AEM214 Fundamentals of Statistics – 2021-22

CHAPTER - 5

PROBABILITY, RANDOM VARIABLE & DISTRIBUTION FUNCTION

Probability: Probability is the chance of success or occurrence of an event. Probability is

very common word in day to day life.

Probability of a Sample Point:

The probability of a sample point is a measure of the likelihood that the sample point
will occur. The probability is following the rules given below.

 The probability of any sample point can range from 0 to 1.

 The sum of probabilities of all sample points in a sample space is equal to 1.

Examples with Concepts:

1
Suppose we conduct a simple random experiment. We flip a coin one time. The coin flip
can have one of two outcomes - heads or tails. Together, these outcomes represent the
sample space of our experiment. Individually, each outcome represents a sample point in
the sample space. What is the probability of each sample point?

Solution: The sum of probabilities of all the sample points must equal 1. And the
probability of getting a head is equal to the probability of getting a tail. Therefore, the
probability of each sample point (heads or tails) must be equal to 1/2.

2
If we toss a fair die, what is the probability of each sample point?

Solution: For this experiment, the sample space consists of six sample points: {1, 2, 3, 4,
5, 6}. Each sample point has equal probability. And the sum of probabilities of all the
sample points must equal 1. Therefore, the probability of each sample point must be
equal to 1/6.

Probability of an Event:

The probability of an event is a measure of the likelihood that the event will occur. The
conventional probability is following rules.

 The probability of any event can range from 0 to 1.

 The probability of event A is the sum of the probabilities of all the sample points
in event A.
 The probability of event A is denoted by P(A).

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Thus, if event A were very unlikely to occur, then P(A) would be close to 0. And if event
A were very likely to occur, then P(A) would be close to 1.

Example: 1

Suppose we draw a card from a deck of playing cards. What is the probability that we
draw a spade?

Solution: The sample space of this experiment consists of 52 cards, and the probability of
each sample point is 1/52. Since there are 13 spades in the deck, the probability of
drawing a spade is

P(Spade) = (13)(1/52) = 1/4

Example 2
Suppose a coin is flipped 3 times. What is the probability of getting two tails and one
head?

Solution: For this experiment, the sample space consists of 8 sample points.

S = {TTT, TTH, THT, THH, HTT, HTH, HHT, HHH}

Each sample point is equally likely to occur, so the probability of getting any particular
sample point is 1/8. The event "getting two tails and one head" consists of the following
subset of the sample space.

A = {TTH, THT, HTT}

The probability of Event A is the sum of the probabilities of the sample points in A.
Therefore,

P(A) = 1/8 + 1/8 + 1/8 = 3/8

Probability of a Single Event

Probability is the chance or chance factor for the occurrence of event or any specified or
favorable event.

There are some scientific important definitions.

Random Experiment: We can’t sure about the outcome of experiment or we can’t say
confirm regarding the out come of the experiment.

Exhaustive Event/Cases: Total number of possible outcomes in the random experiment.

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Mutually Exclusive Event / Cases: In the random experiment, two events or cases can’t
be occurred at the same time.

Equally likely Event/Case: There is no reason to expect one in preference to other.

Independent Event/Case: Event or Case is said to be independent if the happening or

non happening of an event/case is not affected to the other event/case.

In the random experiment, p is the probability or chance of occurrence of event

(favorable events/cases)

Probability of Two (or more) Independent Events

Events A and B are independent events if the probability of Event B occurring is the
same whether or not Events occurs. Let's take a simple example. A fair coin is tossed two
times. The probability that a head comes up on the second toss is 1/2 regardless of
whether or not a head came up on the first toss. The two events are (1) first toss is a head
and (2) second toss is a head. So these events are independent. ot.

