Probability and Statistics (MATH F113)

Pradeep Boggarapu

Department of Mathematics
BITS PILANI K K Birla Goa Campus, Goa

January 19, 2024

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 Text Book:
Probability & Statistics for Engineering and the
Sciences by Devore, J. L., Cengage Learning, 8th
edition, 2012.

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References Book

References:
1 Introduction to Probability Models by Ross, S. M., 11th edition,
Academic Press, 2014.
2 Simulation by Ross, S. M, fourth edition, ELSEVIER, 2006.
3 An Introduction to Probability and Statistics by Rohatgi, V.K.
and Saleh, A.K.M.E., 2nd edition, Wiley, 2008.
4 Freund’s Probability and Statistics for Engineers by Johnson, R.
A., Miller, 9th edition, PHI, 2018.

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 Teachers:
1 Instructor-in-charge: Debolina Ghatak
2 Instructors : Prabal Paul (L1), Pradeep
Boggarapu(L1), Himadri Mukherjee(L2) and Debolina
Ghatak(L3).
3 Teaching Assistants: P Varada(T1), Pawar Rabindra
Kuber(T2), Basil Paul(T3), Raina Mary Thomas(T4),
and Patil Jatin Suresh(T5).

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Evaluation Scheme:

Components Duration Marks Nature Date & Time

Surp. attendance NA 30 NA NA
Quiz 1 TBA TBA OB 17-02-24& 3-4PM
Mid-term 1Hr. 30 Min. 90 CB R:Time Table
Quiz 2 TBA TBA OB 20-04-24& 3-4PM
Compre. 3 Hrs. 120 CB R:Time Table

CB: Closed Book, OB: Open Book

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Miscellaneous

Consultation hour:
Monday: 4:30 PM to 5:00 PM.

Chamber No. A 416

Mail me at “[email protected]” to find

me.

All notices regarding the course MATH F113 will be

displayed on online course platform: Quanta.

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Title of the course “ Probability and Statistics”

Probability: Probability is the mathematical study of

uncertainty and randomness. It deals with the likelihood
of events occurring and provides a framework for
quantifying uncertainty.
Statistics: Statistics involves the collection, analysis,
interpretation, presentation, and organization of data. It
aims to extract meaningful insights from data, make
inferences about populations, and quantify the uncertainty
associated with those inferences.

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Key Concepts

Probability: Key concepts in probability include events,

sample spaces, probability distributions, random variables
(discrete and continuous), conditional probability, joint
distributions ans simulation.
Statistics: Key concepts in statistics include descriptive
statistics (mean, median, standard deviation), estimations
of population parameters, inferential statistics (confidence
intervals, hypothesis testing), regression analysis.

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Applications

Probability: Probability is applied in scenarios where there

is uncertainty or randomness, such as in games of chance,
weather forecasting, and decision-making under
uncertainty.
Statistics: Statistics is applied in various fields to analyse
data and draw conclusions. It is used in disciplines like
economics, biology, engineering, psychology, and social
sciences for research, quality control, and decision-making.

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Relationship

Probability and statistics are interconnected. Probability theory

provides the foundation for statistical methods.

For example, probability distributions are used in statistical

inference to make predictions about populations based on sample
data.

In summary, while probability deals with the theoretical aspects

of uncertainty and randomness, statistics focuses on the practical
aspects of collecting, analysing, and interpreting data to draw
meaningful conclusions.

Together, these fields contribute to a comprehensive

understanding of uncertainty and variability in different contexts.

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Modules of the course

1 Probability
2 Discrete Distributions
3 Continuous Distributions
4 Joint Distributions
5 Simulation
6 Descriptive Statistics and Estimation
7 Statistical Inference
8 Simple Linear Regression

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 1. Probability

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Outline

1 Basic terminology

2 Axioms of probability and further properties

3 Conditional probability

4 Bayes’ theorem

5 Independent events

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Basic Termonology

What is Probability?
Ans. The measure of the chances that an event occur
in an experiment.
Random Experiment. An experiment or a process for
which the outcome cannot be predicted with certainty.
Although the outcome of the experiment will not be
known in advance, but the set of all possible outcomes
is known.
Example: Birth of a child, Age at death of a person,
life of electric bulb, amount of rain fall, tossing a die,
etc
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Basic Termonology

Sample Space. The set of all possible outcomes of a

random experiment is known as the sample space of
the experiment and is denoted by S.
Events. Any subset E of sample space S of a random
experiment is known as event.
Algebra of Events. Union and intersection of finitely
many events is an event. Complement of an event is
an event.

