Basic Concepts and Definitions.

Discrete probability Distributions

Continuous probability Distributions (emphasis on the normal
distribution)
Statistical reliability and analysis of lifetime models.
Sampling methods and Central limit theorem
Statistical estimation: point and interval

A. Basic Concepts and Definitions.

Random Variables
Any quantity or attribute whose value changes from one unit of a hypothetical
population to another is called a random variable.
It is easy to observe from the definition that a random variable does not have a
unique value. Its value changes from one unit of the population to another. This
means that the particular value a random variable assumes depends on the
parameter unit of the population under consideration.
The following are some examples of random variables:
1. The number of left-handed pupils in a class of 40.
2. The number of defective bolts in each pack of five bolts produced by a machine.
3. Heights of 30 members of a youth club.
4. Scores of some 10 students in a mathematics examination.
5. The length of time it takes each athlete to complete a 100-metre race.
Usually we denote random variables by upper case letters, such as A, B, C, X, Y,
. ,while the specific values taken by the random variables are denoted by
lower case letters such as a, b, c, x, y, .
Random variables are basically divided into two broad types namely: discrete and
continuous random variables.
A random variable X is said to be discrete random variable if it takes only discrete
values on the real line.
A random variable X is said to be continuous random variable if it takes

continuous range of values between any two real numbers say a and b.
Examples 1 and 2 are examples of discrete random variables while examples 3 to 5
are examples of continuous random variables.
It is often the case of discrete random variables to jump some values or numbers on
the real line, the continuous random variables take all values within a given range
of real numbers.
Thus the possible number of values which a discrete random variable can take is
said to be countable while that of a continuous random variable is said to be not
countable. However, the possible number of values of a discrete random variable
though countable, can either be finite or infinite. The number of values is said to be
finite if there exists a limit n to the number of values the given discrete random
variable can take. It is said to be infinite if otherwise.
Trial: It is a process or an act which generate an outcome which cannot be
predicted. Example is the tosses of a coin {T or H}.
Sample space: The set of all outcomes of a conceptualized experiment or trial.
S ={1, 2, 3, 4, 5, 6}, S={H or T}.
Random experiment: is an operation which when repeated generates a number of
outcomes which cannot be predetermined. For instance, a toss of 2 coins will yield
HH, HT, TH or TT.
Outcome: It is a possible result of a trial of a random experiment.
Event: It is the subset of the sample space and it consists of one or more possible
outcomes of an experiment and it is denoted by a upper case letters A,B, E,..
For example if we roll a die
A= {set of even number} A= {2, 4, 6}
B= {set of prime number} B= {1, 3. 5}
C= {set of number>8}
C= {}
Mutually exclusive events: Assuming 2 events A and B, they are said to be
mutually exclusive if the occurrence of A prevents the occurrence of B, that is the
two events cannot occur together = . They have nothing in common.
Mutually exhaustive event: say 1 , 2 , . , are said to be mutually
exhaustive if they constitute a sample space. . =1 = , where S is the
sample space.
Another way to describe collectively exhaustive events is that their union must
cover all the events within the entire sample space. For example, events A and B
are said to be collectively exhaustive if
.

Independent event: Events are said to be independent if the occurrence of one do

not affect the occurrence of another within the sample space. In other words, the
events can occur together.
An impossible event is p(E)=0. For example E= getting pregnant man in a group of
10 men. However, when p(E)=1, the event E is certain to occur ((certainty event).
Let E = getting no pregnant man in a group of 10 men.
Definitions of Probability.
1. Classical Approach: If we assume that the elementary outcome of an
experiment are equally likely:
For a die (1) = (2) = (3) = (4) = (5) = (6) = 16
For a coin () = () = 12
For sex/gender () = () = 12
1

()
() =
=
=

()

2. Limiting frequency Approach: If consider the proportion of time, a certain

event will occur in repeated trials of an experiment. Example if an experiment is
repeated N times and n(A) represent the number of times event A will occur.
=

()

, lim

()

= ().

