫ x f(x)dx
−∞

3
39
For the variance of X:
𝜍 2 = 𝑉(𝑋) = 𝐸[𝑋 2 \ , 𝜇2
∞

7
𝑤ℎ𝑒𝑟𝑒 𝐸[𝑋 \ = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥
2

64
−∞

The standard deviation of X is:

𝜍 = √𝑉(𝑋)
12
10

The moment-generating function of the continuous random variable X is

given by:
∞
60

𝑡𝑥 \
𝑀(𝑡) = 𝐸[𝑒 = ∫ 𝑒 𝑡𝑥 𝑓(𝑥)𝑑𝑥, , ℎ < 𝑥 < ℎ/
−∞

It is important to note that the mgf is finite for − h < t < h for some h > 0.
30

Moreover, results such as:

𝜇 = 𝑀′ (0)/

𝜍 2 = 𝑀 ′′ (0) , 𝑀′ (0)/
Example 3: Find the mean, variance of the random variable Y of
Example 2.

110
Solution
The mean is:
1
2
𝜇 = 𝐸[𝑋\ = ∫ 𝑦 (2𝑦)𝑑𝑦 = /
0 3

3
The variance is given by:

39
2 2\ 2
1
2
2 2 1
𝜍 = 𝐸[𝑌 , 𝜇 = [∫ 𝑦 (2𝑦)𝑑𝑦\ , ( ) = /
0 3 18

7
64
Example 5: Find the mean, variance and mgf of X if:
𝑥𝑒 −𝑥 0≤𝑥<∞
𝑓(𝑥) = ]
0 0𝑡ℎ𝑒𝑟𝑤ℏ𝑠𝑒
12
Solution:
10

∞
1
𝑀(𝑡) = ∫ 𝑒 𝑡𝑥 𝑥𝑒 −𝑥 𝑑𝑥 =
(1 , 𝑡)2
60

2
30

𝑀′ (𝑡) = 3
⟶∴ 𝜇 = 𝑀′ (0) = 2
(1 , 𝑡)
6
𝑀′′ (𝑡) = 4
⟶∴ 𝜍 2 = 𝑀′′ (0) , (2)2 = 6 , 2 = 4
(1 , 𝑡)

111
 Exercises

(1) Let the random variable X have the pdf:

2(1 , 𝑥) 0≤𝑥≤1

3
𝑓(𝑥) = ]
0 0𝑡ℎ𝑒𝑟𝑤ℏ𝑠𝑒

39
a) Prove that f(x) is a pdf.
1
b) Find 𝑃 (0 < 𝑋 < ).
2

7
1 3
c) 𝑃 ( < 𝑌 < ).
4 4

64
3 3
d) 𝑃 (𝑋 = ) 𝑎𝑛𝑑 𝑃 (𝑋 ≥ ).
4 4
12
(2) For each of the following functions,
(i) Find the constant c so that f(x) is a pdf of a R.V X.
(ii) Find the distribution function.
10
60
30

(3) For each of the distributions in Exercise 3, Find 𝜇 𝑎𝑛𝑑 𝜍 .

(4) The pdf of the random variable Y is:

𝑑
1<y<∞
𝒈(y) = { 𝑦 3
0 0therwise

(a) calculate the value of d do that g(y) is a pdf

(b) Find the expected value of Y.

112
 (c) Show that the variance of Y is not finite.

(5) If X denotes the proportion of time this robot will be in operation

during a coming week,

3
39
Find the following:

7
(6)
64
Daily total solar radiation for a certain location in Florida in
12
October has probability density function
10
60
30

(7) Suppose a random variable X has a probability density function

given by

113
 3
39
(8) The proportion of time, during a forty- hour work week, that an

7
industrial robot was in operation was measured for a large

64
number of weeks, and the measurements can be modeled by the
probability density function
12
10

If X denotes the proportion of time this robot will be in operation during a

60

coming week, find the following-:

(a) P(X > 1/2)
30

(b) P(X > ½ | X > 1/4)

(c) P (X > ¼ |X > 1/2)

