BTCOC402 Probability and Statistics: Satish Desale

BTCOC402 Probability and Statistics
Satish Desale
satishdesale@gmail.com
R.C.Patel Institute of Technology, Shirpur

Dr. Babasaheb Ambedkar Technological University
16th January 2019

Probability
1 Introduction
2 Definition
Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Probability & Statistics Even Semester 2019 2 / 21
Introduction
Probability is the study of random or nondeterministic experiments.

Introduction

If a die is tossed in the air, then it is certain that the die will come down,
but it is not certain that, say, a 6 will appear.

Introduction

If a die is tossed in the air, then it is certain that the die will come down,
but it is not certain that, say, a 6 will appear.
we repeat this experiment of tossing a die; let s be the number of successes,
i.e. the number of times a 6 appears, and let n be the number of tosses.
f (relative frequency) = s/n

This relative frequency is stable for long run
This stability is the basis of probability theory.

Introduction
In probability theory, define a mathematical model of the phenomenon by

assigning probabilities (or: the limit values of the relative frequencies) to
the events connected with an experiment.

Introduction

probability theory began with the study of games of chance, such as roulette
and cards. The probability p of an event A was defined as follows:

Introduction

probability theory began with the study of games of chance, such as roulette
and cards. The probability p of an event A was defined as follows:
if A can occur in s ways out of a total of n equally likely ways, then
p = P (A) = s/n
in tossing a die an even number can occur in 3 ways out of 6 equally likely
ways; hence
3
p=
6

Definition
Experiment:
This is any process of observation or procedure that:
(1) Can be repeated (theoretically) an infinite number of times; and
(2) Has a well-defined set of possible outcomes.

Definition
Experiment:
Example: If we toss a coin, the result of the experiment is that it will either
come up tails, symbolized by T (or 0),or heads, symbolized by H (or 1), i.e.,
one of the elements of the set H, T (or 0, 1).

Definition
Experiment:
Example: If we toss a coin, the result of the experiment is that it will either
come up tails, symbolized by T (or 0),or heads, symbolized by H (or 1), i.e.,
one of the elements of the set H, T (or 0, 1).
Example: If we toss a die, the result of the experiment is that it will come
up with one of the numbers in the set 1, 2, 3, 4, 5, 6.

Definition
Example: If we toss a coin twice, there are four results possible, as indicated
by HH, HT, TH, TT, i.e., both heads, heads on first and tails on second,
etc.

Definition
etc.
Example: If we are making bolts with a machine, the result of the experi-
ment is that some may be defective. Thus when a bolt is made, it will be
a member of the set defective, nondefective.

Definition
etc.
Example: If we are making bolts with a machine, the result of the experi-
ment is that some may be defective. Thus when a bolt is made, it will be
a member of the set defective, nondefective.

Definition
Example:
If an experiment consists of measuring lifetimes of electric light bulbs pro-

duced by a company, then the result of the experiment is a time t in hours
that lies in some intervalsay, 0 ≤ t ≤ 4000 where we assume that no bulb
lasts more than 4000 hours.

Definition
Example:
If an experiment consists of measuring lifetimes of electric light bulbs pro-

duced by a company, then the result of the experiment is a time t in hours
that lies in some intervalsay, 0 ≤ t ≤ 4000 where we assume that no bulb
lasts more than 4000 hours.
Example: Two items are picked, one at a time, at random from a manu-
facturing process, and each item is inspected and classified as defective or
non-defective. S = {N N, N D, DN, DD}

Definition
Sample Space:
The set S of all possible outcomes of some given experiment is called the
sample space

Definition
Sample Space:
sample space
A particular outcome, i.e. an element in S, is called a sample point or
sample.

Definition
Sample Space:
sample space
sample.
Often there will be more than one sample space that can describe outcomes
of an experiment, but there is usually only one that will provide the most
information.

Definition
Sample Space:
sample space
sample.
Often there will be more than one sample space that can describe outcomes
of an experiment, but there is usually only one that will provide the most
information.
Example: If we toss a die, one sample space, or set of all possible outcomes,
is given by {1, 2, 3, 4, 5, 6} while another is {odd, even}. {whether an
outcome is divisible by 3}.

Definition
If a sample space has a finite number of points, it is called a finite sample

space.

