One occuring does not change the In a class,

probability of the other occuring

• 20% of students are
left-handed.

• 5% of students are
earning on A.
P(A|B) =
P(A∩B) / P(B),
P(B)~0? •1% are both.

Are L and A
independent events?

[independent]
5/24/2021 Independent events | MAS SU21 FU ( Slides) | Trần Ngọc Anh 1
 Independence: Example P(A)
P(B)
Two coins are tossed. Let A denote the event
“at most one head on the two tosses,” and B P(A|B)
denote the event “one head and one tail in P(B|A)
both tosses.” Are A and B independent events? P(A∩B)

The following circuit operates only if

there is a path of functional devices
from left to right. The probability that
each device functions is shown on the
graph. Assume that devices FAIL
independently. What is the
probability that the circuit operates?
5/24/2021 Independent events | MAS SU21 FU ( Slides) | Trần Ngọc Anh 2
 Independence: Example P(B|A)
A day’s production of 850 manufactured parts
contains 50 parts that do not meet customer
requirements. Two parts are selected at
random, WITHOUT REPLACEMENT, from the P(B)
batch. Let A ={the first part is defective}, and
let B ={the second part is defective}.

We suspect that these two events are not

independent because knowledge that the first
part is defective suggests that it is less likely
that the second part selected is defective. REPLACEMENT ~ INDEPENDENT
5/24/2021 Independent events | MAS SU21 FU ( Slides) | Trần Ngọc Anh 3
 Exercise 2.3
•Rút không hoàn lại HAI lá bài từ một bộ bài tú lơ khơ (52 con)
•Xác suất lần đầu rút được con đỏ?
•Xác suất lần 2 rút được con đỏ khi biết lần đầu rút được con đỏ?
•Xác suất lần 2 rút được con đỏ khi biết lần đầu rút được con đen?
•Xác suất lần 2 rút được con đỏ?
•Xác suất cả 2 lần rút được con đỏ?
•Biến cố rút được con đỏ ở lần 1 có độc lập với biến cố rút được con
đỏ ở lần 2 không?
•Rút không hoàn lại BA lá bài từ một bộ bài tú lơ khơ (52 con)
5/24/2021 Independent events | MAS SU21 FU ( Slides) | Trần Ngọc Anh 4
 Week 3: PROBABILITY DISTRIBUTION
of discrete random variables
1. What are discrete random variables (DRV)?
2. How to determine probability distribution function PDF of a DRV?
3. What is mean and variance of a PDF?
4. What is Bernoulli trial and Bernoulli distribution?
5. What is the probability of x successes out of n trials?
6. What is the prob of the number of trials until the 1st/rth success successes?
7. What is the prob of the number of successes in a sample of objects?
8. What is the prob of the number of successes in a fixed interval?

5/26/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 5

 1. What are discrete random variables?
•Random variables (RV) X:
–describes the outcome x of an experiment
(ngẫu nhiên / không dự đoán trước được)
–a function that assigns a number to each • A survey is conducted and it is
outcome in the sample space of a random found that 40% watched 2
experiment movies, 50% watched 1 movies,
•Discrete RV (DRV) the rest watched no movie.
?=X
–a finite (or countably infinite) range
• Observing the number of times
•Continuous RV
4 comes up when rolling a dice
–an or some interval or real numbers two times.
–or all real numbers ?=X
5/24/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 6
 2 How to determine probability distribution
1. Collect all possible
function PDF of DRV?
outcomes • 40% watched 2 movies, 50% watched
1 movies, the rest watched no movie.
2. Find the
probability of each
outcome.
• #4 comes up, rolling a dice 2 times
3. Summarizing
results, we get a
probability
distribution
function PDF.
1 ≥ p ≥0, sum = 1
5/25/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 7
 2 How to determine PDF?
1. Collect all Let DRV X denote the number of heads in three tosses of a fair
possible coin. Determine the probability distribution of X.
outcomes • X=
• Sample space
2. Find the
• Events and prob
probability
o 0
of each
o 1
outcome.
o 2
3. Summarizi o 3
ng results • Table
in table.
Binomial distribution B(3, 1/2)
5/24/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 8
 2 How to determine PDF?
We take WITHOUT REPLACEMENT 5 kids from a set of 7 boys and 6 girl. Find the
probability distribution of the selection of 3 girls.
X=
• P(X = 3)
• S1: # choices of 3 from 6 girls
• S2: # choices of 2 from 7 boys
• # choices of (S1 and S2)
• # choices of 5 from (7+6) kids
• Table

Hyper Geometric distribution

5/25/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 9
 3 What is mean and variance of a PDF?
1. Mean or expected value E(X) is long term average of PDF X.
2. Variance of a RDV – V(X) or σ2 (σ is standard deviation).

DESCRIPTIVE STATISTICS
5/25/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 10
 3 What is mean and variance of a PDF?
• A survey is conducted and it is found that 40% watched 2 movies, 50%
watched 1 movies, the rest watched no movie.

