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Probability, Statistics and Reliability

(MAT3003)

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Dr. Sonjoy Pan
Assistant Professor
Mathematics Division, SASL
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VIT Bhopal University
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Winter Semester: 2024-2025

(January - May, 2025)
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Contents

1 Probability Theory 1
1.1 Combinatorics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

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1.2 Sample Space and Events . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.3 Classical Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

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1.4 Axioms of Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.5 SOLVED PROBLEMS - 1A . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.6 Conditional Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.7 Total Probabilty and Bayes’ Rule . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.8 SOLVED PROBLEMS - 1B . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.9 EXERCISES . . . . . . . . . . OY . . . . . . . . . . . . . . . . . . . . . . . . . 12

2 Random Variables and Probability Distributions 21

2.1 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.2 Probability Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.3 Cumulative Distribution Function . . . . . . . . . . . . . . . . . . . . . . . . 23
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2.4 Expectation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.5 Median and Mode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.6 Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.7 SOLVED PROBLEMS - 2A . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
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2.8 Some Special Discrete Probability Distributions . . . . . . . . . . . . . . . . . 30

2.9 Some Special Continuous Probability Distributions . . . . . . . . . . . . . . . 31
2.10 SOLVED PROBLEMS - 2B . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.11 Moments and Moment Generating Functions . . . . . . . . . . . . . . . . . . 34
2.12 SOLVED PROBLEMS - 2C . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.13 EXERCISES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
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Chapter 1

Probability Theory

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1.1 Combinatorics

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Basic principle of counting: Suppose that r experiments are to be performed such that the
first one may result in any of n1 possible outcomes, and for each of these n1 possible outcomes,
there are n2 possible outcomes of the second experiment, and for each of the possible outcomes
of the first two experiments, there are n3 possible outcomes of the third experiment, and so on,
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then the total number of possible outcomes of the r experiments is n1 · n2 · n3 · · · nr .

Permutation: The number of permutations (arrangements where order matters) of n distinct

n!
objects taken r at a time is represented as n Pr or n Pr which equals (n−r)! .
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The number ways (permutations) that n distinct objects to be placed in n positions (in line)
is denoted by n! which equals n(n − 1)(n − 2) · · · 2 · 1.

The number of different permutations of n objects, of which n1 are alike, n2 are alike, · · ·,
n!
nr are alike is .
SO

n1 ! n2 ! · · · nr !
Combination: The number of combinations (groups where order does not matter) of n dis-
n n!


tinct objects taken r at a time is represented as r or n Cr or n Cr which equals r!(n−r)! .

The number of possible divisions of n distinct objects to be divided into r  distinct groups of 
n
.

respective sizes n1 , n2 , · · ·, nr , where n1 +n2 +· · ·+nr = n is represented as

n1 , n2 , · · · , nr
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n!
which equals .
n1 ! n2 ! · · · nr !

1.2 Sample Space and Events

Probability deals with uncertain situations or random experiment that refers to an activity whose
outcome is not predictable with certainty. It measures the likelihood of something occurring.

Random Experiment: If in an experiment conducted under identical conditions, the precise

result is not unique, but may be any one of the possible results, then such an experiment is
called a random experiment. Examples: tossing a coin, rolling a die, drawing a card from a

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2 CHAPTER 1. PROBABILITY THEORY

pack of plying cards, etc.

Outcome: The result of a random experiment is said to be an outcome. Examples: head

and tail are two outcomes in a random experiment of tossing a coin. The faces 1, 2, 3, 4, 5 and
6 are six outcomes in case of rolling a die.

Trial: Any particular performance of a random experiment is said to be a trail. Examples:

tossing a coin once.

Sample space: The set of all possible outcomes of a random experiment is known as the sam-
ple space of the experiment and is denoted by S. Examples: {head, tail} and {1, 2, 3, 4, 5, 6}
are sample spaces of the respective random experiments.

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Event: Any subset of the sample space is known as an event. Examples: {head}, {head,

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tail}, {4}, {2, 3, 5} are events in the respective sample spaces.

Simple and Compound or Composite Event: An event is called simple if it contains ex-
actly one outcome; otherwise, it is known as compound or composite. Examples: {tail} is
simple event, whereas {2, 4} is a compound event.
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Sure event or certain event: An event which always occurs is called sure event and is de-
noted by S. Examples: {head, tail} is a sure event in an experiment of tossing a coin.

Impossible event or null event: An event which never occurs is called impossible event and
is denoted by φ. Examples: {8} is an impossible event in a random experiment of rolling a die.
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Complementary events: Two events are said to be complementary events if they are mutually
exclusive and one of them must occur. The complementary event of an event A in sample space
S is defined as Ac = S − A. Examples: {head} and {tail} are complementary events.
SO

Mutually exclusive events or disjoint events: Two or more events are called mutually ex-
clusive if any two of them cannot occur simultaneously. The events A and B are mutually
exclusive if and only if A ∩ B = φ. Examples: the events {4, 6} and {2, 3, 5} are mutually
exclusive.
.

Mutually independent events: Two or more events are called mutually independent if the
occurrence of any event does not depend on the occurrence of other events. Examples: if we
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flip a coin and the outcome of this experiment is denoted by A; then again if we flip the coin
and the outcome of this trail is denoted by B. Here A and B are independent events.

Exhaustive events: The events A1 , A2 , A3 , · · · , An are said to be exhaustive events of sam-

ple space S if ∪ni=1 Ai = S and Ai ∩ Aj = φ for i, j = 1, 2, · · · , n with i 6= j. Examples: the
events {head} and {tail} are exhaustive in case of coin tossing; the events {1, 2}, {3, 5} and
{4, 6} are also exhaustive in case of dice rolling.

Equally likely events: Several events are said to be equally likely if they have the equal chance
to occur. Examples: {1}, {3} and {6} are equally likely events if we roll a die.

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CHAPTER 1. PROBABILITY THEORY 3

1.3 Classical Probability

Definition: If all outcomes of a random experiment are equally likely to occur, then the proba-
bility of event A is expressed as

Number of outcomes in A
P (A) = .
Number of outcomes in S

1.4 Axioms of Probability

Definition: The probability of an event A in a sample space S, denoted by P (A), is a number

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satisfying the following three axioms:

(i) 0 ≤ P (A) ≤ 1.

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(ii) P (φ) = 0 and P (S) = 1.
∞
! ∞
[ X
(iii) P Ai = P (Ai ), if {A1 , A2 , A3 , · · ·} is a sequence of mutually exclusive events.
i=1 i=1
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 Addition rules: If A and B are two events in a sample space, then

P (A ∪ B) = P (A) + P (B) − P (A ∩ B).

If A, B and C are three events in a sample space, then

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P (A ∪ B ∪ C) = P (A) + P (B) + P (C) − P (A ∩ B) − P (B ∩ C) − P (C ∩ A) + P (A ∩ B ∩ C).

In general, suppose that A1 , A2 , · · · , An are n events in some sample space, then

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n n n X
n n X
n X
n
!
[ X X X
P Ai = P (Ai )− P (Ai ∩Aj )+ P (Ai ∩Aj ∩Ak )+· · ·+(−1)n+1 P (A1 ∩· · ·∩An ).
i=1 i=1 i=1 j=1 i=1 j=1 k=1
i<j i<j<k

 Some useful properties:

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1. (A ∪ B)c = Ac ∩ B c and (A ∩ B)c = Ac ∪ B c .

2. (Ac )c = A and A ∩ B c = A − A ∩ B.

3. P (A) + P (Ac ) = 1.

4. P (A ∩ B) = 0, if and only if A and B are mutually exclusive (disjoint) events.

5. P (A ∪ B) i.e., P (A or B) represents the probability that at least one of the events A or

B occurs.

6. P (A ∩ B) i.e., P (A and B) represents the probability that both events A and B occur
together.

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4 CHAPTER 1. PROBABILITY THEORY

1.5 SOLVED PROBLEMS - 1A

# Problem 1.1: If P (A) = 0.6, P (B) = 0.3, P (A ∩ B) = 0.4, find P (Ac ∩ B c ).
Solution: P (Ac ∩ B c ) = P (A ∪ B)c = 1 − P (A ∪ B)
= 1 − [P (A) + P (B) − P (A ∩ B)]
= 1 − [0.6 + 0.3 − 0.4] = 0.5.

# Problem 1.2: If P (A) = 0.7, P (B c ) = 0.6, P (Ac ∩ B) = 0.3, find P (A ∩ B c ).

Solution: P (A ∩ B c ) = P (Ac ∪ B)c = 1 − P (Ac ∪ B)
= 1 − [P (Ac ) + P (B) − P (Ac ∩ B)]
= 1 − [{1 − P (A)} + {1 − P (B c )} − P (Ac ∩ B)]
= 1 − [{1 − 0.7} + {1 − 0.6} − 0.3] = 0.6.

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# Problem 1.3: Suppose X and Y are two mutually exclusive events, and P (X c ) = 0.45,
P (Y c ) = 0.85, find P (X c ∩ Y c ).

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Solution: Since X and Y are two mutually exclusive events, then P (X ∩ Y ) = 0.
Now, P (X c ∩ Y c ) = P (X ∪ Y )c = 1 − P (X ∪ Y )
= 1 − [P (X) + P (Y ) − P (X ∩ Y )]
= 1 − [{1 − P (X c )} + {1 − P (Y c )} − P (X ∩ Y )]
= 1 − [{1 − 0.45} + {1 − 0.85} − 0] = 0.3.
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# Problem 1.4: Given P (X c ) = 0.6, P (Y ) = 0.7 and P (X ∪ Y ) = 0.82. Examine whether X
and Y are independent events.
Solution: P (X) = 1 − P (X c ) = 1 − 0.6 = 0.4.
Now, P (X)P (Y ) = 0.4 × 0.7 = 0.28.
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We have P (X ∪ Y ) = P (X) + P (Y ) − P (X ∩ Y ), which gives
P (X ∩ Y ) = P (X) + P (Y ) − P (X ∪ Y )
= 0.4 + 0.7 − 0.82 = 0.28.
Therefore, P (X ∩ Y ) = P (X)P (Y ). Hence, X and Y are independent events.
SO

# Problem 1.5: A die is rolled. Find the probability of getting an even number or a num-
ber less than 3 on its top face.
Solution: Let us consider the events as
A ≡ The faces of even numbers.
B ≡ The faces of numbers less than 3.
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Clearly, A = {2, 4, 6} and B = {1, 2}. Therefore, A ∪ B = {1, 2, 4, 6}.

Here, the sample space is S = {1, 2, 3, 4, 5, 6}.
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Number of outcomes in A ∪ B 4 2
Hence, P (A ∪ B) = = = .
Number of outcomes in S 6 3
# Problem 1.6: Two dice are rolled simultaneously. Find the probability of getting the sum of
their faces to be 7 or 9.
Solution: Let the consider the event as
A ≡ The sum of faces of two dice is 7.
B ≡ The sum of faces of two dice is 9.
Clearly A = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)}.
and B = {(3, 6), (4, 5), (5, 4), (6, 3)}.
Since each die has 6 outcomes and two dice are rolled simultaneously, then the number of out-
comes in the sample space is 6 × 6 = 36. The number of outcomes in A is 6 and that in B is 4.

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CHAPTER 1. PROBABILITY THEORY 5

6 4 5
Also, A∩B = φ. Hence, the required probability is P (A∪B) = P (A)+P (B) = 36
+ 36 = 18
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# Problem 1.7: Four fair coins are tossed simultaneously. Find the probability that at least
one head turns up.
Solution: Let the consider the event as

A ≡ At least one head turns up.

Then Ac ≡ No head turns up ≡ {TTTT}.
Since each coin has two outcomes (head and tail) and four coins are tossed simultaneously, the
number of outcomes in the sample space is 24 = 16. The number of outcomes in Ac is 1.
1 1 15
Hence, P (Ac ) = . Thus the required probability is P (A) = 1 − P (Ac ) = 1 − = .
16 16 16

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# Problem 1.8: A box contains 120 cards numbered from 1 to 120. One card is drawn at
random. Find the probability of getting number in the card divisible by either 4 or 6.

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Solution: Let us consider the events as

A ≡ The numbers in the card divisible by 4.

B ≡ The numbers in the card divisible by 6.

Clearly, A ∩ B ≡ The numbers in the card divisible by both 4 and 6.

The number of elements in A is

120
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A ∪ B ≡ The numbers in the card divisible by either 4 or 6.
= 30.
4
120
The number of elements in B is = 20.
6
120 120
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The number of elements in A ∩ B is = = 10.
l.c.m.{4, 6} 12
30 20 10
Therefore, P (A) = , P (B) = and P (A ∩ B) = .
120 120 120
30 20 10 1
Hence, P (A ∪ B) = P (A) + P (B) − P (A ∩ B) = + − = .
SO

120 120 120 3

# Problem 1.9: If 5 cards are randomly drawn from a deck of 52 playing cards, find the
probability of getting 2 queens and 3 aces.
Solution: The number of ways that 2 queens can be chosen from 4 queens is 4 C2 .
The number of ways that 3 aces can be chosen from 4 aces is 4 C3 .
The number of ways that 5 cards can be chosen from 52 cards is 52 C5 .
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C2 · 4 C3 4! 4! 5! ×47! 1
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Therefore, the required probability is 52 = · · = .