Probability of A and B

When two events are independent, the probability of both occurring is the product of the
probabilities of the individual events is:

P(A and B) = P(A) x P(B)

where P(A and B) is the probability of events A and B both occurring, P(A) is the
probability of event A occurring, and P(B) is the probability of event B occurring

If you flip a coin twice, what is the probability that it will come up heads both times?
Event A is that the coin comes up heads on the first flip and Event B is that the coin
comes up heads on the second flip. Since both P(A) and P(B) equal 1/2, the probability
that both events occur is

1/2 x 1/2 = 1/4

If you flip a coin and roll a six-sided die, what is the probability that the coin comes up
heads and the die comes up 1? Since the two events are independent, the probability is
simply the probability of a head (which is 1/2) times the probability of the die coming up
1 (which is 1/6). Therefore, the probability of both events occurring is 1/2 x 1/6 = 1/12.

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B) when A and B are not independent.

Probability of A or B

If Events A and B is dependent, the probability that either Event A or Event B occurs is:

P(A or B) = P(A) + P(B) - P(A and B)

If you flip a coin two times, what is the probability that you will get a head on the first
flip or a head on the second flip (or both)? Letting Event A be a head on the first flip and
Event B be head on the second flip then P(A) = 1/2, P(B) = 1/2, and P(A and B) = 1/4.
Therefore,

P(A or B) = 1/2 + 1/2 - 1/4 = 3/4.

If you throw a six-sided die and then flip a coin, what is the probability that you will get
either a 6 on the die or a head on the coin flip (or both)? Using the formula,

P(6 or head) = P(6) + P(head) - P(6 and head)

= (1/6) + (1/2) - (1/6)(1/2)
= 7/12

An alternate approach to computing this value is to start by computing the probability of

not getting either a 6 or a head. Then subtract this value from 1 to compute the
probability of getting a 6 or a head. Although this is a complicated method, it has the
advantage of being applicable to problems with more than two events. Here is the
calculation in the present case. The probability of not getting either a 6 or a head can be
recast as the probability of

(not getting a 6) AND (not getting a head).

This follows because if you did not get a 6 and you did not get a head, then you did not
get a 6 or a head. The probability of not getting a six is 1 - 1/6 = 5/6. The probability of
not getting a head is 1 - 1/2 = 1/2. The probability of not getting a six and not getting a
head is 5/6 x 1/2 = 5/12. This is therefore the probability of not getting a 6 or a head. The
probability of getting a six or a head is therefore (once again) 1 - 5/12 = 7/12.

If you throw a die three times, what is the probability that one or more of your throws
will come up with a 1? That is, what is the probability of getting a 1 on the first throw OR
a 1 on the second throw OR a 1 on the third throw? The easiest way to approach this
problem is to compute the probability of

NOT getting a 1 on the first throw

AND not getting a 1 on the second throw
AND not getting a 1 on the third throw.

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The answer will be 1 minus this probability. The probability of not getting a 1 on any of
the three throws is 5/6 x 5/6 x 5/6 = 125/216. Therefore, the probability of getting a 1 on
at least one of the throws is 1 - 125/216 = 91/216.

Conditional Probabilities

Often it is required to compute the probability of an event given that another event has
occurred. For example, what is the probability that two cards drawn at random from a
deck of playing cards will both be aces? It might seem that you could use the formula for
the probability of two independent events and simply multiply 4/52 x 4/52 = 1/169. This
would be incorrect, however, because the two events are not independent. If the first card
drawn is an ace, then the probability that the second card is also an ace would be lower
because there would only be three aces left in the deck.

Once the first card chosen is an ace, the probability that the second card chosen is also an
ace is called the conditional probability of drawing an ace. In this case the "condition" is
that the first card is an ace. Symbolically, we write this as:

P(ace on second draw | an ace on the first draw)

The vertical bar "|" is read as "given," so the above expression is short for "The
probability that an ace is drawn on the second draw given that an ace was drawn on the
first draw." What is this probability? Since after an ace is drawn on the first draw, there
are 3 aces out of 51 total cards left. This means that the probability that one of these aces
will be drawn is 3/51 = 1/17.

If Events A and B are not independent, then P(A and B) = P(A) x P(B|A).

