ho
ot ANb RAnioM VaeALES
RvsAESI LITY
A andom afanctn
te a sanple
ardo
and
BAMAE!
teoo
Cendes the apimet taing
oins tfen
HH T THt
trT)=2
Then x a ando Vaiable
Infoct
as pes ag
FvENT DEFED
be
a TFen
alert
&imaaly,
x exj:= )we c: xCu)x4
DISTeIBTtE
CsMULHVE
DIE23UTE
Jet x be Randon otade sern
CDF CX) dereed by F,(x)
P[x=
The proebablety eererrt x
PeopetEc
3.
JCTRBUTVE RANDOM VRIPBLES :
A gandom vae &t
to be dardan eeabe. t x takes
a tote Cetnby inende valus
CoLniby
olot
leos
PeoBABLITY DstIBUTtoN
A Rando msialsle be deined
folotsiq drilibetiob
2
) ol
Evaluate
) Fro tne
Cernuloive trbettob
-
Evalearte
Px) +0
Fa)+
teto
FH)= +
-
E3)
(n) P* &2) ea)P-)o)tFC)
FH) F3),=
15
to
+
I5
|5
56
(h) PeaLn2 = P¢-)t, PCo)+Pc)
+ 2
F)
|v) Maan
(1)1
(o3,)
80
(1-)1
|5 (o)1
2. A andors
t 2, 3 and such sat
PCX ) OF
k=s) -sC=y).ndtae
dit bston and buumulave Diibuteor
funie 2
Soln!
PC*=1)= K,
(13
pletbs
ONINOUe
(a) Let
4 Randorn vsae t
asiable t
coneraue andon
ConO o
wel-c) aauing
numbes p(x c4)) M o
and an be deine by
t x dx
d
OgUEM
(0) shoe ha foy Ps a
vasfable
Fo) =pEve fewo d gandor
bo
tosee odependert
oblesvato prcbabiit
tat -tfeee tasee.
( foxs dx =)
trat
at Ba-ha
F C*) = P [e 913/,9
+
2
3 -
a a1a Fe) = e]=
p[*
+
3
2
(e x)
de
2
CD
PpereeTtes!
Mu (at)
2 x 43
x andy se
osloil2o06
MoMENTIC MortENTT GeNEeATNG FuNCTON
Cuars and propertteg'
L
E[]= oo)-FCI5)
controg
', P[ac bJ Fco)FCa)
= |- 2XI5)
)du 2 (s cottee
ineiple
eovtinuoU!
MF EX
costtnog
Cortinuous aralo
is qvn by (
FC)=
25
FC)
(8-x) c3
and
() iF o
Ft) o
dio) PDE:
dx
)2- B (3-z)
FC«) =--22)
K2 bJ F6)-Fca))
fr) = 26 C9-ez)
FC)- FCo)
(4)
(
(r4) 42)
colht
(r41)lrt 2).
(2)(2)
|3)(4).
cobl
3
?
11
)
EINOMINAL .pITCUUTtON
Corue4
uppace -ict
pocboBley Auetavs
x dorote
bReroinal and Pte praebotsily
fueton ie quu by
Mg (e t pey
VasJ Vas [J
aRe arsceon
noof munbe
toeeh ta
aveng
let c be tse &le space
lot A be qett
a neembe
evfete
ta setovd e .
- 6(414)
cect ct Bofarotlie
=(20r5
800 farils Lotr fow
chdrer 7ach. 4lous rory tamtee aocl
Out ct (5x8O0
orty
42 Probability and Random Variables
Problems on Geometric distribution
1. If the probabilitythat an applicantfor a driver's license wll pass the road test on anygiven triali
what is the probability that he will finally pass the test
(a) On the 4th trial (b) In fewer than 4 trials?
2. A and B shoot independently each his own The
3 5
until hits target. probabilities of their hiting at e..
shot are and
respectively. Find the probability that B will require more shots than A.
3. A coin is tossed until the first head occurs. Assuming that the
tosses are independent and the probability
of a head occurring p, find the value ofp so that the probability
is
that an odd number of tosses required
is equal to 0.6. Can you find a
value of p so that the probability is 0.5 that an odd number of
tosses
is
required?
4=-p
Let = no:af. trail eqved to pos
P
=(o.3Co 8)
pobability tae test on
Mathematics - Work Book 43
=o8(2¢)
poebabilty passtng te
tRo test on
'T6e
B. Ginen!
X = Ne oftocees
proreseob,
By Geornetrte
|P-e
44 Probability andRandom Variables
From
No Thee ho
tosce -te geto.5
Mathematics - Work Book 47
Continuous Distributions
distribution:
Uniform or Rectangular
1.
pdf is given by
4 continuous r.v. X issaid to have unifom distribution on (a, b) if its
1
if a<r<b
flr) =D-a
0 otherwise
time interval.
are equally likely to occur at any time within a given
Tt is used to modelevents that
of a Uniform or Rectangular Distribution:
Derivation of the MGF, Mean and Variance
b-4
Mean ECJath
abt b)
atabb
24
a abtb altabb
(2
ae
Uniform Distribution
Problems on over the interval (-3,3).
1. A random
variable X has a uniform
distribution
(a) find P[X = 2].
(b)
<
findP[|X – 2|
2).
1
(c) find k such that P(X > k) =7
over (-a, a),a > 0, find a so that
2. If X is uniformly distributed
(a) P(X > 1) =
(b) P(|X|<1) = P(X| > 1)
airport to Los Anod
there is a flight from
San Francisco
5.00 am every half an hour
3. Starting at
and always have room for passenoee
out
none ofthese planes is completely sold
random time between 8.45 am
Suppose that and 9.45
Airport.
to L.A. arrives at the airport at
A person who wants to fly
Find the probability that
she waits
(a) at mnost 10 minutes,
(b) at least 15 minutes.
(-83)
+s5% s,8)
otReOe
P[
=
PLx=>J=|
Mathematics- Work Book 51
mi) P(x >k)> he Cs,3)
otRaase
(b)
a-l
fe
ot Resutee
Mathematics - Work Book 53
(- Px<]=,
3+2a=a
(-8,3)
ofaeotce