Probability

The probability of something happening is the

likely hood or chance of it happening. Values of
probability lie between 0 and 1, where 0
represents an absolute impossibility and 1
represents an absolute certainty. The probability
of an event happening usually lies somewhere
between these two extreme values and is
expressed as either a proper or decimal fraction.
Expectation
The expectation, , of an event happening is defined in
general terms as the product of the probability of an
event happening and the number of attempts made, ;
i.e., = .

When the events are not equally likely, the

frequency approach is used, where the
probability is defined as the relative frequency
of occurrence of E. Here N, is the number of
times event is performed and n(E) is the
number of times the event E occurs.

Rules of probability
We will read six rules of probability using which
probability of any compound event involving arbitrary
events A and B, can be computed
Rules 1. The inclusion exclusion principle of
probability

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

This equation can be reduced to

Types of Events

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

Complementary Event
Complementary event Ec got the event E. it consists of all
outcomes not in E but in S. For example,
E= {Even numbers} = {2, 4, 6} the Ec would be {odd
numbers} = {1, 3, 5}
Equally likely events
Two events E and F are equally likely if,
p (A) =p (B)
A= {1, 2, 3}
B= {4, 5, 6}
1
And, p (A) =p (B) =

If A and B are mutually exclusive, since p(A )=0

Rule 2: Conditional probability

P(A ) = p(A) p()= p(B) p()

Where p( ) represents the conditional probability of A

given B and vice versa for the p(B/A)

P(A ) is called the joint probability
A and B are the independent events
The respective formula can be reduced to
P(A ) = p(A) p(B)
Where, p(A)= p(A/B)
P(B)=p(B/A)

Mutually Exclusice Events

Two events A and B are mutually exclusive, if A =S, i.e.
together A and B include all possible outcomes, P (A )
=p(S) =1
Independent Events
Two events E and F are independent if

P (A )= p (A) p (B)
P (A |)= p (A) and p (A|) = ()
Whenever A and B are independent i.e. when two events
A and Bare independent, the conditional probability
becomes same as marginal probability.
Approaches to probability
There are 2 approaches to quantifying probability of an
Event E
1. Classical Approach:
P(E) =

()
()

||
||

The ratio of the number of ways an event can

happen to the number of ways sample space
can happen, is the probability of the event.
Classical approach assumes that all outcomes
are equally likely.
2.

Frequency Approach:
()

P(E)= lim

Bayes theorem
Bayes theorem is the most common used probability
based on conditional probability.
An event A can be explained by a given set of exhaustive
and mutually exclusive events B1,B2,.Bn. The
probability of P(Bi) and p(A|i) with i=1,2,3.n are
known are the corresponding to the total absence of
knowledge of the occurrence or non-occurrence of A.
( ) (| )
,

=1 ( )(| )

Where =1 ( ) (| )

P(Bi|) =

i=1,2,3,4..n

Statistics
Arithmetic Mean
Arithmetic Mean for Raw Data
The formula for calculation the arithmetic
mean for the raw data is:

= arithmetic mean
X= refers to the value of an observation
N= number of observation
The arithmetic mean for grouped data (Frequency
distribution)

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The formula for the arithmetic mean calculated from a

frequency distribution has to be amended to include the
frequency. It becomes

CV% = 100

()
=

Median
Median is the central value of the distribution in the
sense that the number of values less than the median is
equal to the number of values greater than the median.
So, median is a positional average.
Median for the raw data
In general, if we have n values of x, they can be arranged
in ascending order as:
x1<x2<..<xn
(+1)
if n is odd then , median =
2

if n is even then , the middle point

median = 2

+( +1)
2

Probability Distribution
Random variable
It is the frequently the case when an experiment is
performed that we are mainly interested in some
function of the outcome as opposed to the actual
outcome itself.
Random variable can be continuous or discrete
Discrete random variable is that variable which can take
one value from a discrete set of values.
Continuous random variable is that which can take one
value from a continuous range of values.

