Probability3 en

Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics

Probabilities and Statistics - Lecture 3
Probabilities and Statistics
Probabilities and Statistics Olariu E.andFlorentin
Probabilities Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities
Marchand 7,Statistics
2018 Probabilities and Statistics
Table of contents I
1Probabilities and Statistics

Probabilistic formulas
Multiplication
Probabilities and Statistics rule Probabilities and Statistics Probabilities and Statistics
Probabilistic
2Probabilities Schemata
and Statistics Probabilities and Statistics Probabilities and Statistics
Hypergeometric Schema
Probabilities
Poissonand Statistics
Schema Probabilities and Statistics Probabilities and Statistics
Binomial
Probabilities and Schema
Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
Geometric SchemaProbabilities and Statistics
and Statistics Probabilities and Statistics
3Probabilities
Discrete and Random
Statistics Probabilities and Statistics
Variable Probabilities and Statistics
Introduction
Probabilities
Distribution and Statistics Probabilities
of a Discrete and Statistics
Random VariableProbabilities and Statistics
4 Exercises Probabilities and Statistics Probabilities and Statistics
Multiplication
Probabilities and StatisticsFormula
Probabilities and Statistics Probabilities and Statistics
Probabilistic Schemata Probabilities and Statistics Probabilities and Statistics
Distribution
Probabilities and Statistics of Discrete Random
Probabilities Variables
5 Bibliography
Multiplication rule
Proposition
Probabilities 1
Let A1 ; A
Probabilities and : : : ; An random events, then
2 ;Statistics Probabilities and Statistics Probabilities and Statistics
\ \ \ )=
Probabilities and Statistics P A
( Probabilities
1 A2 and: Statistics
:: An
= ( ) ( j ) ( j \ \
P A1and Statistics
Probabilities P A2 A1 Probabilities
::: P A and A1 A2 :Probabilities
n Statistics :: \ An and )
1 ;Statistics
when ( \ \ \
Probabilities
P A1and A ) Statistics
2 ::: AProbabilities
n 1 > and 0. Statistics
proof: The and
Probabilities right memberProbabilities
Statistics is equaland with
( ) ( (\) ) ( (\ \ \) )
Probabilities and StatisticsP A1 Probabilities
A2 P and AStatistics
A2 A3Probabilities and Statistics
1
Probabilities andPStatistics
A1 Probabilities and Statistics Probabilities
: : and
: Statistics
Probabilities and Statistics P AProbabilities
1 P Statistics
and A1 A2 Probabilities and Statistics
( (\ \ \ \ \ \ \ ) ) = ( \ \
:::
P A1 A2 : : : An 1 An
P A
Probabilities
Probabilities and Statistics P A1Probabilities
A2 : : : Probabilities
and1 Statistics An 1 and Statistics
A2 and \ An )
: : : Statistics
(after some algebra).

Multiplication rule
Example.
ProbabilitiesAn urn contains
and Statistics 5 white
Probabilities andballs
Statisticsand 5 Probabilities
black balls. We
and Statistics
Probabilities
withdrawand3Statistics
balls one by Probabilities
one withoutand Statistics Probabilities and Statistics
replacement.
(a)Probabilities
What isandthe probability
Statistics
that all the balls
are white?
Probabilities
(b) What andis
Statistics
the probabilityProbabilities
thatand Statistics
two balls are Probabilities
white and and Statistics
one is
black?
Probabilities
Solution:and Statistics Probabilities and Statistics Probabilities and Statistics
(a) For and
Probabilities theStatistics
first question let Aand
Probabilities = "the i th Probabilities
i Statistics ball is white" (i
and Statistics =
Probabilities
1; 3), then and Statistics Probabilities and Statistics Probabilities and Statistics
P A( )=
Probabilities and1Statistics
2
( j )=
Probabilities and Statistics 1 Probabilities and Statistics
; P A2 A1
Probabilities and
4
9
( j
; P A3 A1
Statistics
\ )=
A2
Probabilities
3
and
;
8 Statistics
Probabilities
therefore and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and1 Statistics
( \ \ ) = ( ) ( j ) ( j \ ) = 2 9 8 = 12
Probabilities
P Aand 1 Statistics
A2 A3 Probabilities
1
P A1 PandAStatistics
2 A1 P AProbabilities
3 A1 A2and Statistics
4 3
:
Multiplication rule
Probabilities
(b) For and theStatistics Probabilities
second question theandprobability
Statistics Probabilities
is and Statistics
and Statistics
Probabilities
and Statistics
Probabilities \
P A1and Statistics \ [
A2 A3 Probabilities \
A1 Aand 2 \ A
Statistics
3 [ A 1 \ A
Probabilities
2 \ A
and3 =
Statistics
and Statistics Probabilities
Probabilities

Probabilities
P A and\ \
1 Statistics +
A2 A3 Probabilities
P A1and A \ \
Statistics
2 +
A3 Probabilities
P A1 and \ \
A2Statistics
A3 :
Probabilities
EachandofStatistics Probabilities and
these probabilities canStatistics
be computed Probabilities
using andthe
Statistics
mul-
|
tiplication rule.
Multiplication rule
ProbabilitiesA
Example. andbox
Statistics
containsProbabilities
4 white andballs
Statistics
and 6 Probabilities
black balls. and Statistics
we
withdraw 3 and
Probabilities balls one by one
Statistics without
Probabilities replacement.
(a)Probabilities
Statistics that all
Probabilities the balls are
and Statistics black? and Statistics
Probabilities
(b)Probabilities
Statistics that first
Probabilities and thirdProbabilities
and Statistics balls areandwhite Statistics
Probabilities
and and Statisticsis black?
second Probabilities and Statistics Probabilities and Statistics
(c) What
Probabilities andis the probability
Statistics that
Probabilities two balls are
and Statistics black and
Probabilities one is
and Statistics
white?
Soluţie: and Statistics
Probabilities Probabilities and Statistics Probabilities and Statistics
(a)Probabilities
For theand Statistics
first
question =
let Ai Statistics
Probabilities and
"the i -th ball Probabilities and Statistics
is black".
( )=
Probabilities and Statistics 6
Probabilities 10
( j )= 5
and
9
( j
P A1and Statistics; P AProbabilities
2 A1 ; P A3 A1
Statistics \ )=
Probabilities and 4Statistics
A2
Probabilities and
8and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and6Statistics
( \ \ ) = ( ) ( j ) ( j \ ) = 10 9 8 = 61
Probabilities
P Aand 1 Statistics
A2 A3 Probabilities
P A1 PandAStatistics
2 A1 P AProbabilities
3 A1 A2and Statistics
5 4
:
Multiplication rule
(b)Probabilities
For theand second
Statisticsquestion the probability
Probabilities and Statistics is Probabilities and Statistics
Probabilities
and Statistics Probabilities and Statistics Probabilities
Probabilities and Statistics and Statistics
Probabilities \ \
P and A1Statistics = ( ) ( j ) ( j
A2 A3ProbabilitiesP Aand P A2 A1 Probabilities
1 Statistics P A3 A \ )
A2 ;
and1 Statistics
Probabilities
and and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics 4 Probabilities and Statistics Probabilities and Statistics
Probabilities ( )=
P and ( j )=
A1Statistics ; P Probabilities
6
A2 A1 and Statistics ( j \ )=
; P A3 A1 Probabilities
A2
3
and: Statistics
Probabilities and Statistics 10 Probabilities and Statistics
9 8
Probabilities and Statistics Probabilities andStatistics Probabilities and Statistics
\ 2 \
P A1 AProbabilities = =
4 6 3 Probabilities
A3 and Statistics
10 9 8
1
:
Probabilities
and Statistics
10 and Statistics
Multiplication rule
(c)Probabilities
For theand third question
Statistics the probability
Probabilities and Statistics is Probabilities and Statistics
and Statistics
Probabilities
and Statistics
Probabilities \
P A1and Statistics
\ [
A2 A3 Probabilities \
A1 Aand 2 \ A
3 [
Statistics A \ \
Probabilities
1 A 2
and
A 3 =
Statistics