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Axioms of Probability
Mutually exclusive events. The collection of events
{E1 , E2 , E3 , · · · } is said to be mutually exclusive, if
Ei ∩ Ej = ∅, for all i ̸= j.
Exhaustive Events: The collection of events
{A1 , A2 , · · · An } is said to be exhaustive if ∪ni=1 Ai = S,
where S is the sample space of the experiment.

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Definition of Probability

Classical or Mathematical Definition of Probability (Laplace

1812)
Suppose a random experiment has N possible outcomes which
are mutually exclusive, exhaustive and equally likely.

Let M of these outcomes be favorable to the happening of event

A, then the probability of A is defined by P(A) = M
N

Example 1.
A committee of size 5 is to be selected from a group of 6 men and 9
women. If the selection is made randomly, what is the probability that
the committee consists of 3 men and 2 women?

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Definition of Probability Continued

What are the drawback of this definition

N needs to be finite.
The definition is circular in nature as it is uses the
term equally likely, which means outcomes with equal
probability.

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Definition of Probability Continued

Relative Frequency
Let a random experiment is conducted large number of times
independently under identical condition.

Let an denote the number of times the event A occurs in n trials

of the experiment, we define P(A) = limn→∞ ann , provided the
limit exist.
What are the drawback of this definition
√ √
n n− n
Example: limn→∞ n
→ 0, limn→∞ n
→1

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Definition of Probability

Axiomatic Definition(Kolmogrov 1933)

Definition 2.
Let S be any sample space and B be an algebra of events. A set function
P : B → R is said to be a probability function if it satisfies the following
three axioms:
Axiom 1. P(E ) ≥ 0 for all E ∈ B

Axiom 2. P(S) = 1

Axiom 3. For any sequence of mutually exclusive events E1 , E2 , . . .,

∞
[  X∞
P Ej = P(Ej ).
j=1 j=1

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Further Properties
Let E and F be two from a sample space S. Then
1 P(∅) = 0.
2 If E ∩ F = ∅ then P(E ∪ F ) = P(E ) + P(F ).
3 P(E ′ ) = 1 − P(E ).
4 P(E ∪ F ) = P(E ) + P(F ) − P(E ∩ F ).
n
X XX
5 P (∪ni=1 Ai ) = P(Ai ) − P(Ai ∩ Aj ) +
i=1 i<j
XX X
P(Ai ∩ Aj ∩ Ak ) − · · · + (−1)n+1 P(∩ni=1 Ai )
i<j<k

6 If E ⊂ F then we have that P(E ) ≤ P(F ) and

P(F \ E ) = P(F ) − P(E ).
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Problems

Example 2. A die is loaded in such a way that the probability of the

face with j dots turning up is proportional to j for j = 1, 2, · · · , 6.
What is the probability, in one roll of the die, that an odd number of
dots will turn up?
Example 3. The probability that a dealer will sell atleast 20 televisions
in a day is 0.45 and the probability that he will sell less than 24
televisions is 0.74. What is the probability that he will sell 20, 21, 22
and 23 televisions during the day ?
Example 4. If four married couples are arranged to be seated in a
row, what is the probability that no married couple will seat together?

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Conditional Probability

Definition 0.1.
Let E and F be events such that P(F ) ̸= 0. The
conditional probability of E given F , denoted by P(E |F ),
is defined as
P(E ∩ F )
P(E |F ) = .
P(F )

Note that
P(E ′ |F ) = 1 − P(E |F ).

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Conditional Probability

Example 5. Roll a die and observe the number. Let E be

an event that the die shows odd number and F be the
event the die shows atleast 4. What is the conditional
probability of E given the event F ?

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Total Probability Rule

Note that P(E ∩ F ) = P(F )P(E |F ). In general,

P(E1 E2 E3 · · · En )
= P(E1 )P(E2 |E1 )P(E3 |E1 E2 ) · · · P(En |E1 E2 · · · En−1 ),

which is known as ‘multiplication rule’.

Example on Multiplication rule. A deck of 52 cards, containing all 4
aces, is randomly divided into 4 piles of 13 cards each, find the
probability that each file has an ace.

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Total Probability Rule

Theorem 0.2 (Total Probability Rule).

Let E1 , E2 , E3 , . . . , En be a collection of mutually exclusive events
whose union is sample space S. Let E be any event, then
n
X
P(E ) = P(E |Ej )P(Ej ).
j=1

Example 6. Suppose a calculator manufacturer purchase his IC’s from

supliers B1 , B2 , B3 with 40% form B1 , 30% from B2 , and 30% from
B3 . Suppose 1% of supply from B1 is defective, 5% from B2 and 10%
from B3 is defective. What is the probability that a randomly selected
IC from the manufacturer stock is defective?