114
The Uniform and Exponential Distributions
Let the random variable X denote the outcome when a point is selected at
random from an interval [𝒂, 𝒃\, ,∞ < 𝒂 < 𝒙 < 𝒃 < ∞
If the experiment is performed in a fair manner, it is reasonable to
assume that the probability that the point is selected from the

3
𝑥−𝑎
interval [𝒂, 𝒃\, 𝒂 ≤ 𝒙 ≤ 𝒃 is

39
𝑏−𝑎

7
That is the probability is proportional to the length of the interval so that

64
the distribution function of X is:
12
10
60

Where
30

The random variable X has a uniform distribution if its pdf is equal to

a constant on its support. In particular, if the support is the interval [a,b].

Theorem: The mean, variance, and moment- generating function of the

uniform distribution are given by:

And

115
 3
39
We turn now to a continuous distribution that is related to the Poisson
distribution. when previously observing a process of the (approximate)

7
Poisson type, we counted the number of changes occurring in a given
interval. This number was a discrete random variable with a Poisson

64
distribution. But not only is the number of changes a random variable;
the waiting times between successive changes are also random
12
variables. However, the latter are of the continuous type, since each
of them can assume any positive value. In particular, let W denote the
waiting time until the first change occurs when observing a Poisson
10

process in which the mean number of changes in the unit interval is

𝜆/Then W is a continuous-type random variable, and we proceed to
60

find its distribution function.

Because this waiting time is nonnegative, the distribution function
30

F (w) = 0, w < 0. For 𝑊 ≥ 0.

since it is known that 𝑒 −𝜆𝑤 equals the probability of no changes in an

interval of length w. That is, if the mean number of changes per unit
interval is λ, then the mean number of changes in an interval of length
w is proportional to w, namely, 𝜆𝑤. Thus, when w > 0, the pdf of W is
given by:

116
 1
We often let 𝜆 = and say that the random variable X has an
𝜃
exponential distribution if its pdf is given by

3
7 39
Where the parameter θ = 0/

64
12
10
60
30

Hence, for the exponential distribution, we have

117
 3
7 39
64
12
10

Example 6. Customers arrive in a certain shop according to an

60

approximate Poisson process at a mean rate of 20 pre hour. What is

the probability that the shopkeeper will have to wait more than 5
30

minutes for the arrival of the first customer?

solution Let X denote the waiting time in minutes until the first customers
arrives and note that λ = 1/3 is the expected number of arrivals per
minute. Thus

118
 3
7 39
64
12
Example 7. Suppose that the life of a certain type of electronic
component has an exponential distribution with mean life of 500
10

hours.
(a) Find the probability that this component will be in operation more
60

than
c hours (c > 0).
30

(b) Suppose that the component has been in operation for 300 hours.
Find the conditional probability that it will last for another 600.

Solution
(a) If X denotes the life of this component (or the time to failure of
this component), then

(b) The conditional probability that it will last for another 600 hours
is:

119
 3
It is important to note that this conditional probability is exactly equal

39
to

7
64
That is, the probability that it will last an additional 600 hours, given that
it has operated 300 hours, is the same as the probability that it would last
12
600 hours when first put into operation. Thus, for such components, an old
component is good as a new one, and we say that the failure rate is
10

constant.
60
30

120
 Exercises
(1) If the mgf of X is given by:

3
7 39
(2) Let the pdf of X is given by:

64
1
𝑓(𝑥) = 𝑒 −𝑥/2 , 0≤𝑥<∞
2
12
(a) What are the mean, variance, and the mgf of X ?
(b) Calculate P(X > 3).
(c) Calculate P(X > 3|X > 2).
10

(3) Determine the mean, variance of X if the moment-generating

function of X is given by
60
30

(4) Let X equal the number of students who use a college card catalog
every 15 minutes. Assume that X has a Poisson distribution of
mean 5. Let W equal the time in minutes between two student
arrivals.
(a) How is W distributed?
(b) Find P(W > 6).
(c) Find P(W > 12|W > 6).