C5 2! ×2! 3! ×1! 52! 108290
# Problem 1.10: From a pack of cards, a card is drawn at random. What is the probability
of drawing a black card or a queen card?
Solution: Let us consider the events as

B ≡ Black card is drawn.

Q ≡ Queen is drawn.
Clearly, P (B) = 26
52
4
, P (Q) = 52 2
and P (B ∩ Q) = 52 .
26 4 2 7
So, the required probability is P (B ∪ Q) = P (B) + P (Q) − P (B ∩ Q) = 52
+ 52
− 52
= 13
.

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6 CHAPTER 1. PROBABILITY THEORY

1.6 Conditional Probability

The probability of an event B occurring when it is known that some event A has already oc-
curred is called the conditional probability of B given A, denoted by P (B|A) and defined as
P (A ∩ B)
P (B|A) = , provided P (A) 6= 0.
P (A)
Two events A and B are independent if and only if P (B|A) = P (B) or P (A|B) = P (A).

 Multiplication rules: If A and B are two events in a sample space such that P (A) 6= 0 and
P (B) 6= 0, then

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P (A ∩ B) = P (A)P (B|A) = P (B)P (A|B).
If A, B and C are three events in a sample space, then

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P (A ∩ B ∩ C) = P (A)P (B|A)P (C|A ∩ B).

In general, if, in an experiment, the events A1 , A2 , · · · , An can occur, then

P (A1 ∩ A2 ∩ · · · ∩ An ) = P (A1 )P (A2 |A1 )P (A3 |A1 ∩ A2 ) · · · P (An |A1 ∩ A2 ∩ · · · ∩ An−1 ).

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NOTE: P (A ∩ B) = P (A)P (B), if and only if A and B are mutually independent events.

1.7 Total Probabilty and Bayes’ Rule

Law of total probability: If A1 , A2 , A3 , · · · , An are exhaustive events of sample space S with
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P (Ai ) 6= 0, i = 1, 2, · · · , n and B is any other event in S, then

P (B) = P (A1 )P (B|A1 ) + P (A2 )P (B|A2 ) + · · · + P (An )P (B|An ).

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Bayes’ rule: If A1 , A2 , A3 , · · · , An are exhaustive events of sample space S with P (Ai ) 6=

0, i = 1, 2, · · · , n and B is any other event in S such that P (B) 6= 0, then
P (Ai )P (B|Ai )
P (Ai |B) = , i = 1, 2, · · · , n.
P (A1 )P (B|A1 ) + P (A2 )P (B|A2 ) + · · · + P (An )P (B|An )
.
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1.8 SOLVED PROBLEMS - 1B

# Problem 1.11: A box contains 12 bulbs, 5 of which are defective. 2 bulbs are drawn at
random (a) with replacement, (b) without replacement. Find the probability that none of those
2 bulbs is defective in both cases (a) and (b).
Solution: Let us consider the events as
A1 ≡ Non-defective bulb is selected in the first drawn.
A2 ≡ Non-defective bulb is selected in the second drawn.
(a) With replacement: In case of with replacement, the bulb is replaced after the first drawn,
that is, the situation before the second drawing is the same as at the beginning. Here, the events

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CHAPTER 1. PROBABILITY THEORY 7

A1 and A2 are independent.

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Clearly, P (A1 ) = , since out of 12 bulbs, 12 − 5 = 7 are non-defective.
12
7
Similarly, P (A2 ) = .
12
7 7 49
Hence, the required probability is P (A1 ∩ A2 ) = P (A1 )P (A2 ) = · = .
12 12 144
(b) Without replacement: In case of without replacement, the bulb is not replaced after the
first drawn, that is, after the first drawn, there are 11 bulbs left, out of which 6 are non-defective.
7 6
Therefore, P (A1 ) = and P (A2 |A1 ) = .
12 11
7 6 7
Hence, the required probability is P (A1 ∩ A2 ) = P (A1 )P (A2 |A1 ) = · = .
12 11 22

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# Problem 1.12: In a high school graduating class of 100 students, 54 studied mathemat-
ics, 69 studied history, and 35 studied both mathematics and history. If one of these students is

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selected at random, find the probability that
(a) the student took mathematics or history;
(b) the student did not take either of these subjects;
(c) the student took history but not mathematics.
Solution: Let us consider the events as
M ≡ Students took mathematics. OY
H ≡ Students took history.
54 69 35
Given that P (M ) = , P (H) = and P (M ∩ H) = .
100 100 100
(a) The required probability is P (M ∪ H) = P (M ) + P (H) − P (M ∩ H)
54 69 35 22
= + − = .
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100 100 100 25
c 22 3
(b) The required probability is P (M ∪ H) = 1 − P (M ∪ H) = 1 − = .
25 25
c 69 35 17
(c) The required probability is P (H ∩ M ) = P (H) − P (M ∩ H) = − = .
100 100 50
SO

# Problem 1.13: The probability that a married man watches a certain television show is 0.4
and the probability that a married woman watches the show is 0.5. The probability that a man
watches the show, given that his wife does, is 0.7. Find the probability that
(a) a married couple watches the show;
(b) a wife watches the show, given that her husband does;
(c) at least one member of a married couple will watch the show.
.

Solution: Let us consider the events as

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H ≡ Husband watches a certain TV show.

W ≡ Wife watches the same TV show.
Given that P (H) = 0.4, P (W ) = 0.5 and P (H|W ) = 0.7.
(a) The required probability is P (H ∩ W ) = P (W )P (H|W ) = 05 × 0.7 = 0.35.
∩H)
(b) The required probability is P (W |H) = P (W
P (H)
= 0.35
0.4
= 0.875.
(c) The required probability is P (H ∪ W ) = P (H) + P (W ) − P (H ∩ W )
= 0.4 + 0.5 − 0.35 = 0.55.

# Problem 1.14: A town has two fire engines operating independently. The probability that a
specific engine is available when needed is 0.96.
(a) what is the probability that neither is available when needed?

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8 CHAPTER 1. PROBABILITY THEORY

(b) what is the probability that a fire engine is available when needed?
Solution: Let us consider the events as
F1 ≡ First fire engine is available when needed.
F2 ≡ Second fire engine is available when needed.
Given that P (F1 ) = 0.96 and P (F2 ) = 0.96.
(a) The required probability is P (F1 ∪ F2 )c = P (F1c ∩ F2c )
= P (F1c )P (F2c ), since F1 and F2 are independent
= [1 − P (F1 )][1 − P (F2 )]
= [1 − 0.96][1 − 0.96] = 0.0016.
(b) The required probability is P (F1 ∪ F2 ) = 1 − P (F1 ∪ F2 )c = 1 − 0.0016 = 0.9984.

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# Problem 1.15: A box contains 4 bad and 6 good tubes. Two tubes are drawn out from
the box together. One of then is tested and found to be good. What is the probability that the
other one is also good?

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Solution: Let us consider the events as
A ≡ The tube tested first is good.
B ≡ The tube tested later is good.
6
Now, P (A) = 10 6
= 53 , P (A ∩ B) = 10CC22 = 31 .
Therefore, the required probability is P (B|A) = P P(B∩A)
(A)
= 59 .
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# Problem 1.16: One bag contains 4 white balls and 3 black balls, and a second bag contains
3 white balls and 5 black balls. One ball is drawn from the first bag and placed unseen in the
second bag. What is the probability that a ball now drawn from the second bag is black?
Solution: Let us consider the events as
B1 ≡ Black ball is drawn from the first bag.
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W1 ≡ White ball is drawn from the first bag.
B2 ≡ Black ball is drawn from the second bag.
The drawn ball from the first bag can be black or white. Therefore, the entire scenario can be
considered as a union of two events (B1 ∩ B2 ) and (W1 ∩ B2 ) which are mutually exclusive.
Thus the required probability is P [(B1 ∩ B2 ) ∪ (W1 ∩ B2 )] = P (B1 ∩ B2 ) + P (W1 ∩ B2 )
SO

= P (B1 )P (B2 |B1 ) + P (W1 )P (B2 |W1 )

3 6 4 5 38
= · + · = .
7 9 7 9 63
# Problem 1.17: In a certain assembly plant, three machines, B1 , B2 , and B3 , make 30%,
45%, and 25%, respectively, of the products. It is known from past experience that 2%, 3%,
.

and 2% of the products made by each machine, respectively, are defective. Now, suppose that
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a finished product is randomly selected. Find the probability that

(a) the selected product is defective.
(b) the selected product was made by machine B3 , if it is found to be defective.
Solution: Let us consider the events as
B1 ≡ The product is made by machine B1 .
B2 ≡ The product is made by machine B2 .
B3 ≡ The product is made by machine B3 .
D ≡ The product is defective.
30 45 25
Given that P (B1 ) = , P (B2 ) = , P (B3 ) = ,
100 100 100
2 3 2
P (D|B1 ) = , P (D|B2 ) = , P (D|B3 ) = .
100 100 100
(a) The required probability is

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CHAPTER 1. PROBABILITY THEORY 9

P (D) = P (B1 )P (D|B1 ) + P (B2 )P (D|B2 ) + P (B3 )P (D|B3 ) = 0.0245.

(b) Using Bayes’ formula, the required probability is
P (B3 )P (D|B3 ) 0.25 × 0.02 10
P (B3 |D) = = = .
P (B1 )P (D|B1 ) + P (B2 )P (D|B2 ) + P (B3 )P (D|B3 ) 0.0245 49
# Problem 1.18: From a box containing 6 black balls and 4 green balls, 3 balls are drawn
in succession, each ball being replaced in the box before the next draw is made. What is the
probability that
(a) all 3 are the same color?
(b) each color is represented?
Solution: Let us consider the events as
Bi ≡ Black ball is selected in the i-th drawn, i = 1, 2, 3.

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Gi ≡ Green ball is selected in the i-th drawn, i = 1, 2, 3.
6 6 6 4 4 4 7
(a) P [(B1 ∩ B2 ∩ B3 ) ∪ (G1 ∩ G2 ∩ G3 )] = · · + · · = .
10 10 10 10 10 10 25

PA
c 7 18
(b) P [(B1 ∩ B2 ∩ B3 ) ∪ (G1 ∩ G2 ∩ G3 )] = 1 − = .
25 25
# Problem 1.19: A producer of a certain type of electronic component ships to suppliers in
lots of twenty. Suppose that 60% of all such lots contain no defective components, 30% con-
tain one defective component, and 10% contain two defective components. A lot is selected
OY
and two components from the lot are randomly selected and tested and neither is defective.
Find the probability that
(a) zero defective components exist in the lot.
(b) one defective exists in the lot.
(c) two defectives exist in the lot.
NJ
Solution: Let us consider the events as
T ≡ Two non-defective components are selected.
D0 ≡ A lot contains no defective components.
D1 ≡ A lot contains one defective component.
SO

D2 ≡ A lot contains two defective components.

60 30 10
Given that P (D0 ) = , P (D1 ) = , P (D2 ) = ,
100 100 100
20 19 18
C2 C2 9 C2 153
P (T |D0 ) = 20 = 1, P (T |D1 ) = 20 = , P (T |D2 ) = 20 = .
C2 C2 10 C2 190
P (D0 )P (T |D0 )
(a) P (D0 |T ) = = 0.6312.
P (D0 )P (T |D0 ) + P (D1 )P (T |D1 ) + P (D2 )P (T |D2 )
.

P (D1 )P (T |D1 )
DR

(b) P (D1 |T ) = = 0.2841.

P (D0 )P (T |D0 ) + P (D1 )P (T |D1 ) + P (D2 )P (T |D2 )
P (D2 )P (T |D2 )
(c) P (D2 |T ) = = 0.0847.
P (D0 )P (T |D0 ) + P (D1 )P (T |D1 ) + P (D2 )P (T |D2 )
# Problem 1.20: Three urns contains 6 red, 4 black; 4 red, 6 black; 5 red, 5 black balls re-
spectively. One of the urns is selected at random and a ball is drawn from it. If the ball drawn
is red, find the probability that it is drawn from the first urn.
Solution: Let us consider the events as
U1 ≡ The ball is drawn from U1 .
U2 ≡ The ball is drawn from U2 .
U3 ≡ The ball is drawn from U3 .
R ≡ The ball is red.

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10 CHAPTER 1. PROBABILITY THEORY

1 6 4 5
Given that P (U1 ) = P (U2 ) = P (U3 ) = , P (R|U1 ) = , P (R|U2 ) = , P (R|U3 ) = .
3 10 10 10
P (U1 )P (R|U1 ) 2
Therefore, P (U1 |R) = = .
P (U1 )P (R|U1 ) + P (U2 )P (R|U2 ) + P (U3 )P (R|U3 ) 5
# Problem 1.21: A can hit a target 3 times in 5 shots, B can 2 times in 5 shots and C can
3 times in 4 shots. All of them fire one shot each simultaneously at the target. What is the
probability that
(a) 2 shots hit
(b) at least two shots hit?
Solution: Let us consider the events as
A ≡ A hits the target.
B ≡ B hits the target.