Probabilities and
Statistics
1 \ 2 \
P A A A
Probabilities and Statistics 3 + 1 \ A 2\
P A A
Probabilities and Statistics3 + P A 1 \ A 2 \
A 3
all these
Probabilities andprobabilities
Statistics will be and
Probabilities computed
Statistics using the multipli-
cation rule. As an example Probabilities and Statistics Probabilities and Statistics
( \ \ ) = ( ) ( j ) ( j \ ) =
Probabilities
P A1 A and Statistics
2 A3
P A Probabilities and Statistics
1 P A2 A1 P A3 A1 A2
= 61
6 4 5
10 9 8
:

Probabilities
This schema and Statistics
applies Probabilities and Statistics framework:
for the following ProbabilitiesinandaStatistics
box
we haveandnStatistics
Probabilities
1 white balls and n2and
Probabilities black =
balls, nProbabilities
Statistics +
n1 and n2 Statistics
. We
Probabilities
withdrawand Statistics
from this Probabilities and Statistics
box, without Probabilities
replacement, k and Statistics
balls.
Proposition 2
2N
LetProbabilities
k1 ; k2 and Statistics
, such thatProbabilities
k1 6
nand 6
1 , Statistics
k2 n2 and k =
Probabilities kand +
k2 .
1 Statistics
The probability that from those k balls, exactly k1 are white Probabilities and Statistics
and k2 are
Probabilities black is Probabilities
and Statistics !and Statistics
! Probabilities and Statistics
n1

Probabilities and
n2 Statistics
k1 k2
!and Statistics
:
n
Probabilities and Statistics Probabilities and
k Statistics Probabilities and Statistics

Probabilities
More general: in a box we have n1 balls of color c1 ,and
and Statistics
Probabilities n Statistics
balls of
Probabilities2and Statistics
colorandc2Statistics
Probabilities , ..., np balls of colorandcStatistics
Probabilities p (unde = + + +
n n n
Probabilities
1 2 and np ).
Statistics
We withdraw fromProbabilities
this box, without replacement,
and Statistics
k balls.
Probabilities
Proposition and Statistics
3 Probabilities and Statistics Probabilities and Statistics
Let k1 ; kand
Probabilities : : ; kp
2 ; :Statistics2N ,Probabilities
such that ki 6
and Statistics 6 6
ni , Probabilities
1 i andp Statistics
şi k =
+ + +
k1 k2 and Statisticskp . The
Probabilities
probability that from
those k balls,
Probabilities
exactly k1 areand Statistics
of color cProbabilities
1 , k2 areandof Statistics
color c2 , Probabilities
..., andand kpStatistics
are
of color c
Probabilities is
p and Statistics ! Probabilities
! and Statistics! Probabilities and Statistics
1

nProbabilities

Probabilities :and
k1Probabilities

n2 and Statistics np Probabilities and Statistics
: : Statistics Probabilities and Statistics
k2 and Statistics kp Probabilities and Statistics
!
Probabilities and Statistics : Probabilities and Statistics
n
k and Statistics Probabilities and Statistics
Probabilities and Statistics !
proof: Obviously the total
number of combinations Probabilities
is
+
n1and Statistics
n2
=
!
Probabilities!and Statistics
1 +
Probabilities andkStatistics
k2
n
Probabilities and Statistics Probabilities n
and
1 Statistics Probabilities and Statistics
. Among
Probabilities and these
Statisticsthere Probabilities
are possibilities
and Statistics to get exactly
Probabilities k1
and Statistics
k
k 1 Statistics
Probabilities and Probabilities and Statistics!
Probabilities and Statistics Probabilities and Statistics Probabilities
n and Statistics
white balls,
Probabilities and for each
and Statistics of theseand
Probabilities possibilities
Statistics there
n1
are and Statistics
Probabilities =
k and Statistics
k1
Probabilities and Statistics Probabilities and Statistics Probabilities
!
n2Probabilities and Statistics
k2
possibilities for getting
Probabilities
k and =
k1 Statistics
k2 black Probabilities
balls. and Statistics

Example.
ProbabilitiesInand a box we have
Statistics 4 white
Probabilities balls, 3 red
and Statistics balls, and
Probabilities 5 black
Statistics
Probabilities
balls, and and 4
Statistics
blue balls. Probabilities and Statistics fromProbabilities
We withdraw this box, and Statistics
without
replacement,
Probabilities 7 balls. Probabilities and Statistics
(a) What
Probabilities and is the probability
Statistics that
Probabilities 2 of the balls
and Statistics are white,
Probabilities 3 are
and Statistics
black, and 2 blue? Probabilities and Statistics Probabilities and Statistics
(b)Probabilities
Statistics that exactly
Probabilities 4 of theProbabilities
and Statistics balls areandblack?
Statistics
Probabilities ! Statistics
and ! !Probabilities and Statistics
Solution:
Probabilities and Statistics 4 Probabilities
5 and3Statistics4 Probabilities and Statistics
2 Probabilities