121
The normal distribution
It is one of the most important probability distributions in statistics.
The normal density is given by
−𝟏
𝟏 (𝒙−𝝁)𝟐
𝒇(𝒙) = 𝒆𝟐𝝈𝟐 , - ∞ < x < ∞, - ∞ < µ < ∞, σ >
𝝈√𝟐𝝅
0

3
π, e : constants, µ: population mean and σ : Population standard

39
deviation.
Or X~𝑵(𝝁, 𝝈𝟐 ),

7
64
12
10

It is also the case that for any normal population.

About 68% of the population is in the interval μ ± σ., about 95% of the
population is in the interval μ ± 2σ and about 99.7% of the population
60

is in the interval μ ± 3σ.

30

Characteristics of the normal distribution

The following are some important characteristics of the normal
distribution:
1- It is symmetrical about its mean, µ.
2- The mean, the median, and the mode are all equal.
3- The total area under the curve above the x-axis is one.
4-The normal distribution is completely determined by the parameters µ
and σ
5.The normal distribution depends on the two parameters  and .
6.  determines the location of the curve. But,  determines the scale of
the
curve, i.e. the degree of flatness or peaked ness of the curve.

122
 3
Example 8: If the pdf of X is:

7 39
64
12
10

The Standard normal distribution:

The standard normal distribution, Normal (0,1), is very important because
60

probabilities of any normal distribution can be calculated from the

probabilities
of the standard normal distribution.
30

𝑋−𝜇
Therefore if X~𝑁(𝜇, 𝜍 2 ), 𝑍 = then 𝑍~𝑁(0, 1)
𝜎
The probability density for the standard normal distribution is written as
−𝟏 𝟐
𝟏
𝑓(𝒛) = 𝒆𝟐𝒛 , -∞<z<∞
√𝟐𝝅

Characteristics of the standard normal distribution

1- It is symmetrical about 0.

123
2- The total area under the curve above the x-axis is one.
3- We can use table (D) to find the probabilities and areas.
The cumulative probabilities P(Z  z) are given in tables for -3.49 < z <
3.49. Thus,
P (-3.49 < Z < 3.49)  1.

3
For standard normal distribution, P (Z > 0) = P (Z < 0) = 0.5 .

39
Theorem. The standard normal random variable Z and its cumulative

7
distribution function Φ(z) have the following properties:

64
12
10
60
30

124
 Proof

30
60
10

125
12
64
7 39
3
Example 9
If Z is a standard normal
distribution, then
P( Z < 2) = 0.9772
is the area to the left to 2

3
and it equals 0.9772.

39
Example 10

7
P(-2.55 < Z < 2.55) is the

64
area between
-2.55 and 2.55, Then it
equals
12
P(-2.55 < Z < 2.55)
=0.9946 – 0.0054
=0.9892. -2.55 2.55
10
60

Example 11
P(-2.74 < Z < 1.53) is the are
30

between -2.74 and 1.53.

P(-2.74 < Z < 1.53)
=0.9370 – 0.0031
= 0.9339.

-2.74 1.53

126
 Example 12
P(Z > 2.71) is the
area to the right
to 2.71.
So,

3
P(Z > 2.71) =1 – 2.71

39
0.9966
= 0.0034.

7
64
Normal Distribution Applications
The normal distribution can be used to model the distribution of many
12
variables that are of interest. This allow us to answer probability
questions about these random variables.
10

Example 13
The ‘Uptime ’is a custom-made light weight battery-operated activity
60

monitor that records the amount of time an individual spends the

upright position. In a study of children ages 8 to 15 years. The
30

researchers found that the amount of time children spend in the

upright position followed a normal distribution with Mean of 5.4
hours and standard deviation of 1.3. If a child selected at random
Find
1. The probability that the child spends less than 3 hours in the
upright position 24-hour period
2. The probability that the child spends more than 5 hours in the
upright position 24-hour period
3. The probability that the child spends exactly 6.2 hours in the
upright position 24-hour period
4. The probability that the child spends from 4.5 to 7.3 hours in the
upright position 24-hour period