3. Subjective Approach: It is the probability assign to an event based on the

subjective judgement. For an example, the probability that Ezinne will come first
or make an A is subjective.
Probability is a numerical measure of the degree of uncertainty associated with an
outcome of a random experiment.
Basic laws of Probability.
Let A be an experiment and S is the sample space.
1. The probability of an event lies between 0 and 1. 0 () 1.
2. () = 1 () = 0.
3. For any infinite sequence of disjoint events, 1 . 2 , .

(
=1 ) = (1 ) + (2 ) + = =1 ( )

Note
If all possible outcomes 1 , 2 , . . , of random experiment are mutually

exclusive and collectively exhaustive, then the sum of their probability is equal to
1, that is (1 ) + (2 ) + + ( ) = 1.
Complement of an event
The set of all sample points in the sample space that are not included in an event.
The probability of an event is equal to 1 minus the probability of its complement
that is is () = 1 ( ), () + ( ) = 1.
Addition Law of probability.
Let A and B be any events. Then the addition law of probability states that
( ) = () + () ( ).
If A and B are disjoint sets, then they do not have any points in common and are
said to be mutually exclusive, in that case, we have:
( ) = ( ) = 0.
( ) = () + ().
If there are events ( = 1, 2, . . ) which are mutually exclusive.
(1 2 3 . ) = (1 ) + (2 ) + (3 ) +
( ) = ( )
Example1
Find the probability that at least a head will appear when two coins are tossed
together.
Solution
The sample space {, , , }
Prob (no head) = P(E) =
1

Prob (at least a head) = P(Ec) =1 =

Example 2.
Toss a coin 3 times. What is the probability of getting (i) 1 head (ii) 2 heads
(iii) at least 2 heads.
Solution.
The possible outcomes are HHH HHT HTH THH TTT TTH THT HTT.
(i). 3/8 (ii). 3/8 (iii). 4/8=1/2.
Example 3.
Let two events A and B be defined on the same sample. Suppose P(B) = 0.2 and
( ) = 0.75. Find P(A) such that (i) A and B are independent. (ii). A and B

are mutually exclusive.

Solution
(i). If events A and B are independent, then ( ) = (). (). But since
( ) is not given, then we recall the following
( ) = () + () ( )
( ) = () + () (). ()
0.75 = () + 0.2 0.2()
0.75 0.2 = 0.8()

() =

0.55
0.8

= 0.6875

(iI). If events A and B are mutually exclusive, then ( ) = 0. From the

addition law of probability, ( ) = () + ()
0.75 = () + 0.2
() = 0.55
Example 4.
Find the probability of obtaining a prime number in a throw of die.
Solution.
The set S of possible outcomes in a throw of a die is = 1, 2, 3, 4, 5, 6. The event
of getting a prime number is = 2,3 , 5,
() =

= =

Example 5.
Ten coins are tossed together and the table below gives the distribution of the
number of heads obtained.
Number of heads

10

Frequency

24

37

10

60

101

11

Find the probability of obtaining; (a). exactly 5 heads (b). no head (c). 8 or more
heads. (d). at most 4 heads (e). at least 4 heads.
Solution.
(a). Probability of obtaining exactly 5 heads; ( = 5) =
(b). Probability of obtaining exactly no head; ( = 0) =

60
270
3

270
16

(c). Probability of obtaining 8 or more heads; ( 8) =

(d). Probability of obtaining at most 4 head; ( 4) =

=
=

270
82

270

2
9
1
90
8

135
41

135

(e).

Probability of obtaining at least head;

( 4) = 1 ( 4) = 1

41
135

94
135

Example 6.
The probability that Edward will pass the statistics course is 0.75 and the
probability that he will pass the computer course is 0.52. The probability that he
will pass both of them is 0.46.
What is the probability that he will pass at least one of the two courses?
Solution.
() = 0.75, () = 0.52, ( ) = 0.46
( ) = () + () ( ) = 0.75 + 0.52 0.46 = 0.81. Since S and
C are not mutually exclusive.
Example 7.
What is the probability of obtaining a total of 5 or 11 when a die is cast twice?
Solution.

