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Module01-Random Variables
BE/Btech 3rd sem , probability and statistics
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Module01-Random Variables
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color} 20>4 PRoBBILITY AND STATISTICS aS —_———— _tiedeleor: RANDOM VARIABLES Sosies_o Pacbaliby: 4 fowdlow Eyperimest - Sspexinent em oubcorne vs not peclictsble with coraivily 4 Saviple Space, - Sd d all possible cubtert® d Dn ep. + Suet Any subset d sample space. { Be exp. sssing Acoins, Par, 4 HT, THITTS, hed on frat Hes, fox exariple i Seump\e space 3.50 Consider an event E = petbog E= Yr, 074. Habivolly Daaive events: Too eweribs Eand F axe sik to be witualle uclaive iP, Enk=>- For example, cowaider Bo Pap. OS tossiy zi adie, Bon wampl $= pid sample Space Swa-nseG, Cousidar 2 events: E ond §, Ee Geehivg, an ven, number 2 Saabs, Gs Grething an odd rwmber = $1,354 Enk=b 2 E awh F ave muitiadh cxcbsive ars. Weve,Deerspbve efvition -Trobmbilfy, Covider am experiment, vik somple space $, 18 repeat ell perbal umilose ewncll), Stine conditions. Tor oath oven E, Seb w(t) donde the wor of Ewes Dal, Po wel E occu in Peat n vebelekion of he 2p. w thon, PE) Pabalilly ¢ am event: Ex fim wl6) naw n fhivomebic Refivition - Ruleabilly. x Miont. o£ ple) 4) , we)=Rob. ff wor dtd E # Miom a: Pltwmple Space) = PG) =1 Axiom 3. Fo cuit F Alo 3. Fox aye sequonce A poicuine road tadlusive events, Eb, 2. Cob is, E:neg=p or oll iag), #(Ye:) = 5 ce) Prapesibion : ¥ re) = 1-7) ; ES conplanent i an euenit E x © Eck, Bn POH) & PEL = pPHrPOe-PEW) NOTE. - BE ont F ore ruihiably exclusive evenis,, Pox Pur) = PAE PO, as P(EAF)= Pb) =o «| Grdliional “Trobolttige: epee i erence Sf PRY70,! Bon the Dif ? : probablilthy Pat E cca, givon at F hod octured ts A lene) 5 plenr)= EI) PA a for example, covelder Be eHp « ¢ aallivg one de, Ob € od F De arevents , Sample space 32 51,2,3,-40585 Ee Gredting, outcome as B= $33 Fe Grellivg an odd number 281354, News, P= 2, PA)=e=L) PEnm=L, 1 Ye 2 > PE= READ. Me 4 re (Prd 4 ging oultome? 0% a, guenthak Re wn best on te de after walling ban obld. wunbet) fedebtindants Seents: Tho events & om F axe sad to be irdepirdanit & pen) = re -?- Bo eb. 4 seloching a car ab vanclom For ermple, coutide Prom oe deck of sa arda, am E and. F be aevents, Es Gdbtigy an ate taxd 2H) > &= ho P)- Bs $2 Fa Gelling. a. spade od. > PU wd x ENF = Culling ce apode card > PEM) = 2 wos, PE PAL Bak | PENA =PE) PA , 1S 52. “ond F ave inlets aves.mally ova avd _eelustve ott: Be evens By, £2, 0, En rautuaDly tydlsice cond onleuctive: iF, n U E, 2 £, VEU. and, hy Ey NE = fe oll (ea yen En lo. Probate