Applying this to the problem of two aces, the probability of drawing two aces from a
deck is 4/52 x 3/51 = 1/221.

Solved Problems:

1. Find the chance of throwing (a) 4, (b) an even number, with an ordinary six –faced die.

(a) P (4) = Favorable Cases/Total Number of outcomes = 1/6

(b) Prob. (Even number) = 3/6 = 1/2

2. A bag contains 3 red, 6 white and 7 blue balls. Find the probability of drawing a red
ball from the bag and (b) ball are blue or white

(a) Prob. (Red Ball) = Favorable Cases/Total Number of outcomes = 3/16

(b) Prob. (Blue or White) = 13/16

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3. If a card is drawn from a well shuffled pack, find (a) the chance that the card drawn is
the king of spade (b) the chance that the card is spade ( c ) the chance that the card is a
king

(a) Since there are 52 cards in a pack, and there is only one king of spade, the chance of
drawing the king of spade is 1/52

(b) There are 13 cards of spade. Required chance is 13/52 = 1/4

(c ) There are four kings in a card . Therefore probability is 4/52 = 1/13

4. Find the chance of throwing at least one 3 in a single throw with two die.

The chance of not throwing a 3 with one die is 5/6. Since the events are independent, the
chance of not throwing one or more 3 with two die is 5/6 x 5/6 = 25/36

Therefore chance of throwing one 3 at least = 1 – chance of not throwing one or more 3
= 1- 25/36 = 11/36

Random Variable
A random variable is a function that associates a unique numerical value with every
outcome of an experiment. The value of the random variable will vary from trial to trial
as the experiment is repeated.

There are two types of random variable - discrete and continuous.

A random variable has either an associated probability distribution (discrete random

variable) or probability density function (continuous random variable).

Examples

1. A coin is tossed ten times. The random variable X is the number of tails that are
noted. X can only take the values 0, 1, ..., 10, so X is a discrete random variable.
2. A light bulb is burned until it burns out. The random variable Y is its lifetime in
hours. Y can take any positive real value, so Y is a continuous random variable.

Discrete Random Variable

A discrete random variable is one which may take on only a countable number of distinct
values such as 0, 1, 2, 3, 4, ... Discrete random variables are usually (but not necessarily)
counts. If a random variable can take only a finite number of distinct values, then it must
be discrete. Examples of discrete random variables include the number of children in a
family, the Friday night attendance at a cinema, the number of patients in a doctor's
surgery, the number of defective light bulbs in a box of ten.

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Continuous Random Variable

A continuous random variable is one which takes an infinite number of possible values.
Continuous random variables are usually measurements. Examples include height, weight,
the amount of sugar in an orange, the time required to run a mile.

Independent Random Variables

Two random variables X and Y say, are said to be independent if and only if the value of
X has no influence on the value of Y and vice versa.

The cumulative distribution functions of two independent random variables X and Y are
related by
F(x,y) = G(x).H(y)
Where,
G(x) and H(y) are the marginal distribution functions of X and Y for all pairs (x, y).

Knowledge of the value of X does not affect the probability distribution of Y and vice
versa. Thus there is no relationship between the values of independent random variables.

For continuous independent random variables, their probability density functions are
related by f(x,y) = g(x).h(y)

Where, g(x) and h(y) are the marginal density functions of the random variables X and Y
respectively, for all pairs (x,y).

For discrete independent random variables, their probabilities are related by

P(X = xi ; Y = yj) = P(X = xi).P(Y=yj) for each pair (xi, yj).

Probability Distribution

The probability distribution of a discrete random variable is a list of probabilities

associated with each of its possible values. It is also sometimes called the probability
function or the probability mass function.

More formally, the probability distribution of a discrete random variable X is a function

which gives the probability p(xi) that the random variable equals xi, for each value xi:
p(xi) = P(X=xi)

It satisfies the following conditions:

a.
b.