3 and0Statistics2
( )
!
Probabilities and Statistics a Probabilities and Statistics ;
Probabilities and Statistics 16and Statistics
Probabilities Probabilities and Statistics
Probabilities and Statistics Probabilities and7Statistics Probabilities and Statistics
Probabilities and Statistics ! and Statistics
Probabilities ! Probabilities and Statistics
5 and Statistics Probabilities and Statistics
4 and Statistics
3
Probabilities
()
b Probabilities ! :|
and Statistics
Probabilities and Statistics 16Statistics
Probabilities and Probabilities and Statistics
7
Poisson Schema
Theand
Probabilities framework
Statistics ofProbabilities
this schema is the following:
and Statistics Probabilitieswe
and consider
Statistics
a random experience
and n independent
random events (re-
lated toandthis
Probabilities experience):
Statistics A1 ; and
Probabilities A2Statistics
; : : : ; An with known
Probabilities andprob-
Statistics
abilities:
Probabilities and ( )=
PStatistics
A1
( )=
p1 ; Probabilities
P A2 and p2Statistics ( )=
; : : : ; P AnProbabilities
pn : and Statistics
Proposition 4
2N
Probabilities
Let k and Statistics
, k 6 n. Probabilities
and Statistics thatProbabilities
The probability
exactlyandkStatistics
Probabilities
events
and Statistics
occur (from those n) equals the coefficient of x k from the
Probabilities
polynomial and Statistics Probabilities and Statistics Probabilities and Statistics
( + )(
p1 x q1 Probabilities
Probabilities and Statistics + )
p2 x and (
q2 Statistics
::: + )
pn xProbabilities
qn ; and Statistics
where qi P Ai = ( )=
=
1 pi , i 1; n.
Poisson Schema
proof: Let A
Probabilities andi1Statistics
; Ai2 ; : : : ; Aik be the k events that occur (1
Probabilities and Statistics 6 6
ij
Probabilities
n). In the and Statistics
same timeProbabilitiesthe events and Statistics 2f
Ai , with Probabilities
i 1; 2and gn
; :Statistics
::;n
f i ; i ; :
Probabilities
1 2 : : ; i g
, will
and Statistics
k occur.
These are
Probabilities and Statistics independent
events;
Probabilities and Statisticsthe
Probabilities of
probability and their
Statisticsintersection
Probabilities
is and Statistics Probabilities and Statistics
0Probabilities
0
and Statistics
1
Yk Y Probabilities
@ pand
Probabilities A @
Statistics
ij and Statistics
Probabilities
qi A ; and Statistics
weandadd
Probabilities Statistics
all theseProbabilities
probabilities:
and Statistics
=
Probabilities
j 1 and Statistics 2f g
Probabilities
i = i1 ;i2 ;:::ik and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities1and 0
0 Statistics 1 and Statistics
Probabilities
Probabilities and Statistics X Probabilities Y k and Statistics YProbabilities and Statistics
@
Probabilities
Probabilities and

pij Aand @ Statistics
Statistics
qi A ; and Statistics
Probabilities
Probabilities 6
1 and
i1 <Statistics 6 =
i2 <:::<ik n Probabilities
j 1 2f g
i = i1 ;i2 ;:::ik Probabilities and Statistics
and Statistics
butProbabilities
this sumandmay be obtained
Statistics
in other way: by
adding up all the
productsand
Probabilities ofStatistics
the following form:andfor
Probabilities k factorsProbabilities
Statistics of our polynomial
and Statistics
we Probabilities
choose the and Statistics
coefficient Probabilities and Statistics
of x , and for the Probabilities
restProbabilities
we and and Statistics
choose the
Statistics
freeProbabilities
term (from and Statistics Probabilities and
the corresponding Statistics
binomial). Probabilities
The resultandisStatistics
the
k Probabilities and Statistics Probabilities and Statistics
coefficient of x .

Binomial Schema

We and
Probabilities consider
Statistics a random experience
Probabilities and Statistics and Probabilities
a random and event
Statistics A
with probability
P ( )=
A Probabilities and Statistics
p. We perform
independently the
experience
Probabilities n times. Probabilities and Statistics
Proposition
Probabilities 5
TheProbabilities
probability and Statistics
that event
A occurs
Probabilities
k Probabilities
exactlyProbabilities
and Statistics
timesand(0 6 6
and Statistics
k
Statistics
n) is p k and
Probabilities(
Probabilities and
)
Statistics n
p n k Probabilities
1 Statistics .
Probabilities
k Probabilities
and Statistics
and Statistics
Probabilities and Statistics and Statistics Probabilities and Statistics
Binomial Schema
proof: Let
Probabilities the random
and Statistics experience
Probabilities E
be . We
and Statistics
can define
Probabilities a new
and Statistics
Probabilities E0
experiment like this: we perform independently n times.Statistics
and Statistics
E
Probabilities and We
associate to this experiment
Probabilities and Statistics the following
Probabilities and Statistics random events: A i -
which occurs only if at the i -th performing of event A occurs.
E
We are, in
Probabilities andthis way, in Probabilities
Statistics the framework of Poisson
and Statistics schema,
Probabilities with n
and Statistics
Probabilities and
independent StatisticsA1 ; AProbabilities
events 2 ; : : : ; A nand Statistics
each having Probabilities
the same and Statistics
proba-
k
bility p. The
Probabilities and required
Statistics probability
Probabilities andisStatistics
the coeffcient of x andinStatistics
Probabilities the
Probabilities
development and Statistics [ +(
Probabilitiespx
of the binomial
and Statistics )]
1 p n .Probabilities and Statistics

Binomial Schema
Example. We roll
two dice 10 times. What
is the probability
that the and
Probabilities product
Statistics of the two values
Probabilities is 12 exacly
and Statistics 6 times?
=
Solution: Let A "theProbabilities
productandisStatistics
12" (at one Probabilities and Statistics
roll),
Probabilities and StatisticsA = f( ) ( ) ( ) ( )g
Probabilities
2; 6 ; 3;and 4 ;Statistics
4; 3 ; 6; 2Probabilities
; and Statistics
therefore
Probabilities ( )=
P and
A Statistics =
4=36 Probabilities
1=9. The probabilityProbabilities
and Statistics that AandoccursStatistics
Probabilities and!Statistics
exactly 6 times is
1 84 and Statistics
Probabilities