Addition
1
2
3
4
5
6

1
2
3
4
5
6
7

2
3
4
5
6
7
8

The probability ( ) =

4
36

3
4
5
6
7
8
9
+

2
36

4
5
6
7
8
9
10
=

36

5
6
7
8
9
10
11

6
7
8
9
10
11
12

Example 8.
Suppose a fair die is rolled twice. Find the probability that the numbers on the two
faces that turned up is (i). Even (ii). Less than 5 (iii) Less than 2.
Solution.

Addition
1
2
3
4

1
2
3
4
5

2
3
4
5
6

3
4
5
6
7

4
5
6
7
8

5
6
7
8
9

6
7
8
9
10

5
6

6
7

7
8

8
9

9
10

10
11

(i). Let A be the event the sum is even() =

18
36

11
12

= .
2

(ii). Let B be the event the sum is less than 5 B occur if the sum is 2, 3 or 4
() =

6
36

= .
6

(iii). Let C be the event the sum is less than two () =

0
36

=0

Example 9.
A box contains 6 balls numbered 1 to 6. A ball was drawn from the box at random.
Find the probability that the number on the ball drawn is either1, 2, or 6.
Solution.
Let 1 , 2 , 3 denote the events that the ball drawn was 1, 2 and 6 respectively.
1 2 3 denotes the event that the number on the ball drawn was either 1, 2,
or 6.
1 , 2 , 3 are mutually exclusive events.
1

Thus, (1 2 3 ) = (1 ) + (2 ) + (3 ) = + + =

Multiplication rule of Probabilities.

Let A and B be any two events. Then, the multiplication rule of probability states
that:
() = ( ) = ()(|) = ()(|) where
(|) (|) are the conditional probabilities.
If A and B are independent, then () = ()().
Example 10.
A box contains 20 balls of which 5 are green, Two balls are randomly selected one
at a time from the box. What is the probability that both balls are green if:
(i). The selection is with replacement.
(ii). The selection is without replacement.
Solution.
(i). (1 2 ) = (1 ). (2 ) since the selection is with replacement and the
two events are independent. Therefore; (1 2 ) =

20

20

= 0.065.

(ii). (1 2 ) = (1 ). (2 |1 ) Since the two events are without replacement

(1 2 ) =

20

19

= 0.0526.

NOTE: Also if the events { : = 1, 2, .. are pairwise disjoint and independent,

then we have:
(1 2 ) = (1 )(2 ) .
(=1 ) = ( )
Example 11.
A bag contains 4 black balls and 6 white balls. Two balls are selected randomly
one after the other without replacement. Calculate the probability that
(a). The two balls are of the same colour.
(b). The two balls are of different colours.
Solution.
Let B represent black ball and let W represent white ball.
(a). Let E1=the two balls are of the same colour=(BB, WW)
(1 ) = () + (), by addition law
(1 ) = ()() + ()(), by multiplication law
(1 ) = (

)+( )= .
10
9
10
9
15

P(E1)=Probability (the two balls are of the same colour)= 7/15.

(b). Let E2=the two balls are of different colours=(BW, WB)
(2 ) = () + (), by addition law
(2 ) = ()() + ()( ), by multiplication law
(2 ) = (

)+( )= .
10
9
10
9
15

P(E2)=Probability (the two balls are of the different colours)= 8/15.

Example 12.
A bag contain 8 blue balls, 3 red balls, 4 green balls and 5 yellow balls which are
of the same size. If a ball is drawn at random from the bag. What is the probability
that the ball is:
(a). black (b). red (c). green (d). yellow
(e). not black (f). not red (g). not green (h). not yellow
(i). black or red (j). black or green (k). black or yellow (l). red or green (m). red
or yellow (n).green or yellow)
(o). neither black nor red (p). neither black nor green (q). neither black nor yellow
(r). neither red nor green (s). neither red nor yellow (t). neither green nor yellow
(u). black and red (v). black and green (w). black and yellow (x). red and green
(y). red and yellow (z). green and yellow
Solution.

