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Probability Lecture notes

March 9, 2012
Contents
I. Lecture I

1. Beginning
1.1. Laws of set theory . . . . . . . . . . . . .
1.1.1. Classical definition of probability of
1.1.2. Problems . . . . . . . . . . . . . .
1.2. Dierent types of events . . . . . . . . . .
1.3. Addition theorem in probability . . . . . .
1.3.1. Problems . . . . . . . . . . . . . .
1.4. Inequalities . . . . . . . . . . . . . . . . .
1.4.1. Problems . . . . . . . . . . . . . .

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2. Generalized event compositions


2.1. Compound events . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.1.1. Conditional probability . . . . . . . . . . . . . . . . . . . . . . . .
2.1.2. Independent events . . . . . . . . . . . . . . . . . . . . . . . . . .

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II. Lecture II & III

3. Test paper

4. Warm-Up problems from last lecture

5. Conditional events
5.1. Multiplication Rule
5.1.1. Problems .
5.2. Total Probability .
5.2.1. Problems .

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5.3. Bayes theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .


5.3.1. Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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III. Lecture IV

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6. Binomial probability and Binomial distribution


6.1. Binomial trials . . . . . . . . . . . . . . . . . .
6.2. Probability distribution . . . . . . . . . . . . . .
6.2.1. Binomial distribution . . . . . . . . . . .
6.2.2. Mean and variance of a random variable
6.2.3. Mean of a binomial distribution . . . . .
6.2.4. Problems . . . . . . . . . . . . . . . . .
6.3. Dicult problem . . . . . . . . . . . . . . . . .
6.4. Extra problems . . . . . . . . . . . . . . . . . .

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Part I.
Lecture I
1. Beginning
1.1. Laws of set theory
1. (Ac )c = A =)

= S, S c =

2. A [ B [ C = (A [ B) [ C = A [ (B [ C)
3. A \ B \ C = (A \ B) \ C = A \ (B \ C)
4. A [ (B \ C) = (A [ B) \ (A [ C)
5. A \ (B [ C) = (A \ B) [ (A \ C)
6. A = (A \ B) [ (A \ B c )
7. De Morgans laws
a) (A [ B)c = Ac \ B c or S

b) (A \ B)c = Ac [ B c or S

(A [ B) = (S
(A \ B) = (S

A) \ (S
A) [ (S

B)
B)

8. A B =) A [ B = B, A \ B = A, B c Ac
9. A \ B =

=) A B c and B Ac

10. S = (A \ B) [ (Ac \ B c ) [ (Ac \ B) [ (A \ B c ) (observe the pattern which can be


extended to three sets too)
Definition 1.1. Sample space : The set of all possible outcomes of a random experiment is called the sample space for that experiment is called the sample space for that
experiment.
Definition 1.2. Event : The subset E of the sample space that has a specific set of
outcomes, in the experiment, like tossing two coins has 4 outcomes but the event of
getting a exactly one head is 2 cases, HT, TH.
Example 1.1. Tossing a coin is an elementary event, and tossing two coins is a compound event.

1.1.1. Classical definition of probability of an event E S


Definition 1.3. P (E) =

n (E)
and hence 0 P (E) 1 and P (S) = 1
n (S)

Some properties of probability functions


1. 0 P (A) 1
2. P (S) = 1
3. A B =) P (A) P (B) and P (B c ) P (Ac )
1.1.2. Problems
1. A card is drawn at random from a pack of cards. What is the probability that the
drawn card is neither a heart nor a king. (solution : 18/26)
2. A determinant is chosen at random from the set of all determinants of order 2
with elements 1 and 0 only. The probability that the value of the determinant is
positive is (solution : 6/32)
3. A box contains 2 black, 4 white and 3 red balls. One ball is drawn at random from
the box and kept aside. From the remaining balls in the box another ball is drawn
at random and kept beside the first. This process is repeated till all the balls are
drawn from the box. The probability that the balls drawn from the box are in the
sequence 2 black, 4 white and 3 red is ? (solution : 1/1260)

1.2. Dierent types of events


1. Equally likely events : If two events E1 and E2 are equally likely then the
probability of their occurrence is equal, like in a fair coin the probability of getting
1
a head and tail are equal i.e.
2
2. Exhaustive events : If two events E1 and E2 are exhausting the sample space S
then we have E1 [ E2 = S
3. Mutually exclusive events : If two events E1 and E2 are mutually exclusive
then E1 \ E2 =

a) Remember : if three events are pair wise mutually exclusive (disjoint) then
all taken also they are mutually exclusive, i.e. If A \ B = B \ C = C \ A =
then A \ B \ C = but the converse is not true.