127
Solutions
𝑋−𝜇 3−5/4
1. P (X < 3) = P ( < ) = P (Z < -1.85) = 0.0322
𝜎 1/3
𝑋−𝜇 5−5/4
2. P (X > 5) = P ( > ) = P (Z > -0.31) = 1- P (Z < - 0.31)
𝜎 1/3
= 1- 0.3520= 0.648

3
3. P (X = 6.2) = 0
4. P (4.5 < X < 7.3) = P ( -0.69 < Z < 1.46) = P(Z<1.46) – P(Z< -

39
0.69)
= 0.9279 – 0.2451 = 0.6828

7
Example 14

64
If X is N (3, 16), find the following probabilities:
12
10
60
30

128
 3
7 39
64
12
10
60

Example 15
30

If X is N (25, 36), find a constant c such that:

129
 30
60
10

130
12
64
7 39
3
Problems

(1) If Z is N(0, 1), find

3
7 39
64
(2) If Z is N(0, 1), find
12
10
60
30

(3) If Z is N (0, 1), find values of C such that

(4) Let X equal the birth weight (in grams) of babies in Egypt. Assuming
that the distribution of X is N (3315, 5752), find

131
 3
39
(5) If the moment-generating function of X is

7
64
12
10
60
30

(6) If X is N(650, 625), find

132
(7) An exclusive college desires to accept only the top 10% of all graduating
seniors based on the results of a national placement test. This test has
a mean of 500 and a standard deviation of 100. Find the cutoff score
for the exam. Assume the scores are normally distributed.

3
(8) Suppose the average length of stay in a chronic disease hospital of a

39
certain type of patient is 60 days with standard deviation of 15. If it is
reasonable to assume an approximately normal distribution of lengths of
stay, find the probability that a randomly selected patient from this group

7
will have a length of stay:

64
(a) Greater than 50 days (b) Less than 30 days
(c) Between 30 and 60 days (d) Greater than 90 days
12
(9) Acetone levels were normally distributed with mean of 870 and
standard deviation 211 Ppb. Find the Probability that on a given day
the subject’s acetone level is:
10

(a) Between 600 and 1000 ppb (b) Over 900 ppb
(c) Under 500 ppb (d) Between 900 and 1100
60

ppb
30

(10) In the study of fingerprints, an important quantitative characteristic

is the total ridge count for the 10 fingers of an individual. Suppose that
the total ridge counts of individuals in a certain population are
approximately normally distributed with a mean of 140 and a standard
deviation of 50. Find the probability that an individual picked at random
from this population will have a ridge count of:
(a) 200 or more (b) Less than 100
(c) Between 100 and 200 (d) Between 200 and 250

(11) .One of the variables collected in the North Carolina Birth Registry is
pounds gained during pregnancy. According to data from the entire
registry for 2001, the number of pounds gained during pregnancy was
approximately normally distributed with a mean of 30.23 pounds and

133
 a standard deviation of 13.84 pounds. Calculate the probability that a
randomly selected mother in North Carolina in 2001 gained:
(a) Less than 15 pounds during pregnancy
(b) More than 40 pounds
(c) Between 14 and 40 pounds (d) Less than 10 pounds

3
(e) Between 10 and 20 pounds.

39
(12) If the total cholesterol values for a certain population are
approximately normally distributed with a mean of 200mg=100ml

7
and a standard deviation of 20mg=100ml, find the probability that an

64
individual picked at random from this population will have a
cholesterol value:
12
(a) Between 180 and 200 mg=100ml
(b) Greater than 225mg=100ml
10

(c) Less than 150mg=100ml

(d) Between 190 and 210mg=100ml
60

(13) The IQs of individuals admitted to a state school for the mentally
retarded are approximately normally distributed with a mean of 60
30

and a standard deviation of 10.

(a) Find the proportion of individuals with IQs greater than 75.
(b) What is the probability that an individual picked at random will
have an IQ between 55 and 75?
(c) Find P( 50 <X < 70 ).