The average survey

The variance is 0.41
respondent watched 1.3
videos last week. The standard deviation is 0.6403
5/25/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 11
 3 What is mean and variance of a PDF?
The number of messages sent per hour over a computer network has the
following distribution

X 10 11 12 13 14 15
P(X=x) 0.08 0.15 0.30 0.20 0.20 0.07

• The average is 12.5

• The variance is 1.85
• The standard deviation is 1.36
5/26/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 12
 4 What is Bernoulli trial and Bernoulli distribution?
Bernoulli trial (or binomial trial) is a Bernoulli Distribution
random experiment with exactly two possible outcomes,
"success" and "failure", in which the probability of success • DRV X of 1 Bernoulli
is the same every time the experiment is conducted. trials

• Flipping a coin. o p - the probability

o "heads“ denotes success of success
o reverse ("tails") denotes failure.
o (1-p) the
o A fair coin has the probability of success 0.5.
probability of
• Rolling a dice, where a six is "success" and everything else a
"failure".
failure
o the event is a six; • X = {0, 1}
o the complementary event "not a six".
• In conducting a political opinion poll, choosing a voter at • P(X=0) = 1-p
random to ascertain whether that voter will vote "yes" in an
• P(X=1) = p
upcoming referendum.
5/26/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 13
 5 What is the probability of k successes out of n trials?
Binomial Distribution
• Consider n Bernoulli trials (independent)
o p - the probability of a success in each trial
o (1-p) the probability of a failure
• DRV X that equals the number of successes
• X = {0, 1, 2, …, n}.
• For k = 0, 1, 2, …, n:
o P(X=k) = Cnk px (1-p)n-x

5/26/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 14

 5 What is the probability of k successes out of n trials?
Binomial Distribution Ex3:

Ex2: Each sample of water has a 10% chance

of containing a particular organic pollutant.
Assume that the samples are independent
with regard to the presence of the pollutant.
• Find the probability that in the next 18
samples, exactly 2 contain the pollutant

• Determine the probability that at least

four samples contain the pollutant.

• Determine the probability that 3 ≤ X < 7.

5/26/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 15

 6 What is the prob of the number of trials until the 1st successes?
Geometric Distribution
• Consider of n Bernoulli trials with success probability p
• DRV X denotes the number of trials until the first
success.
• X = {1, 2, …}.
• P(X=k) = (1-p)k-1 p

Ex: The probability that a bit transmitted

through a digital transmission channel is
received in error is 0.1. Assume the
transmissions are independent events.
What is the probability of transmitting 4
bits in success?
5/26/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 16
 6 What is the prob of the number of trials until the rth successes?
Negative Binomial Distribution
• Consider of n Bernoulli trials with success probability p
• DRV X denotes the number of trials until the rth success.
• X = {r, r+1, …}.
• P(X=k) = Ck-1r-1 (1-p)k-r pr

Ex2: A Web site contains three identical computer servers.

Only one is used to operate the site, and the other two are
spares that can be activated in case the primary system fails.
The probability of a failure in the primary computer (or any
activated spare system) from a request for service is 0.0005.
Assuming that each request represents an independent trial.
What is the probability that all three servers fails within five
requests?
5/26/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 17
 7 What is the prob of the number of successes in sample?
HYPERGEOMETRIC Distribution
• A set of N objects contains
• M obj as M successes
• N-M obj as failure
• A sample of size n is selected randomly (without
replacement) from the N obj, N ≥ M and N ≥ n.
• X denotes the number of succeses in the sample.
• X = {1, 2, …, n}.
• P(X=k) = (CMk CN-Mn-k) / CNn.

Ex1: Randomly choose (without replacement)

3 kids from a group including 6 boys and 4
girls. Find the probability distribution of the
number of girls in group.
5/26/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 18
 7 What is the prob of the number of successes in sample?
HYPERGEOMETRIC Distribution • P(X=k) = (CMk CN-Mn-k) / CNn.

Ex2: A batch of parts contains 100 parts from a local supplier of tubing and 200 parts from a supplier
of tubing in the next state. If four parts are selected randomly and without replacement, what is
the probability they are all from the local supplier?

Ex3:

5/26/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 19

 8 What is the prob of no of successes in a fixed interval?
POISON Process & Distribution
• Consider an interval T of real numbers • P(X=k) = (e-λ λk) / k!.
partitioned into subintervals ∆t of small
length and assume that ∆t as tends to
zero,
• the probability of more than one event in
a subinterval tends to zero,
• the probability of one event in a
subinterval tends to λ ∆t/T,
• the event in each subinterval is
independent of other subintervals
• A random experiment with these properties is
called a Poisson process.
• X denotes the number of events that can
appear in a fixed interval with parameter λ > 0.
• We have λ – the average number of events in
the interval.
5/26/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 20
 8 What is the prob of no of successes in a fixed interval?
POISON Distribution • P(X=k) = (e-λ λk) / k!.
Ex1: Trong một tiệm
giặt ủi, giả sử một
máy giặt bị hư
trung bình 3 lần
trong một tháng.
Hỏi xác suất để máy
giặt này hư đúng
hai lần trong tháng
tới là bao nhiêu?

5/26/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 21

 8 What is the prob of no of successes in a fixed interval?
POISON Distribution • P(X=k) = (e-λ λk) / k!.
Ex4:

5/26/2021 Discrete Probabilities | MAS SU21 FU ( Slides) | Trần Ngọc Anh 22