Let B represent black ball, R represent red ball, G represent green ball and Y
represent yellow ball.
(a). p(B)=

8
20

2
5

(b). p(R)=

(e). p(not black)= (

3
20

(c), p(G) =
2

20
1

(d). p(Y)=

20

= 1 () = 1 =

(f). p(not red )= ( ) = 1 () = 1

(g). p(not green )= (

20

=
1

5
17
20
4

= 1 () = 1 =
5
1

5
3

(h). p(not yellow )= ( ) = 1 () = 1 =

4

(i). p(black or red)=( ) = () + () =

8
20

(j). p(black or green) =( ) = () + () =

3
20

(m). p(red or yellow) =( ) = () + () =

20

20

(k). p(black or yellow) =( ) = () + () =

(l). p(red or green) =( ) = () + () =

11

+
8

20

+
4

20

5
20

12

20

=
5

20

20
5
13

20
7

20

20

20

20
4

(n). p(green or yellow )=( ) = () + () =

20

8
20

20

(o). p(neither black nor red) = ( ) = 1 ( ) = 1

11

20

20
2

(p). p(neither black nor green) = ( ) = 1 ( ) = 1 =

(q). p(neither black nor yellow) = ( ) = 1 ( ) = 1
7

(r). p(neither red nor green) = ( ) = 1 ( ) = 1

20
2

5
13

(s). p(neither red nor yellow) = ( ) = 1 ( ) = 1 =

(t). p(neither green nor yellow) = ( ) = 1 ( ) = 1
(u). p(black and red) = ( ) = ()() =

8
20

(v). p(black and green) = ( ) = ()() =

8
20

(w). p(black and yellow) = ( ) = ()() =

(x). p(red and green) = ( ) = ()() =

3
20
3

(y). p(red and yellow) = ( ) = ()() =

20

4
20

20
4

20

20
5

(z). p(green and yellow) == ( ) = ()() =

20

50

=
5

20

20
4

25

=
3

10

100
3

80

20

1
20

20
20
13

20
3

9
20

11
20

Example 13.
In a toss of four coins. Find the probability that: (a). 3 heads and one tail (b). 2
heads and 2 tails (c). 4 heads (d). 1 head and 3 tails (e). 4 tails turn up.
Solution.
Tossing 4 coins together is the same as tossing a coin 4 times.
Let H be the event that a Head turns up and T be the event that a Tail turns up. The
possible outcomes is 24 =16.
HHHH HHHT HHTH HHTT HTHH HTHT HTTH HTTT THHH
THHT THTH THTT TTHH TTHT TTTH TTTT
(a). (3, 1) =

4
16
4

(d). (1, 3) =

16

1
4
1

(b). (2, 2) =
(e). (4) =

6
16

(c). (4) =

1
16

16

Conditional Probability.
If A and B are any two events, if the occurrence of event A depends on the event b,
the probability of A will be the probability of A given B, and is denoted by p(A|B).
This probability is called conditional probability, also p(B|A) is read probability of
B given A. The conditional probability of an event is the probability of the event
given that one or more events have already occurred.
( ) = ()(|) = ()(|)
Ii then follows that (|) =

()

(|) =

()

()
()

provided that

() 0 () 0.
Example 14.
There are two boxes labeled I and II. Box I contains 3 green and 4 red balls. Box II
contains 9 green and 5 red balls. A box is drawn at random and then a ball is drawn
from the box chosen. What is the probability that the ball drawn is green and box
selected is II.
Solution.
Clearly, what we are required to calculate is p(of selecting box II and drawing
green ball from it.
Now let E1 = event of selecting box II and I.
Let E2 = event of drawing a green ball from the selected box.
We want to calculate (1 2 ) .

