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    PCS Unit 3

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    PCS Unit 3

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    3 views16 pages

    PCS Unit 3

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    Probability

    Probability is the study of random experiments.


    In random experiments, there is always an uncertainty whether the event will occur or not

    Q.1 A box contains 3 white, 4 red, 5 black balls. A ball is drawn at random. Find the
    probability that it is (a) Red (b) not black (c) black or white

    Q.2 Two dice are thrown. What is the probability of getting a 5?

    Q.3 A card is drawn at random from the pack of 52 cards. Find the probability that its
    (a) an ACE (b) a Six or a Heart (c) neither a Nine nor a Spade
    Conditional Probability
    Instead of considering drawing of 2 cards as a single event, we may consider drawing of each
    card as a separate event
    As we are interested in DH combination irrespective of the order in which they occur, the
    desired probability is P = P(DH) + P(HD)
    Joint Probability P(DH) -> Probability of drawing a Diamond first and then a Heart
    If the 1st card is drawn and not replaced before the 2nd card drawing event, then
    P(DH) = P(D) * P(H/D) = (13/52) * (13/51)
    P(H/D) is the conditional probability where 2nd drawing is dependent upon 1st drawing event
    It means probability of event H occurring, when it is known that event D has already occurred
    If the 1st card is drawn and replaced before the 2nd card drawing event, then
    P(DH) = P(D) * P(H) = (13/52) * (13/52)
    probability where 2nd drawing is independent upon 1st drawing event
    Conditional Probability

    Q.1 Urn-A contains two white and three black balls, & Urn-B contains three white and four
    black balls. One of the Urns is selected at random and a ball is chosen from it. What is the
    probability of drawing a white ball?
    Random Variables
    • Random -> Experiments governed by laws of chance rather than by any deterministic laws
    • An experiment whose outcome cannot be predicted exactly, is a Random Experiment. For
    Eg. Tossing a coin, drawing a card or a ball

    RANDOM EXPERIMENT

    Collective Outcomes Particular Outcomes Collection of Outcomes


    (Sample Space) (Sample) (Events)

    An Event containing exactly one outcome is an elementary event


    An event that contains all possible outcomes of an experiment is its Sample Space
    Event is a subset of sample space
    Random Variables/Functions or Stochastic Variable/ Functions
    A real valued function defined over a sample space of random experiment is Random Variable

    RANDOM VARIABLE

    Discrete Random Continuous Random


    Variable Variable

    Continuous
    Discrete
    Probability
    Probability Cumulative Cumulative
    Distribution
    Distribution Distribution Distribution
    (Probability
    (Probability Mass Function (CDF) Function (CDF)
    Density Function,
    Function, PMF)
    PDF)
    Discrete Random Variables/Functions

    Random Variable that takes on finite number of values


    Example: Experiment of 3 tosses of a fair coin
    Possible no. of outcomes = 8 (Sample Space)
    Let random variable X be the Number of Heads

    SS = [HHH HHT HTH THH HTT THT TTH TTT]


    X = [ x1 x2 x3 x4 x5 x6 x7 x8 ] -> values that X can assume
    =[ 3 2 2 2 1 1 1 0]
    Discrete Probability Distribution (Probability Mass Function, PMF)
    Let X be the Discrete R.V. and x1, x2, x3, …….. are the values X can assume

    Let 𝑷 𝑿 = 𝒙𝒋 = 𝒇 𝒙𝒋 where j = 1, 2, 3, ……..