N
C ≡ C hits the target.
Given that P (A) = 53 , P (B) = 25 , P (C) = 34 .

PA
(a) P (exactly two shots hit)
= P [(A ∩ B ∩ C c ) ∪ (A ∩ B c ∩ C) ∪ (Ac ∩ B ∩ C)]
= P (A ∩ B ∩ C c ) + P (A ∩ B c ∩ C) + P (Ac ∩ B ∩ C)
= P (A)P (B)P (Cc ) + P (A)P c
 (B)P (C)  + P (Ac)P (B)P (C)
3 2 3 3 2 3 3 2 3 9
= · · 1− + · 1− · + 1− · · = .
5 5 4 5 5
OY 4 5 5 4 20
(b) P (at least two shots hit)
= P (exactly two shots hit, or, exactly three shots hit)
= P (exactly two shots hit) + P (exactly three shots hit)
9
= + P (A ∩ B ∩ C)
20
NJ
9 9 3 2 3 63
= + P (A)P (B)P (C) = + · · = .
20 20 5 5 4 100
# Problem 1.22: An individual has 3 different emails accounts. Most of her messages, in
fact 70%, come into account 1, whereas 20% come into account 2 and the remaining 10% into
SO

account 3. Of the messages into account 1, only 1% are spam, whereas the corresponding
percentages for accounts 2 and 3 are 2% and 5%, respectively. What is the probability that a
randomly selected message is spam?
Solution: Let us consider the events as
Ai ≡ Message is from account i, i = 1, 2, 3.
B ≡ Message is spam.
.

Given that P (A1 ) = 0.7, P (A2 ) = 0.2, P (A3 ) = 0.1,

DR

P (B|A1 ) = 0.01, P (B|A2 ) = 0.02, P (B|A3 ) = 0.05.

The required probability is
P (B) = P (A1 )P (B|A1 ) + P (A2 )P (B|A2 ) + P (A3 )P (B|A3 )
= (0.7)(0.01) + (0.2)(0.02) + (0.1)(0.05) = 0.016.

# Problem 1.23: Only 1 in 1000 adults is afflicted with a rare disease for which a diagnos-
tic test has been developed. The test is such that when an individual actually has the disease, a
positive result will occur 99% of the time, whereas an individual without the disease will show
a positive test result only 2% of the time. If a randomly selected individual is tested and the
result is positive, what is the probability that the individual has the disease?
Solution: Let us consider the events as
A1 ≡ Individual has the disease.

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CHAPTER 1. PROBABILITY THEORY 11

A2 ≡ Individual does not have the disease.

B ≡ Positive test result.
Given that P (A1 ) = 0.001, P (A2 ) = 0.999, P (B|A1 ) = 0.99, P (B|A2 ) = 0.02.
The required probability is
P (A1 ∩ B) P (A1 )P (B|A1 )
P (A1 |B) = =
P (B) P (A1 )P (B|A1 ) + P (A2 )P (B|A2 )
(0.001)(0.99)
= = 0.47.
(0.001)(0.99) + (0.999)(0.02)
# Problem 1.24: Two computers X and Y are to be marketed. A salesman who is assigned
the job of finding customers for them has 60% and 40% chances respectively of succeeding in
case of computer X and Y. The two computers can be sold independently. Given that he was

N
able to sell at least one computer. What is the probability that computer X has been sold?
Solution: Let us consider the events as
X ≡ Computer X is marketed.

PA
Y ≡ Computer Y is marketed.
60 40
Given that P (X) = 100 = 0.6 and P (Y ) = 100 = 0.4.
Now, P (X ∪ Y ) = P (X) + P (Y ) − P (X ∩ Y )
= P (X) + P (Y ) − P (X)P (Y ), since X and Y are independent.
= 0.6 + 0.4 − (0.6)(0.4) = 0.76.
OY
The required probability is P [X|(X ∪ Y )] = P [X∩(X∪Y
P (X∪Y )
)]
= P P(X∪Y
(X)
)
0.6
= 0.76 = 0.79.
NJ
. SO
DR

[This content is prepared by Dr. Sonjoy Pan]

12 CHAPTER 1. PROBABILITY THEORY

1.9 EXERCISES

Ex-1.1: In the game of bridge, the entire deck of 52 cards is dealt out to 4 players. What is the
probability that
(a) one of the players receives all 13 spades;
(b) each player receives 1 ace?

Ex-1.2: If there are 12 strangers in a room, what is the probability that no two of them cel-
ebrate their birthday in the same month?

Ex-1.3: 7 balls are randomly withdrawn from an urn that contains 12 red, 16 blue, and 18

N
green balls. Find the probability that
(a) 3 red, 2 blue, and 2 green balls are withdrawn;
(b) at least 2 red balls are withdrawn;

PA
(c) all withdrawn balls are the same color;
(d) either exactly 3 red balls or exactly 3 blue balls are withdrawn.

Ex-1.4: From a group of 3 freshmen, 4 sophomores, 4 juniors, and 3 seniors, a committee

of size 4 is randomly selected. Find the probability that the committee will consist of
(a) 1 from each class;
(b) 2 sophomores and 2 juniors;
(c) only sophomores or juniors.
OY
Ex-1.5: At a certain stage of a criminal investigation, the inspector in-charge is 60% con-
NJ
vinced of the guilt of a certain suspect. Suppose that a new piece of evidence which shows that
the criminal has a certain characteristic (such as left-handedness, baldness, or brown hair) is
uncovered. If the inspector in-charge is convinced that the suspect is not guilty then there is
20% chance that he/she has brown hair. What is the probability that the inspector in-charge is
convinced that the suspect is guilty given he/she has brown hair?
SO

Ex-1.6: A and B throw alternatively a pair of dice. A wins if he throws 6 before B throws
7 and B wins if he throws 7 before A throws 6. Find their respective chances of winning, if A
begins.

Ex-1.7: Urn I contains 2 white and 4 red balls, whereas urn II contains 1 white and 1 red
.

ball. A ball is randomly chosen from urn I and put into urn II, and a ball is then randomly
DR

selected from urn II. What is

(a) the probability that the ball selected from urn II is white?
(b) the conditional probability that the transferred ball was white given that a white ball is se-
lected from urn II?

Ex-1.8: Suppose that 5% of men and 0.25% of women are color blind. A color-blind per-
son is chosen at random. What is the probability of this person being male? Assume that there
are an equal number of males and females. What if the population consisted of twice as many
males as females?

Ex-1.9: Consider two boxes, one containing 1 black and 1 white marble, the other 2 black
and 1 white marble. A box is selected at random, and a marble is drawn from it at random.

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CHAPTER 1. PROBABILITY THEORY 13

What is the probability that

(a) the marble is black?
(b) the first box was the one selected given that the marble is white?

Ex-1.10: A bag contains 5 balls and it is not known how many of them are white. 2 balls
are drawn at random from the bag and they are noted to be white. What is the chance that all
the balls in the bag are white?

Ex-1.11: A total of 36 members of a club play tennis, 28 play squash, and 18 play badminton.
Furthermore, 22 of the members play both tennis and squash, 12 play both tennis and bad-
minton, 9 play both squash and badminton, and 4 play all three sports. How many members of
this club play at least one of three sports?

N
Ex-1.12: An elementary school is offering 3 languages classes: one in Spanish, one in French,

PA
and one in German. The classes are open to any of the 100 students in the school. There are
28 students in the Spanish class, 26 in the French class, and 16 in the German class. There are
12 students who are in both Spanish and French, 4 who are in both Spanish and German, and 6
who are in both French and German. In addition, there are 2 students taking all 3 classes.
(a) If a student is chosen randomly, what is the probability that he or she is not in any of the
language classes? OY
(b) If a student is chosen randomly, what is the probability that he or she is taking exactly one
language class?
(c) If 2 students are chosen randomly, what is the probability that at least 1 is taking a language
class?
NJ
Ex-1.13: An urn contains 5 red, 6 blue, and 8 green balls. If a set of 3 balls is randomly
selected, what is the probability that each of the balls will be
(a) of the same color?
(b) of different colors?
SO

Repeat under the assumption that the balls are sampled with replacement: whenever a ball is
selected, its color is noted and it is replaced in the urn before the next selection.

Ex-1.14: If a die is rolled 4 times, what is the probability that 6 comes up at least once?

Ex-1.15: The chances that doctor X will diagnose a disease D correctly is 60%. The chances
.

that a patient will die by his treatment after correct diagnosis is 20% and the chance of death
by wrong diagnosis is 70%. A patient of doctor X, who had disease D, died. What is the prob-
DR

ability that his disease was diagnosed correctly?

Ex-1.16: A person X speaks truth 7 out of 10 times. A die is tossed. He reports that there
is a six. What is the probability that actually there was six?

Ex-1.17: There are three boxes. Box-I contains 1 white, 2 black and 3 red balls; box-II contains
2 white, 1 black and 1 red balls; and box-III contains 4 white, 5 black and 3 red balls. One box
is randomly chosen and 2 balls are drawn from it. It is seen that the drawn balls are white and
red. What is the probability that they come from box-II?

Ex-1.18: A and B are two weak students of statistics and their chances of solving a problem in

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14 CHAPTER 1. PROBABILITY THEORY

statistics correctly are 30% and 20%, respectively. The chance of their making a common error
is 0.5%. If they solve a statistical problem independently and obtain the same answer, find the
probability that their answer is correct.

Ex-1.19: A fair coin is tossed 100 times. Find the probability of getting at least 10 consec-
utive heads.

Ex-1.20: In a class of 50 students, what is the probability that

(a) all students will have different birthdays in a non-leap year?
(b) at least two students will have the same birthday in a non-leap year?

Ex-1.21: What is the probability of getting 9 cards of the same suit in one hand at a game

N
of bridge?

PA
Ex-1.22: Fifty books are placed at random in a shelf of a library. Find the probability that
a particular set of three books will be
(a) always together.
(b) never together.

Ex-1.23: Ten persons are seated on ten chairs at a round table. Find the probability that two
OY
specified persons are sitting next to each other.

Ex-1.24: If a four-digit number is written at random, what is the probability that it is divis-
ible by four?
NJ
Ex-1.25: In a lottery of 50 tickets numbered 1 to 50, two tickets are drawn simultaneously.
Find the probability that
(a) both the tickets drawn have prime numbers.
(b) none of the tickets drawn has prime number.
SO

Ex-1.26: Five cards are randomly drawn from a well-shuffled pack of 52 cards. Find the
probability that there are (out of drawn five cards)
(a) two kings, one queen, one jack and one ace.
(b) three red and two black.
(c) two diamonds, two hearts and one spade.
.

Ex-1.27: In a random arrangement of the letters of the word “ENGINEERING”, what is the
DR

probability that vowels always occur together?

Ex-1.28: A factory produces certain type of output by three machines. The respective daily
production figures are as machine X : 3000 units, machine Y : 2500 units and machine
Z : 4500 units. Past experience shows that 1% of the output produced by machine X is de-
fective. The corresponding fractions of defectives for the other two machines are 1.2% and
2% respectively. An item is drawn from a day’s production. What is the probability that it is
defective?

Ex-1.29: A couple has two children. What is the probability that both the children are boys, if
it is known that?

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CHAPTER 1. PROBABILITY THEORY 15

(a) younger child is a boy,

(b) older child is a boy,
(c) at least one of them is boy.

Ex-1.30: An insurance company insured 1000 scooter drivers, 3000 car drivers and 6000 truck
drivers. The probabilities that scooter, car and truck drivers meet an accident are 0.02, 0.04,
0.25 respectively. One of the insured persons meets with an accident. What is the probability
that he is a
(a) car driver,
(b) truck driver.

Ex-1.31: Find the probability of getting 53 sundays in a randomly selected non-leap year.

N
Ex-1.32: By examining the chest X-ray, probability that TB is detected when a person is ac-

PA
tually suffering is 0.99. The probability that the doctor diagnoses incorrectly that a person has
T.B. on the basis of X-ray is 0.001. In a certain city 1 in 1000 persons suffers from T.B. A per-
son is selected at random is diagnosed to have T.B. What is the chance that he actually has T.B.?

Ex-1.33: A person goes to office either by car, scooter, bus or train. In the last few months,
he used car 10 times, scooter 30 times, bus 20 times and train 10 times to reach the office. It
OY
is also found that he reached the office late 3 times, 8 times, 2 times and 1 times when he took
scooter, bus, car and train, respectively.
(a) What is the probability that he reached the office on time,
(b) Given that he reached the office on time, then what is the probability that he travelled by car?
NJ
Ex-1.34: Two numbers are selected at random from integers 1 to 9.
(a) If their sum is even, find the probability that (i) both the numbers are odd, (ii) one of these
two numbers is 5.
(b) If it is known that one of those two numbers is 7, find the probability that (i) their sum is
SO

odd, (ii) their sum is even.

Ex-1.35: Suppose a factory has machines I, II and III that produce iWIN phones. The fac-
tory’s record shows that machines I, II and III produce, respectively, 2%, 1% and 3% defective
iWINs. Out of the total production, machines I, II and III produce, respectively, 35%, 25% and
40% of all iWINs. An iWIN is selected at random from the factory.
.

(a) What is the probability that the iWIN selected is defective?