4. Mutually exclusive and exhaustive : If E1 and E2 are mutually exclusive and


exhaustive then P (E1 ) = 1 P (E2 )
5. Odds in favour and Odds against an event.

a) Odds in favour of E =
b) Odds against E =

n (E)
n (E c )

n (E c )
n (E)

1.3. Addition theorem in probability


1. P (A [ B) = P (A) + P (B)
2. If A \ B =

P (A \ B)

then P (A [ B) = P (A) + P (B)

3. P (A) + P (Ac ) = 1 i.e. P (Ac ) = 1


4. P (A

P (A)

B) + P (A \ B) = P (A)1

5. For any number of finite mutually exclusive events E1 , E2 , . . . , En then


P (E1 [ E2 [ [ En ) = P (E1 ) + P (E2 ) + + P (En )
1.3.1. Problems
1. The probability that at least one of the events A and B occurs is 0.6. If A and B
occur simultaneously with probability 0.2 then find P A + P B (solution : 1.2)
2. The probability of an event A occurring is 0.5 and B occurring is 0.3 If A and B are
mutually exclusive then the probability of neither A nor B occurring is (solution :
1/5)
3. Two events A and B have probabilities 0.25 and 0.5 respectively. The probability
that both A and B occurs simultaneously is 0.14 . Then the probability that
neither A nor B occurs is (solution : 0.39)
4. An anti-aircraft gun can take a maximum of 4 shots at an enemy plane moving
away from it. The probabilities of hitting the plane at the first, second, third and
fourth shot are 0.4,0.3,0.2,0.1 respectively. The probabilities that the gun hits the
plane is (solution : 0.6976)

1.4. Inequalities
1. P (A \ B)

P (A) + P (B)

2. P (A \ B \ C) P (A) + P (B) + P (C)


P
P
3. P ( Ai )
P (Ai ) (n 1)
1

B = A \ Bc

1.4.1. Problems
1. A and B are two candidates seeking admission in IIT. The probability that A is
selected is 0.5 and the probability that both A and B are selected is atmost 0.3.
The probability that B is selected is atmost (solution : 0.8)
2. For two given events A and B, P (A \ B) is
a)

P (A) + P (B)

b) P (A) + P (B)
c) P (A) + P (B)

1
P (A [ B)

d) P (A) + P (B) + P (A [ B)
(Solution : d )

2. Generalized event compositions


2.1. Compound events
Two events if they occur simultaneously then their joint occurrence is termed compound
event. Two events are conditional or independent with respect to each other.
2.1.1. Conditional probability
Definition 2.1. The probability of event A given event B has already occurred is denoted as P (A/B) and given as
P (A/B) =

P (A \ B)
P (B)

This can also be written as P (A \ B) = P (A) P (B/A) = P (B) P (A/B)


Problem 2.1. If A and B are two events then P (A/B) + P (Ac /B) = 1
Problem 2.2. If A and B be two events such that A 6=

then

P (B) = P (A) P (B/A) + P (A0 ) P (B/A0 )


2.1.2. Independent events
Definition 2.2. Events A and B are independent if and only if P (A \ B) = P (A)P (B)
this can also be stated using conditional probability also as
P (A/B) = P (A) and P (B/A) = P (B)
Moreover, if A, B, C are independent events if and only if P (A \ B \ C) = P (A) P (B) P (C)

Problem 2.3. If A and B are independent events then prove that


A and B c , Ac and B, Ac and B c are independent events
Problem 2.4. If there events are pairwise independent then will A, B, C be independent
events?
Problems
1. The probability that an event A happens in one trial of an experiment is 0.4. If 3
independent trials are performed, the probability that A happens atleast once is
(solution : 0.784)
2. Two fair dice are rolled. Let X be the event that the first die shows an even
number and Y be the event that the second die shows an odd number. Then X
and Y are
a) mutually exclusive
b) independent and mutually exclusive
c) dependent
d) none
(solutions : a)
3. For any two events A and B :
a) P (A/B)

P (A) + P (B)
P (B)

b) P A \ B = P (A)
c) P (A [ B) = 1

P (A \ B) does not hold

P A P B if A and B are independent

d) P (A [ B) = 1 P A P B if A and B are disjoint


(solution : b,d)