96Probabilities
94
10
and :|
6 Statistics
Geometric Schema
Probabilities
Framework: and Statistics Probabilities
we perform and Statistics
independently a Probabilities
random and Statistics
experi-
ment until
a designated event,andA,
Probabilities ( )=
occurs (PProbabilities
Statistics A p).
and Statistics
Proposition 6 Probabilities and Statistics Probabilities and Statistics
TheProbabilities
probability that event
and Statistics A occurs
Probabilities only at theProbabilities
and Statistics n-th perform-
and Statistics
ing of the experience (n 1) is p 1 p
>
Probabilities and (
Statistics )
n Probabilities
1
. and Statistics
proof: Let the random experience be . We can define E
a new
random experiment
Probabilities and Statistics E0
like follows: we perform
Probabilities and Statistics independently
Probabilities and Statistics E
Probabilities
n times. Weandassociate
Statistics to Probabilities and Statisticsthe following
this experiment Probabilities random
and Statistics
events: Ai -and
Probabilities anStatistics
event thatProbabilities
occurs and only if at the Probabilities
Statistics i -th performing
and Statistics
E0
Probabilities E
(from )andofStatistics event AProbabilities
occurs. and Statistics
The probability
Probabilities that event
and Statistics A occurs
Probabilities only at the
and Statistics n-th performing
Probabilities and
of the experience is Statistics Probabilities and Statistics Probabilities and Statistics
( \
P Statistics
Probabilities and \
A1 A2 Probabilities
::: \An and \ An )= (
1 Statistics 1 p n and)
Probabilities
p Probabilities 1 and Statistics
: Statistics

Geometric Schema
ProbabilitiesAn
Example. and Statistics
urn contains Probabilities
3 red and Statistics
balls, 2 black Probabilities
and 4 blue. and Statistics
We
withdraw a and
Probabilities ball and then Probabilities
Statistics we put itandinStatistics
the same Probabilities
urn untiland weStatistics
get
Probabilities
a blue orandaStatistics
red ball. Probabilities
What is and theStatistics
probability Probabilities
that only and Statistics
at the
fourth withdrawal
Probabilities and Statistics we get a redand
Probabilities orStatistics
a blue ball? Probabilities and Statistics
ProbabilitiesLet
Solution: =
and Statistics Probabilities andball
A "the withdrawn
Statistics
is red orProbabilities
blue", P ( )=
andAStatistics
7=9.Probabilities
The probability
and Statistics that event and
Probabilities A Statistics
occurs only at theandfourth
Probabilities
withdrawal: and Statistics Probabilities and Statistics Probabilities and Statistics
7 23 and Statistics Probabilities and Statistics

Probabilities
:|
9 93 and Statistics
Discrete Random Variable - Introduction

After
Probabilities andwe
Statistics
perform Probabilities
a random and experiment
Statistics
we are often
Probabilities inter-
and Statistics
Probabilities
ested inandcomputing
the value and of Statistics
(or to measure) Probabilities and Statistics
a function
which isandassociated
Probabilities Statistics with the possible
Probabilities oucomes:
and Statistics sum/product
of two dice, the number of heads when tossing a coin etc. Probabilities and Statistics

Probabilities
ThisanditStatistics
is possibleProbabilities
becauseand inStatistics
many cases
the outcomes are
quantitative
Probabilities and Statistics ones Probabilities
(real or integer numbers).
The numerical result
of the measurementProbabilities
of Probabilities
an outcome and Statistics
it is
and Statistics
Probabilities
called aand Statistics variable
random Probabilities and Statistics
- because Probabilities
of its unknown and Statistics
variation.

Informally
Probabilities random variable
and Statistics Probabilitiesisand
a Statistics
function associating to Statistics
Probabilities and each
random event a
number - which may
be the result of a mea-
surement.
Distribution of a Discrete Random Variable
Definition
Probabilities 1
E
LetProbabilities
a randomand Statistics
experience,
Probabilitiesthe
and Statistics
sample space,
Probabilities
a real and Statistics
ran-
dom variable
Probabilities is a function
and Statistics Probabilities:
!R
X and Statistics, suchProbabilities
that forandeveryStatistics
interval J R
,X 1 J
( )
is a random event.Probabilities
and Statistics
Definition
Probabilities and2Statistics Probabilities and Statistics Probabilities and Statistics
A random variable
is called discrete, if
its image is a count-
ably (finite
Probabilities or infinite)
and Statistics set, that
Probabilities j (
)j 6 @
is X
and Statistics 0 . Otherwise
Probabilities and Statistics it
is a continuous
random variable.
If the
Probabilities andsample
Statistics space is a discrete
Probabilities j
j 6 @
set (i.e.,Probabilities 0and
and Statistics ), Statistics
then an
associated randomProbabilities
variableandcan only be Probabilities
Statistics
discrete. and Statistics
(
) = f g
If X and Statisticsx1 ; x2 ; Probabilities
Probabilities : : : ; xn ; : and , then the set
: : Statistics of all pairs
Probabilities ( xi ; pi
and Statistics )
is the distribution or the repartition of the discrete random Probabilities and Statistics
variableandXStatistics
Probabilities , denoted by the following
Probabilities and Statisticstable Probabilities and Statistics
!
: x
Probabilities and Statistics X Probabilities
1 x : : :
2 Statistics n
and
Probabilities
p1 p2 and
x
: : :Statistics
: ::
Probabilities and Statistics(1)
pn : : : Probabilities and Statistics
We use
Probabilities the notations
and Statistics f = g= ( = )=
P Xand Statistics
Probabilities xi
P XProbabilities
xi andpiStatistics
. Obvi-
ously, the sum (which may be a series) of the probabilities Probabilities and Statistics
is 1: and Statistics X Probabilities and Statistics
=
Probabilities
pi 1and < pi 6 8
; 0 Statistics
1; Probabilities
i and Statistics
Probabilities and Statistics i
Probabilities and
Definition 3Statistics Probabilities
:
!R
Probabilities and Statistics and Statistics Probabilities and Statistics
LetProbabilities
X discrete random
and Statistics Probabilities variable
(i)Probabilities
The probability
and Statistics
mass function
Probabilities of X isProbabilities
and Statistics : (
) !
fX Xand Statistics
[ ]
Probabilities
0; 1and , defined
( )=
Statistics by fProbabilities
xi pand
i = f = g
Statistics
P X
x Probabilities
i . and Statistics
Probabilities
(ii) Theand Statistics
distribution Probabilities
function and of
Statistics
X (discrete Probabilities and Statistics
or continuous)
is Fand
Probabilities :R![ ]
X Statistics 0; 1 ,Probabilities
definedand byStatistics
( )= f 6 g
Probabilities
F a andPStatistics X a Probabilities and Statistics
Distribution of a discrete random variable

Each ofand
Probabilities the
Statistics
above functions
Probabilitiescompletely
and Statistics defines the random
variable: the information related to the most refined parti- Probabilities and Statistics
tionand
Probabilities (byStatistics
X ) of theProbabilities
sample space is contained
and Statistics by each
Probabilities of these
and Statistics
functions.
It is theandcase
Probabilities that two
Statistics different
Probabilities and random
Statistics variables may
Probabilities have
and Statistics
the same distribution.Probabilities and Statistics