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Cumulative Distribution Function

All random variables (discrete and continuous) have a cumulative distribution function. It
is a function giving the probability that the random variable X is less than or equal to x,
for every value x.
Formally, the cumulative distribution function F(x) is defined to be:

for

For a discrete random variable, the cumulative distribution function is found by summing
up the probabilities as in the example below.

For a continuous random variable, the cumulative distribution function is the integral of
its probability density function.

Example
Discrete case : Suppose a random variable X has the following probability distribution
p(xi):
Xi 0 1 2 3 4 5
p(xi) 1/32 5/32 10/32 10/32 5/32 1/32

This is actually a binomial distribution: Bi(5, 0.5) or B(5, 0.5). The cumulative
distribution function F(x) is then:
Xi 0 1 2 3 4 5
F(xi) 1/32 6/32 16/32 26/32 31/32 32/32

F(x) does not change at intermediate values. For example:

F(1.3) = F(1) = 6/32
F(2.86) = F(2) = 16/32

Probability Density Function

The probability density function of a continuous random variable is a function which can
be integrated to obtain the probability that the random variable takes a value in a given
interval.

More formally, the probability density function, f(x), of a continuous random variable X
is the derivative of the cumulative distribution function F(x):

Since it follows that:

If f(x) is a probability density function then it must obey two conditions:

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a. that the total probability for all possible values of the continuous random variable
X is 1:

b. that the probability density function can never be negative: f(x) > 0 for all x.

Discrete Distribution:

Binomial Distribution: Binomial distributions model (some) discrete random variables.

Typically, a binomial random variable is the number of successes in a series of trials, for
example, the number of 'heads' occurring when a coin is tossed 50 times.

A discrete random variable X is said to follow a Binomial distribution with parameters n

and p, written X ~ Bi(n,p) or X ~ B(n,p), if it has probability distribution

where
x = 0, 1, 2, ......., n
n = 1, 2, 3, ....... and p = success probability; 0 < p < 1

The trials must meet the following requirements:

a. the total number of trials is fixed in advance;

b. there are just two outcomes of each trial; success and failure;
c. the outcomes of all the trials are statistically independent;
d. all the trials have the same probability of success.

The Binomial distribution has expected value E(X) = np and variance V(X) = np(1-p).

Poisson Distribution

Poisson distributions model (some) discrete random variables. Typically, a Poisson

random variable is a count of the number of events that occur in a certain time interval or
spatial area. For example, the number of cars passing a fixed point in a 5 minute interval,
or the number of calls received by a switchboard during a given period of time.

A discrete random variable X is said to follow a Poisson distribution with parameter m,

written X ~ Po(m), if it has probability distribution

where :
x = 0, 1, 2, .............., n and m > 0.

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The following requirements must be met:

a. the length of the observation period is fixed in advance;

b. the events occur at a constant average rate;
c. the number of events occurring in disjoint intervals are statistically independent.

The Poisson distribution has expected value E(X) = m and variance V(X) = m; i.e. E(X)
= V(X) = m.

The Poisson distribution can sometimes be used to approximate the Binomial distribution
with parameters n and p. When the number of observations n is large, and the success
probability p is small, the Bi(n,p) distribution approaches the Poisson distribution with
the parameter given by m = np. This is useful since the computations involved in
calculating binomial probabilities are greatly reduced.

Continuous Distribution:

Normal Distribution

Normal distributions model is based on continuous random variables. Strictly, a Normal

random variable should be capable of assuming any value on the real line, though this
requirement is often waived in practice. For example, height at a given age for a given
gender in a given racial group is adequately described by a Normal random variable even
though heights must be positive.

A continuous random variable X, taking all real values in the range is said to
follow a Normal distribution with parameters µ and if it has probability density
function

We write

This probability density function (p.d.f.) is a symmetrical, bell-shaped curve, centred at

its expected value µ. The variance is .

Many distributions arising in practice can be approximated by a Normal distribution.

Other random variables may be transformed to normality.

