»D
| --———-Unai =- 300
PROBABILITY
Pxobabitety :
© pxobabitsty A lo saince of decciedy -
making swith coleulaled sks 4 te dace of
- Ya lin chow
G sample spac 3) and are not dixpink | tien
PCnus) = Pca) + PCB) - Plans)
Ava = Av Cina),
whexe A ond Ana axo rudually
foink
dif = pl(aus) = P [av (ans) J
* Pla) + P (ined Tey Autom 3}
* Pw) +P0BY - PLAnB)
or om (4) orwwovels F fxm ASeoram 3.3 Of)J
P thus) = Pla) + [plang) +plane)3 —p (ane)
= Plp) +P (inB) u(ane)J - P(angd
fe Uiine) and lane) axe déijesnt: ]
> Plav8) = playspiB)~P (ane)9 Maltin ‘Theoxam af paohabittly
fox two quenks A and B
Plana) == Pla) - PlBin) , Pla) ¥o |
= P(e) - Pale) , p(B) x0
Whore PBA) sopresents tondEtienal Probohtlety of
Olcurence of B when He A event fas abwady Aappyred
and P(nia) 8 Condédfonal Pope Aappord of A,
qin Hol B has abstadsy happy
Ret og wait athe hn
Poy = 2, pes) = 2B) on prangy = DLANB)
ns) nics) nes)
por Be Undétional avent pip, He qdavourable
@Oubeomes must be one of fhe Aample posits of B
dey Gor Ha event Ale, Me Sample space fi B cand out
ihe 018) Aample pout / nana) por tah fo fhe
ocowence of Me ovent A, Honco
nana)
P (Ala) a
RewrEltuig , we gee
Pinna) = lB) MMB) _ PB). PCAyB)
nes) n(B)
Jericdoodg
PtanB) = Mtr) x NAMB) _ P(r). Pepin).
nts) nw)o>
) Confinuows Pbatbubion Funchion :
BR x & a nbinucus xardom vartable with the
pedid. $00), dan the functor
x
FG) = Plxen) = fdteidb, wert 0d
=
& called He lAbEbutun qfunckin cd.f) om
Bomatines Lhe Ccumnudtalite distetbution qfunctin Co-d-f)
of a xandom Variables %.
Pxopetin @ DiiboEbution gfunction :
Os FO) EI | mw snse
pum analysis CRiamen sitegral) , we Knew that
Fla) - dre = ft) v0
h
> FO) B non dacwasthg qunctdon of 2.
z ab
Ft) . bin @) - Lim .
oe F J Sova -{ for de '
y 04 FH) 4)
FOL) Ba conffnucus § qunchiin of % on Lha sf ght,
Ghe dBuentfruilbs a Fix) axe af He most Lounlable .
Tk may bo noted drat b a
Ptae web) = F4tordy = [sere - [feed de
a oo -a
= plxeb) -P (xa)
= Fb) - Flat -
Abr hors » b
[_PCazs 2b) = Placxeb) = plasxeb) fF de ---02)20] pla - 4 Fo) fr) dF es) Sen de. oT
dF tt) 3 knewn 0s probabélihy differontal bX.
6) [Witte Animas qf probability?
The cariorns Lhus provide a Aek of sutles which
difine sulakierstips bekwecn obbrack entitis , These
gule can Le used to deduce betwen ind He Hiroremns
tan be brought together to de-luc1e mene Lemplex
Lheonams. These Horas fave no ampxital meanig
wlbawugh thay can be given an Sntexprelalicy
toms enpréial Phonomenen . The simpoxtank pout ,
fowewer, & Bok Be malkemalital dovelopmenk of
probabtittty Preoxum & th ne way , condébiinot aygon tke
uitepretaion given fe Be Moony.