(1 ) =
1

14

So (1 2 ) = (1 )(2 |1 ) =

9
28

1
2

(2 ) =

9
14

Example 15.
There are two children in a family. If there is at least a girl in this family. What is
the conditional probability that both are girls.
Solution.
= , , ,
Let A be the event both children are girls and B be
the event at least a girl in the family
= , ,
= =
(|) =

()
()

1
4
3
4

1
3

Example 16.
The final year students of a polytechnic who completed the necessary forms for the
National Youth Service Corps postings were categorized according to gender and
marital status as shown in the following table:
Married Unmarried Subtotal
Male

50

560

610

Female 80

240

320

Subtotal

800

930

130

If a student is selected at random from this group of final year students, what is the
probability that:
(a). the student is married given that he is a male student and
(b). the student is a female student , given that she is unmarried.
Solution.
(a). Let E1 be the event that the student selected is a male student and let E2 be the
event that he is married student. We are to determine p(E2|E1).
From the table, we see that (2 |1 ) =
Or (2 |1 ) =

(1 2 )
(1 )

50
930
610
930

50
610

50
610

= 0.0820.

= 0.0820.

(b). Let U be the event that the selected student is unmarried and F be the event
that the student is a female student. We are to determine p(F|U).
From the table, we see that (|) =
Or (|) =

()
()

240
930
800
930

240
800

240
800

= 0.3.

= 0.3.

Example 17.
A coin is tossed thrice. Find the probability that there are two heads
(i). Given that the first is a tail (ii). Given that at least one is a tail.
Solution
The sample space is given as
=
{, , , , , , , }
(i). Let A = The first is tail (THH, THT, TTH, TTT), B = 2 heads appear (THH)
(|) =

()
()

(2 1 )
( )

=48=
8

1
4

(ii). Let A = At least one is a tail (HHT, HTH, THH, TTH, THT, HTT, TTT)
B = 2 heads appear (HHT, HTH, THH).
(|) =

()
()

(2 )
( )

3
8
7
8

3
7

Example 18.
In the toss of a single fair die, find the probability (i) of getting a 1, given the
occurrence of an odd number. (ii). Of getting a 2, given that a prime number has
occurred.
Solution
(i). Let A represents getting a 1 and B represents getting an odd number{1, 3, 5}
( ) = ( ) = 16, () = 36
(|) =

()
()

=36=
6

1
3

(ii). Let A represents getting a 2 and B represents getting an prime number{2, 3, 5}

( ) = ( ) = 16, () = 36
(|) =

()
()

=36=
6

1
3

Bayes Theorem. It is an extension of the conditional probability which is

centered around observing two events in one outcome.

I f the events 1 . 2 , form a partition of the sample space S and B is

any other event of S such that it can occur only if one of the Ai occurs, then for
any I;
( )(| )
=1 ( )(| )

( ) =

1 . 2 , be the set of mutually exclusive and collectively exhaustive

events of a sample space S such that p(Bi) = 0.
Example 19.
In a certain factory that manufactures Tiger bulb, machines A1, A2, A3 manufacture
40%, 35%, 25% respectively of the total production.
The percentages of defective bulbs are 2, 4 and 5. A bulb is selected at random
from a days production and is found to be defective. What is the probability that it
is manufactured by
(a) (i) A1 (ii). A2 (iii). A3 ?
(b). What is the probability of getting a defective bulb in a day production?
Solution.
Let p((Ai) denote the probability that a bulb is manufactured by a machine Ai.
Let p(D|Ai) denote the probability that a defective bulb comes from machine
Ai :i = 1, 2, 3, .
(1 ) =

40
100
35

(2 ) =
(3 ) =

100
25
100

, (| ) =

2
100

, (|2 ) =
, (| ) =

100
5

100

(a). (i). The probability that a defective bulb is produced by machine Ai is

(1 |) =
=

(1 )(|1 )
(1 )( |1 )+(2 )( |2 )+(3 )(|3 )
40
2

100 100
40
2
35
4
25
5
+
+

100 100 100 100 100 100

80
345

16
69

(a). (ii). The probability that a defective bulb is produced by machine A2 is

(2 |) =

(2 )(|2 )
(1 )( |1 )+(2 )( |2 )+(3 )(|3 )