(14) A nurse supervisor has found that staff nurses, on the average,
complete a certain task in 10 minutes. If the times required to
complete the task are approximately normally distributed with a
standard deviation of 3 minutes, find:
(a) The proportion of nurses completing the task in less than 4
minutes
(b) The proportion of nurses requiring more than 5 minutes to
complete the task.

134
 c)The probability that a nurse who has just been assigned the task
will complete it within 3 minutes

(15) Scores made on a certain aptitude test by nursing students are

approximately normally distributed with a mean of 500 and a

3
variance of 10,000.

39
(a) What proportion of those taking the test score below 200?
(b) A person is about to take the test. What is the probability that he
or she will make a score of 650 or more?

7
(c) What proportion of scores fall between 350 and 675? 24.

64
(16) Suppose a variable X is normally distributed with a standard
deviation of 10. Given that .0985 of the values of X are greater than
12
70, what is the mean value of X?
10

(17) Given the normally distributed random variable X, find the numerical
value of k such that 𝑃(𝜇 , 𝑘𝜍 ≤ 𝑋 ≤ 𝜇 + 𝑘𝜍) = 0/754.
60

(18) Given the normally distributed random variable X with mean 100 and
standard deviation 15, find the numerical value of k such that:
(a) 𝑃(𝑋 ≤ 𝑘) = 0/094. (b) 𝑃(𝑋 = 𝑘) = 0/1093.
30

(c) 𝑃(100 ≤ 𝑋 ≤ 𝑘) = 0/4778.

(d) 𝑃(𝑘 ′ ≤ 𝑋 ≤ 𝑘) = 0/9660. (, where 𝑘 ′ and k are equidistant
from 𝜇 .

(19) Given the normally distributed random variable X with 𝜍 = 10 and

𝑃(𝑋 ≤ 40) = 0/080 , find 𝜇 .
(20) Given the normally distributed random variable X with 𝜍 = 5 and
𝑃(𝑋 ≥ 25) = 0/0526 , find 𝜇 .
(21) Given the normally distributed random variable X with 𝜇 = 25 and
𝑃(𝑋 ≤ 10) = 0/778 , find 𝜍.

135
Chapter 5
Joint Distributions

Joint Discrete Probability Distributions

3
A joint distribution is a probability distribution having two or

39
more independent random variables. In a joint distribution, each
random variable will still have its own probability distribution,

7
expected value, variance, and standard deviation. In addition,

64
probabilities will exist for ordered pair values of the random
variables. Furthermore, the strength of any relationship between
the two variables can be measured.
12
Most often, a joint distribution having two discrete random
variables is given in table form. In this situation, the body of the
table contains the probabilities for the different ordered pairs of
10

the random variables, while the margins contain the probabilities

for the individual random variable
60
30

Formulas
Suppose a joint distribution of the random variables X and Y are given in
table form, so that PXY(X=x,Y=y), typically abbreviated as PXY(x,y) is
given for each pair (x,y), of random variables. As with all discrete
distributions, two requirements must hold for each pair (x,y):

0 ≤ 𝑃𝑋𝑌 (𝑥, 𝑦) ≤ 1
∑ ∑ 𝑃𝑋𝑌 (𝑥, 𝑦) = 1
𝑎𝑙𝑙 𝑥 𝑎𝑙𝑙 𝑦

136
 Example 1:

30
60
10

137
12
64
7 39
3
Then the marginal probabilities PX(X=x) and PY(Y=y), the expected values
E(X) and E(Y) and the variances Var(X) and Var(Y) can be found by
the following formulas:

𝑃𝑋 (𝑋 = 𝑥) = ∑ 𝑃𝑋𝑌 (𝑥, 𝑦)
𝑎𝑙𝑙 𝑦

3
𝑃𝑌 (𝑌 = 𝑦) = ∑ 𝑃𝑋𝑌 (𝑥, 𝑦)

39
𝑎𝑙𝑙 𝑥

𝐸[𝑋\ = ∑ 𝑥𝑃𝑋 (𝑥)