he hot of all possible oulvornes ofa sgiien seandom
Lapetinent B soled He ramp space wassotaled wilh
Hin epetment » Fah powtble oubeme 0% clement sha
Apace & talled 2 Larple point oa an Qbemen Cary event,
Random Van‘able : :
A snandom variable Cn.vy Boa Gun clic
Xl) weth demain 3 ank range (-6,6)
buch Bol for eveuf seal pumben a, Bin werk
(wi x le) 4a) ée.Propertits of DAtrtbutiv Fanchion :
sh fo ka df of ho xv x and of ath, Sen
Plazxéb) = FCb) -Fla)
00h * 5 :
Puoed The events azxeb and ‘x60’ sare difeint cand
Bus unfor A the donk \xeb. Hence by additeén
Hees of probability :
Plasx2b) 4 OC x20) = P(xeb)
> pl azxeb) =P(réb) -Plxe2a)
> Ptb)~ Fla)
Ht pA dS ob one dimensional xv. x, Phen
@ ofetx) 41 em) Fx) 2 FLY) xy
$n ober words , alt dA txtbubén Gfurchearis ae
meno bombably — pon - docwasing sand Lin bokwan oand 1.
Sp ph ded of one dinansional 1.V x, then
bin pido and plo) km pide)
pe Arab
Jak the orpres nohitch He panple Apa 8 asa
teusntabla Valuer of wxelten as qollows.
ao
ps)- 9 2 penexexemida S plinzvens)
nz) n=0
Fle) =
6 i
b
t2 MR OS rena Fen) 4 LR OF Ptnn)-roo
a7 n=) bye feo
- hm ©
Aa 4 Flo) ready 4 we [rte3n = Fly}2 Flo) -~F tw)\ 4 Lpce)-rto)}
\> Fle) Fla) = *{*)
Ate Lh pC)
fy————_.
a
Whot A He chance Hat a
will contain 53 sundays’)
bon. deap year = 36 days
= 52 weeks and 2 days
The folowing ue the powthle tembateota gon hor
two ‘over’ days :
§ dun, Mont, fen Tue {Tue , wed, f Wed thu
Sha, wath Spur, sat} fat, Aur)
Requibied probability = £ nts)
n(n)
NO) = § gun, mon 4h sak , Suny
Ae Laun't Seren V5 fue} {wed 9 (mH {sak
Rese ae
Y
Requived probahstlity 2
ee
Heap year Aolected at nandorn—————— UNIT = Yy_ a
Matwemancar EXPECTATION
MatRematiicad Expectation of Random
The prohabilcty Aibduten fo a xandem
Vartoble, We oflan want fo compute Me mean on
cupected value 4 Biz xandem vartable » Ye erp ected valse
a xandemn Vass able ua heights aw the probab il os
asratated wilh the lorresponding Values s the
mathemalfcl expan hos lempulting fhe orpocted
yolue Fa diate sandem variable xX wklh prshobb lily
mans gunchiin (p.m.4) fin B fuen below t
FU) = Zaha), Chon diicrole nv) __ ou)
The Walhematuionl oxpresuin ox umpubr He
Lapoctedl Value of a wenkfrucus yandem Vartable x with
probability — densely functiin (pd. FSO) 8 , Aowerar , as
pws a
Food = fx didn, Chon entfruow me) _ oe
oe)
Provided the xfght hand Alegel wi a) ori |r
Bb abwlutey covergint
£0s9 proukded
te eey pe 2
J) letoul de = fm fer) du 2
=
Zltti)= Zixl fay ce
xdadetheén Theorem of Expectation -
th x and y ore sandem variables, then
EQay) = EG) 4EQ) prootded call the xpodtabors out,
Paoot : Loe x cond y be continuous avs with pout pd. 4.