Thaorern: Pe) = Hr Gna) = Prend-PO) (Row Ai Baye epAn partttous 3) PCA LB) = = PIA) PU) 4 p(aiai) POAC) {una bay aoe Bw poctibons 8) tari) = Pe ns) Pe) = P(BaRd) Pee) = P(simi) PQs) P(e) nes ta. ery are soick ty be (Semple Spoce) ar Sp ee) Rowe com be consdeved oS Pav tifions ds) [>By Tool Probe bility “Theorem, P(s) = S pl Blsc) PAL) 2 e(Pu\B) z _PeeIn) POD % neni): cD) pe ies lovdiforall Prcbalilit : : e(sie) 2) and PE=\ Sas, pland)e PENS) PNY sample Space ony enak * (@v8)\F) = pale + PBI - ptansi®) 4. rein= - PEO wef whedon canbe of E ad F oe wveperdnt eens, > Ean F we ahi wlependo® outs. > © oF! ae also independat ern, cd 2 ok F ave olbo wdepondot a wdependlanik eves having none? probabil |, Carns be sus achasive ond 2 rutially exclusive wk having non Be prabadalthy canst be indeperdutt- x 3 events A,B,C oe ruaboellly dependant ptand)> PO) -PIB) 7 Plgid)=PB)-PO); pland)= PUR): PED; Planend)= PLAPE)-PO. Fro R en | |nov. fl person has wndoilalin cousbruckion for. tke a protabilily Pot Row will be a slike 8 0-65, Frabablily Pat he ombud be completa on fwne, i Poco it no slrike is ono. Pobabbld, APA Be conebruilion jr will be completed on eel if Pow wa strike is 0.32. Delexmaine pooppbily Bats comctiwthion jor vill be complaed on time, hss [a Ne" gonalivudion jul vill be sempleled wa irre, E,-" Pow val be o abcike”. Ey = * Poo vill wit be a strike! Ple)= ons ; PEa= obs = 0-25 ; , PURE2) #ita® = o-*° PLANES) = A sng, by Taal Tr. Prenern, Pla)= PAVED HE) SPINE) PE MASAMI 5 Pli)= 045) (938) + 39) (ow) 2 pln) mO-4EE : PCjob uall be compli ga tae) = 0-488 ‘exon: Givin 3 isabel, loves T, TE TE joo corns aes. Bor —beR coins ave gold. By ll-boh sins ave Sle, RHUL one gol, ene sleoe i pour dheose, o- Wx ob wandom awd takes ook & cin. Af Be diesen cin is got, what ig tte petal, Sat te ole ein in Blox a glfs Lok Moe PE ME Re coin dheaumn fs of gold” Eye” bee. te dau?! Ex=* box Ds ehezen', E,= “box Tis lesen", > PE) = Pies) = PES)=4 Hortiod podition,) > PUED = p(nle)= 9 =v; PINEs)=1208 a p> Bets By Bayers “noeePr r(E\A) = piney Ped _ p(ney rey > PALES) PLEA) + r(Ale) ED = Or) : 6). wh x vk x Dt 2. Prob. Pk ote Cain in box ie abe gold, gen ba chosen frst coin 18 god = ay giver Pat te senadivigy 2 Da Ba age population penly 0-4]: if yo person Be camer box Sno cameev text, fa Ws sof. From people howe comer - Nows, test i positive, udat ip Ve poolalilty bot the person hon tameev? dust Let A= cameer best pesilive’, E,-“ eHREV os canes) t Pave tance # cS pexgon Aes ne"2 me ple) = og} 4; PEDe = = Be a 10 => PAE) = eo}. 