Lecture No.

3 (Module I) 03/01/2012
2K6EC 403 Communication Engineering-I Dr. A. Ranjith Ram
Probability
Relative frequency : If there are N trials and the event A occurs N
A
times,
then the relative frequency of the event A is N
A
/N.
Probability : The probability of the event A is
P(A) = {N
A
/N}
Hence the probability of an event represents the likelihood, that a trial of the
experiment will result in the occurrence of that event
Lim
N
experiment will result in the occurrence of that event.
Let a sample space S contain the events A, B, C and D.
1. If A and B are mutually exclusive, P(A + B) = P(A) + P(B).
2. If A and B are mutually exhaustive, P(A + B) = 1.
3. If A, B, C and D are equally likely, P(A) = P(B) = P(C) = P(D),
and if they are mutually exclusive and exhaustive, P(A) = P(B) = P(C) =
P(D) = .
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Conditional Probability
Conditional Probability: The probability of event A, given that event B has
occurred is known as the conditional probability of A, given B which is
denoted by P(A|B) .
P(A|B) = P(AB) / P(B) where P(AB) is the joint probability of A and B.
Therefore, P(AB) = P(A|B)P(B).
Also (P(AB) = P(B|A)P(A) and so P(A|B) = P(B|A)P(A) / P(B) Also, (P(AB) = P(B|A)P(A) and so P(A|B) = P(B|A)P(A) / P(B).
This relation is a basic form of Bayes Rule.
If P(A|B) = P(A), then P(AB) = P(A)P(B). Hence a knowledge of the
occurrence of one event gives no more information about the probability of
occurrence of the other.
If A and B are not mutually exclusive, P(A+B) = P(A) + P(B) P(AB)
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Some Examples
Conditional (dependent) Probabilities:
1. P(getting a 45 marks | the teacher is Prof. Desai).
2. P(scoring a half century | the main bowler is Mr. Peterson).
3. P(number of vehicles is 100 | the observation is on a harthal day).
4. P(time for the first goal is 2 minutes | one team is Argentina).
5. P(the gross collection crossed 10 crores | Director is Mr. Lal Jose).
Independent Probabilities:
1. P(getting 45 marks | the term is an even semester).
2. P(scoring a half century | the umpire is Mr. Billy Bowden).
3. P(P(number of vehicles is 100 | the train is an express one).
4. P(time for the first goal is 2 minutes | the ball used is of Jebulani make).
5. P(the gross collection crossed 10 crores | the production expenditure is 5
crores).
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S
s
2
s
3
s
1
s
4
s
5
Random Variable
Mapping (Random Variable)
R 2 4 6 8 10
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CDF and PDF
A random variable associated with an experiment is a function whose
domain is the sample space and whose range is some set of real numbers.
Discrete RV if it can take only a finite number of values in any finite
observation interval
Continuous If it can take any value in an observation interval.
Cumulative Distribution Function (CDF): Cumulative Distribution Function (CDF):
The probability that the event X x is called the CDF of the random
variable, X.
F
X
(x) = P(X x)
1. F
X
(x) is bounded between 0 and 1
2. F
X
(x) is a monotonically non-decreasing function of x
Probability Density Function (PDF):
f
X
(x) = [F
X
(x)]
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d
dx