(b) Given that the iWIN is defective, what is the conditional probability that it was produced
DR

by machine III?

Ex-1.36: There are 3 true coins and 1 false coin with head on both sides. A coin is chosen
at random and tossed 4 times. If head occurs all the 4 times, what is the probability that false
coin has chosen and used?

Ex-1.37: A certain federal agency employs three consulting firms A, B and C with proba-
bilities 0.40, 0.35 and 0.25, respectively. From past experience, it is known that the probability
of cost overruns for the firms are 0.05, 0.03 and 0.15, respectively. Suppose a cost overrun is
experienced by the agency. What is the probability that
(a) the consulting firm involved is company C?

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16 CHAPTER 1. PROBABILITY THEORY

(b) it is company A?

Ex-1.38: A person X speaks the truth in 80% cases and another person Y speaks the truth
in 90% cases. Find the probability that they contradict each other in stating the same fact.

Ex-1.39: A total of 500 married couples are polled about their salaries with the following
results
Husband makes less than $25K Husband makes more than $25K
Wife makes less than $25K 212 198
Wife makes more than $25K 36 54

N
Find the probability that
(a) a husband earns less than $25K.
(b) a wife earns more than $25K, given that the husband earns as that much as well.

PA
(c) a wife earns more than $25K, given that the husband makes less than $25K.

ANSWERS of EXERCISES with HINTS

OY
4 × 13 C13 4 × 13! ×39!
Ans-Ex-1.1: (a) 52 C
= = 6.3 × 10−12 .
13 52!
(b) The number of ways that 48 non-aces cards to be divided into 4 players is
NJ

 
48 48!
= .
12, 12, 12, 12 12! 12! 12! 12!

The number of ways of dividing 4 aces so that each player receives exactly one ace is 4!.
SO

Therefore, the number of possible ways in which each player receives exactly one ace is

4! ×48!
.
12! 12! 12! 12!
Further, the total number of possible ways of dividing 52 cards into 4 players is
.

 
52 52!
DR

= .
13, 13, 13, 13 13! 13! 13! 13!

Hence, the required probability is

4!×48!
12!12!12!12!
52!
= 0.1055.
13!13!13!13!

12 11 10 9 8 7 6 5 4 3 2 1 12!
Ans-Ex-1.2: · · · · · · · · · · · = 12 .
12 12 12 12 12 12 12 12 12 12 12 12 12
12 16 18
C3 · C2 · C2
Ans-Ex-1.3: (a) 46 C
.
7

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CHAPTER 1. PROBABILITY THEORY 17

12
C0 · 34 C7 12 C1 · 34 C6
(b) 1 − 46 C
− 46 C
.
7 7
12
C7 + 16 C7 + 18 C7
(c) 46 C
.
7
12
C3 · 34 C4 + 16 C3 · 20 C4
(d) 46 C
.
7
3
C1 · 4 C1 · 4 C1 · 3 C1 144
Ans-Ex-1.4: (a) 14 C
= = 0.1439.
4 1001
4
C2 · 4 C2 36
(b) 14 C
= = 0.0360.
4 1001
4
C4 + 4 C4 2

N
(c) 14 C
= = 0.0020.
4 1001
Ans-Ex-1.5: G ≡ The suspect is guilty.

PA
C ≡ The suspect possesses the characteristic of the criminal.
Given that P (G) = 0.6, P (C|G) = 1, P (C|Gc ) = 0.2.
P (G)P (C|G) 0.6 × 1
Therefore, P (G|C) = c c
= = 0.882.
P (G)P (C|G) + P (G )P (C|G ) 0.6 × 1 + (1 − 0.6) × 0.2
Ans-Ex-1.6: The list of ways such that 6 is thrown in a pair of dice is {(1, 5), (2, 4), (3, 3), (4, 2), (5, 1)}.
OY 5
Therefore, the probability of throwing 6 is p1 = 36 , and the probability of not throwing 6 is
5
q1 = 1 − 36 = 31
36
.
The list of ways such that 6 is thrown in a pair of dice is {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)}.
6
Therefore, the probability of throwing 7 is p2 = 36 = 16 , and the probability of not throwing 7
is q2 = 1 − 61 = 65 .
NJ

Thus the probability of A’s winning is p1 + q1 q2 p1 + q12 q22 p1 + · · · = 1−qp11 q2 = 30

61
.
2 3 2 q1 p2 31
The probability of B’s winning is q1 p2 + q1 q2 p2 + q1 q2 p2 + · · · = 1−q1 q2 = 61 .

Ans-Ex-1.7: (a) W1 ≡ The ball transferred from urn I to urn II is white.

SO

R1 ≡ The ball transferred from urn I to urn II is red.

W2 ≡ The ball selected from urn II is white.
P (W2 ) = P (W1 )P (W2 |W1 ) + P (R1 )P (W2 |R1 ) = 26 × 23 + 46 × 13 = 49 .

(b) T ≡ The event that the transferred ball is white.

2
×2
P (W1 |W2 ) = P (W1P)P(W(W2 )2 |W1 ) = 6 4 3 = 12 .
.

9
DR

Ans-Ex-1.8: C ≡ The selected person is color-blind.

M ≡ The selected person is male.
F ≡ The selected person is female.
P (M )P (C|M )
P (M |C) = P (M )P (C|M ) + P (F )P (C|F )
= 0.5×0.050.5×0.05
+ 0.5×0.0025
= 0.9524.
2
P (M )P (C|M ) ×0.05
Second part: P (M |C) = P (M )P (C|M ) + P (F )P (C|F )
= 2
3
×0.05 + 13 ×0.0025
= 0.9756.
3

Ans-Ex-1.9: B ≡ The marble drawn is black.

W ≡ The marble drawn is white.
A1 ≡ The first box is selected.
A2 ≡ The second box is selected.
1 1 1 2 7
P (B) = P (A1 )P (B|A1 ) + P (A2 )P (B|A2 ) = 2
× 2
+ 2
× 3
= 12
.

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18 CHAPTER 1. PROBABILITY THEORY

1
P (A1 )P (W |A1 ) × 21
P (A1 |W ) = P (A1 )P (W |A1 )+P (A2 )P (W |A2 )
= 1
2
× 2 + 21 × 13
1 = 53 .
2

Ans-Ex-1.10: Since 2 white balls are drawn, the bag must contain 2, 3, 4 or 5 white balls.
Bi ≡ The bag contains i white balls (i = 2, 3, 4, 5).
A ≡ Two white balls are drawn.
2C 1 3C 3 4C 3 5C
P (A|B2 ) = 5 C 2
2
= 10
, P (A|B 3 ) = 5 C = 10 , P (A|B4 ) = 5 C = 5 , P (A|B5 ) = 5 C = 1.
2
2
2
2
2
2
Since the number of white balls in the bag is not known, then B2 , B3 , B4 and B5 are equally
likely. Therefore, P (B2 ) = P (B3 ) = P (B4 ) = P (B5 ) = 41 .
1
P (B5 )P (A|B5 ) ×1
P (B5 |A) = P5 = 1 1 1
4
3
× 10 + 4 × 10 + 14 × 35 + 41 ×1
= 12 .
i=2 P (Bi )P (A|Bi ) 4

Ans-Ex-1.11: Let N denote the number of members of the club.

N
T ≡ The set of members that plays tennis.
S ≡ The set of members that plays squash.
B ≡ The set of members that plays badminton.

PA
P (T ∪ S ∪ B) = P (T ) + P (S) + P (B) − P (T ∩ S) − P (T ∩ B) − P (S ∩ B) + P (T ∩ S ∩ B)
= 36+28+18−22−12−9+4
N
= 43
N
.
Hence, we can conclude that 43 members play at least one of the sports.

Ans-Ex-1.12: S ≡ Students in Spanish class. OY

F ≡ Students in French class.
G ≡ Students in German class.
(a) P (S ∪ F ∪ G)c = 1 − P (S ∪ F ∪ G)
= 1 − [P (S) + P (F ) + P (G) − P (S ∩ F ) − P (F ∩ G) − P (S ∩ G) + P (S ∩ F ∩ G)]
= 1 − [0.28 + 0.26 + 0.16 − 0.12 − 0.06 − 0.04 + 0.02] = 0.5.
NJ
(b) Students in Spanish class only = 28 − 12 − 4 + 2 = 14.
Students in French class only = 26 − 12 − 6 + 2 = 10.
Students in German class only = 16 − 4 − 6 + 2 = 8.
Students attending exactly one language class = 14 + 10 + 8 = 32.
32
SO

Therefore, the required probability is 100 = 0.32.

(c) Probability that at least one student is taking a language class implies that exactly one
or both of two students are taking language classes (one or two or three classes).
Probability that at least one student is taking a language class
= 1− Probability that none of the two students is taking any language classes
50
= 1 − 100CC22 = 149
198
= 0.7525.
.

Ans-Ex-1.13: (Sampling without replacement)

DR

(a) If the 3 balls are of the same color, then either they are all red, or all blue, or all green
(three mutually exclusive options). Thus, the probability that each of the balls will be of the
5 6 8
same color is C3 +19CC33+ C3 = 969
86
= 0.089.
5 C +6 C +8 C
(b) The probability that each of the balls will be of the different color is 1
19 C
1
3
1
=
240
969
= 0.248.

Second part (Sampling with replacement)

(a) There are now 53 ways to choose 3 red balls, and similarly for the other colors. Thus,
3 3 +83
the probability that each of the balls will be of the same color is 5 +6
193
853
= 6859 = 0.124.
(b) There are 5 × 6 × 8 combinations of 3 balls, one of each color, and each combination
may be ordered in 3! ways. Thus, the probability that each of the balls will be of the different

[This content is prepared by Dr. Sonjoy Pan]

CHAPTER 1. PROBABILITY THEORY 19

(5×6×8)×3! 1440
color is 193
= 6859
= 0.210.

Ans-Ex-1.14: P (6 does not come up if a die is rolled one time) = 65 .

4
P (6 never come up if a die is rolled 4 times) = 65 .
Therefore, P (6 comes up at least once if a die is rolled 4 times)
= 1 − P (6 never come up if a die is rolled 4 times)

4
= 1 − 56 = 1 − 1296 625
= 0.5177.

Ans-Ex-1.15: A1 ≡ Disease D is diagnosed correctly by doctor X.

A2 ≡ Disease D is not diagnosed correctly by doctor X.
Z ≡ A patient who had disease D dies.

N
P (A1 ) = 0.6, P (A2 ) = 1 − 0.6 = 0.4, P (Z|A1 ) = 0.2, P (Z|A2 ) = 0.7.
P (A1 )P (Z|A1 )
The required probability is P (A1 |Z) = = 0.3.

PA
P (A1 )P (Z|A1 ) + P (A2 )P (Z|A2 )
Ans-Ex-1.16: T1 ≡ The person X speaks truth.
T2 ≡ The person X tells a lie.
S ≡ The person X reports a six.
P (T1 ) = 7/10, P (T2 ) = 3/10, P (S|T1 ) = 1/6, P (S|T2 ) = 5/6.
The required probability is P (T1 |S) =
OY
P (T1 )P (S|T1 )
P (T1 )P (S|T1 ) + P (T2 )P (S|T2 )
= 0.318.

Ans-Ex-1.17: B1 ≡ Box-I is chosen.

B2 ≡ Box-II is chosen.
B3 ≡ Box-III is chosen.
NJ
X ≡ The drawn balls are white and red.
P (B1 ) = P (B2 ) = P (B3 ) = 1/3,
1 3C 2 C ×2 C 4 3
P (X|B1 ) = C16× C2
1
= 1/5, P (X|B2 ) = = 1/3, P (X|B3 ) = C121 ×C2C1 = 2/11.
1
4C
2
1

P (B2 )P (X|B2 ) 55
The required probability is P (B2 |X) = = .
SO

P (B1 )P (X|B1 ) + P (B2 )P (X|B2 ) + P (B3 )P (X|B3 ) 118

Ans-Ex-1.18: E1 ≡ Both A and B solve the problem correctly.
E2 ≡ Exactly one of them solves the problem correctly.
E3 ≡ Neither of them solves the problem correctly.
S ≡ They get the same answer.
P (E1 ) = 0.3×0.2 = 0.06, P (E2 ) = 0.3×0.8+0.7×0.2 = 0.38, P (E3 ) = 0.7×0.8 = 0.56,
.

P (S|E1 ) = 1, P (S|E2 ) = 0, P (S|E3 ) = 0.005.

DR

P (E1 )P (S|E1 )
The required probability is P (E1 |S) = = 0.9554.
P (E1 )P (S|E1 ) + P (E2 )P (S|E2 ) + P (E3 )P (S|E3 )
Ans-Ex-1.19: E1 ≡ The event that the sequence of 10 consecutive heads starts with ith trial.

10
P (E1 ) = P [Consecutive heads in first 10 trials and head or tail in the rest trials] = 21 .
P (En ) = P [Tail in (n−1)th trial, followed by 10 consecutive heads and head or tail in the rest trails]

10
= 21 12 , ∀ n = 2, 3, · · · , 91.
91  10  10
X 1 1 1 92
The required probability is P (Ei ) = + 90 × = 11 .
i=1
2 2 2 2
365×364×···×(365−49) 365! 365!
Ans-Ex-1.20: (a) 36550
= 36550 ×315!
. (b) 1 − 36550 ×315!
.