Definition

space.
If it has as many points as there are natural numbers 1, 2, 3, . . . , it is
called a countably infinite sample space.

Definition

space.
If it has as many points as there are in some interval on the x axis, such as
0 ≤ x ≤ 1, it is called a noncountably infinite sample space.

Definition

space.
If it has as many points as there are in some interval on the x axis, such as
0 ≤ x ≤ 1, it is called a noncountably infinite sample space.
A sample space that is finite or countably infinite is often called a discrete
sample space, while one that is noncountably infinite is called a nondiscrete
sample space.

Definition
Events:
An event A is a set of outcomes or, in other words, a subset of the sample
space S.

Definition
Events:
space S.
If the outcome of an experiment is an element of A, we say that the event
A has occurred.

Definition
Events:
space S.
If the outcome of an experiment is an element of A, we say that the event
A has occurred.
The empty set φ and S itself are events; is sometimes called the impossible
event, and S the certain or sure event.

Definition
Consider an experiment which, though repeated under essentially identical

conditions, does not give unique results but may result in any one of the sev-
eral possible outcomes.The experiment is known as a trial and the outcomes
are known as events or casts. For example:

Definition

(i) Throwing of a die is a trial and getting l(or 2 or 3, ... or 6) is an event

Definition

(ii) Tossing of a coin is a trial and getting head (H) or tail (T) is an event

Definition

(ii) Tossing of a coin is a trial and getting head (H) or tail (T) is an event
(iii) Drawing two cards from a pack of well-shuffled cards is a trialand getting
a king and a queen are events.

Definition
Exhaustive Events The total number of possible outcomes of an random

experiment known as exhaustive events or exhaustive cases. For example :

Definition

(i) tossing of a coin there are two exhaustive cases, viz., head and tail (the
possibility of the coin standing on an edge being ignored).

Definition

(ii) In throwing of a die, there are six, exhaustive cases since anyone of the
6 faces 1,2, ... ,6 may come uppermost.

Definition

(iii) In drawing two cards from a pack of cards the exhaustive number of
cases is 52C2 , since 2 cards can be drawn out of 52 cards in 52C2 .

Definition

(iii) In drawing two cards from a pack of cards the exhaustive number of
cases is 52C2 , since 2 cards can be drawn out of 52 cards in 52C2 .
(iv) In throwing of 2 dice, the exhaustive number of cases is 62 = 36, since
any of the 6 numbers 1to6 on the first die can be associated with any of
the six numbers on the other die.

Definition
Favorable Events or Cases The number of out comes of a random exper-

iment which entail (or result in ) the happening of an event are termed as
the cases favorable to the event

Definition

(i) In drawing a card from a pack of cards the number of cases favorable to
drawing of an ace is 4, for drawing a spade 13 and for drawing a red card
is 26.

Definition

(i) In drawing a card from a pack of cards the number of cases favorable to
drawing of an ace is 4, for drawing a spade 13 and for drawing a red card
is 26.
(ii) In throwing ot two dice, the number of cases favorable to getting the
sum 5 is 4.

Definition
Mutually exclusive events Two or more events are said to be mutually

exclusive if the happening of any one of them excludes the happening of
any all others in the same experiments. If no two or more of them can
happen simultaneously in the same trial
(i) In throwing a die all the 6 faces numbered 1 to 6 are mutually exclusive
since if anyone of these faces comes, the possibility of others, in the same
trial, is ruled out.
(ii) Similarly in tossing a coin the events head and tail are mutually exclusive.

Definition
Equally likely events Outcomes of a trial are set to be equally likely if

taking into consideration all the relevant evidence there is no reason to
expect one in preference to the others. For example
(i) In tossing an unbiased or uniform coin, head or tail are equally likely
events.
(ii) In throwing an unbiased die, all the six faces are equally likely to come.

Definition
Independent events Events are said to be independent each other if hap-

pening of any one of them is not affected by and does not affect the hap-
pening of any one of others.
(i) In tossing an unbiased coin the event of getting a head in the first toss is
independent of getting a head,in the second, third and subsequent throws.
(ii) I we draw a card from a pack of well-shuffled cards and replace it before
drawing the second card, the result of the second draw is Independence of
the first draw. But, however, if the first card drawn is not replaced then the
second draw is dependent on the first draw.