28 y pti) = rk = lo lo Nas, bg Payot “haem, ree) = _rested LED _ PUnie PCED + OLAS PED = 5,4 eee = 32 BAe Nh aay ma 10 ooo iw = A 20.1981 5d 2 PEW face F A toordevn virial ph ive all, vouak Junitiee debi om somple space 8 ef om experirnenb, Re SOR re ey ie He ig sin. 3 Sample Space g=$ Ah, TTA, HT, Let Pe vomlom variable be X= ‘number of heads", § xd kOWear ROD=07 xED=1; XLII —— Q Ss a AThin |Chasifiaton of ssomdom variable: Rawdon Vowiob. (Rx) Ywerele RN Contivucus, RV (4 Yonge spare (R) is diserede) (4 ‘comee, space (Ra) ie | contismuouh) Peds, Mass Furtbien (em) Pr. Sent Ferrin oe Lek X be o candem vesiod. ord. x be ory gual. nunnber he Curmnudectone. dishribubon fuurdhion (oF) df zx te defined by Rw = pix £4) Roberdies np CDF: 4 Fd be non- decroning amition jie, dade Ban FW s Re), x Deh W4), F,(0) =1, ceaidering all plans ie cond, Dine => cerrado neo solve in xal bre ORAS or * Fy bs) =0,) x P(4X% £b) = * Pera) =1- F, (&) ly plera= P(E) ay- hy &Bioe f Ytya vandon umiabh uth Coe, RO=4y, 14243 Ske, 38 nb og aL Find Poe) (i) ph4ee4) Gi) P=) () Psa) = k= B= Ya (i) p(yax 4a) = Rw - AO ie = ln p\— “i 2 5A > (wi) 7-2) = 0 . (Smee Be sannsrial tn 4 " ‘t or is constant hon ee) et —" <—— se 8] as gy Eos: 4 KR wa sondem vnbciable wait coF, 6, 40 FG) = 4 ahs oe aN vo Rae Cd () PSX 2%) , (i) P 7A)po (OT 4X44) = #5, (3)-File) = (Led) (otk) = (0 PUY) = 1B) = A. 1-3 { iS. By)= re 2OLy Probabilcyy Hoss Fumélion (PME): {For discrete RN) Let X be @ somo variable sud Rat Ramye a R= San, hay pnt ond, duitin Fy EO) = Sap Pb, Pan Bo ordered pair (exe, pals) fears pM fanchinn. wore, To find COF from PME; $n RHE, gad= 3 neo 2Fo™ aX be Re Exou: Consider Po amp. of tosig coins. Lt somilorn variable dencbing umber of Aad ads ofrrived”. dam vovable Find, PAP amd CPF Bogie ra ahve tins, kro of Si oiveh' SYKH 2 Ramrge f X= Rs = jonas TAH Now, PHF dh we Ts * eye] St [= | TTS ole oO & 3 z & pal)° , 40 => Plxee) gp, OF AS > Pre) E® = Yop VERO _5 Pléso)+P& el) ale aerks ? Po=s)aPltel Plea} ! » #23 a Ply-o)e PLA P(=2)4 Plea) Bro: SE in am exp. avamden vavicble Xt defined wath ‘ram ge as §\,a,345- xo, aPla=i) =3Plt-2) = plkes 25 Pla). Fendt Be PAF ob. hm ek PUD = > Psd =k, PDH, PO-ay-5- 2 3 wer, 3 Px: xi) =1 ral > plier) + P(tea) + PES) sPlxs) =| > Erk, kt =i =~ > Ss D> whrskisoks bk=30 2, k= 30 by Dwr of X iv given a, ae 1 a 3 4 G ss to 30 b ree) | it t | oo} or7 A vamtoy bee m voriad, abl. Xho. 4h folleacing PME, pele TSE Find tho coe of X. “ fost We, x P(d= 2i) =) = > Poied)s Pad Pico) Fei Po) Py=D=) S or tk +024 akiose3ket > obs bk=t > bk=04 * keh od - 30 ss 2D PAF iy givee OS, ag “a A so ie 3 prod ‘ot x 02 4 of & Ss ‘Ss 1S £0 =(= é Exot, Delain PMP oh yao Votiadto Y , if the CDF is que by, | 7 o, 44a Fl) =) Ory tees ot, 4 ZyZe 4, g 2b- has Clan, rane fe Be Now, Fy (#) = p (tea) = PCIe pU=a) WM SME ALE 3 oa = ov Plea) 3a, P(148) 202 +, pl¥ea) = 0-3, wes, Fyla) = PLES) 27rd) + PU6*) > ose oa + PUFA) > plhe=9°S) Ny, Fyl) = p(ves) = pln) « PY=4) 704) D> i= oso £ + PAHO > p(p=e) = 0-2 PME quem hep ye Se Als | ay Py lt) | 0-3 | 0-5 | oe‘gaat Boni Tone oor Furétion OT Gee tov ) Leh 5 be a RY on a somple stace S e Space Ry So inbewel on te Lec0 veal Dine. f Sanchin i®) ay cabled Ba POF oh x povided fi) Zo ond. Psa J J 9tet Properties y Jie) is torn ap ist b . ri are oe + = =I bhi opus) = fits -— pad ae axta. wrelo its oLnsh Exto. Conatder he Pnttiam $e = jer ‘ ‘Poise / Fox wa valun of b i C6) a taints POP Ass we, for PD Fe Pieht 2 Js dx =) a4) ay 2 aN ab= yh ban, as £04 Nabuw ; belfxn: The PDF fo. continuous Yandem vapunble ‘iy giv, by ~ yy OL “a f= 4 ag t42Za 0 ofhoucse . Find CDF fe te qusen yandom voriahd, x Ans: Pl = GAB 2 ged-JI0% dx e oO , Zo * } o4e441 sy 0% cpF = F,(x) = a4 x ds , Pode] geee OO hate 0 aR = 0, es ca 4£24\ Zo ae -\ ened 3 3 7 2A Lota. . aaa The oP da cabin wwriable Y bs ques by » G40 oO F &) =| aoe , Lye) Retin Be OF fy » gel -fins fH = oRW ae > Hly) = by bye oSeey ys tus We cor of a xamdom voiabl. X 8 guson le o, #409 o> F)= ih 0 et Ee fart. 06 a 1, 27 Compt P UX? ‘w) ge PLE) = be PKS) = te (+3) aa aq 4, a Crider Ra expetimente of dosing a pie die Jrce tsk X be 0 wander sexiable, dinsbig te dunes Find, he PAP ok. Ente: vrata df & Oa), 9, 09), (is), &8) ga), @), 9), (25), @), tes) 6D, GD 29 Gs), (,) 2, G9), 9, 2,69, (=), GA, ©, EY, (si) , eA), - tu) 2 oD? (69), (004) OD GDF Ars: Sample spate Ss Jeo , GA, Rye Lor 8,4 Sib. Now, vamge of Xe > PAF ad xX ib given as cry 1 sa 47 b wed 3 5 # q on ye Be ® Be.Lag. Nasume tPnls X ino Conbuasdrte, “aah irrs weal) wilh POF 5 : i ( Nha ) 4 = 4, ohne o4nZa ww Ae volar if A. Belomume V (rr) Ams WIN, for PLE, [priate ‘ B, a > Jalar-)de = . a = a 4 =\ Stele), >A =2 2045 i Nas, PD) = PED =I BO) = \- fi (x-79 dx Eo i (2). =1-(3)(8) ='k Nolin of A= 0-455 Pord=Ly Ee The PDF A the time T it tales te sue a Gastomen 1S deflned Me of 1 Pek he wo~ dd t pewait vale CDF of +r EF Te Find th y AR, time teken t some L dcthe pobabilily throb 08 awk 1.5 automo. py. bebweon de MME 1 WO : we F, (t) = (se (Ode 3 cor fa Te quem bye ye 6,400 F &) = Jade , oZtal g! ye ba bevl yet 4 i \ , ee aew-\ °, % bee T x pares o 2 act ) yerte + Ze \ a Now, (oF Lyees) = Els) - E, (oe 5) = fa “- [a - 0-34) -*¥ 3 2 plos &% £13) = 045/Byres the COP of don vewaDle Xie defined by = Qo 7, wae Fw = Ala-a) , RLESL \, ADL Fiat Ale vale of A and P (o8%29).