[This content is prepared by Dr. Sonjoy Pan]

20 CHAPTER 1. PROBABILITY THEORY

13 C ×39 C ×4
Ans-Ex-1.21: 9
52 C
13
4
.

48!×3! 50!−48!×3! 2444×48!

Ans-Ex-1.22: (a) 50!
. (b) 50!
= 50!
.

8!×2!
Ans-Ex-1.23: 9!
= 92 .

ADVANCED EXERCISES

Adv-Ex-1.1: Two dice are thrown n times in succession. Compute the probability that double

N
6 appears at least once. How large need n be to make this probability at least 0.5?

PA
Adv-Ex-1.2: How many people have to be in a room in order that the probability that at least
two of them celebrate their birthday in the same month is at least 0.5? Assume that all possible
monthly outcomes are equally likely.

Adv-Ex-1.3: A closet contains 10 pairs of shoes. If 8 shoes are randomly selected, what is
the probability that there will be OY
(a) no complete pair?
(b) exactly 1 complete pair?

Adv-Ex-1.4: If 4 married couples are arranged in a row, find the probability that no husband
sits next to his wife.
NJ

Adv-Ex-1.5: An ordinary deck of 52 playing cards is randomly divided into 4 piles of 13

cards each. Compute the probability that each pile has exactly one ace.
SO

Adv-Ex-1.6: An ectopic pregnancy is twice as likely to develop when the pregnant woman
is a smoker as it is when she is a nonsmoker. If 32% of women of childbearing age are smok-
ers, what percentage of women having ectopic pregnancies are smokers?

Adv-Ex-1.7: In a certain community, 36% of the families own a dog and 22% of the fami-
lies that own a dog also own a cat. In addition, 30% of the families own a cat. What is
.

(a) the probability that a randomly selected family owns both a dog and a cat?
(b) the conditional probability that a randomly selected family owns a dog given that it owns a
DR

cat?

Adv-Ex-1.8: At a party, n men take off their hats. The hats are then mixed up, and each
man randomly selects one. We say that a match occurs if a man selects his own hat. What is
the probability of
(a) no matches?
(b) exactly k matches?

[This content is prepared by Dr. Sonjoy Pan]

Chapter 2

Random Variables and Probability

Distributions

N
PA
2.1 Random Variables
A random variable is a rule that assigns each outcome of a random experiment to a real number.
For example, we consider an experiment of tossing two coins simultaneously and let X denotes
the number of heads appeared. Then the outcomes and the corresponding values of X are listed
OY
as:
Outcomes : HH HT T H T T
Values of X : 2 1 1 0
Here X can be treated as a random variable that associates real numbers 0, 1 or 2 with the
outcomes in the sample space.
NJ

Random Variable: A random variable (r.v.) is a real-valued function defined on the sample
space of an experiment. It is defined as
X (random variable) : S (sample space) → R (set of real numbers).
SO

 Properties:
1
(a) If X is random variables and c is a constant, then cX, X
, |X|, f (X) are also random
variables.
(b) If X and Y are random variables, and c and d are constants, then cX + dY , XY , f (X, Y )
.

are also random variables.

DR

 Types of Random Variables

(i) Discrete Random Variable: It is a random variable whose range is a countable set. A
countable set can be either a finite set or a countably infinite set.
Example: Let X be a random variable denoting the number of heads in an experiment of
tossing two coins. X is a discrete variable as its range is a finite set {0, 1, 2}.
(ii) Continuous Random Variable: It has a range in the forms of some interval (bounded or
unbounded) of the real line.
Example: Let X be a random variable denoting the height of different people in a given
region. Since the people can have different measures of height (not limited to just natural
numbers or any countable set), X is a continuous random variable.

21
22 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

2.2 Probability Distribution

The probability distribution of a random variable can be determined by calculating the proba-
bility of occurrence of every value in the range of the random variable.

Probability Mass Function: For discrete random variables, the term “probability mass func-
tion (pmf)” is used to describe their distributions.
If X is a discrete random variable with distinct values x1 , x2 , . . . , xn , . . . , then the proba-
bility mass function of X is denoted by p(x) and is defined as
(
P (X = xi ), if x = xi ,
p(x) =
0, if x 6= xi , i = 1, 2, . . .

N
The set of ordered pairs {(xi , p(xi )) : i = 1, 2, . . . } specifies the probability distribution of X.

PA
 Properties:
(a) p(xi ) ≥ 0, ∀ i.
P
(b) i p(xi ) = 1.

(c) P (X = xi ) = p(xi ).
xj
X
OY
(d) P (xi ≤ X ≤ xj ) = p(x).
x=xi
NJ
P (X ∈ S1 ∩ S2 )
(e) P (X ∈ S1 | X ∈ S2 ) = .
P (X ∈ S2 )
Probability Density Function: For continuous random variables, the term “probability density
function (pdf)” is used to describe their distributions.
SO

If X is a continuous random variable and there exists a non-negative function f (x) defined
for all x ∈ (−∞, ∞), such that for any set B of real numbers,
Z
P (X ∈ B) = f (x)dx,
B

then f (x) is called the probability density function of X. Thus, P (X ∈ B) represents the area
.

between the density curve y = f (x) and the x-axis over the interval B.
DR

 Properties:
(a) f (x) ≥ 0.
R∞
(b) −∞ f (x)dx = 1.
Rb
(c) P (a ≤ X ≤ b) = P (a < X ≤ b) = P (a ≤ X < b) = P (a < X < b) = a
f (x)dx.
Rc
(d) P (X = c) = P (c ≤ X ≤ c) = c f (x)dx = 0.

P (X ∈ B1 ∩ B2 )
(e) P (X ∈ B1 | X ∈ B2 ) = .
P (X ∈ B2 )

[This content is prepared by Dr. Sonjoy Pan]

CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 23

2.3 Cumulative Distribution Function

Cumulative Distribution Function: The distribution function (df) or cumulative distribution
function (cdf) of a random variable X (discrete or continuous) is denoted by F (x) and is defined
as
F (x) = P (X ≤ x), −∞ < x < ∞.
 Properties:
(a) P (a < X ≤ b) = F (b) − F (a).
(b) 0 ≤ F (x) ≤ 1 and F (x) ≤ F (y), if x ≤ y.
(c) F (−∞) = 0 and F (∞) = 1.

N
(d) F (x) is a non-decreasing function of x.

PA
 If X is a discrete random variable with probability mass function p(x), then its cumulative
distribution function is expressed as
X
F (x) = P (X ≤ x) = p(t), for − ∞ < x < ∞.
t≤x

Example 2.1: Suppose N is a random variable that denotes the number appeared on the top
OY
face when a die is rolled. The probability distribution of N is given by the following table; and
the probability mass function and cumulative distribution function of N are presented in Fig.
2.1.
Outcomes (N = n) 1 2 3 4 5 6
NJ
pmf (f (n)) 1/6 1/6 1/6 1/6 1/6 1/6
cdf (F (n)) 1/6 2/6 3/6 4/6 5/6 1
. SO
DR

Fig. 2.1. a) Discrete cumulative distribution function, b) Probability mass function,

corresponding to Example 2.1.

 If X is a continuos random variable with probability density function f (x), then its cumu-
lative distribution function is expressed as
Z x
F (x) = P (X ≤ x) = f (t)dt, for − ∞ < x < ∞.
−∞

Here, the cdf F (x) is a continuous function of x on the right and the discontinuities of F (x)
are at the most countable.
Therefore,
d
F (x) = f (x).
dx

[This content is prepared by Dr. Sonjoy Pan]

24 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

Example 2.2: Consider a random variable Y that denotes the heights of men in centimeters in
a given country. The probability density function and cumulative distribution function of Y are
presented in Fig. 2.2.

N
Fig. 2.2. a) Continuous cumulative distribution function, b) Probability density function,

PA
corresponding to Example 2.2.

2.4 Expectation
OY
Expectation of X: The expectation or mean of a discrete random variable X with probability
mass function p(x) is defined as
X
µX = E(X) = xp(x).
x
NJ
The expectation or mean of a continuous random variable X with probability density function
f (x) is defined as Z ∞
µX = E(X) = xf (x)dx.
−∞
SO

Expectation of g(X): The expectation of a function g(X) of a discrete random variable X

with probability mass function p(x) is defined as
X
µg(X) = E[g(X)] = g(x)p(x).
x
.

The expectation of a function g(X) of a continuous random variable X with probability density
DR

function f (x) is defined as

Z ∞
µg(X) = E[g(X)] = g(x)f (x)dx.
−∞

 Properties:
(a) E[c] = c, E[cX + d] = cE[X] + d.
(b) E[c1 X1 + c2 X2 + · · · + cn Xn ] = c1 E[X1 ] + c2 E[X2 ] + · · · + cn E[Xn ].
(c) E[X] ≥ 0, if X ≥ 0.
(d) E[X] ≤ E[Y ], if X ≤ Y .

[This content is prepared by Dr. Sonjoy Pan]

CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 25

2.5 Median and Mode

Median is the point which divides the entire distribution in two equal parts. In case of continu-
ous distribution, median is the point which divides the total area into two equal parts. Thus, if
M is the median, then
Z M Z b
1
f (x)dx = f (x)dx = .
a M 2
Mode is the value of x for which f (x) is maximum. Thus, mode is the solution of f 0 (x) = 0
and f 00 (x) < 0, provided it lies in [a, b].

N
2.6 Variance

PA
Variance of X: The variance of a random variable X is expressed as

2
σX = Var(X) = E[X − E(X)]2 = E[X 2 ] − (E[X])2 .

Thus,
2
σX =
X

x
OY
x2 p(x) − µ2X , for discrete random variable X,

and Z ∞
2
σX = x2 f (x)dx − µ2X , for continuous random variable X.
NJ
−∞

Variance of g(X): The variance of g(X) is expressed as

2
σg(X) = E[g(X) − µg(X) ]2 = E[{g(X)}2 ] − [µg(X) ]2 .
SO

Therefore,
X
2
σg(X) = {g(x)}2 p(x) − µ2g(X) , for discrete random variable X,
x

and
.

Z ∞
DR

2
σg(X) = {g(x)}2 f (x)dx − µ2g(X) , for continuous random variable X.
−∞

Standard Deviation: The standard deviation (SD) of a random variable X is defined as

p
σX = SD(X) = Var(X).

 Properties:

(a) Var(c) = 0.

(b) Var (cX + d) = c2 Var (X) .

[This content is prepared by Dr. Sonjoy Pan]

26 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

2.7 SOLVED PROBLEMS - 2A

Problem 2.1: A random variable X has the following probability function:

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

(i) Find the value of k.

(ii) Evaluate P (X < 6), P (X ≥ 6), P (0 < X < 5).
(iii) Determine the cumulative distribution function of X.
(iv) Find the mean of X.

N
(v) Find the variance and standard deviation of X.
Solution:
7
X 1 1

PA
(i) p(x) = 1 =⇒ k = , −1 =⇒ k = , [since p(x) ≮ 0].
x=0
10 10
5
X 81 19
(ii) P (X < 6) = p(x) = 8k + k 2 = . P (X ≥ 6) = 1 − P (X < 6) = .
x=0
100 100
4
X 4 OY
P (0 < X < 5) = p(x) = 8k = .
x=1
5
(iii) The cumulative distribution function of X is given by

x
X
FX (x) = P (X ≤ x) = p(x).
NJ

−∞

X=x 0 1 2 3 4 5 6 7
1 3 5 8 81 83
FX (x) = P (X ≤ x) 0 10 10 10 10 10 10
1
SO

Hence,

0,


x<1
1
, 1≤x<2



 10
3

, 2≤x<3


 10
.


5,

3≤x<4
FX (x) = 10
DR

8


 10
, 4≤x<5
81
5≤x<6



 10
,

83
 10 , 6≤x<7




1, x≥7


(iv) The mean of X is

7
X
E(X) = xp(x) = 0.0 + 1.k + 2.2k + 3.2k + 4.3k + 5.k 2 + 6.2k 2 + 7(7k 2 + k)
x=0
183
= 30k + 66k 2 = .
50

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CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 27

(v) The variance of X is

V ar(X) = E(X 2 ) − [E(X)]2

7  2
X
2 183
= x p(x) −
x=0
50
 2
2 2 2 2 2 2 2 2 2 2 2 183
= 0 .0 + 1 .k + 2 .2k + 3 .2k + 4 .3k + 5 .k + 6 .2k + 7 (7k + k) −
50
= 124k + 440k 2 − 13.3956 = 3.4044.
√
The standard deviation of X is 3.4044 = 1.8451.

N
Problem 2.2: Let X be a continuous random variable with pdf:

PA


 ax, 0≤x<1

a, 1≤x<2
f (x) =


 −ax + 3a, 2≤x≤3

0, OY elsewhere

(i) Determine the constant a.