Mode for Grouped Data:

Mode= L+

0 1
20 1 2

Distribution

L= lower limit of the modal class

We can divide the distribution into discrete distribution

or continuous distribution.

F0=largest frequency (frequency of modal

class)

Properties of Discrete distribution

() = 1
f1= Frequency in the class preceding the modal class
f2=Frequency in the class next to the modal class
h = width of the modal class

E(x) = ()
V(x) = E(x2)-(E(x)) 2 = 2 () [ ()] 2
E(x) denotes expected value or average value of the
random variable x, while V(x) denotes the variance of
the random variable x.

Variance
The square of the standard deviation () is called as the
variance ( 2 )
Coefficient of Variance
The standard deviation is an absolute measure of
dispersion and hence cannot be used for comparing
variability of 2 data sets with different means.
Therefore, such comparison are done by using a relative
measure of dispersion called coefficient of variation
(CV).

CV= ,
Where and

CV is often represented as a percentage,

Types of distributions
Discrete Distribution:
1.
2.
3.

Binomial Distribution
Hypergeometric Distribution
Poisson Distribution

Binomial Distribution
In a binomial distribution, a discrete random
variable X takes up pints 0, 1, 2, 3.n and the
probability mass at the point X= I is

Fi = P(X=i)= () pi(1-p)n-I
for I = 0,1,2,3,4 ..n
Now , I = 0,1,2,3..n is called the spectrum of
binomial distribution and number of trials n and the
probability of success p are called the parameters
of the distribution.

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Also, =0 =1

Exponential Distribution
A continuous random variable whose probability density
function is given for some > 0 by

Poisson distribution
In a Poisson distribution, a discrete random variable
X takes up points 0,1,2,3,. and the probability
mass at the point X = I, is

fi= p (X=i)=

for i=0,1,2,,

Where i=0, 1, 2, 3. is called the spectrum of

Poisson and is called the parameter of
distribution.
Poisson distribution is popularly used to study the
performance of various engineering systems such
as job printing queue for a networking computer
system and various queueing systems for
processing hobs by one or more machines in case
of mechanical production engineering unit.

0
f(x)={
0 <0

is said to be exponential random variable with

parameter . The cumulative distributive function F(a) of
an exponential random variable is given by:
1

f(a)=p(x )=0 .dx = ( )0 = 1- , a 0

For exponential
distribution

Mean = e(X) =

Variance = V(x) =

Hypergeometric distribution

Normal distribution

If the probability changes from trial to trial, one of

the assumption of the binomial distribution gets
violated and hence binomial distribution cannot be
used. In such cases hypergeometric distribution is
used. This is particularly used in cases of sampling
without replacement from an infinite population.

If X is a normal random variable, or simply that X is

normally distributed, with parameters and 2 , then the
probability density function is given by:
f(x)=

()2
22

, < <

The density function is bell shaped curve that is

symmetric about.
Continuous Distribution:
1.
2.
3.
4.
5.

For normal distribution

General continuous Distribution

Uniform Distribution
Exponential Distribution
Normal Distribution
Standard Normal Distribution

General continuous distribution

A continuous distribution of X can be defined by a
probability density function f(x) which is such a function
such that

P ( ) = (). =1

Mean = E(x) =
Variance = V(x) = 2
Standard normal distribution
Since the N (, 2 ) varies with 2 and the integral
can only be evaluated numerically, it is more reasonable
to reduce this distribution to another distribution called
standard normal distribution for which , the shape and
hence the integral values remain constant.
The conversion from N (, 2 ) to N(0,1) is effected by
the following transformation

The expected value of x is given by

x= E(x) =

().

Z=

Where Z is called the standard normal variate

For standard normal distribution

Uniform distribution
Mean = E(x)=
Variance= V(x)=

Mean = E(X)= 0
+
2

Variance = V(x)=1

(+)2
12

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Hence the standard normal distribution is also referred

to as the N(0,1) distribution.

8.