The simplest case of the normal distribution, known as the Standard Normal Distribution,
has expected value zero and variance one. This is written as N(0,1).

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Solved Examples of Probability and Distribution function

5. A constant random variable X hax probability density function f(x)=3x2 0 ≤ x ≤ 1

Find a and b such that (1) P ( X≤ a)= P(X > a) (2) P (X>b) = 0.05

(1) Since P ( X≤ a)= P(X > a)

a
P ( X≤ a) = 1/2 → ∫ f (X). dx = 1/2
a 0 a
3 ∫ x2 dx = 1 / 2 → 3 [ x2 / 3 ] =1/2
0 0
= a2 = 1/2 a = (1/2)1/2

(2) Since P ( X > b)= 0.05

a
P ( X> b) = 0.05 → ∫ f (X). dx = 0.05
1 0
2
3 ∫ x dx = 0.05 → 1 – b2 =1 / 20
b
= b2 = 19 / 20 b = (19/20)1/2

6. A department in a works has 10 machines which may need adjustment from time to
time during the day. Three of these machines are old, each having probability of 1 / 11 of
need adjustment during the day and 7 are new having corresponding probability of 1 / 21
Assuming that no machines need adjustment twice on the day. Find out the probability
that (1) Only 2 old and no new machines need adjustment (2) If just two machines need
adjustment they are of the same type.

Let p1 = prob. That an old machine need adjustment = 1/11 and q1 = 1 – 1/11 = 10/11

P2 = prob. That a new machine need adjustment = 1/21 and q2= 1-1/21 = 20/21

Then p1(r) = prob. That r old machine need adjustment = 3Cr x p1r x q13-r

p2(r) = prob. That r new machine need adjustment = 7Cr x p2r x q27-r

(1) Prob. of only 2 old machine and no new machine need adjustment
= p1(2) x p2 ( 0 ) = 3C2 x (1/11)2 x (10/11) x (20/11) = 0.016

(2) Similarly the prob. that just 2 new machine and no old machine need adjustment
= p1( 0) x p2 (2) = (10/11)3 x 7C2 x (1/21) x (20/21)5 = 0.028

The probability that if just two machine need adjustment, they are of the same type is the
same as the prob. that either just two old and no new or just two new no old machines
need adjustment = 0.016 + 0.028 = 0.044

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7. Suppose that the number of telephone calls coming in to a telephone exchange between
10 AM and 11 AM say X1 is a random variable with the Poisson distribution with
parameter 2. Similarly between 11 AM and 12 AM say X2 is a random variable with the
Poisson distribution with parameter 6. If X1 and X2 are independent, what is the
probability that more than 5 calls come in between 10 AM and 12 Noon.

Let X = X1 + X2 by the additive law of poisson distribution, X is also follow poisson

variate with parameter λ = 2 + 6 = 8

Hence the probability of x calls in between 10AM – 12AM Noon is given by

P (X =x) = e-λ λx / x ! = e-8 . 8x / x! ; x= 0, 1, 2, 3, 4,

Probability that more than 5 calls between 10 – 12 Noon
5
P (X> 5) = 1 – P ( X ≤ 5) = 1- Σ e-8 . 8x / x! = 1- 0.1912 = 0.8088
0

8. A manufacturer of cotter pins knows that 5% of this product is defective. If the sell
cotter pins in a box of 100 and guarantees that not more than 10 pins will be defective,
what is the approximate probability that a box will fail to meet the guaranteed quality .

N = 100
p probability of defective pin = 5% = 0.05
λ mean number of defective pins in box = np = 100 x 0.05 = =
since p is small, we may use Poisson distribution

P (X =x) = e-λ λx / x ! = e-5 . 5x / x! ; x= 0, 1, 2, 3, 4,

Probability that a box will fail to meet the guaranteed quality is

10
P (X> 10) = 1 – P ( X ≤ 10) = 1- Σ e-5 . 5x / x! = 1- 0.986 = 0.0138
0

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