Applied probability discusses concepts like probability density functions, cumulative distribution functions, binomial distribution, Poisson distribution, and normal distribution.
1) Probability density functions must be greater than or equal to 0 and their total area under the curve must be 1. Cumulative distribution functions give the probability that a random variable is less than or equal to a value.
2) The binomial distribution gives the probability of a certain number of successes in a fixed number of trials. The Poisson distribution models the number of times an event occurs in a fixed interval of time or space.
3) The normal distribution is perfectly symmetrical around the mean and is used extensively to describe real-world processes. It has many applications in statistics.
Applied probability discusses concepts like probability density functions, cumulative distribution functions, binomial distribution, Poisson distribution, and normal distribution.
1) Probability density functions must be greater than or equal to 0 and their total area under the curve must be 1. Cumulative distribution functions give the probability that a random variable is less than or equal to a value.
2) The binomial distribution gives the probability of a certain number of successes in a fixed number of trials. The Poisson distribution models the number of times an event occurs in a fixed interval of time or space.
3) The normal distribution is perfectly symmetrical around the mean and is used extensively to describe real-world processes. It has many applications in statistics.
Applied probability discusses concepts like probability density functions, cumulative distribution functions, binomial distribution, Poisson distribution, and normal distribution.
1) Probability density functions must be greater than or equal to 0 and their total area under the curve must be 1. Cumulative distribution functions give the probability that a random variable is less than or equal to a value.
2) The binomial distribution gives the probability of a certain number of successes in a fixed number of trials. The Poisson distribution models the number of times an event occurs in a fixed interval of time or space.
3) The normal distribution is perfectly symmetrical around the mean and is used extensively to describe real-world processes. It has many applications in statistics.
Applied probability discusses concepts like probability density functions, cumulative distribution functions, binomial distribution, Poisson distribution, and normal distribution.
1) Probability density functions must be greater than or equal to 0 and their total area under the curve must be 1. Cumulative distribution functions give the probability that a random variable is less than or equal to a value.
2) The binomial distribution gives the probability of a certain number of successes in a fixed number of trials. The Poisson distribution models the number of times an event occurs in a fixed interval of time or space.
3) The normal distribution is perfectly symmetrical around the mean and is used extensively to describe real-world processes. It has many applications in statistics.
Number of favourable cases Probability densitieve function:
1. Probability = Number of possible cases n(A) If 1) f(x) ≥ 0, -∞< x < 0 = n(S) ∞ 2) ∫−∞ f(x) dx = 1 2. P (A∪B) = P(A) + P(B) - P(A∩B) Then, f(x) is called the probability density 3. P(A) = l-P(A) function 4. P (ϕ) = 0; P(S) = 1 Cumulative Distributive Function: x 5. P(A∩B) = P(B) - P(A∩B) F(x) = P(X ≤ x) = ∫−∞ f(x) dx 6. A and B are independent events then, In case of discrete variables, P(A∩B) = P(A). P(B) F(x1) = P(X≤ xi) = in=1 P(xn ) 7. Conditional probability: Binomial Distribution: The conditional probability of A, when the 1. P(X = r) = P(r) event B has already defined is = nCrprqn-r A P(A∩B) P = , P(B) ≠ 0 (r = 0, 1,2,....n) B P(B) 2. i) Mean of binomial distribution = np Similarly, B P(A∩B) ii) Variance = npq P = A P(A) iii) Standard deviation S.D. = npq B 8. P(A∩B) = P(A) P iv) p + q = 1 A A Poisson Distribution P(A∩B)= P(B). P B e −λ λ x P(X = x) = , x = 0, 1, 2, ....... 9. Bay’s Theorem: x! Let A1, A2,........An be n mutually =0 otherwise exclusiveand exhausitive events. Let B be an Remarks: n i) Poisson distribution is a limiting case of independent event such that B ⊂ ⋃ Aiis binomial distribution under the conditions, n i=1 →∞ and p → 0 the conditionalprobability of B given that Ai ii) np = λ has already occurred, then B iii) Mean = λ P Ai P P Ai = Ai iv) Variance = λ B n P(A )P B i=1 i Ai v) S.D. = λ Probability Mass Function: Normal Distribution: Let X be a one - dimensional discrete 1 x −μ 2 1 f(x) = σ e−2 σ - ∞< x <∞ random variable takes the values x1, x2,...... 2π
If i) P(xi) ≥ 0 Standard Normal Distribution:
1 2 1 ii) ∞ i=1 P xi = 1 ϕ (z) = e−2z 2π Then, the function P is called the probability x−μ Where z = mass function. σ
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Properties: line at μ, the two halves of the curve will
i) Mean = median = mode coincide. ii) The normal curve is perfectly iii) Maximum ordinate is at x = μ. symmetrical about the mean. This means 1 Its value isσ 2π that if we fold the curve along the vertical
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ST - Joseph'S College of Engineering, Chennai-119 ST - Joseph'S Institute of Technology, Chennai-119 Ma6453 - Probability and Queueing Theory Unit I Random Variables Formulae Sheet