Chebyshevs Inequality

Consider the continuous random variable with

probability density function () = 1 + forl
0
= 1 for 0 1

This inequality guarantees that in any probability

distribution, nearly all values are close to the mean the
precise statement being that no more than

1
2

of

distributions. Values can be more than K standard

deviation away from the mean.
Let X be a random variable with finite expected values
and finite non-zero variance 2 . Then for any real
number k>0
P(| |3 K)

1
2

for k> 0

P(| | <K) 1-

Which leads to

1
2

QUESTIONS
1.

2.

64

18

128

128

A box contains 5 black and 5 red balls. Two balls are

randomly picked one after another form the box,
without replacement. The probability for balls
being red is
(A) 1/90
(B) 1/2
(C) 19/90

5.

(B)

1
6

(C) (D)

A box contains 20 defective items and 80 non

defective items. If two items are selected at
random without replacement, what will be the
probability that both items are defective?
1
1
20
19
(A) (B) (C) (D)
5

25

99

495

10. Let and be two independent random variables.

Which one of the relations between expectation
(E), variance (Var) and covariance (Cov) given below
is FALSE?
(A) () = ()()

(C) Var ( + ) = Var () + Var (Y)

(D) ( 2 2 ) = (())2 (())2
11. A coin is tossed 4 times. What is the probability of
getting heads exactly 3 times?
1
3
1
3
(A) (B) (C) (D)
4

12. The standard deviation of a uniformly distributed

random variable between 0 and 1 is
1
1
5
7
(A)
() (C)
()
12

12

12

13. If three coins are tossed simultaneously, the

probability of getting at least one head is
(A) 1/8
(B) 3/8
(C) 1/2

(D) 7/8

14. A box contains 2 washers, 3 nuts and 4 bolts. Items

are drawn : the box at random one at a time
without replacement. The probability of drawing 2
washers first followed by 3 nuts and subsequently
the 4 bolts is
(A) 2/315 (B) 1/630(C) 1/1260 (D) 1/252

(D) 2/9

From a pack of regular playing cards, two cards are

drawn at random. What is the probability that both
cards will be Kings, if first card in NOT replaced?
1
1
1
1
(A) (B) (C)
(D)
26

9.

1
3

Two dice are thrown. What is the probability that

the sum of the numbers on the two dice is eight?
5
5
1
1
(A) (B) (C) (D)
36

4.

Manish has to travel from to changing buses at

stops and enroute. The maximum waiting time
at either stop can be 8 min each but any time of
waiting up to 8 min is equally, likely at both places.
He can afford up to 13 min oftotal waiting time ifhe
is to arrive at on time. What is the probability
that Manish will arrive late at ?
8
13
119
9
(A) (B) (C)
(D)
13

3.

(A)

(B) Cov (, ) = 0

An unbiased coin is tossed three times. The

probability that the head turns up in exactly two
cases is
1
1
2
3
(A) (B) (C) (D)
9

The standard deviation of the random variable

is

52

169

221

6.

A single die is thrown twice. What is the probability

that the sum is neither 8 nor 9?
(A) 1/9 (B) 5/36 (C) 1/4 (D) 3/4

7.

A lot has 10% defective items. Ten items are chosen

randomly : this lot. The probability that
exactly 2 of the chosen items are defective is
(A) 0.0036 (B) 0.1937 (C) 0.2234 (D) 0.3874

15. An unbiased coin is tossed five times. The outcome

of each toss is either a head or a tail. The
probability of getting at least one head is
1
13
16
31
(A) () (C) (D)
32

32

32

32

16. Consider the differential equation 2 (2 2 ) +

() 4 = 0 with the boundary conditions
of () = 0 and (1) = 1. The complete solution
ofthe differential equation is

(A) 2
(B) sin ( )
2

(C) sin ( )
2

(D) sin ( )
2

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17. A box contains 4 red balls and 6 black balls. Three

balls are selected randomly from the box one after
another, without replacement. The probability that
the selected set contains one red ball and two black
balls is
(A) 1/20
(B) 1/12
(C) 3/10

(D) 1/2

ANSWERS

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17

D
B
A
D
D
D
B
B
D
D
A
A
D
C
D
A
D

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