tay 04) and maxgthal pdt 6-fyer) and Jyl4)
Sospocktvoly «Then by dof
Eu): f detode on
ob
d Fo = f r
an 4 ae yt, y) dy _— 0)
try) dey Caged
bw
ay Od dhdy a Jey tay) ady
ab
> Eu) 4 £CY)
Tho sustt fan bo eitended by n Vavtab la AB gulen
below.ie
Mullick Teonam of Expotakich
x ond Y are fncbepondent nandom vastab Lo, Shar)
FE Gy) = EOD. Et),
proof Pwleediiig os th prepoty 3, we Bawe
a
Etxy) = f ry dey Giyddidy
ab ob
wb
° I foxy fy ti) dy y) du dy
2
«Talis ¥ and y a Frdapendert: |
J nyt bY yty cy ey
and
Tukg ofdditeen Troonam of enpeckiahin
@ ond @J
Edx) ly) provided XY and y aw sidepardent
Proportils Fxpactation ; is
Property |: ddéhin Theosem of Expoctaten
at x sand y sox svandem Vawuable , Han Eby)
EU) 46LY) provtded all Be expectation lst
prod: wae k andy be Unbhrucus sv B with pork pdt
fey Guy) and marginal pd th fy) and fy ty)
sespectively . gen by defn,
“
Fid: fxdytdds —
~«=
—
> | y dy ( (y) dy 0)
mo
EGA) ih cory 4ey ty) de dy
-b -o
wm
=f Fade Cupdidy if ydry (iy de dy
-b ob
ob ?
Jaf “iy mydyjde 4 J EP Soy ta wrx 4,
L L- gd
a Le
“ ;
oF wf mde + fawtoas
= Ey) +ECy)
qh ret fon be artendend 40 7 Vascliob los aus giuan bolocp.
Phuporty % Nullpltahch ‘eonam af pedattin
qt X and y oe Srolapondlent. ‘gandem vartable ,
Bon ECxy) 2 £00: gly)
Proof : proueeding as pepe me hase
guy) Lf ny dry uy de dey
“
a i, wy fy dy ty) dudy
tun x and ¥ axe Tndeportint ]
ob
= ty td
), 2 txt af yty updy
ee #Cy), provided x and y we
Sndependlant ._="
porty 3:
Pe If x B a xardem variable and '0' 3 Lerstant
°F yavted) = a£ Srey
PE (apcrdia) = E Pvt yjva,
doh WC), @ qundsch of ¥, bo vw and al
Sxpedabchs ontit.
ctha Jost sintequal does nok dspord en b, ff i
tends b tow as hyo Moen Oy (48
Mow |e le letoy civ ea
fy thx Fa
pea ea 2s dro <2
Hen by Dominated covergenes Ghaoxem (8.0.1),
bh 4 He Limek instdo bho srlegal. 4G th (4), wegeh
ob
; (fe thy
ron mdb Lem) tes) ef hdo Je, | dee) =o
> “ 9 Gr (HH? = Bele) ye,
ne 4 () 4 wantonly tonbirueus sh 1b!
Paopoxty 8: "$00 ond 6,00 ox
fen Otel.
Pruvef
Lonfugate fundken ,
g, te CE). where He WS De Lemgplke lenjugate ea
$, (0) = ECe™) - Elles kx reuate xi]
dt EY taskx chit) © Lies COX eesin Leaj
= Ele) - gee)—<—
Proposiey 24 : |
R be dancin wf arv. XS Aymmebita iy
about toe, 0% A Fle) Ur) = fer) Fb),
Ban (0 ab real valued and ever qurctin of.
Prot: py dsfenilin par Rave
fe ce
fe eydy — (xe-4)
* be,
g,(0 = Ve garde= J
_# ay ;
De fe fry) 49?
dW)
> db.) B an aven dunckeér of f+
From i) and or we gee 1 ge ~ GL) = GO
Dine drt 8 2 rial Valued and avon qurckin bE.
p B tomo xv with charackedtihé quncleos J, CE), a
Bp, = FU) Gab,
Lan Uh Ler rs os Z, du), —
Py
Proof! — ted = Lee oe
Exfjcantiakig Cunder te Integral pr)” 1! Brmes won bo k,
We get
eC OG) «fear Soodx ctf at fin) dx
: [e an : of. e e4e)de, | ;
LY 2
dt bee 2,
2 Uf xtfoodds = CeCe) =f py!
“bs
te ge a
lene , ko (4) ] rs ate} ko? te) | fe geo)Puspoty 6: —_ ,
Bs, () = By (Ue), c being ca tenstont «
a
Ih Xand ty axe Tadgpardante xandem vertables , fem
Bx, 4 tlt) = Gx, te) brat) oa
vox gentrally on Independant. xandem Voxtab Lod
Koz ba, A, OF Baw?