7
𝑎𝑙𝑙 𝑥

64
𝐸[𝑌\ = ∑ 𝑦𝑃𝑌 (𝑦)
𝑎𝑙𝑙 𝑦
12
𝑉(𝑋) = ∑ 𝑥 2 𝑃𝑋 (𝑥) , (𝐸[𝑋\)2
𝑎𝑙𝑙 𝑥
10

𝑉(Y) = ∑ y 2 PY (y) , (E[Y\)2

all y
60

As always, the standard deviations 𝜍𝑋 and 𝜍𝑌 are the square roots of their
respective variances.
30

To measure any relationship between two random variables, we use

the covariance, defined by the following formula.

𝑐𝑜𝑣(𝑋, 𝑌) = ∑ ∑ 𝑥𝑦 PXY (x, y) , 𝐸[𝑋\𝐸[𝑌\

all x all y

However, the covariance will have the same units as the variance, and is
therefore affected by the unit chosen to measure the data.
Therefore, we also define the correlation, which is unitless.

138
 𝑐𝑜𝑣(𝑋, 𝑌)
𝜌𝑋𝑌 =
𝜍𝑋 𝜍𝑌

The correlation 𝜌𝑋𝑌 will always have values on the interval [−1,1]. The
sign of the correlation indicates whether the relationship is direct or

3
inverse (if the data were graphed, whether the slope would be
positive or negative). A correlation of zero indicates that there is no

39
(linear) relationship between the variables, which means that the
variables are (linearly) independent. Correlations of positive or

7
negative one indicates a perfect linear relationship. Values
of 𝜌𝑋𝑌 near ±1 are called strong correlations, values near 00 are

64
called weak correlations, and intermediate values are called moderate
correlations.
12
10

The random variables X and Y are said to be independent if and only if

for every x and y:
60
30

Example 2: We note in Example 1 that X and Y are dependent because

there are many x and y values for which 𝑓(𝑥, 𝑦) > 𝑓𝑋 (𝑥)𝑓𝑌 (𝑦), For
instance,

139
Example 3: Let the joint pmf of X and Y be defined by

3
7 39
64
12
10
60

Example 4:
30

140
 Example 5:
30
60
10

141
12
64
7 39
3
 Example 6:

30
60
10

142
12
64
7 39
3
 3
7 39
64
12
10
60

Example 7:
An apartment manager decides to see if timely payment of rent is related
30

to unpaid credit card balances. Using X as the number of unpaid

credit card balances, and Y as the number of timely rent payments in
the last four months, he examines his records and the credit reports
of his renters and obtains the following results.

X=0 X=1 X=2 X=3 Total

Y=0 0.01 0.01 0.06 0.03 0.11
Y=1 0.02 0.04 0.07 0.04 0.17
Y=2 0.03 0.08 0.09 0.04 0.24
Y=3 0.05 0.14 0.08 0.02 0.26
Y=4 0.13 0.05 0.03 0.01 0.22
Total 0.24 0.29 0.33 0.14 1.00

143
By inspection of the table, we can answer some basic probability questions:

• The percentage of renters with exactly 3 timely payments and 1

unpaid credit card balance is PXY(X=1,Y=3)=0.11

3
.
• The percentage of renters with exactly 3 timely payments is

39
PY(Y=3)=0.26
.

7
• The percentage of renters with exactly 1 unpaid credit card balance

64
is PX(X=1)=0.29

The expected value (or mean) of each random variable can be found by
12
use of the formulas:
10

𝐸[𝑋\ = ∑ 𝑥𝑃𝑋 (𝑥) = 0(0/24) + 1(0/29) + 2(0/33) + 3(0/14) = 1/37

𝑎𝑙𝑙 𝑥
60

𝐸[𝑌\ = ∑ 𝑦𝑃𝑌 (𝑦) = 0(0/11) + 1(0/17) + 2(0/24) + 3(0/26) + 4(0/22)

𝑎𝑙𝑙 𝑦
30

= 2/31

The renters at this apartment complex have a mean of 1.37 unpaid credit
card balances, and a mean of 2.31 timely rent payments in the last
four months. In other words, if one renter was randomly selected, we
could expect to find a renter with 1.37 unpaid credit card balances
and 2.31 timely rent payments.