35
4

100 100
40
2
35
4
25
5
+
+

100 100 100 100 100 100

140
345

28
69

(a). (iii). The probability that a defective bulb is produced by machine A3 is

(3 |) =

(3 )(|3 )
(1 )( |1 )+(2 )( |2 )+(3 )(|3 )

25
5

100 100
40
2
35
4
25
5

100 100 100 100 100 100

125
345

25
69

(b). The probability of getting a defective bulb

() = (1 )(|1 ) + (2 )( |2 ) + (3 )(|3 )
=

40

100

100

35

100

100

25

100

100

345

10000

69

2000

Example 20.
In a research conducted in a firm of 65% of male and the rest are female. The
result shows that 25% of the male workers and 18% of the female workers resume
late to duty. The manager is interested in knowing the probability that a worker
observed coming late is:
(i). A male (ii) Not a male.
Solution
() = 0.65, () = 0.35, (|) = 0.25, (|) = 0.18
(i).

(|) =
(|) =

(ii).

( |) =
( |) =

()(|)

()(| )+()(|)
0.650.25
=
(0.650.25)+(0.350.18)
()(|)

()(| )+()(|)
0.350.18
=
(0.650.25)+(0.350.18)

0.72

0.28

Example 21.
Given that coloured balls are distributed in three identical boxes as follows
Red
White
Blue
Total

Box 1
2
3
5
10

Box 2
4
1
3
8

Box 3
3
4
3
10

A box is selected from which a ball is selected at random and it is observed to be

red.
(a). What is the probability that box 2 was selected?

(b). What is the probability of selecting a white ball?

Solution.
Let p(B1) denote the probability of selecting box 1. Since the three boxes are
identical: (1 ) = (2 ) = (3 ) =

1
3

Let also p(R|B1) denote the probability that a selected red ball is from box I =1, 2,
3. (|1 ) =

2
10

10

, (|2 ) = , (|3 ) =

(a). The probability that the second box was selected.

(2 | ) =
=

(2 )(|2 )
(1 )( |1 )+(2 )( |2 )+(3 )(|3 )

1 4

3 8
1 2 1 4 1 3
+ +
3 10 3 8 3 10

1
2

() =
(1 )( |1 ) + (2 )( |2 ) + (3 )(|3 )
(b). The probability of selecting a white ball is
1
3

10

1
3

10

17
60

Example 22.
Suppose a college is composed of 70% male and 30& female students. It is known
that 40% of the male students and 20% of the female students smoke cigarette.
Find the probability that a student observed smoking a cigarette is a male.
Solution.
Let M, F denote Male and Female respectively and S denotes smoking.
p(M) = p(a student selected at a random is male) = 70/100=0.70
p(F) = p(a student selected at a random is female) = 30/100=0.30
p (S|M) =p(a student selected at a random smokes given that the selected student is
male) = 0.4
p (S|F) =p(a student selected at a random smokes given that the selected student is
female) = 0.2
(|) =

() (|)

()(|)+()(|)

0.70.4

= (0.70.4)+(0.30.2) =

14
17

Example 23.
In an experiment carried out on three mini-buses conveying students, bus A
contains 5 male and 3 female students, bus B contains 3 male and 5 female
students and bus C contains 4 male and 4 female students. One of the bus is

selected at random and a student is chosen from the bus, find the probability that
the student chosen is (i). a female (ii). A male (iii). From bus C given that the
student is a female (iv). From bus A given that the student is a male.
Solution
() = () = () = 13
Let M = Male and F = emale
5
3
(|) = , (|) =
8
3

8
5

8
4

8
4

(|) = , (|) =
(|) = , (|) =
(i).

() = ()(|) + ()(|) + ()(|)

1

() ( ) + ( ) + ( ) =
3
8
3
8
3
8
2
(ii).

() = ()(|) + ()(|) + ()(|)

1

() = ( ) + ( ) + ( ) =
3
8
3
8
3
8
2
(iii). (|) =
(|) =
(iv). (|) =

()( | )

()( |)+()( | )+()( | )

1 4

3 8
1
2

1
3
()(|)

()( |)+()(|)+()(| )

(|) =

1 5

3 8
1
2

5
12