Probabilities
A randomand Statistics
variableProbabilities
X is often and Statistics
called simply Probabilities and Statistics
a distribution
or repartition,
Probabilities and Statistics meaning
Probabilitiesby
andthis the entire
Statistics familyand
Probabilities of Statistics
random
Probabilities
variables andwhich
Statistics have Probabilities
the sameanddistribution
function and as Statistics
X.
Proposition 7 Probabilities and Statistics Probabilities and Statistics
FX :R![ ]
LetProbabilities and Statistics Probabilities and Statistics
0; 1 the distribution function ofProbabilities
X. and Statistics
(i)Probabilities
FX is aandnon-decreasing
Statistics
function:
( )6
FX a Probabilities ()
FX b and Statistics
, for
all a <and
Probabilities b.Statistics Probabilities and Statistics Probabilities and Statistics
(ii) lim FX a
a !+1 ( )=
1 and lim FX a
a ! 1 ( )=
0.
Distribution of a discrete random variable

As already
noted, theProbabilities
probabilities
associated
and Statistics with the
Probabilities dis-
and Statistics
tribution of X can be determined using its function of dis- Probabilities and Statistics
tribution.
Proposition 8
If X is a random variable, Probabilities and Statistics
then Probabilities and Statistics
f
Probabilities and Statistics 6 g=
P a < X Probabilities
b Fand() b
X Statistics
( )
FX a Probabilities
: and Statistics

Discreteandrandom
Probabilities
Statistics variable are given
Probabilities
mostly byProbabilities
and Statistics the probability
and Statistics
Probabilities
massandfunction,
while and Statistics
the continuous Probabilities
ones are given and Statistics
by the
distribution
Probabilities and Statistics function (or, as
Probabilities we will see,Probabilities
and Statistics by its probability
and Statistics
Probabilities
densityand Statistics
function). Probabilities and Statistics Probabilities and Statistics
Distribution of a discrete random variable - examples
Example.
Probabilities and Suppose
Statistics that a discrete
Probabilities random variable
and Statistics ProbabilitiesXand has four
Statistics
values x1 ; x2 ; x3 ; x4 , cu x1 < x2 < x3 < x4 and corresponding Probabilities and Statistics
probabilities
f = g=
Probabilities and Statistics 1 0:2and f = g=
P X xProbabilities ;P X
Statistics x2 Probabilities
0:3; and Statistics
f = g=
P X xProbabilities
3 0 : 1and
; Pf = g=
Statistics
X x
4
Probabilities
0 :4; and Statistics
theProbabilities
distribution function
and Statistics
is
>
> 0; aand<Statistics
x1
Probabilities and Statistics >
Probabilities
>
>
Probabilities
< 0 :2 and
; a 2[
Statistics
x ;
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FX a Probabilities
>
0:5and
; a x2 ; x3 Probabilities and Statistics
Statistics
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0:6; aand Statistics ) Probabilities and Statistics
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Example.
ProbabilitiesInandaStatistics
box we have 4 white,
Probabilities 3 red, and 3Probabilities
and Statistics blue balls. We
and Statistics
Probabilities
withdraw, andwithout
Statistics replacement,
balls. For Probabilities
each white and Statistics
ball we
win 1 $
and for each
Probabilities and Statistics blue ball we loose
Probabilities and Statistics 1 $
. Let
X be the win;
Probabilitiesthe
determine and Statistics
distributionProbabilities
of X . and Statistics Probabilities and Statistics
Solution: The
Probabilities possible values
and Statistics of X and
Probabilities f
areStatistics g
1; 0; 2Probabilities
; we determine
and Statistics
the probability Probabilities(using
mass function and Statistics Probabilities schema)
hypergeometric and Statistics
Probabilities and Statistics Probabilities and Statistics! Probabilities and Statistics
2 Probabilities
1 and Statistics
Probabilities ( )= f =
fXand Statistics
2 P X Probabilitiesg=
2 and Statistics! = 3
45
=
Probabilities
; and Statistics
15 and Statistics
10 Probabilities
Probabilities and Statistics Probabilities and! Statistics! Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics 3 Probabilities and Statistics
3

1
1 Probabilities
( )= f =
fX and
Probabilities 1 Statistics
P X Probabilities
1 g=
!
and Statistics = 9
= 3 Statistics
and
Probabilities; and Statistics
45 15
2
!
Probabilities !
and Statistics
! Probabilities and Statistics
+ 4

1
3 Probabilities
1Probabilities
and Statistics
15 and1Statistics
( )= f = g=
fX 0 and Statistics
Probabilities P X 0 Probabilities and Statistics ! = =
Probabilities and
; Statistics
45 and3Statistics
2
Probabilities and Statistics ! Statistics
Probabilities and ! Probabilities and Statistics
Probabilities and4Statistics3
1 12Probabilities and Statistics
Probabilities and ( )= f = g=
fXStatistics
1 P XProbabilities
1
Probabilities and10
!
and Statistics
Statistics
= = 4 Statistics
Probabilities and
;
45Probabilities
15 and Statistics
Probabilities and2Statistics 6
( )= f = g=
fX 2
Probabilities and Statistics P Probabilities
X 2 and Statistics ! = = 2
: and Statistics
Probabilities
45 15
2 Probabilities and Statistics
The distribution
Probabilities and Statistics of X Probabilities
is and Statistics Probabilities and Statistics
0
Probabilities and Statistics Probabilities and Statistics 1 Probabilities and Statistics
Probabilities and Statistics 2 1 and0 Statistics
Probabilities 1 2 Probabilities and Statistics
Probabilities and X : @ 1 Probabilities
Statistics 3 5 and Statistics
4 2 |
A : Probabilities and Statistics
Probabilities and Statistics 15 Probabilities
15 15 and15 15
Exercises for seminar
Probabilities and Statistics Formula:
Multiplication
Probabilities and I.3,
I.1, Statistics
I.4. Probabilities and Statistics
Probabilities
Probabilisticand StatisticsSchemata:
II.2, Probabilities
II.3, III.4, III.6,
and IV.5,
III.9, Statistics
IV.6, IV.9.

Discrete Random
Variables: V.2.