We can also use the formulas to compute the variance and standard
deviation of each random variable:

144
 𝑉(𝑋) = ∑ 𝑥 2 𝑃𝑋 (𝑥) , (𝐸[𝑋\)2
𝑎𝑙𝑙 𝑥
= 02 (0/24) + 12 (0/29) + 22 (0/33) + 32 (0/14) , 1/372
= 0/9931
∴ 𝜍𝑋 = √0/9931 = 0/9965

3
𝑉(Y) = ∑ y 2 PY (y) , (E[Y\)2

39
all y
= 02 (0/11) + 12 (0/17) + 22 (0/24) + 32 (0/26) + 42 (0/22)
, 2/312 = 1/6539

7
64
∴ 𝜍𝑌 = √1/6539 = 1/2860
12
Interpreting these results, we find variances of 0.9931 squared balances
and 1.6539 squared rent payments. But since the squared units of
10

variance are somewhat unclear, we generally favor the standard

deviations of 0.9965 balances and 1.2860 rent payments. The
60

standard deviations give a measure of the average deviation from the

means reported earlier.
30

To obtain the strength of any relationship between these variables, we

can compute the covariance.

𝑐𝑜𝑣(𝑋, 𝑌) = ∑ ∑ 𝑥𝑦 PXY (x, y) , 𝐸[𝑋\𝐸[𝑌\

all x all y
= 0(0)(0/01) + 0(1)(0/02) + 0(2)(0/03) + 0(3)(0/05)
+ 0(4)(0/13) + 1(0)(0/01) + 1(1)(0/04) + 1(2)(0/08)
+ 1(3)(0/11) + 1(4)(0/05) + 2(0)(0/06) + 2(1)(0/07)
+ 2(2)(0/09) + 2(3)(0/08) + 2(4)(0/03) + 3(0)(0/03)
+ 3(1)(0/04) + 3(2)(0/04) + 3(3)(0/02) + 3(4)(0/01)
, (1/37)(2/31) = ,0/5547

145
Since the covariance is nonzero, the variables are not independent, but do have
some sort of relationship. Since the covariance is negative, the relationship is an
inverse relationship, where the increase in credit card balances generally
decreases the timeliness of rent payments. But to determine the strength of the
relationship, we need to evaluate the correlation.

3
39
𝑐𝑜𝑣(𝑋, 𝑌) ,0/5547
𝜌𝑋𝑌 = = = ,0/4329
𝜍𝑋 𝜍𝑌 (0/9965)(1/2860)
With 𝜌𝑋𝑌 = ,0/4329 , we find that there is a moderate negative relationship

7
between the number of credit card balances and the timeliness of rent

64
payments.
12
Exercises
(1) Let the random variables X and Y have the joint pmf:
10
60
30

(2) Roll a fair four-sided die twice. Let X equal the outcome on the first roll, and
let Y equal the sum of the two rolls.

(3) A certain raw material is classified as to moisture content X (in percent) and
impurity Y (in percent). Let X and Y have the joint pmf given by

146
 3
7 39
64
(4) Let the joint pmf of X and Y be
12
10
60

(5) Suppose X and Y have the following joint probability mass function.
30

(i) The probability mass functions of X and Y

(ii) Cov (X, Y) and 𝜌𝑋𝑌 /
(iii) Show that X and Y independent random variables.