    Let there be a function 𝒇(𝒙)such that it satisfies the following conditions:

    1. 𝒇 𝒙 ≥ 𝟎

    2. 𝞢𝒇 𝒙 = 𝟏

    Then the function 𝒇(𝒙) is known as Probability Mass Function (PMF) or Probability

    Function or Probability Distribution


    Discrete Probability Distribution (Probability Mass Function, PMF)
    Find the Probability Function for chances of getting Heads during 3 tosses of a fair coin.
    Possible no. of outcomes = 8 (Sample Space)
    Probability of each of the 8 outcomes to occur is 1/8

    1
    𝑃 𝑋 = 0 = 𝑃 𝑥8 =
    8
    1 1 1 3
    𝑃 𝑋 = 1 = 𝑃 𝑥5 + 𝑃 𝑥6 + 𝑃 𝑥7 = + + =
    8 8 8 8
    1 1 1 3
    𝑃 𝑋 = 2 = 𝑃 𝑥2 + 𝑃 𝑥3 + 𝑃 𝑥4 = + + =
    8 8 8 8
    1
    𝑃 𝑋 = 3 = 𝑃 𝑥1 =
    8 X 0 1 2 3
    Probability Function -> f(x) 1/8 3/8 3/8 1/8
    Discrete Probability Distribution (Probability Mass Function, PMF)
    Example: Find the Probability Function for chances of getting Heads during 3 tosses of a fair coin.
    Possible no. of outcomes = 8 (Sample Space)
    Probability of each of the 8 outcomes to occur is 1/8

    1
    𝑃 𝑋 = 0 = 𝑃 𝑥8 =
    8
    1 1 1 3
    𝑃 𝑋 = 1 = 𝑃 𝑥5 + 𝑃 𝑥6 + 𝑃 𝑥7 = + + =
    8 8 8 8
    Let random variable X be the Number of Heads
    SS = [HHH HHT HTH THH HTT THT TTH TTT]
    X = [ x1 x2 x3 x4 x5 x6 x7 x8 ] -> values that X can assume
    =[ 3 2 2 2 1 1 1 0]
    Continuous Random Variable
    Random Variable that takes on an infinite number of values
    ➢ As there are infinite possible values of X, the probability it takes on any particular value is
    𝟏
    𝒐𝒓 𝟎
    ∞

    Hence, Probability function in Continuous RV case cannot be defined as in Discrete RV case


    ➢ In Continuous RV case, the Probability of X would be non-zero whenever the X lies between
    two-different values
    Example:
    • If X represents height of a person, then probability that it is exactly 160cm would be 0, but
    the probability that it lies between 155cm and 165cm would be non-zero.
    • Exact amount of rain tomorrow
    • Exact amount of oxygen in air
    Continuous Prob. Distribution (Probability Density Function, PDF)
    Let there be a function 𝒇(𝒙)such that it satisfies the following conditions:

    1. 𝒇 𝒙 ≥ 𝟎

    2. 𝒇 𝒙 𝒅𝒙 = 𝟏

    Then the function 𝒇(𝒙) is known as Probability Density Function (PDF) or Probability

    Function or Probability Distribution

    Probability of X between a & b, P(a < X < b) =

    P(X) being equal to any value is zero


    (Probability of a very super-exact thing happening is zero)
    Continuous Prob. Distribution (Probability Density Function, PDF)

    Problem-1:
    (a) Find the Constant C so that the function 𝒇 𝒙 = 𝑪 𝒙 − 𝟏 ,𝟏 < 𝒙 < 𝟒 is a PDF.
    = 𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
    (b) Find 𝑷 𝟐 < 𝑿 < 𝟑 .

    Problem-2:
    If X is a Continuous RV with the following PDF 𝒇 𝒙 = 𝑲 𝟐𝒙 − 𝒙𝟐 ,𝟎 < 𝒙 < 𝟐
    = 𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
    Find (a) K (b) 𝑷 𝑿 > 𝟏 .
    Joint Probability
    If X and Y are two discrete random variables, then Joint Probability Function
    of X and Y is f(x,y) provided f(x,y) satisfies these two conditions

    Let
    The Probability that X = xj is known as Marginal Probability of X and is
    obtained by adding all the entries in the Row corresponding to xj
    The Probability that X = yk is known as Marginal Probability of Y and is
    obtained by adding all the entries in the Columns corresponding to yk
    Joint Probability
    If X and Y are two Continuous Random Variables, then Joint Probability Function
    of X and Y is f(x,y) provided f(x,y) satisfies these two conditions

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