Probabilities
Reserve:and Statistics Probabilities
II.1, III.2,
III.7, and Statistics
IV.1, V.3.
End Probabilities and Statistics
Exercises - Multiplication Formula
I.1. In aand
Probabilities box we have 6Probabilities
Statistics white balls, 4 blue, and
and Statistics 2 red.andWe
Probabilities with-
Statistics
drawProbabilities
three and Statistics
balls without Probabilities
replacement. and Statistics
What isProbabilities and Statistics
the probability
thatProbabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(a)Probabilities
the firstandball is white,Probabilities
Statistics and theand other two areProbabilities
Statistics blue? and Statistics
(b)Probabilities
a ball isandblue, and two
Statistics
are red?
I.2. In a box we have 3 white balls, and Statistics
2 black, and Probabilities
4 red.andWe Statistics
with-
draw three
Probabilities balls without
and Statistics replacement.
Probabilities and Statistics What is the probability
(a)Probabilities
all ballsandare Statistics
red? Probabilities and Statistics Probabilities and Statistics
(b)Probabilities
the firstandball Statistics
is black Probabilities
and the and lastStatistics
two are red?Probabilities and Statistics
We have
I.3.Probabilities three urns.
and Statistics One and
Probabilities contains
Statistics 3 white ballsandand
Probabilities 1
Statistics
Probabilities
black, the andsecond
Statistics contains
Probabilities
4 white and Statistics
balls and 5Probabilities
black, and and Statistics
the last
contains 1 white
Probabilities and Statistics balls and 4 black. From
Probabilities and Statistics the first urn a ball is
Probabilities and
withdrawn and Statistics
transferred Probabilities
to the and Statisticsthen Probabilities
second, from theand Statistics
second
urnProbabilities
a ball isandwithdrawn
Statistics and transferred
Probabilities to theProbabilities
and Statistics third; atandlast a
Statistics
Probabilities and Statistics from
ball is withdrawn Probabilities
the third and Statistics
urn. WhatProbabilities and Statistics
is the probability
that
(a)Probabilities
all threeandballsStatistics
are Probabilities
white? and Statistics
(b)Probabilities
two balls and are
Statistics
black and Probabilities
one isand Statistics
white? Probabilities and Statistics
(c)Probabilities
at leastand a Statistics
ball is white? Probabilities and Statistics Probabilities and Statistics
I.4. A box contains five white balls and seven black balls. Probabilities and Statistics
Any-
time we withdraw
Probabilities and Statistics a ball from the
Probabilities and box we replace
Statistics it with
Probabilities and two new
Statistics
balls of the opposite colour.
We make three Probabilities
withdrawals. Find
and Statistics
theProbabilities
probability that
(a) the first two withdrawn balls are of different colours.
(b) the first ball is white and the following two are black.
Two balls
I.5.Probabilities are coloured
and Statistics with and
Probabilities blue or green Probabilities
Statistics and thenandintro-Statistics
duced in a box. A ball is green coloured with probability Probabilities and Statistics
1=3.
Probabilities
(a) If weandknow Statistics
that blueProbabilities
colour andwas
Statistics
used (thatProbabilities
is, atand Statistics
least a
ball is blue coloured),
Probabilities and Statistics what is the probability
Probabilities and Statistics that both
Probabilities
balls are andblue?
(b)Probabilities
The box andisStatistics
overthrown Probabilities
and a and blueStatistics
ball falls.Probabilities
What isandthe Statistics
probability
Probabilities that the remaining
and Statistics Probabilities andball is green?
I.6*. Urn Uand
Probabilities 1 contains
Statistics 3 red balls, and
Probabilities urn U2 contains
Statistics 2 black
Probabilities andballs,
Statistics
andProbabilities
urn U3 and contains
Statistics
1 black balls and 1 red. From
a randomly
chosen urn
Probabilities and we withdraw
Statistics a ball and
Probabilities we replaceProbabilities
and Statistics it with an and opposite
Statistics
colour ball; after this we
withdraw another ball.
If the first ball
Probabilities
is red, whatand is Statistics
the probability Probabilities
thatandthe
Statistics
second isProbabilities
also red? and Statistics
Exercises - Hypergeometric Schema
Probabilities
II.1. From and Statistics
a deck of (52) Probabilities
cardsandwe Statistics
withdrawProbabilities
four cards. and Statistics
(a)Probabilities
Statistics
that exactly twoProbabilities
themandare
ofProbabilities Statistics
red?
and Statistics
Probabilities
(b) What andis
the probability thatand Statistics
exactly oneProbabilities
of themand is Statistics
black?
II.2. In a bag there areProbabilities
4 black and balls and 5 white
Statistics
balls. We
withdrawand4Statistics
Probabilities balls from Probabilities
the bag.and What is the probability
Statistics that
Probabilities
(a) two and Statistics
balls are white Probabilities
and two andare
Statistics
black? Probabilities and Statistics
(b) all balls
Probabilities are black?Probabilities and Statistics
(c) a ball
Probabilities andis white andProbabilities
Statistics three are and black?
Exercises - Hypergeometric Schema
II.3. In a box
Probabilities there are 3Probabilities
and Statistics red balls, 4 blue, andProbabilities
and Statistics 5 green;and4Statistics
ball
