Probability and Random

Variables
Abu Bakr Siddique
 Lecture Outline
• Binomial Probability Law
• Geometric Probability Law
• Assignment
• Quiz
Binomial Probability Law
 Sequential Experiments
Sequential Experiments
1) Independent Experiments
- Binomial Probability law
- Multinomial Probability law
- Geometric Probability law
2) Dependent Experiments
- Markov Chains
 Bernoulli Trials
A Bernoulli trial (or binomial trial) is a random
experiment with exactly two possible outcomes,
"success" and "failure", in which the probability
of success is the same every time the experiment
is conducted and in which the trials are
independent of one another, e.g. Coin toss.
 Bernoulli Trials
1) Independent trials

2) Only 2 possible outcomes (success

and failure)

3) Probability of success remains the

same throughout the trials.
 Binomial Probability Law
If we have n independent Bernoulli trials, then the
probability of k successes is given by the binomial
probability law,

5 factorial = 5! = 5×4×3×2×1 0! = 1
 Binomial Probability Law
• A coin is tossed 3 times. Suppose the
probability of heads is 1/3. What is the
probability of getting1 heads in the 3 tosses.

Let heads denote success and tails denote failure

n is number of trials, n = 3 .
k is number of times you want success to happen, k = 1
 Binomial Probability Law
• A coin is tossed 3 times. Suppose the
probability of heads is 1/3. What is the
probability of getting1 heads in the 3 tosses.
Let heads denote success and tails denote failure
n is number of trials, n = 3 .
k is number of times you want success to happen, k = 1
 Binomial Probability Law
• Recall that we had previously solved the same
problem using the tree diagram in the lecture
on the theorem on total probability. (See next
three slides for reminder).

• The Binomial probability law makes it easier

in finding the probability for more complicated
cases. (E.g. Obtaining 2 heads in 5 tosses with
a fair coin)
 Example
• Ahmed tosses a biased coin three times with
probability of heads 1/3. Plot the tree diagram
for this random experiment. Find the
probability that he gets one head in the three
tosses.
Basics - Example
 Theorem on Total Probability –
Independent Events
• P[1 head] = (1/3 × 2/3 × 2/3) + (2/3 × 1/3 ×
2/3) + (2/3 × 2/3 × 1/3).

• P[1 head] = 12 / 27 = 0.44

 Binomial Probability Law

The Binomial Coefficient gives the number of times

success occurs.
For example, in the previous example of obtaining
1 heads in 3 tosses, the Binomial Coefficient was 3.
The same result we can find from the tree diagram
(see next slide).
 Binomial Probability Law

p is probability of success
(1-p) is probability of failure

k is number of times success occurs in the n trials

n-k is number of times failure occurs in the n trials
 Binomial Probability Law
• The Binomial probability law can only be used for
the case of Bernoulli trials. In such a case the formula
arises naturally from the tree diagram.

• Consider the situation of obtaining 20 heads in 50

tosses (Bernoulli trials) using a biased coin with
probability of heads 1/3.

• If we could visualize the tree diagram of this

scenario, we will notice that in all the 50 layers of the
tree diagram the probability of the branches
corresponding to the outcome “heads” will remain
1/3 throughout the tree diagram.
 Binomial Probability Law
• Similarly, the probability of the other branch
(corresponding to the outcome “tails”) will remain
2/3 throughout the tree diagram.

• Therefore, in this tree diagram there are only two

possible outcomes: success (heads) and failure (tails).
And the probability of both, heads and tails, remains
unchanged.

• The Binomial Coefficient gives the number of

possible ways that success (heads) can occur in the
50 trials (tosses).
 Binomial Probability Law
• Each of these possible outcomes has exactly the same
probability. This is because for each of these
outcomes you will have to pass through the head
branches 20 times and through the tail braches 30
times.
• The probability of each outcome would be the
probability of heads to the power 20 multiplied by the
probability of tails to the power 30.
• And since the probability of each outcome is the
same, the total of these individual probabilities can
then be written as the product of the individual
probability and the Binomial Coefficient (the number
of outcomes with 20 successes).
 Binomial Coefficient
• Note that obtaining 20 heads in the 50 tosses is
the same as obtaining 30 tails in the 50 tosses.

• That is, the number of ways in which we can

obtain 20 heads in 50 tosses is exactly equal to
the number of ways one can obtain 30 tails in
the 50 tosses.
 Binomial Coefficient
• But getting 20 heads in 50 tosses is the same
as getting 30 (50-20) tails in the 50 tosses.
 Binomial Coefficient
Note if success happens k times, failure will occur
(n – k) times.
 Binomial Coefficient
• The Bernoulli trials are like partitioning a
set of n distinct objects into two sets:

–a set B containing k objects that are

selected

– and a set Bc containing n-k objects

(that were left behind when choosing
the k objects).
Assignment 2
 Assignment
• Q1) The probability of error of a certain
communication channel is 0.001. The
transmitter transmits each information bit three
times. At the receiver, a decoder takes a
majority vote of the received bits to decide on
what the transmitted bit was. Find the
probability that the receiver will make an
incorrect decision.
 Assignment
• Receiver makes an incorrect decision when
only one 1 out of 3 three bit transmissions is
correct or none of the 3 bits is correct.

• .This can also be written as,

 Assignment
• Lets treat the transmission of a bit as a trial.
• There are therefore 3 trials, n = 3.
• Let the occurrence of a correct bit on a specific
trial refer to success.
 Assignment
• Q2) A block of 100 bits is transmitted over a
binary communication channel with probability
of bit error p = 0.01.
• (a) If the block has 1 or fewer errors then the
receiver accepts the block. Find the
probability that the block is accepted.
• (b) If the block has more than 1 error, then the
block is retransmitted. Find the probability that
M retransmissions are required.
 Assignment
Block is accepted if 99 or all 100 transmitted bits are
correct.
Let the transmission of a bit correspond to a trial.
Thus n = 100, since 100 bits are transmitted per
block.
Let success refers to having a correct bit in the block.
The probability that the block is accepted is then
simply given by the sum of the probabilities that
either all bits in the block are correct or only 1 bit is
incorrect.
 Assignment

If success refers to a correct bit in the block and p is

the probability that the bit is in error (probability of
bit error),

Then,
P[success] = 1 – p
P[failure] = 1- P[success]= p
 Assignment

Substituting p = 0.01
Geometric Probability Law
 Geometric Probability Law
A coin is tossed until the first heads
(success) appears. That is, n = 1 to n = ∞
Bernoulli trials. What is the probability of
success (heads) in the mth trial.

p[m] denotes probability of success in mth trial.

Geometric Probability Law
Geometric Probability Law
Assignment 2
 Assignment
• Q2) A block of 100 bits is transmitted over a
binary communication channel with probability
of bit error p = 0.01.
• (a) If the block has 1 or fewer errors then the
receiver accepts the block. Find the probability
that the block is accepted.
• (b) If the block has more than 1 error, then the
block is retransmitted. Find the probability
that M retransmissions are required.
Assignment
Assignment
Quiz 2
 Quiz 2
• The probability that an aeroplane is flying in a
certain zone at any point in time is 0.05. If the
plane is flying in the zone then a radar on the
ground is able to register a signal on the screen
with probability 0.99. However, the
manufacturer’s specs of the radar state that the
probability of a false alarm (signal on the radar
screen in the absence of a plane in the flying
zone) is 0.1. What is the probability that there is
actually an aeroplane flying in the flying zone,
given that the radar has recorded a signal on the
screen. (20)