Definition
We can combine events to form new events using the various set operations:

Definition
(i) A ∪ B is the event either A or B or both.A ∪ B is called the union of A
and B.

Definition
and B.
(ii) A ∩ B is the event both A and B. A ∩ B is called the intersection of A
and B.

Definition
and B.
and B.
(iii) A0 , is the event not A. A0 is called the complement of A.
(iv) A − B = A ∩ B 0 is the event ”A but not B”. In particular A0 = S − A

Definition
and B.
and B.
(iii) A0 , is the event not A. A0 is called the complement of A.
(iv) A − B = A ∩ B 0 is the event ”A but not B”. In particular A0 = S − A
If the sets corresponding to events A and B are disjoint, i.e.,A ∩ B = φ ,
we often say that the events are mutually exclusive. This means that they
cannot both occur. We say that a collection of events A1 , A2 , A3 · · · An is
mutually exclusive if every pair in the collection is mutually exclusive.

Definition
Example: Referring to the experiment of tossing a coin twice, let A be the

event at least one head occurs and B the event the second toss results in a
tail. Then A = {HT, T H, HH, T T } B = {HT, T T }, and so we have
A ∪ B = {HT, T H, HH, T T } = S, A ∩ B = {HT }
A0 = {T T }, A − B = {T H, HH}

Definition
Toss a die and observe the number that appears on top. Then the sample
space consists of the six possible numbers:
S = {1, 2, 3, 4, 5, 6}
Let A be the event that an even number occurs, B that an odd number
occurs and C that a prime number occurs:
S = {1, 2, 3, 4, 5, 6}
A = {2, 4, 6}, B = {1, 3, 5}, C = {2, 3, 5}

A ∪ C = {2, 3, 4, 5, 6}
B ∩ C = {3, 5}
C 0 = {1, 4, 6}

Definition
Toss a coin 3 times and observe the sequence of heads (H) and tails (T)
that appears. The sample space S consists of eight elements:
S = {HHH, HHT, HT H, HT T, T HH, T HT, T T H, T T T }
Let A be the event that two or more heads appear consecutively, and B that
all the tosses are the same:
A = {HHH, HHT, T HH} and B = {HHH, T T T }
Then A∩B = {HHH} is the elementary event in which only heads appear.
The event that 5 heads appear is the empty set φ.

Definition
Toss a coin until a head appears and then count the number of times the coin
was tossed. The sample space of this experiment is S = {1, 2, 3, ..., ∞}.
Here ∞ refers to the case when a head never appears and so the coin is
tossed an infinite number of times. This is an example of a sample space
which is countably infinite.


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BTCOC402 Probability and Statistics

R.C.Patel Institute of Technology, Shirpur

16th January 2019

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Probability is the study of random or nondeterministic experiments.

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Probability is the study of random or nondeterministic experiments.

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Probability is the study of random or nondeterministic experiments.

f (relative frequency) = s/n

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

In probability theory, define a mathematical model of the phenomenon by

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

In probability theory, define a mathematical model of the phenomenon by

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

In probability theory, define a mathematical model of the phenomenon by

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

If an experiment consists of measuring lifetimes of electric light bulbs pro-

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

If an experiment consists of measuring lifetimes of electric light bulbs pro-

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

If a sample space has a finite number of points, it is called a finite sample

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

If a sample space has a finite number of points, it is called a finite sample

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

If a sample space has a finite number of points, it is called a finite sample

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

If a sample space has a finite number of points, it is called a finite sample

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Consider an experiment which, though repeated under essentially identical

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Consider an experiment which, though repeated under essentially identical

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Consider an experiment which, though repeated under essentially identical

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Consider an experiment which, though repeated under essentially identical

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Exhaustive Events The total number of possible outcomes of an random

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Exhaustive Events The total number of possible outcomes of an random

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Exhaustive Events The total number of possible outcomes of an random

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Exhaustive Events The total number of possible outcomes of an random

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Exhaustive Events The total number of possible outcomes of an random

Satish Desale (R.C.Patel Institute of Technology, Shirpur)

Favorable Events or Cases The number of out comes of a random exper-

Satish Desale (R.C.Patel Institute of Technology, Shirpur)