(ii) Compute P (X ≤ 1.5).
(iii) Determine the cumulative distribution function of X.
(iv) Find the mean of X.
NJ
(v) Find the variance and standard deviation of X.
Solution:
Z ∞ Z 1 Z 2 Z 3
1
(i) f (x)dx = 1 =⇒ axdx + adx + (3a − ax)dx = 1 =⇒ a = .
−∞ 0 1 2 2
Z 1.5 Z 1 Z 1.5
SO

1
(ii) P (X ≤ 1.5) = f (x)dx = axdx + adx = a = .
−∞ 0 1 2
(iii) The cumulative distribution function of X is given by
Z t
FX (t) = P (X ≤ t) = f (x)dx.
−∞
.

If t ≤ 0, FX (t) = 0. R
DR

t Rt 2
If 0 < t < 1, FX (t) = 0 f (x)dx = 0 axdx = t4 .
Rt R1 Rt
If 1 ≤ t < 2, FX (t) = 0 f (x)dx = 0 axdx + 1 adx = 14 + 12 (t − 1) = 2t − 14 .
Rt R1 R2 Rt 2
If 2 ≤ t < 3, FX (t) = 0 f (x)dx = 0 axdx + 1 adx + 2 (−ax + 3a)dx = − t4 + 3t
2
− 54 .
If t ≥ 3, FX (t) = 1.
Hence,


 0, t≤0

t2
4, 0<t<1



t 1
FX (t) = 2 − 4 , 1≤t<2
 2
− t4 + 3t2 − 54 , 2 ≤ t < 3





1, t≥3

[This content is prepared by Dr. Sonjoy Pan]

28 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

(iv) The mean of X is

Z ∞ Z 1 Z 2 Z 3
E(X) = xf (x)dx = x.axdx + x.adx + x(3a − ax)dx
−∞ 0 1 2
1 2 2
3
x3 x32
   
x 3x
= a +a +a −
3 0 2 1 2 3 2
3
= .
2
(v) The variance of X is

V ar(X) = E(X 2 ) − [E(X)]2

N
Z ∞
= x2 f (x)dx − [E(X)]2
−∞

PA
Z 1 Z 2 Z 3
2 2
= x .axdx + x .adx + x2 (3a − ax)dx − [E(X)]2
0 1 2
 4 1  3 2 3
x4

x x 3
= a +a +a x − − [E(X)]2
4 0 3 1 4 2
= 0.4167. OY
p
The standard deviation of X is V ar(X) = 0.6455.

Problem 2.3: A shipment of 20 similar laptops to a retail outlet contains 3 that are defec-
tive. If a school makes a random purchase of 2 of these laptops, find the probability distribution
NJ
for the number of defectives.
Solution: Let X be a random variable whose values x are the possible numbers of defective
computers purchased by the school. Then x can be any of the numbers 0, 1, and 2. Now,
3 17 3 17





68 51
f (0) = P (X = 0) = 0 20
2 = , f (1) = P (X = 1) = 1 20
1 = ,
SO

2
95 2
190
3 17



2 3
f (2) = P (X = 2) = 20

0 = .
2
190
Thus the probability distribution of X is
.

x 0 1 2
DR

68 51 3
f (x) 95 190 190

Problem 2.4: Let X be a continuous random variable with pdf

(
3
x4
, x≥1
f (x) =
0, otherwise

Find the mean and variance of X.

Solution: Z ∞ Z ∞  n
3 3 3
E(X) = xf (x)dx = dx = lim − = .
−∞ 1 x3 n→∞ 2x2 1 2

[This content is prepared by Dr. Sonjoy Pan]

CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 29

Now, n
Z ∞ Z ∞ 
2 2 3 3
E(X ) = x f (x)dx = dx = lim − = 3.
−∞ 1 x2 n→∞ x 1
9
Therefore, Var(X) = E(X 2 ) − [E(X)]2 = 3 − 4
= 34 .

Problem 2.5: A lot containing 7 components is sampled by a quality inspector; the lot contains
4 good components and 3 defective components. A sample of 3 is taken by the inspector. Find
the expected value of the number of good components in this sample.
Solution: Let X represent the number of good components in the sample. The probability
distribution of X is

N
4

3

x 3−x
f (x) = 7

, x = 0, 1, 2, 3.
3

PA
Now,
1 12 18 4
f (0) = , f (1) = , f (2) = , f (3) = .
35 35 35 35
Therefore,

OY 1 12 18 4 12
E(X) = 0.f (0) + 1.f (1) + 2.f (2) + 3.f (3) = 0. + 1. + 2. + 3. = .
35 35 35 35 5

Problem 2.6: In a gambling game, a man is paid $5 if he gets all heads or all tails when three
coins are tossed simultaneously, and he will pay out $3 if either one or two heads show. What
is his expected gain?
NJ

Solution: The sample space for the possible outcomes when three coins are tossed simultane-
ously is
S = {HHH, HHT, HT H, T HH, HT T, T HT, T T H, T T T }.
Let Y be the random variable that represents the amount the gambler can win.
SO

Therefore, the possible values of Y are given by

(
+$5, if E1 = {HHH, T T T } occurs,
Y =
−$3, if E2 = {HHT, HT H, T HH, HT T, T HT, T T H} occurs.

It is noted that P (E1 ) = 1/4 and P (E2 ) = 3/4. Therefore,

.
DR

E(Y ) = (5)(1/4) + (−3)(3/4) = −1.

Hence, in this game, the gambler will, on average, lose $1 per toss of the three coins simulta-
neously.

2
Problem 2.7: If X is a random variables with variances σX = 2, find the variance of the
random variable Z = 3X + 8.
Solution:
σZ2 = σ3X+8
2 2
= σ3X = (3)2 σX
2
= (9)(2) = 18.

[This content is prepared by Dr. Sonjoy Pan]

30 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

2.8 Some Special Discrete Probability Distributions

Bernoulli Distribution: A random variable X is said to have a Bernoulli distribution with
parameter p if its probability mass function is
(
p, if x = 1,
p(x) =
1 − p, if x = 0.

where p ∈ [0, 1] represents the probability of success.

Bernoulli Process and Binomial Distribution: A series of trials or an experiment is said to

be a Bernoulli process if the following properties are satisfied:

N
(i) The experiment consists of n repeated trials and each trial results in two outcomes,

PA
namely, success and failure.

(ii) The probability of success p remains constant in each trial and the repeated trials are
independent.

The number X of successes in n Bernoulli trials is called a binomial random variable. The
OY
probability distribution of this discrete random variable is called the binomial distribution, and
its values will be denoted by b(x; n, p).
Suppose that n Bernoulli trials, each of which results in a success with probability p and a
failure with probability 1 − p. Then the probability distribution (probability mass function) of
the binomial random variable X, the number of successes in n independent trials, is
NJ
 
n x
b(x; n, p) = p (1 − p)n−x , x = 0, 1, 2, · · · , n.
x

Theorem: The mean and variance of the binomial distribution b(x; n, p) are
SO

µ = np and σ 2 = np(1 − p).

Poisson Process and Poisson Distribution: An experiment is called Poisson process if it

follows the following properties:
.

(i) The number of outcomes occurring in one time interval or specified region is independent
DR

of the number that occurs in any other disjoint time interval or region of space.

(ii) The probability that a single outcome will occur during a very short time interval or in
a small region is proportional to the length of the time interval or the size of the region
and does not depend on the number of outcomes occurring outside this time interval or
region.

(iii) The probability that more than one outcome will occur in such a short time interval or fall
in such a small region is negligible.

The number X of outcomes occurring during a Poisson experiment is called a Poisson

random variable, and its probability distribution is called the Poisson distribution.

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CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 31

The probability distribution of the Poisson random variable X, representing the number of
outcomes occurring in a given time interval or specified region denoted by t, is
e−µ µx
p(x; µ) = , x = 0, 1, 2, · · · ,
x!
µ = λt, where λ is the average number of outcomes per unit time, distance, area, or volume.

Theorem: The mean and variance of the Poisson distribution p(x; µ) are equal and which
is µ or λt.

Poisson Distribution as a Limiting Form of Binomial Distribution

Theorem: Let X be a binomial random variable with probability distribution b(x; n, p). When

N
n → ∞, p → 0, and np → µ remains constant,

b(x; n, p) → p(x; µ).

PA
2.9 Some Special Continuous Probability Distributions
Uniform Distribution: A random variable is said to be uniformly distributed on the interval
OY
(α, β) if its probability density function is given by
(
1
, if α < x < β,
f (x; α, β) = β−α
0, elsewhere.
NJ
The cumulative distribution function F (x) of a uniform random variable X is given by

Z x 0,
 if x ≤ α,
x−α
F (x) = P (X ≤ x) = f (x; α, β)dx = β−α , if α < x < β,
−∞
SO


1, if x ≥ β.


α+β (β−α)2
Theorem: The mean and variance of the uniform random variable are 2
and 12
, respec-
tively.

Normal Distribution: A continuous random variable X having the bell-shaped distribution

.

is called a normal random variable or normally distributed with parameters µ and σ if its prob-
DR

ability density function is given by

1 (x−µ)2
n(x; µ, σ) = √ e− 2σ2 , −∞ < x < ∞.
2πσ
A normal distribution is also known as a Gaussian distribution.

Theorem: The mean and variance of the normal random variable are µ and σ 2 , respectively.

Standard Normal Distribution: If µ = 0 and σ = 1, then the normal distribution is said

to be standard normal distribution.
If X is a normal random variable with mean µ and variance σ 2 , then Z = X−µ
σ
is the stan-
dard normal distribution.

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32 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

The cumulative distribution of a standard normal random variable Z is given by

F (z) = P (Z ≤ z) = Φ(z).

It is noted that
P (Z ≤ −z) = Φ(−z) = 1 − Φ(z).
P (z1 ≤ Z ≤ z2 ) = Φ(z2 ) − Φ(z1 ).

Normal Approximation to Binomial Distribution

Theorem: Let X be a binomial random variable with probability distribution b(x; n, p). When

N
n → ∞, np → µ, and np(1 − p) → σ 2 remains constant,

b(x; n, p) → n(x; µ, σ).

PA
Exponential Distribution: A continuous random variable whose probability density function
is given, for some λ > 0, by
(
λe−λx , if x ≥ 0,
OY
f (x; λ) =
0, if x < 0

is said to be an exponential random variable or exponentially distributed with parameter λ.

The cumulative distribution function F (x) of an exponential random variable X is given by

NJ

Z x
F (x) = P (X ≤ x) = λe−λx dx = 1 − e−λx .
0

1 1
Theorem: The mean and variance of the exponential random variable are and , respec-
SO

λ λ2
tively.

2.10 SOLVED PROBLEMS - 2B

Problem 2.8: The probability that a patient recovers from a rare blood disease is 0.4. If 15
.

people are known to have contracted this disease, find the probability that
DR

(a) at least 10 survive,

(b) from 3 to 8 survive,
(c) exactly 5 survive.
Solution: Let X be the number of people who survive. Then X is a binomial random variable.
9
X
(a) P (X ≥ 10) = 1 − P (X < 10) = 1 − b(x; 15, 0.4) = 1 − 0.9662 = 0.0338.
x=0

8
X 8
X 2
X
(b) P (3 ≤ X ≤ 8) = b(x; 15, 0.4) = b(x; 15, 0.4)− b(x; 15, 0.4)
x=3 x=0 x=0

= 0.9050 − 0.0271 = 0.8779.

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CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 33

5
X 4
X
(c) P (X = 5) = b(5; 15, 0.4) = b(x; 15, 0.4)− b(x; 15, 0.4) = 0.4032−0.2173 = 0.1859.
x=0 x=0

Problem 2.9: The average number of oil tankers arriving each day at a certain port city is 10.
The facilities at the port can handle at most 15 tankers per day. What is the probability that on a
given day tankers have to be turned away, if the number of oil tankers arriving each day follows
a Poisson distribution?
Solution: Let X be the number of tankers arriving each day. Then µ = 10.
15
X
P (X > 15) = 1 − P (X ≤ 15) = 1 − p(x; 10) = 1 − 0.9513 = 0.0487.
x=0

N
Problem 2.10: In a certain industrial facility, accidents occur infrequently. It is known that

PA
the probability of an accident on any given day is 0.005 and accidents are independent of each
other. Find the probability that
(a) in any given period of 400 days there will be an accident on one day.
(b) there are at most three days with an accident.
Solution: Let X be a binomial random variable with n = 400 and p = 0.005.
Therefore, µ = np = 2. Using the Poisson approximation,
OY
e−2 21
(a) P (X = 1) = p(1; 2) = = 0.271.
1!
3 3
X X e−2 2x
(b) P (X ≤ 3) =
NJ
p(x; 2) = = 0.857.
x=0 x=0
x!

Problem 2.11: A certain type of storage battery lasts, on average, 3 years with a standard
SO

deviation of 0.5 years. Assuming that the battery lives are normally distributed, find the proba-
bility that a given battery will last less than 2.3 years.
Solution: Let X represents the lifetime of a battery (in years). Then X is a normal random
variable with mean µ = 3 and standard deviation σ = 0.5.
Therefore, Z = X−µ σ
= X−3
0.5
represents the standard normal random variable. Thus, the re-
quired probability is
.