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Bayes’ Theorem

Theorem 0.3 (Bayes’ Theorem).

Let E1 , E2 , E3 , . . . , En be a collection of mutually exclusive
events whose union is sample space S. Let E be any event
such that P(E ) ̸= 0. Then for any event Ek ,
k = 1, 2, 3, . . . n,

P(E |Ek )P(Ek )

P(Ek |E ) = n .
X
P(E |Ej )P(Ej )
j=1

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Problems

Example 7. Bag I contains 4 white and 6 black balls while another

Bag II contains 4 white and 3 black balls. One ball is drawn at
random from one of the bags, then (i) what is the probability that the
ball drawn is white and (ii) if the drawn ball is found to be black what
is the probability that it was drawn from Bag I.
Example 8.‘n’ different objects 1, 2, · · · , n are distributed at random
in n places marked 1, 2, · · · , n. Find the probability that none of the
objects occupies the place corresponding to its number.
n
X (−1)k
Ans:
k!
k=0

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Problems

Example 9. A chain of video stores sells three different brands of DVD

players. Of its DVD players sales, 50% are brand 1, 30% are brand 2, and
20% are brand 3. Each manufacturer offers a 1-year warranty on parts and
labour. It is known that 25% of brand 1’s DVD players require warranty
repair work, whereas the corresponding percentages of brands 2 and 3 are
20% and 10% respectively.
1. What is the probability that a randomly selected purchaser has bought
a brand 1 DVD player that will need repair while under warranty?
2. What is the probability that a randomly selected purchaser has DVD
player that will need repair while under warranty?
3. If a customer returns to the store with DVD player that needs
warranty repair work, what is the probability that it is a brand 1?
brand 2? and brand 3?

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Independent Events

Definition 0.4 (Independent Events).

Two events E and F from a sample space S are said to
be ‘independent’ if P(E ∩ F ) = P(E )P(F ). Two events
E and F are said to be ‘dependent’ if they are not
independent.

Example 10. A card is selected at random from an

ordinary deck of 52 playing cards. If E is the event that
the selected card is an ace and and F is the event that it
is a spade, then E and F are independent.

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Independent Events

Note that if E and F are independent then

P(E |F ) = P(E ) when P(F ) > 0 and

P(F |E ) = P(F ) when P(E ) > 0.

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Independent Events Continued

Definition 0.5.
The three events E , F and G are said to be (mutually)
independent if
P(EFG ) = P(E )P(F )P(G )
P(EF ) = P(E )P(F )
P(FG ) = P(F )P(G )
P(GE ) = P(G )P(E ).

We may also extend the definition of independence to

more than three events.
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Independent Events Continued

For instance, the events E1 , E2 , E3 , . . . , En are said to

be independent if, for any collection Er1 , Er2 , . . . , Erk ,
k ≤ n from these events

P(Er1 Er2 · · · Erk ) = P(Er1 )P(Er2 ) · · · P(Erk ).

Theorem 0.6.
Let E , F and G be three events from a sample space S.
1 If E and F are independent, then so are E and F c .
2 If E , F and G are independent, then E is independent
of F ∪ G .

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Problems

Example 11. An infinite sequence of independent trials is

to be performed. Each trial results in a success with
probability p and a failure with probability 1 − p. What is
the probability that
1 at least 1 success occurs in the first n trials;
2 exactly k successes occur in the first n trials;
3 all trials result in successes?

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Problems

Example 12. In a lecture hall there are 4 class I boys, 6

class I girsl and 6 class II boys. How many class II girls
must be present in that lecture hall if boy and class I are
to be independent when a student is selected at random?
Assume that there are only two types of students in the
lecture hall that is class I and class II.

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Problems
Example 13. Two computers, A and B, are set to be
marketed. A salesperson, who is assigned the job of
finding customers for them, has a 60% chance of success
for computer A and a 40% chance for computer B. The
two computers can be sold independently. Given that he
was able to sell at least one computer what is the
probability that computer A has been sold?.

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Problems
Example 14. Suppose box A contains 4 red and 5 blue
chips and box B contains 6 red and 3 blue chips. A chip
is chosen at random from the box A and placed in box B.
Finally, a chip is chosen at random from among those now
in box B. What is the probability a blue chip was
transferred from box A to box B given that the chip
chosen from box B is red?

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 Thank you for your attention

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