Bayt naa ARAUED = Ox, (ED Pan CO - xp) —
londthtinal Pypactalion: - -
£ xX and y we bwo xandem vasables , fan
tovartance helweon thm 4% dofined a
tovtxy) = E Lf wen LYE)
= & Tey-xety) - YER) vECME)
= Elxy)-EQEG) _ BOAECY) + Eqoety)
- gtxy) -EELY)
Sh x ard Y are Independant Bion ECXY)
and Gang sh Mat cose
= wv Quy) = EO) Bey) eC e
Expocted value af 2. Random Veale
The walamabcal exproiin don Lompuling Re
Cumcted value q a ASiote xandem vYextable y wbth
prohabibe 2
fl pan uncer (p.m.4) fo0 B gws balovo
2 BODE)
E(x) - Erte), fon diseate 4.v)UNITS
BINomiAL pisTRIBUTION
Binomiad B.%tatbution :
@ sandem varfable xB sat to polllew hinemfal
dAtaibubiin ff assumes erly non-negative volcs
ond. Bs prctabliltty mars qunchien Li aiven by:
Plxex) = Ptrd= jin) Pa x20, 1,2,-0n 5 qel-P
° 7 obkuueste
Moment § Bloramial déstxfbubim :
The but Gout memanti about oigin of
Bonomial ABtribubiin xe Chtaired as ofllows
' 9 tne
Ween = SC) PG op 2 (i)
ward ho en
“ge van o ia Vinemial ABtbrtbulcin Li np.
qu
by. EG?) - 3 (2) qn
Doo
n
etry) nto) , | A-2
- ; 1 xx) (**) 4
. = 2 o
= Ata p 5 z (n2)Pt"g" " oe
= Alo) Pocgrpy? ,
Pp
= ntn -t) p> ¥np2 pate V2 BL O14 xb o[n )e%y
ba! = EG?) ~ § Brod= 2 5
420
a8
n
= nln-1dUn a) p3 a oe
a28
g \x-2
: Mind tn-2) p%Xqap)m3, 43M (np? (gap)? np
=N (n(n -2) p3 4 3N(N-1)p2 4np.
Alrclaaty
FO NI O92) 4-3) 4 be (ney) Or) RAH (HAND AK
Aobots Aa 270-3) 4 By fy “Cy -2) 4 0% Gr) 4
(By giving to x He Values |, 2 and 3, we gird He values
ap abibaxy venalaids 8 and 0)
Hy’ = EC) = 2 MA) pian
= in-1) Un-2) (9-3) phy ba (na) (1-2) P34 in.17 FL np
Yon sin pteptcatied
(ontaal Moranrt of Blnomfal datxfhulten «
Vo = Hy*py'* = 07p?.nP24 np.-Pp?- np LL-P) =npq,
Ha = fay! — Spin"! a9p!?
= Yntnnd tn 9)p°+ 3n(n-)p* npg ~3E 0 (0-1) ps nP Fa
= np C-3np?43np +97. 9p 41 -3npq)
= np 33np (-P) +2p%- 3p sv-anpry
= np (op2apar) = np (2p? ap4q) =npq Cap )
= MPL L44P-2P4 npg (4-p)
Vy = fy! =p! ya bpot 3p," empg 4 ragin-2) P99re Jon simptlecctcor |
eM Py = fe’ p20 Cg -P)?
C4-P)? _ C\-ap)?