 
X −3 2.3 − 3
DR

P (X < 2.3) = P < = P (Z < −1.4)

0.5 0.5

= Φ(−1.4) = 1 − Φ(1.4) = 1 − 0.9192 = 0.0808.

Problem 2.12: An electrical firm manufactures light bulbs that have a life, before burn-out,
that is normally distributed with mean equal to 800 hours and a standard deviation of 40 hours.
Find the probability that a bulb burns
(a) between 778 and 834 hours.
(b) exactly 820 hours.
Solution: Let X represents the lifetime of a bulb. Then X is a normal random variable with
mean µ = 800 and standard deviation σ = 40.

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34 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

Therefore, Z = X−µσ
= X−800
40
represents the standard normal random variable.
(a) The probability that a bulb burns between 778 and 834 hours is
 
778 − 800 X − 800 834 − 800
P (778 < X < 834) = P < <
40 40 40
= P (−0.55 < Z < 0.85) = P (Z < 0.85) − P (Z < −0.55)
= Φ(0.85) − Φ(−0.55) = Φ(0.85) − [1 − Φ(0.55)]
= 0.8023 − [1 − 0.7088] = 0.5111.
(b) The probability that a bulb burns exactly 790 hours is

P (X = 820) = 0.

N
Problem 2.13: Suppose that the number of miles that a car can run before its battery wears out

PA
is exponentially distributed with an average value of 10, 000 miles. If a person desires to take
a 5000-mile trip, what is the probability that he or she will be able to complete the trip without
having to replace the car battery?
Solution: Let X represents the remaining lifetime (in thousands of miles) of the battery of the
1
car. Then X is an exponential random variable with parameter λ = 10
OY . Hence, the required
probability is
1
P (X > 5) = 1 − P (X ≤ 5) = 1 − F (5) = 1 − 1 − e−5λ = e− 2 ≈ 0.607.

Problem 2.14: Suppose that the length of a phone call in minutes is an exponential random
NJ
1
variable with parameter λ = 10 . If someone arrives immediately ahead of you at a public
telephone booth, find the probability that you will have to wait
(a) more than 10 minutes,
(b) between 10 and 20 minutes.
SO

(c) exactly 15 minutes.

Solution: Let X denotes the length of the call made by the person in the booth. Then the
required probabilities are

(a) P (X > 10) = 1 − P (X ≤ 10) = 1 − F (10) = 1 − 1 − e−10λ = e−1 = 0.368.

(b) P (10 < X < 20) = F (20) − F (10) = 1 − e−20λ − 1 − e−10λ = e−1 − e−2 = 0.233.



.

(c) P (X = 15) = 0.
DR

2.11 Moments and Moment Generating Functions

Moments: The r-th moment of a random variable X about the point X = a is denoted by µ0r
and defined as µ0r = E [(X − a)r ].
The r-th moment of X about the origin is defined as
(P
0 r xr p(x), if x is discrete,
µr = E(X ) = R ∞x r
−∞
x f (x)dx, if x is continuous.

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CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 35

The first and second moments about the origin of a random variable X are given by

µ01 = E(X) = µ and µ02 = E(X 2 ) = µ2 + σ 2 .

Moment Generating Functions: The moment generating function (mgf) of a random variable
X about thepoint X = a is denoted by MX (t), t being the real parameter and defined as
MX (t) = E et(X−a) .
The moment generating function of X about the origin is defined as
(P
xtx p(x), if x is discrete,
MX (t) = E(etX ) = R ∞x tx
x f (x)dx, if x is continuous.

N
−∞

Now,

PA
(tX)2 (tX)3 (tX)r
 
tX
MX (t) = E(e ) = E 1 + (tX) + + + ··· + + ···
2! 3! r!
t2 t3 tr
= 1 + tE(X) + E(X ) + E(X ) + · · · + E(X r ) + · · ·
2 3
2! 3! r!
=
∞ r
t2

2!
OYt3

3!
tr
1 + tµ01 + µ02 + µ03 + · · · + µ0r + · · ·
r!
X t 0
= µ.
r=0
r! r
NJ
r
Hence, the coefficient of tr! in the expression of moment generating function, MX (t), gives the
r-th moment of X about the origin.

Theorem: Let X be a random variable with the r-th moment about the origin denoted by
SO

µ0r and moment generating function denoted by MX (t). Then

dr
 
µ0r = {MX (t)} .
dtr t=0
.
DR

2.12 SOLVED PROBLEMS - 2C

Problem 2.15: Let X be a continuous random variable with probability density function
(
λe−λx , 0 ≤ x < ∞
f (x) =
0, elsewhere,

where λ > 0. Obtain the moment generating function of X. Hence, find the mean and variance
of X.

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36 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

Solution: The moment generating function of X is

Z ∞
tX
etx f (x)dx


MX (t) = E e =
Z−∞∞
= etx λe−λx dx
0
Z ∞
= λ e(t−λ)x dx, which is finite only if t < λ
0
λ n
lim e(t−λ)x x=0

=
t − λ n→∞
λ
= (0 − 1), t < λ

N
t−λ
λ
= , t < λ.
λ−t

PA
Now,    
d λ 1
E(X) = {MX (t)} = 2
= .
dt t=0 (λ − t) t=0 λ
 2   
2 d 2λ 2
E(X ) = 2
{MX (t)} =OY 3
= 2.
dt t=0 (λ − t) t=0 λ
 2
1 2 2 1 1
Hence, µX = and σX = 2− = 2.
λ λ λ λ
Problem 2.16: Find the moment-generating function of a binomial random variable X. Fur-
NJ
ther, find the first and second moments about the origin of X, and verify that µ = np and
σ 2 = np(1 − p).
Solution: We have
n   n  
tx n n
SO

X X
x n−x
MX (t) = e p (1 − p) = (pet )x (1 − p)n−x = (pet + 1 − p)n .
x=0
x x=0
x

Now,
dMX (t)
= n(pet + 1 − p)n−1 pet
dt
.

and
d2 MX (t)
DR

2
= np[et (n − 1)(pet + 1 − p)n−2 pet + (pet + 1 − p)n−1 et ]
dt
The first and second moments about the origin of X, respectively, are

0 dMX (t)
µ1 = = np,
dt t=0

0 d2 MX (t)
µ2 = = np[(n − 1)p + 1].
dt2 t=0

Therefore,
0
µ = µ1 = np,
0
σ 2 = µ2 − µ2 = np(1 − p).

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CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 37

Problem 2.17: Show that the moment-generating function of the random variable X having a
normal probability distribution with mean µ and variance σ 2 is given by
 
1 22
MX (t) = exp µt + σ t .
2

Solution: The moment-generating function of the normal random variable X is

Z ∞ "  2 #
1 1 x − µ
MX (t) = etx √ exp − dx
−∞ 2πσ 2 σ

N
∞  2
x − 2(µ + tσ 2 )x + µ2
Z 
1
= √ exp − dx
−∞ 2πσ 2σ 2

PA
Z ∞
{x − (µ + tσ 2 )}2 − 2µtσ 2 − t2 σ 4
 
1
= √ exp − dx
−∞ 2πσ 2σ 2
Z ∞
2µt + t2 σ 2 {x − (µ + tσ 2 )}2
  
1
= exp √ exp − dx.
2 −∞ 2πσ 2σ 2
Let z = x−(µ+tσ 2 )
σ
OY
Then dx = σdz. Therefore,
.
Z ∞
2µt + t2 σ 2 2µt + t2 σ 2
  
1 − z2
MX (t) = exp √ e 2 dz = exp .
2 −∞ 2π 2
NJ
R∞ z2
As −∞ √12π e− 2 dz represents the area under a standard normal density curve, its value is equal
to 1. Hence
2µt + t2 σ 2
 
MX (t) = exp .
2
. SO
DR

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38 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

2.13 EXERCISES
Probability Distribution and Distribution Function

Ex-2.1: Three cards are drawn in succession from a deck without replacement. Find the prob-
ability distribution for the number of spades.

Ex-2.2: The total number of hours, measured in units of 100 hours, that a family runs a vac-
uum cleaner over a period of one year is a continuous random variable X that has the density
function 
x,
 0<x<1
f (x) = 2 − x, 1 ≤ x < 2

N

0, otherwise


Find the probability that over a period of one year, a family runs their vacuum cleaner

PA
(a) less than 120 hours,
(b) between 50 and 100 hours.

Ex-2.3: An important factor in solid missile fuel is the particle size distribution. Significant
problems occur if the particle sizes are too large. From production data in the past, it has been
OY
determined that the particle size (in micrometers) distribution is characterized by
(
3x−4 , x > 1
f (x) =
0, elsewhere.
NJ
(a) Verify that this is a valid density function
(b) Evaluate F (x).
(c) What is the probability that a random particle from the manufactured fuel exceeds 4 mi-
crometers?
SO

Ex-2.4: The probability mass function of a random variate X is given by

x 0 1 2 3 4 5 6
f (x) k 3k 5k 7k 9k 11k 13k

(a) Find k.
.

(b) Determine P (X < 4), P (X ≥ 5), P (X = 2), P (X = 3.4) and P (3 < X ≤ 6).
DR

(c) Find the minimum value of k so that P (X ≤ k) > 0.3.

Ex-2.5: A random variable X takes the values −1, 1 and 3 with equal probability, and 5 with
probability 0.5.
(a) Find the probability distribution of X.
(b) Determine P (|X − 3|> 1).

Ex-2.6: Suppose that the life in hours of a certain part of radio tube is a continuous random
variable X with probability density function given by
(
100
2 , when x ≥ 100
f (x) = x
0, elsewhere.

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CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 39

(a) What is the probability that all of three such tubes in a given radio set will have to be re-
placed during the first 150 hours of operation?
(b) What is the probability that none of three of the original tubes will have to be replaced
during the first 150 hours of operation?
(c) What is the probability that a tube will last less than 200 hours if it is known that the tube is
still functioning after 150 hours of service?
(d) What is the maximum number of tubes that may be inserted into a set so that there is a
probability of 0.5 that after 150 hours of service all of them are still functioning?

Ex-2.7: Verify that the following is a distribution function:


0, x < −c

N

1 x


F (x) = 2 c + 1 , −c ≤ x ≤ c

1, x > c.


PA
Ex-2.8: The diameter of an electric cable, denoted by X, is assumed to be a continuous random
variables with probability distribution: f (x) = 6x(1 − x), 0 ≤ x ≤ 1.
(a) Check that f (x) is a probability density function.
(b) Find the cumulative distribution function of X.
(c) Compute P (X ≤ 0.5 | 0.3 ≤ X ≤ 0.7).
OY
(d) Determine the value of k such that P (X < k) = P (X > k).

Ex-2.9: A discrete random variable X has the distribution function:


0, x < −2
NJ


 1 , −2 ≤ x < 0

F (x) = 32
 , 0≤x<2
4


1, x ≥ 2.
SO

(a) Sketch the graph of F (x).

(b) Obtain the probability mass function f (x).
(c) Compute P (X = 1), P (X ≤ 1), P (X = 2) and P (0 < X ≤ 2).

Ex-2.10: A random variable X has the density function:

.

(
1
, −2 < x < 2
DR

f (x) = 4
0, elsewhere

Find P (|X|> 1), P (2X + 3 > 5), P (X < 1.5 | X > −0.5) and P (X > 1.5 | X > −0.5).

Ex-2.11: A random variable X assumes the values −3, −2, −1, 0, 1, 2 and 3 such that
P (X = −3) = P (X = −2) = P (X = −1), P (X = 1) = P (X = 2) = P (X = 3)
and P (X < 0) = P (X = 0) = P (X > 0).
(a) Find the probability mass function of X.
(b) Obtain distribution function of X.
(c) Find the probability mass function of Y = 2X 2 + 3X + 4.

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40 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

Expectation and Variance

Ex-2.12: A random variable X assumes the values −2, −1, 0, 1 and 2 such that P (X =
−2) = P (X = −1) = P (X = 1) = P (X = 2) and P (X < 0) = P (X = 0) = P (X > 0).
(a) Find the probability mass function of X.
(b) Obtain distribution function of X.
(c) Calculate the mean and standard deviation of X.

Ex-2.13: The distribution function of a continuous random variable X is given by


0, x≤1

N

F (x) = k(x − 1)4 , 1 < x ≤ 3

1, x > 3.


PA
(a) Find k.
(b) Obtain the probability density function f (x).
(c) Calculte the mean and variance of X.
(d) Compute P (0.5 < X ≤ 2.5).

x −3 −1
OY
Ex-2.14: The following is the distribution function of a discrete random variable X :
0 1 2 3 5 8
F (x) 0.10 0.30 0.45 0.65 0.75 0.90 0.95 1.00
(a) Obtain the probability distribution of X.
NJ
(b) Find P (X is even) and P (1 ≤ X < 8).
(c) Compute P (X = −3 | X < 0) and P (X ≥ 3 | X > 0).
(d) Determine the mean and standard deviation of X.
SO

Ex-2.15: A random variable X has the following probability function:

x 0 1 2 3
p(x) 0.1 0.3 0.5 0.1
Let Y = X 2 + 2X. Find
(a) the probability function of Y .
.

(b) mean and variance of Y .