Part II.
Lecture II & III
3. Test paper
1. Given two events A and B. If odds against A are in 2:1 and those in favour of
A [ B are as 3:1 then
a) 1/2 P (B) 3/4

b) 5/12 P (B) 3/4


c) 1/4 P (B) 3/5

d) none of these

2. The probability that a marksmen will hit a target is given as 1/5. The the probability that atleast once hit in 10 shots is
a) 1 (4/5)10
b) 1/510
c) 1 (1/5)10

d) (4/5)10

3. A six-faced dice is so biased that it is twice as likely to show an even number than
an odd number when thrown. It is thrown twice the probability that the sum of
two numbers thrown is even is
a) 1/12
b) 1/6
c) 1/3
d) 5/9
4. A draws a card from a pack of n cards marked 1, 2, 3, . . . , n. The card is replaced
in the pack and B draws a card. Then the probability that A draws a higher card
than B is
a) (n + 1) /2n
b) 1/2
c) (n 1) /2n
d) none
5. A student appears for test I, II, III. The student is successful if he passes either
in test I and II or test I and III. The probabilities of the student passing in tests I,
II and III are respectively p, q, 1/2. If the probability that the student is successful
is 1/2 then p (1 + q)
a) 1/2
b) 1
c) 3/5
d) 3/4
6. A problem in mathematics is given to three students A,B and C and their respective
probabilities of solving the problem is 1/2, 1/3 and 1/4 (correctly). Probability
that the problem is solved correctly is
a) 3/4
b) 1/2
c) 2/3
d) 1/3
7. The probability that in a family of 5 members, exactly two members have birthday
on sunday is
a) (12 53 ) /75
b) (10 62 ) /75
c) 2/5
3
5
d) (10 6 ) /7

d)

8. Three houses are available in a locality. Three persons apply for the houses. Each
applies for one house without consulting others. The probability that all three
apply for the same house is
a) 1/9
b) 2/9
c) 7/9
d) 8/9
9. The numbers 1, 2, 3, . . . , n are arranged in random order. The probability that the
digits 1, 2, 3, . . . , k (k < n) appear as neighbours in that order is
a) 1/n!
b) k!/n!
c) (n k)!/n!
d) (n
10. A pair of dice is thrown independently three times. the probability of getting a
score of exactly 9 twice is
a) 8/9
b) 8/729
c) 8/243
d) 1/729

4. Warm-Up problems from last lecture


1. If A and B are independent
events then P (A [ B) = 1
Q
general P ([Ai ) = 1
P (A0i )

P (A0 ) P (B 0 ) and in

2. Show that when two dice are thrown, the event of coming up of 3 on the first die
and the event of coming up of 6 on the second die are independent events
3. An urn contains four tickets having numbers 112, 121, 211, 222 written on them.
If one ticket is drawn at random and Ai (i = 1, 2, 3) be the event that the ith digit
from left of the number on ticket drawn is 1, test whether the events A1 , A2 , A3
are mutually independent or not
4. A die is thrown twice. What is the chance of coming up of the number 6 in the
first throw and an odd number in the second throw?
5. A bag contains 4 white and 2 black balls. Another contains 3 white and 5 black
balls. If one ball is drawn from each bag, find the probability that
a) both are white
b) both are black
c) one is white and one is black.
6. One bag contains 5 white and 4 black balls. Another bag contains 7 white and
9 black balls. A ball is transferred from the first bag to second and then a ball
is drawn from the second bag. Find the probability that the ball drawn is white.
(solution : 4/9)
7. A bag X contains 3 white and 2 black balls; another bag Y contains 2 white and 4
black balls. A bag and a ball out of it is picked at random. What is the probability
that the ball is white? (solution : 7/15)

k + 1)!/n!

5. Conditional events
5.1. Multiplication Rule
Definition 5.1. Multiplication Rule
Assuming that all the conditioning events have positive probability we have
P (\ni=1 Ai ) = P (A1 ) P (A2 |A1 ) P (A3 |A1 \ A2 ) P An | \ni=11 Ai
5.1.1. Problems
1. Three cards are drawn from an ordinary 52-card deck without replacement (drawn
cards are not placed back in the deck). We wish to find the probability that none
of the three cards is a heart. Check this with a tree diagram, and also see other
variations of choices for this three cards in the tree diagram like, first heart second
not and again third is heart.