are withdrawn from the urn. What is the probability that Probabilities and Statistics
(a)Probabilities
two balls are red, oneProbabilities
and Statistics
is blue, and and one is green?
(b) a ball is red, one is blue, and two are green? Statistics Probabilities and Statistics
Probabilities
(c) threeandballsStatistics
are blueProbabilities
and one andis
Statistics
green? Probabilities and Statistics
Exercises - Binomial Schema
III.1. We flip one hundred
coins.
(a)Probabilities
Statistics that we
Probabilities get fifty tails?
(b)Probabilities
But theandprobability
Statistics
that we get at least fiftyProbabilities
tails? and Statistics
III.2. HDDandLtd.
Probabilities company
Statistics produces
Probabilities hard-disksProbabilities
and Statistics that have mal-
and Statistics
functions with probability of 0:05. The company sells its hd’s Probabilities and Statistics
in bunches
Probabilities of ten andProbabilities
and Statistics guarantees that such Probabilities
and Statistics a package and contains
Statistics
at most one defective hd, otherwise the entire package and
Probabilities and Statistics Probabilities and Statistics Probabilities Statistics
will be
replaced. What
Probabilities is the probability
and Statistics forStatistics
Probabilities and a given package
Probabilitiestoandbe re-
Statistics
Probabilities
placed? and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
III.3. and Statistics
An archer Probabilities
athlete hit and Statistics
the target Probabilities and
with a probability ofStatistics
0:5;
he shoots ten times.
Probabilities and Statistics What is the probability
Probabilities and Statistics that
a)Probabilities
the target is hit exactly
and Statistics five times?
a)Probabilities
the target is hit at least
and Statistics five times?
III.4. We toss
Probabilities two dice ten
and Statistics times.andWhat
Probabilities is the Probabilities
Statistics probability that
and Statistics
a)Probabilities
exactly and Statistics
five times theProbabilities
sum is and Statisticsor equal
greater Probabilities
to 6, andbutStatistics
the
second die is different
Probabilities and Statistics from 4?
b)Probabilities
at mostand eight times the
Statistics
sum is a prime number?
III.5. Facing
Probabilities andan equal opponent,
Statistics Probabilities what is more probable
and Statistics to Statistics
Probabilities and win:
two games from four or three from six? and Statistics Probabilities and Statistics
Probabilities
III.6. Aandcommunication
channel and Statistics
randomly Probabilities and Statistics
and independently
transmits bits (0
with probability 0 :25). The bits are received in
Probabilities
pairs. If sevenand Statistics
pairs of bitsProbabilities and Statistics
are transmitted, Probabilities
what is theand Statistics
proba-
bility that
a)Probabilities
exactly and five times theProbabilities
Statistics receivedandpair is an 0 Probabilities
Statistics 1? and Statistics
b)Probabilities
at mostand six times we Probabilities
Statistics receive an and 1 1?
III.7. A communication
Probabilities and Statistics channel and
Probabilities randomly
Statistics and independently
Probabilities
transmits bits - three at a time (1 with probability 0and
and Statistics Probabilities and Statistics Probabilities Statistics
:2). If six
such sequences of
Probabilities and Statistics bits are transmitted,
Probabilities and Statistics what is the probability
a)Probabilities
exactly and Statistics
five theProbabilities
times Probabilities
received and Statistics
is 0Probabilities
sequence Probabilities
and Statistics
and Statistics
1 and0Statistics
?
b)Probabilities
at leastand Statistics
five times weProbabilities
receive the and Statistics
sequence 0Probabilities
1 1 and ? Statistics
III.8. A pair
Probabilities andof dice is rolled
Statistics six times.
Probabilities One die has
and Statistics number
Probabilities 3 on
and Statistics
Probabilities
all faces,and theStatistics
other oneProbabilities
being a and fairStatistics
one. What Probabilities and Statistics
is the probability
that
a) exactly four times Probabilities
the product of the diceProbabilities
and Statistics
is an even number?
and Statistics
b) at least four times the sum is a prime number? and Statistics Probabilities and Statistics
III.9. A pair
Probabilities of coins isProbabilities
and Statistics flipped and five times. One
Statistics of the
Probabilities and coins
Statistics
hasProbabilities
the probability of getting
and Statistics
head equal with 1=Probabilities
3, the other one
and Statistics
being a fair
Probabilities one. WhatProbabilities
and Statistics is the probability
and Statistics that Probabilities and Statistics
a) exactly
Probabilities three times
and Statistics the coins
Probabilities have different
and Statistics faces?and Statistics
Probabilities
b)Probabilities
at least and Statistics
four times weProbabilities
get head andonStatistics
both Probabilities and Statistics
coins?
Probabilities
III.10. A pairand Statistics Probabilities
of dice is tossed and Statistics
six times. What isProbabilities and Statistics
the probability
a)Probabilities
exactly and three times the
Statistics minimum
Probabilities of the twoProbabilities
and Statistics values we get
and Statistics
Probabilities
is 3?and Statistics Probabilities and Statistics Probabilities and Statistics
b) at least four times the sum of the values is greater than 6?