- Biss Frora giatw CDF, we tom gk PoE an, fa) 2A, gerbe Nosy J folds =) Voge 4 2 fa a DAL)=1 DAY. a Nos, (34% 48) =66)-58 = Afe)-N) z ah = \a- 2 Nelue of Ape ond piaeved=Ly NOTE: Foe a ‘covlinuccus random variable prokabilily boo particular point eat is aloays Ze) 08 prbbiliy is defined inbebueon a vawge Le Confinaeus vandown variable.Gapedtation of a Romdom Variable + ff is a condom waviable , (Rin tke ear 6 sigan Beipiie of KS givtm by, EDO = jb i “an Pe (2x) ys dinveele qo La) dx Xe Lov nun, Homes — Poach Navinble : the A&P mormon bo counthawn smenble % os define by 4 x polar) je: Besar EG’)= \ 4 x) te Sy (dn Combi vues “- Note Bit he eneam of X is Cet vanes Ay sare fg, Bordo Voie the vorriance Ao vondovn wrioble Xx denateh bg sz ov Nhs (A, is delined ba (Becta) "PH G9 X dlsceete o = oo | (sy bGle tontivupur cide dors EGS”i lew Be) pales) = J alpbd +6 ud pele) 2b tateep) . > EG) + pe -afl. EW) Sho, ees £69 +(cegf- ae = £97) -(E@))* . 26 Auld. good by Ey" Youd. VAX bog Slondad Borabion: 2 tq ~ Youilive 34. wot & vovierce . Nomont: Gronoliny Furor (ro): " the aoe rgenating fact Fa Om : K we wepined dy, somdom voriable i J la) ye Ducote K mi= - j e* Blade yx: Contam My{o) = | jor hoe tise. and cont. § Shs, ee ear 4 Properties A NGF: % tha wh omen df ramdovn vnounbs x tg Po coefficient d at is the power. Sevien ‘Ppanaien a Myl®) in terms of +, be, n= e wets, Ma) = © Ce] eleg BaD eebd , Vela’) TY a Bins =o sant a Since & Tex\= c ELYS, fox amy Co my 2 4 elas) nzo n\ ~— He vith momod: of X cam be obtained sous tifeerite MD foe n Bere new, - ES fiw. ovlnin AGP of dor vasiolhl, X towing PDF on 44468 pes) Pte” a fe: my = Pe ybdda —P Ra Fe = |e we = hi [de ne) thet, 2 n,@- § de® , 3h . \ Ue 67° , Bx we Find eo MGF f rowdlom woscinlhle. ene woment® axe Ela”) = cay} “ar Ans A, (8) = 3 nen? _3 ee + nw Zw uo" Ato - op 2, hs, om * 2, ee 4 Jw id= a: k vant Evae: $f Be vemdlom orioble Pax He MGF m= 2 Fs , dalpumine the Noxinmce Ay. Ans Be a Ie ~ *GaR) 2 =e Fle = ae gO), =e én): = + Nous, f+ re ee 2 1 “a > lar = aah. q, Lt Nb Ee fa comdem voxinbe ath CDF, o, to Fle) Ot , 1 easR Si fae 1 8 Sats Ds, Beata 1, 2124 wha ‘s Be PME ANG Also, Pel the eon amd. variance of NI fs: From CDF, we get PMP as, N \ Pal’) a 3 4 OB 0-3 Od x Now, E(N)= & n° Pr 1) 0-2, = (fo-rzlorsle-D+alo9 = ood obr orto’ = oe « Ham =6N)= 25 Nos, E() = 2, pe = Moder sodrv ed OA 4 12 4 OF FFBA = 4454 = Ea EW) =4.3 2 Var (N= F tv) -E@)]* = 2-3-(a5)* 243 -bas = los on ae (n) = 105%Exe Nl vomdom weil ae a Fe) - 4 0, BAN este), text U Vy ges wae: we VDF als yer Meo, dad Wo, revo and Vaviamee af d. Ans. From Be CDE givin, PPE is qu 2 Oo, #* AN feo = oS , 1 424% 0, 23 etd~ fPxfde - Joe A Meam = ELA = 8, . ee) = fie = feGe Verde 62 ELe)-(E0o)* = BYR - (@)* & 3
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