3 33 . - (-9P)
9°p793 — ie
8 " - np4 py,
a= by n 1
a NP4 Lirain-2) pq) fa
2 pg 2 a og
Pa
q = 34 1-bPY
1: Veo: Le. 9p amas
4 oP) aay
72 B39 1- bra
Potssen PAltbubon + a — —_—__—_—
I standem vaxtable x A Said to bo folic a pounwen
dadeebukin 3 ie asmume only one -nagalite vabuos and ts
Prolabiltty mas Ghunctcin A given by *
Pla, ¥) = Plxe) (or Rey ee
ace 9 thom ise
Bi UW knw at Ha panamelen of Hx
dpbthubin 23 aura, de shall use the nolaleén
X_PtAV te dlenoke Hak XG 4 peuson Yasiobe we
Postouneter d
Vomurts ef paiiton Pibeetbulin i
' a
wre FG) = S2PG = Sx.e>@ we wo
420 2 x
mm a) he
: 0
Then a
” mht) areted
Hence Bie mean of Ya porwon dilrsputw 4); ob ob
Wels FO%2 S xp AI= F bat aarh CO”
X20 Mee 2 a)
yb :
es aly) My a ek
120 =
= Mere & nee
a ay | mt
= Were 1a
> My
1 3 ob 2
Ys = FO3)= 5 wpa le S
: oe
x0
a)
{rte (1-294 Rhos}
‘O
2 O Sau hi ed el
rae MY goby) 4-2 a
- 399] EO a
ev N 2, ean }2 peti +)
».
sey Fed, ge ye”, A = 98,aata®
, %
byl = EG) > Soh, Pex, a)
120
: 2 Sxtvo-ad O-3)#bx CNG HF OI 49 only
A
pea) x
Rig fo os d3t 2 yx { tek Cob yee
=e x a ey ls A
\ 2, cian! |*P° | Za MEY Is, toa?) PA
= NY te-dod) abe Carded J 4422 CePod) 4d
= Ny AB pt NED .
The Gout Lontxal moments 02 now oblancd sr Pollows '
Boz bole wi? (XRD M2 ;
Tua tho yroan and the vartance of bho power
Addbilhutase wore each oytal Loa
| 7 —————_—_—_ -
nO EE TTR \ : |
| Va = Bo! '49H = CMe aN A) BALMER) +207 od
| Pu = py !-tpe' by 4 bbs! op,
= OMebie ety a) " *
Wh C893 AN) A EAY OM y
| chee May) -3n
(o- offetonts of skowrwnand Murtosel ore gfven by °
Boobs 2 Ry
A: and 5 ee.
: >
wo NA
ha = Yu 2 34h and heh oi
»
1? ’
Hence dhe pouwon cise bukin A always 2
Alawed Afiesbalor
peak Jo te Lint a Doe fio Oot PE
Relabin din ie moments Of Bihomial Babbxtbuben
By dah» Yo = EGx-200Y' = 2 ten" (2) P%gr™
Pifforntiabe’g wp. 1-fo P, 4ve get
diy F [8 a
ie Z (2) Gorn xn) pg 4 Gene”
n-0
Jap%!g? _ ln» praert-!) 1
= a -
ae 2 (n) oer Iptghay < (A)cx-or) "p”
Es xD
a" (4 - 2%
: ry 4 ) (inp)
= em 2 ct op) pix) + z (rnp) ie)
x0 10 Pa- n = ry .
eon & Corp)" PIF Ss [x-0e) Y") poy
j oe *
| 2) Ts By |
2) Hany 2 PO Lovpy a t “) (RonoAsky exmula )
Bw
Pp
pubifag y=1,9 and 2 Auccessiely sf , We got
ba = Po (apo + db) = neg |
reall i foo! ona },-0) |
\tg 5 p+ dhe
s+ ty [an ap =P dem = p94. Spee)
= Pq 4 (PP?) =npq. C)-2p) =npy (oP)
: |
By = Ps [ang » 2] =Pa ann +d, {nro carl)
—
ee
=Pq 1 30q ond Pc) (1-29)4)
= Py 1 8n%q an it (p-3p2n2P?)]
= Pq [3n*pqan (i-bP +6P7) J
= PY Lan pq +n C 1-690]
=mp4 L3neq +1 -pqy
= hPL vit 3Py tn-2) | .