III.11*. A and
Probabilities dieStatistics
is tossed until 6 occurs
Probabilities four times.
and Statistics What
Probabilities andisStatistics
the
Probabilities
probability and Statistics
that exactly Probabilities
twelveand Statisticsare needed?
tosses ProbabilitiesBut
and Statistics
the the
probability
Probabilities that at most
and Statistics twelveand
Probabilities tosses are needed?
III.12**. Two friends,Probabilities
Ben andand Statistics
toProbabilities
Frank, wantProbabilitiessettle and Statistics
who will
and Statistics
payProbabilities
a dinnerandcheck,StatisticswhichProbabilities
must be and placed on a single
Statistics credit
Probabilities and card.
Statistics
To Probabilities
prolong and theStatistics
excitement, they do not want
to decide on the
Probabilities
basis of a single toss of a coin. Ben suggests that and
and Statistics Probabilities and Statistics Probabilities Statistics
they each
toss a coin 10 times
and the one who gets
the most heads wins.
Probabilities
Frank pointsandoutStatistics
that there Probabilities
couldandbeStatistics
a tie. Ben Probabilities and Statistics
then proposes
theProbabilities
following: Frank
and Statistics wins in case they toss
Probabilities and Statistics the same number of
Probabilities
heads, but and Statistics
Ben will get Probabilities
to tossand11 Statistics
times to Probabilities
Frank’s 10. and Statistics
Is this
fair?
ProbabilitiesIn
III.13**. andthe
Statistics
framework Probabilities
of theandbinomial
Statistics schema:
Probabilities
an and Statistics
experi-
ence is independently
Probabilities and Statistics performed nand
Probabilities times, and weProbabilities
Statistics have inand mind a
Statistics
Probabilities
random event and Statistics ( )=
A, P AProbabilities and Statistics
p, related with this Probabilities
experience;and Statistics
what
number of occurrences of A is more probable?
Exercises - Geometric Schema
IV.1. From
Probabilities a deck ofProbabilities
and Statistics 52 cards andwe randomly
Statistics withdraw
Probabilities a card
and Statistics
Probabilities and
(which is then returnedStatistics Probabilities and Statistics
to the deck) until weProbabilities Probabilities
get an and ace. and Statistics
What
Probabilities and Statistics Probabilities and Statistics Statistics
is the probability
Probabilities that onlyProbabilities
and Statistics at the fifth withdrawal
and Statistics we get and
Probabilities anStatistics
ace?
IV.2. We toss two dice Probabilities
many times. What isProbabilities
and Statistics
the probability
and Statistics
that
Probabilities
(a) onlyand Statistics
just Probabilities
at the third toss andtheStatistics
sum is at Probabilities
least 8? and Statistics
(b) the product
Probabilities and Statisticsis at least 30 in
Probabilities andone of the first
Statistics two tosses?
Probabilities
IV.3*. and Two Statistics Probabilities and Statistics
players successively roll two dice. Probabilities
Theandwinner
Statistics is
the player
Probabilities and get first a total
Statistics at most
Probabilities 9. WhatProbabilities
and Statistics are the and chances
Statistics of
Probabilities
winning for and
theStatistics
player whichProbabilities
startsandtheStatistics
game? Probabilities and Statistics
IV.4. We toss
Probabilities two coins Probabilities
and Statistics many times. What isProbabilities
and Statistics the probability
and Statistics
Probabilities
that and Statistics Probabilities and Statistics Probabilities and Statistics
(a) onlyand
Probabilities just at the fourth
Statistics tossandwe
Probabilities get two heads?
(b) onlyand
Statistics tossandwe
Probabilities get exactly
Statistics one head?
IV.5. A card from aProbabilities
regularand deck is withdrawn
Statistics
and then is
returned to and
Probabilities theStatistics
deck. WeProbabilities
performandthis experience
Statistics manyandtimes.
What is the probability that
Probabilities
(a) onlyand Statistics
just at the thirdProbabilities and Statistics
withdrawal we getProbabilities
a face club? and Statistics
(b) in the
Probabilities and first four withdrawals
Statistics Probabilities and we get no diamond?
IV.6. Aandcommunication
Probabilities Statistics channel
Probabilities randomly Probabilities
and Statistics and independently
and Statistics
Probabilities
transmits and Statistics
bits Probabilities and
(0 with probability Statistics
0:4). The bitsProbabilities
are receivedand Statistics
in
pairs. Whatand
Probabilities is Statistics
the probability thatand Statistics
a)Probabilities
only just and the fourth pair
Statistics is anand
Probabilities 1 Statistics
0? Probabilities and Statistics
b) What is the probability that only just the and Statistics Probabilities
fourthandpair Statistics
is an
1 1?
Probabilities
IV.7. and Statistics
A communication Probabilities
channel and Statistics
transmits Probabilitiesof
sequences and three
Statistics
bitsProbabilities
each; each bit is transmitted
and Statistics randomly
Probabilities and Statistics andProbabilities
independently
and Statistics
Probabilities
(1 with probability 0:2). What is the probability thatand Statistics
and Statistics Probabilities and Statistics Probabilities
a)Probabilities
only just at the fifth Probabilities
and Statistics
sequenceand isStatistics
an 1 0 Probabilities
0? and Statistics
Probabilities
b) no earlier than the third sequence we get an 0 and
and Statistics Probabilities and Statistics Probabilities 0 Statistics
0?
IV.8. A pair of dice is
rolled many times. Probabilities
One of theand Statistics
die has
number 2andon
Probabilities all faces,Probabilities
Statistics the other and one being aProbabilities
Statistics fair one. and What
Statistics is
the probability that Probabilities and Statistics
a) onlyand
Probabilities atStatistics
the fourthProbabilities
roll we get a prime number
and Statistics asand
Probabilities product?
Statistics
b) only at the third roll
we get a double? Probabilities and Statistics
IV.9. We toss
Probabilities a pair ofProbabilities
and Statistics coins many times. One
and Statistics of the
Probabilities and coins
Statistics
has the probability of getting head equal with 1=4, the other one Probabilities and Statistics
being a fair
Probabilities one. WhatProbabilities
and Statistics is the probability
and Statistics that Probabilities and Statistics
a) onlyand
Probabilities just at the fifth
Statistics toss we
Probabilities get a head Probabilities
and Statistics on both and coins?
Statistics
b) no earlier
Probabilities than theProbabilities
and Statistics third toss we get tailProbabilities
and Statistics on bothand coins?
Statistics
IV.10. A
Probabilities andpair of dice Probabilities
Statistics is tossedand many times. Probabilities
Statistics What is and theStatistics
proba-
bility that
a) onlyand
Statistics tossandthe
Probabilities maximum
Statistics of the and
Probabilities twoStatistics
values
Probabilities
we get is and5?
b)Probabilities
only just and at the fifth Probabilities
Statistics toss the and sum of the values
Statistics is less
Probabilities and than
Statistics
6?
Exercises - Distribution of Discrete Random Variable
V.1*. A biased
Probabilities coin has the
and Statistics probability
Probabilities of headProbabilities
and Statistics to occurandatStatistics
one
Probabilities
flip equalandwith Statistics
2=3. The Probabilities
coin isand Statisticsfour times.
flipped Probabilities
LetandXStatistics
be the
random variable
Probabilities and Statisticsequal Probabilities
with theandmaximum
Statistics number of and
Probabilities consective
Statistics
head. Compute the distribution of X . Probabilities and Statistics Probabilities and Statistics
V.2. Two balls
Probabilities are randomly
and Statistics chosen
Probabilities from a bagProbabilities
and Statistics which contains
and Statistics
8 white balls, 4 black, and
2 yellow. Suppose that
a black ball
worth 2 and $
Probabilities , and a white one
Statistics $
1 . Let
Probabilities X be the total
and Statistics win;and
Probabilities determine
Statistics
the distribution of X . Probabilities and Statistics
V.3.Probabilities
Let X and beStatistics
the differenceProbabilities
betweenand Statistics
the number Probabilities and Statistics
of occurrences
of the head and the
number of occurrences
of the tail in three
Probabilities
tosses of and StatisticsDetermine
a coin. Probabilities
theanddistribution
and the and Statistics
repartition
function of X
V.4.Probabilities
A die is andtossed
Statisticstwo times.
Probabilities
LetandXStatistics
1 and X2 beProbabilities
the two and Statistics
results.
(a)Probabilities
Compute and the
Statistics
Probabilities
distribution of X = f
and Statistics
g
min X1 ; Probabilities
X2 . and Statistics
(b) Compute the distribution of Y = max fX1 + X2 ; X1 X2 g.
Bibliography
Bertsekas,
Probabilities D. P., J.Probabilities
and Statistics N. Tsitsiklis, Introduction
and Statistics toand Statistics
Probabilities
Probability, Athena Scietific, 2002. and Statistics Probabilities and Statistics
Gordon, H., Discrete
Probability, Springer
Verlag, New
York, 1997.
Probabilities
Lipschutz, and Statistics
S., TheoryProbabilities
and Problemsand Statisticsof Probability,
Scahaum’s Outline Series,
McGraw-Hill, 1965.
Ross, S. M., A
Probabilities and StatisticsFirst Course in Probability
Probabilities and Statistics , Prentice
Probabilities Hall,
and Statistics
Probabilities and Statistics1998. Probabilities and Statistics
5th edition, Probabilities and Statistics
Probabilities
Stone, and C.
Statistics
J., A CourseProbabilities
in and Statistics
Probability Probabilities
and and Statistics
Statistics,
Duxbury
Probabilities Press, 1996.

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Probabilities and Statistics

b) at least four times the sum of the values is greater than 6?

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b) at least four times the sum of the values is greater than 6?

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