DR

Ex-2.16: In a gambling game a woman is paid $3 if she draws a jack or a queen and $5 if
she draws a king or an ace from an ordinary deck of 52 playing cards. If she draws any other
card, she loses. How much should she pay to play if the game is fair?

Ex-2.17: If a random variable Y is defined such that E[(Y − 1)2 ] = 10, E[(Y − 2)2 ] = 6,
find µ and σ 2 .

Ex-2.18: The length of time X, in minutes, required to generate a human reflex to tear gas
has density function (
1 −x/4
e , 0≤x<∞
f (x) = 4
0, elsewhere.

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CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 41

(a) What is the mean time to reflex?

(b) Find E(X 2 ) and Var(X).

Ex-2.19: A coin is tossed until a head appears. Find the expectation of the number of tosses
required.

Ex-2.20: Two players A and B alternately roll a pair of fair dice. A wins if he gets six points
(sum of two faces) before B gets seven points and B wins if he gets seven points before A gets
six points. If A takes the first turn,
(a) find the probability that B wins.
(b) find the expected number of trials for A to win.

N
Ex-2.21: A couple decides to have 3 children. If none of the three is a girl, they will try
again; and if they still don’t get a girl, they will try once more. If a random variable X denotes

PA
the number of children the couple will have following this scheme, what is the expected value
of X?

Ex-2.22: A man with 10 keys wants to open his door and tries the keys independently and
at random. Find the mean number of trials required to open the door if
(a) unsuccessful keys are not eliminated from next selection.
OY
(b) unsuccessful keys are eliminated from next selection.

Ex-2.23: (Random Walk Problem). Starting from the origin, unit steps are taken to the right
with probability p and to the left with probability q (= 1 − p). Assuming independent move-
ments, find the mean and variance of the distance moved from the origin after n steps.
NJ

Ex-2.24: In a lottery m tickets are drawn at a time out of n tickets numbered 1 to n. Find
the expectation of the sum S of the numbers in the tickets drawn.
SO

Binomial Distribution

Ex-2.25: A coffee connoisseur claims that he can distinguish between a cup of instant cof-
fee and a cup of percolator coffee 75% of the time. It is agreed that his claim will be accepted if
he correctly identifies at least 5 of the 6 cups. Find his chances of having the claim (a) accepted,
(b) rejected, when he does have the ability he claims.
.

Ex-2.26: A multiple choice test consists of 8 questions with 3 answers to each question (of
DR

which only one is correct). A student answers each question by rolling a regular die and check-
ing the first answer if he gets 1 or 2, the second answer if he gets 3 or 4 and the third answer if
he gets 5 or 6. To qualify the test, the student must secure at least 75% correct answers. If there
is no negative marking, what is the probability that the student qualifies the test?

Ex-2.27: In a precision bombing attack, there is a 50% chance that any one bomb will strike
the target. Two direct hits are required to destroy the target completely. How many bombs must
be dropped to give a 99% chance or better of completely destroying the target?

Ex-2.28: The probability of a man hitting a target is 1/4.

(a) If he fires 7 times, what is the probability of his hitting that target at least twice?

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42 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

(b) How many times must he fire so that the probability of his hitting the target at least once is
greater than 2/3?

Ex-2.29: Suppose that the average number of cars abandoned weekly on a certain highway
is 2.2. Approximate the probability that there will be
(a) no abandoned cars in the next week,
(b) at least 2 abandoned cars in the next week.

Ex-2.30: The monthly worldwide average number of airplane crashes of commercial airlines
is 3.5. What is the probability that there will be
(a) at least 2 such accidents in the next month,
(b) at most 1 accident in the next month?

N
Ex-2.31: The probability of the birth of a male child is 1/2. 4, 096 families were chosen at

PA
random having just four children. Find the probability of having 0, 1, 2, 3 and 4 male children
in a family and ascertain the theoretical frequency distribution based on these probabilities.
Find the mean and standard deviation of the distribution.

Ex-2.32: A couple decides to have children until they have a female child. What is the prob-
ability distribution of the number of children they would have? How many children are they
OY
expected to have before the first female child is born?

Poisson Distribution

Ex-2.33: A manufacturer, who produces medicine bottles, finds that 0.1% of the bottles are
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defective. The bottles are packed in boxes containing 500 bottles. A drug manufacturer buys
100 boxes from the producer of bottles. Using Poisson distribution, find how many boxes will
contain at least two defective bottles.

1
SO

Ex-2.34: In a certain factory turning out fountain pens, there is a small chance, 500 , for any pen
to be defective. The pens are supplied in packets of 10. Calculate the approximate number of
packets containing (i) one defective (ii) two defective pens in a consignment of 20, 000 packets.

Ex-2.35: The number of times that a person contracts a cold in a given year is a Poisson
random variable with parameter λ = 5. Suppose that a new wonder drug (based on large quan-
.

tities of vitamin C) has just been marketed that reduces the Poisson parameter to λ = 3 for 75%
of the population. For the other 25% of the population, the drug has no appreciable effect on
DR

colds. If an individual tries the drug for a year and has 2 colds in that time, how likely is it that
the drug is beneficial for him or her?

Ex-2.36: If the probability that an individual suffers a bad reaction from an injection of a
given serum is 0.001, determine the probability that out of 500 individuals
(a) exactly 3 individuals suffer from bad reaction,
(b) more than 2 individuals suffer from bad reaction.

Ex-2.37: Assume that the chance of an individual coal miner being killed in a mine acci-
1
dent during a year is 1400 . Use the Poisson distribution to calculate the probability that in a
mine employing 350 miners, there will be at least one fatal accident in a year.

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CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 43

Ex-2.38: A car hire firm has two cars, which it hires out day by day. The number of de-
mands for a car on each day is distributed as a Poisson distribution with mean 1.5. Calculate
the proportion of days on which
(a) neither car is used.
(b) some demand is refused.

Ex-2.39: An insurance company insures 4, 000 people against loss of both eyes in a car ac-
cident. Based on previous data, the rates were computed on the assumption that on the average
10 persons in 1, 00, 000 will have car accident each year that result in this type of injury. What
is the probability that more than 3 of the insured will collect on their policy in a given year?

N
Ex-2.40: A manufacturer, who produces medicine bottles, finds that 0.1% of the bottle are
defective. The bottles are packed in boxes containing 500 bottles. A drug manufacturer buys

PA
100 boxes from the producer of bottles. Using Poisson distribution, find how many boxes will
contain
(a) no defective.
(b) at least two defectives.

Ex-2.41: In a book of 520 pages, 390 typo-graphical errors occur. Assuming Poisson dis-
OY
tribution for the number of errors per page, find the probability that a random sample of 5
pages will contain no error.

Ex-2.42: A manager accepts the work submitted by his typist only when there is no mistake in
the work. The typist has to type on an average 20 letters per day of about 200 words each. Find
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the chance of her making a mistake
(a) if less than 1% of the letters submitted by her are rejected.
(b) if on 90% days all the letters submitted by her are accepted.
SO

Ex-2.43: The following data give frequencies of aircraft accidents experienced by 2480 pi-
lots during a certain period:

Number of accidents 0 1 2 3 4 5
Frequencies 1970 422 71 13 3 1

Fit a Poisson distribution and calculate the theoretical frequencies.

.
DR

Uniform Distribution

Ex-2.44: The average weight that is gained by a person over the winter months is uniformly
distributed and it ranges from 0 to 30 lbs. What will be the probability of a person that he will
gain between 10 and 15 lbs in the winter months?

Ex-2.45: A bus company schedules a bus every 30 minutes at a certain bus stop. A man
comes to the stop at a random time. Let the random variable X count the number of minutes
he has to wait for the next bus. Assume X has a uniform distribution over the interval (0, 30).
Compute the probability that he has to wait at least 10 minutes for the next bus.

Ex-2.46: Subway trains on a certain line run every half hour between mid-night and six in

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44 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

the morning. What is the probability that a man entering the station at a random time during
this period will have to wait at least twenty minutes?

Ex-2.47: A boy and a girl agree to meet at a certain park between 4 and 5 P.M. They agree
that the one arriving first will wait 10 minutes for the other to arrive. Assuming that the arrival
times are independent and uniformly distributed, find the probability that they meet.

Ex-2.48: Ship A makes radio signals to the base and the probability of the interval between
consecutive signals is uniformly distributed between 4 hours and 24 hours and is zero outside
this range. Ship B makes radio signals to the base and the probability of the interval between
consecutive signals is uniformly distributed between 10 hours and 15 hours and is zero outside
this range.

N
(a) Ship A has just signalled. What is the probability that it will make two further signals in the
next 12 hours?

PA
(b) Ships A and B have just signalled at the same time. What is the probability that ship A will
make at least two further signals before ship B makes next signals?

Ex-2.49: If X has a uniform distribution in [0, 1], find the distribution (probability density
function) of −2 log X.

Normal Distribution
OY
Ex-2.50: In an engineering examination, a student is considered to have failed, secured second
class, first class and distinction, according as he scores less than 45%, between 45% and 60%,
between 60% and 75% and above 75% respectively. In a particular year, 10% of the students
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failed in the examination and 5% got distinction. Find the percentage of students who have got
first class and second class (assume normal distribution of marks).

Ex-2.51: The mean IQ (intelligence quotient) of a large number of children of age 14 was
SO

100 and the standard deviation 16. Assuming that the distribution was normal, find
(a) What percentage of the children had IQ under 80?
(b) Between what limits the IQ’s of the middle 40% of the children lay?
(c) What percentage of the children had IQ’s within the range µ ± 1.96σ, where µ and σ denote
the mean and s.d.?
.

Ex-2.52: Assume the heights of soldiers are normally distributed and their mean height to
be 68.22 inches with a variance of 10.8 square inches. How many soldiers in a regiment of
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1000 would you expect to be over 6 feet tall?

Ex-2.53: Assume that the scores in an intelligence test of children follow normal distribution.
In a such test administered to 1000 children, the average score is 42 and standard deviation 24.
Find the number of children
(a) exceeding the score 60.
(b) with score lying between 20 and 40.

Ex-2.54: There are 600 students in the B.Tech. classes of a university and the probability
for any student to need a copy of a particular book from the university library on any day is
0.05. How many copies of the book should be kept in the library so that the probability may

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CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 45

be greater than 0.9 that none of the students needing a copy from the library has to come back
disappointed?

Ex-2.55: The local authorities in a certain city install 10, 000 electrical lamps in the streets
of the city. If these lamps have an average life of 1, 000 burning hours with a standard deviation
of 200 hours, assuming normality, what number of lamps might be expected to fail
(a) in the first 800 burning hours?
(b) between 800 and 1, 200 burning hours?
(c) After what period of burning hours would you expect that 10% of the lamps would fail?
(d) After what period of burning hours would you expect that 10% of the lamps would be still
burning?

N
Ex-2.56: If X is a normal variate with mean 50 and standard deviation 10, find P (Y ≤ 3137),
where Y = X 2 + 1.

PA
Ex-2.57: In a university examination of a particular year, 60% of the students failed when
mean of the marks was 50% and standard deviation 5%. University decided to relax the condi-
tion of passing by lowering the pass marks, to show its result 70%. Find the minimum marks
for a student to pass, supposing the marks to be normally distributed and no change in the per-
formance of students takes place. OY
Ex-2.58: The marks obtained by a number of students for a particular subject are assumed
to be approximately normally distributed with mean value 65 and standard deviation 5. If 3
students are taken at random from this set, what is the probability that exactly 2 of them will
have marks over 70?
NJ

Ex-2.59: The life-time in hours of a certain electrical equipment has the normal distribution
with mean 80 and standard deviation 16. What is the probability that the equipment lasts at
least 100 hours? If the equipment has already lasted 88 hours, what is the conditional probabil-
SO

ity that it will last at least another 12 hours?

Moments and Moment Generating Function

Ex-2.60: Let X be a discrete random variable having a Bernoulli distribution, i.e., the proba-
bility mass function, pX (x), of X is
.


p, if x = 1
DR


pX (x) = 1 − p, if x = 0

0, elsewhere


where p ∈ (0, 1) is a constant. Derive the moment generating function of X, if it exists.

Ex-2.61: A random variable X has probability function

1
p(x) = , x = 1, 2, 3, · · ·
2x
Obtain the moment generating function and hence the mean and variance.

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46 CHAPTER 2. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

Ex-2.62: A random variable X has the density function

(
1
√
2 x
, 0<x<1
f (x) =
0, elsewhere

Find its moment generating function, mean and variance.

Ex-2.63: A variate X has the density function


x,
 0≤x<1
f (x) = 2 − x, 1 ≤ 20,

N

elsewhere


Determine the first, second and third moments of X about the origin.

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Ex-2.64: Find the moment-generating function of a Poisson random variable X. Hence, find
the first and second moments of X about the origin.

Ex-2.65: If the moments of a random variable X are defined by E(X r ) = 0.6, r = 1, 2, 3, · · ·,

show that P (X = 0) = 0.4, P (X = 1) = 0.6, P (X ≥ 2) = 0.
OY
Ex-2.66: Find the moment generating function of a random variable whose moments are
µ0r = (r + 1)! 2r .
NJ
. SO
DR

[This content is prepared by Dr. Sonjoy Pan]