147
 3
7 39
64
12
10

Conditional Distribution:
60
30

148
Definition

3
7 39
Example 8:
64
12
In Example 3, we showed that:
10
60
30

149
Joint Continuous Probability Distributions
The idea of joint distributions of two random variables of the discrete
type can be extended to that of two random variables of the continuous
type. The definitions are really the same except that integral replace
summations. The joint probability density function (joint pdf) of two

3
continuous-type random variables is an integrable function f (x, y) with

39
the following properties:

7
64
12
The respective marginal pdfs of continuous-type random variables X and
10

Y are given by:

60
30

150
Example 9: A privately owned business operates both a drive-in
facility and a walk-in facility. On a randomly selected day, let X
and Y , respectively, be the proportions of the time that the
drive-in and the walk-in facilities are in use, and suppose that
the joint density function of these random variables is

3
7 39
64
12
(a) Verify that f(x,y) is a pdf
(b)
10
60

(c) Fing the marginals of X and Y

30

Solution

151
 3.
30
60
10

152
12
64
7 39
3
Conditional distribution

Definition:
Let X and Y be two random variables, discrete or continuous.
The conditional distribution of the random variable Y given that

3
X = x is:

7 39
64
12
10

If we wish to find the probability that the discrete random

60

variable X falls between a and b when it is known that the

discrete variable Y = y, we evaluate
30

153
Example 10:
The joint density for the random variables (X, Y ), where
X is the unit temperature change and Y is the proportion of
spectrum shift that a certain atomic particle produces, is

3
7 39
64
12
10
60

Solution
30

154
 3
7 39
64
12
10
60
30

Example 11: Let X and Y having the following joint pdf:

155
 Solution

30
60
10

156
12
64
7 39
3
Example 12:
Let X and Y have the joint pdf given by:

3
7 39
64
12
10
60
30

157
 3
7 39
64
12
10
60
30

Example 13:

The marginals are given by:

158
 3
7 39
64
12
10

Example 14: Let X and Y have the joint pdf given by:
60
30

159
 3
7 39
To calculate probabilities as following:

64
12
10

Example 15: Let X and Y have the following joint pdf:

60
30

160
 30
60
10

161
12
64
7 39
3
 Exercises

(1) Let
be

3
7 39
64
(2) For each of the following functions, determine the value of c
for which the function is a joint pdf of two continuous random
12
variables X and Y.
10
60
30

(3)Let X and Y be random variables of the continuous type having

the joint pdf:

(4) Let

162
(5) Let X denote the reaction time, in seconds, to a certain
stimulus and Y denote the temperature at which a certain

3
reaction starts to take place. Suppose that two random

39
variables X and Y have the joint density

7
64
12
10
60
30

(6) A fast-food restaurant operates both a drive-through facility

and a walk-in facility. On a randomly selected day, let X and Y,
respectively, be the proportions of the time that the drive-
through and walk-in facilities are in use, and suppose that the
joint density function of these random variables is

163
 Find
(a) Find the marginal density of X.
(b) Find the marginal density of Y .
(c) Find the probability that the drive-through facility is busy less
than one-half of the time.

3
39
(7) The joint density function of the random variables X and Y is:

7
64
12
10

(a) Show that X and Y are not independent.

(b) Find (X > 0.3|Y = 0.5).
60
30

164
 30
60
10

165
12
64
7 39
3
 30
60
10

166
12
64
7 39
3
 30
60
10

167
12
64
7 39
3
Refrences:

[1] Bluman, Allan G. Elementary statistics : a step by step approach / Allan

Bluman. — 8th ed.p. cm.

93
[2] Hogg, Robert V. Probability and Statistical Inference/ Robert V. Hogg, Elliot A.
Tanis, Dale Zimmerman. – 9th ed.

73
64
12
10
60
30
 93
About The Author

73
Dr. Asmaa El-toony is presently employed a lecturer of statistics

64
at faculty of Science, Department of Mathematics, Helwan university.
In 2012, she graduated from the Faculty of Science, Department of Mathematics,
12
Statistics and computer science program and she has appointed as a
demonstrator in 2013.
10
She obtained her master degree in 2017 and PhD in 2022. Her researches in
60

master degree and PhD are in reliability and life testing. She is published many
papers in reputed international journals of statistics.
30

In 2023, she won Prof Dr. Bahaa El-Din Helmy prize for the best PhD thesis in
statistics.
30
60
10
12
64
73
93