5.2. Total Probability


Definition 5.2. Total probability
If A1 , A2 , . . . , An be n mutually exclusive and exhaustive events and A is an event which
takes place in conjunction with either of Ai then
P (A) = P (A1 ) P (A/A1 ) + + P (An ) P (A/An )
5.2.1. Problems
1. The probability that certain electronic component fails when first used is 0.1. If it
does not fall immediately, the probability that it lasts for one year is 0.99. Find
the probability that a new component will last for one year (solution 0.891)
2. There are two bags, one of which contains 3 black and 4 white balls while the other
contains 4 black and 3 white balls. A die is cast. If the face 1 or 3 turns up, a ball
is taken from the first bag, and if any other face turn up, a ball is chosen from the
second bag. find the probabilities of choosing a black ball. (solution : 11/21)
3. A bag contains n + 1 coins. It is known that one of these coins shows head on both
sides, whereas the other coins are fair. One coin is selected at random and tossed.
If the probability that the toss results in heads is 7/12, then find the value of n
(solution : 5)
4. An urn contains 6 white and 4 black balls. A fair die is rolled and that number
of balls are chosen from the urn. Find the probability that the balls selected are
white. (solution : 1/3)

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5.3. Bayes theorem


Definition 5.3. Partition of a set : A family of sets A1 , A2 , . . . , An is said to form a
partition of a set A if
A1 , A2 , . . . , An are non-empty
Ai \ Aj = for i 6= j
A = A1 [ A2 [ [ An
Definition 5.4. Bayess theorem : If A1 , A2 , . . . , An be n mutually exclusive and exhaustive events and A is an event which occurs together (in conjunction) with either of
Ai i.e. A1 , A2 , . . . , An form a partition of the sample space S and A be any event then
P (A/Ak ) P (Ak )
P (Ak /A) = P
P (A/Ai ) P (Ai )
5.3.1. Problems
1. A man is known to speak the truth in 3 out of 4 times. He throws a die and reports
that it is a six. Find the probability that it is actually a six. (solution : 3/8)
2. A bag A contains 2 white and 3 red balls and a bag B contains 4 white and 5 red
balls. One ball is drawn at random from one of the bags and it is found to be red.
Find the probability that is was drawn from the bag B. (25/52)
3. A card from a pack of 52 cards is lost. From the remaining cards of the pack, two
cards are drawn and are found to be spades. Find the probability of the missing
card to be a spade. (11/50)
4. There are 3 bags each containing 5 white balls and 2 black balls. Also there are
2 bags each containing 1 white ball and 4 black balls. A black ball is drawn
at random. What is the chance that the black ball came from the first group.
(solution : 15/43)
5. A pack of playing cards was found to contain 51 cards. If the first 13 cards which
are examined are all red, what is the probability that the missing card is black?
(solution : 2/3)
6. The chances of defective screws in three boxes A,B,C are 1/5, 1/6 and 1/7 resp.
A box is selected at random and a screw drawn from it at random is found to be
defective. Then find the probability that it came from box A. (solution : 42/107)
7. In an entrance exam, there are multiple choice questions. There are four possible
answers to each question, of which one is correct. The probability that a student
knows the answer to a question is 90%. If he gets the correct answer to a question,
then find the probability that he was guessing (1/37)

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Part III.
Lecture IV
6. Binomial probability and Binomial distribution
6.1. Binomial trials
Let E be an event. Let p = the probability of occurrence of event E in one trial. Then
q = 1 p be the probability of non occurrence of the event E in one trial.
Let X = number of successes i.e. number of times event E occurs in exactly n trials
is denoted as
P (X = r) = n Cr pr q n r
= (r + 1)th term in the expansion of (q + p)n
This is very obvious from that the events are independent.
Problem 6.1. If the probability of getting a head using a coin is 1/4 then what is the
probability that if the same coin is tossed 10 times 3 times its outcome is head and rest
tail. (assume there are only two outcomes for this coin)

6.2. Probability distribution


Definition 6.1. Random variable : A random variable2 is a real valued function defined
over the sample space of an experiment (X : S ! R)
Definition 6.2. Discrete random variable : A random variable which can take only
finite or countably infinite number of values is called a discrete random variable.
Definition 6.3. Continuous random variable : A random variable which can take any
values between two given limits is called a continuous random variable.
Definition 6.4. Probability distribution of a random variable : If the values of a random variable along with their probabilities are given then we say that description as
probability distribution.
6.2.1. Binomial distribution
Definition 6.5. Let p = probability of occurrence of event E in one trial
and q = probability of non occurrence of event E in one trial. and we know p + q = 1
Let P (X = r)) = probability of r successes = nr pr q n r
X
0
1
2

r
n
n
n 2 n 2
n r n r
n
n 1
P (X) q
pq
pq

pq
pn
1
2
r
2

Random variable is usually represented by X, Y, Z

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6.2.2. Mean and variance of a random variable


Let X be a random variable which takes values x1 , x2 , . . . , xn with corresponding probabilities p1 , p2 , . . . , pn
Then
n
X
pi xi
n
X
i=1
mean () = n
=
pi xi
X
i=1
pi
i=1

and variance

n
X

(xi

)2 pi

i=1

n
X

n
X

(xi

)2 pi

i=1

pi

i=1

6.2.3. Mean of a binomial distribution


1. = np
2.

= npq

6.2.4. Problems
1. If a die is thrown 5 times, what is the chance that an even number will come up
exactly 3 times? (solution : 5/16)
2. A bag contains 4 white and 6 black balls. A ball is drawn at random and replaced
and then again a ball is drawn. If this is repeated 4 times, what is the probability
that 3 black and one white ball will be drawn in these 4 trials? (solution : 216/625
)
3. A lot of 100 bulbs from a manufacturing process is known to contain 10 defective and 90 non-defective bulbs. If 8 bulbs are selected at random what is the
probability that
a) there will be 3 defective and 5 non-defective bulbs
b) there will be atleast one defective bulb (solution : (108

98 ) /108 )

4. If a coin is tossed n times, what is the probability that head will appear an odd
number of times? OBT
5. A coin is tossed thrice. What is the probability of getting two heads and one tail?

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6. Suppose A and B are two equally strong table tennis players which of the following
two events is more probable?
a) A beats B in exactly 3 games out of 4 ?
b) A beats B in exactly 5 games out of 8 ?
7. The probability of an event A happens i one trial of an experiment is 0.4. Three
independent trials of the experiment are performed. Find the probability that the
event A happens at least once. (0.784)
8. If on an average 2 ships in every 10 sinks. what is the probability that out of 5
ships expected to arrive at least 3 will arrive?
9. In a hurdle race, a player has to cross 10 hurdles. The probability that he will
clear each hurdle is (5/6) what is the probability that he will knock down fewer
than 2 hurdles? (510 /3 69 )

6.3. Dicult problem


An urn contains k black balls and a single red ball. Peter and Paula draw without
replacement balls from this urn, alternating after each draw until the red ball is drawn.
The game is won by the player who happens to draw the single red ball. Peter is a
gentleman and oers Paula the choice of whether she wants to start or not. Paula has a
hunch that she might be better o if she starts; after all, she might succeed in the first
draw. On the other hand, if her first draw yields a black ball, then Peters chances to
draw the red ball in his first draw are increased, because then one black ball is already
removed from the urn. How should Paula decide in order to maximize her probability
of winning?

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6.4. Extra problems


1. A random variable X has the following probability distribution values of X
X:
0 1 2
3
4 5
6
7
2
2
2
P (X) 0 k 2k 2k 3k k 2k 7k + k
find each of the following
a) k
b) P (X < 6)
c) P (X

6) (solution : 1/10, 81/100, 19/100)

2. Derive mean a variance formulae for a binomial distribution


3. A man takes a step forward with probability 0.4 and backwards with probability
0.6. Find the probability that at the end of eleven steps he is just one step away
from the starting point. (solution : 462(0.24)5 )
4. There is 30% chance that it rains on any particular day. What is the proabibility
that there is atleast one rainy day within a period of 7 days ? Given that there
is atleast oine rainy day, what is the probability that htere are atleast two rainy
3
7 6
(7/10)7 7 10
10
7 1
days? (solution : 1 (7/10) ,
)
7 7
1
10
5. The probability of a man hitting a target is 1/4. How many times must he fire
so that the probability of his hitting the target at leat once is greater than 2/3
(solution: atleast 4 times)
6. How many dice must be thrown so that there is a better than even chance of
obtaining a six? (at least 4 times)
7. India plays two matches each with the west indies and australia. in any match, the
proabbilities of india getting 0,1 and 2 points are 0.45, 0.05 and 0.50 respectively.
Assuming that the outcomes are independent find the probability of india getting
atleast 7 points? (solution : 0.0875)
8. The probability of india winning a test match against england is 2/3. Assuming
independence from match to match, find the probability that in a 7 match series
indias third win occurs at fifth match (solution : 16/81)
9. In a sequence of independent trials the probability of success in one trial is 1/4.
Find the probability that the second success takes place on or after the fourth trial
(solution : 27/32)
10. Prove that the mean of a binomial distribution is always greater than the variance
11. A die is thrown 20 times, getting a number greater than 4 is considered to be a
success. Find the mean and variance of the number of success (6.66, 4.44)

15

12. If the sum of the mean and variance of a binomial distribution for 5 trials is 1.8,
find the distribution (solution : 5r (0.2)r (0.8)5 r )
13. The sum of mean and variance of a binomial distribution is 15 and
thesum of
r
27 r
1
2
27
their squares is 117. Determine the distribution (solution : r
)
3
3
14. If X follows a binomial distribution with mean 4 and variance 2 find P (|X
(solution : 119/128)

16

4| 2)

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