Department of Mathematics

UNIT-IV

PROBABILITY

Topic Learning Objectives:

 To apply the knowledge of the statistical analysis and theory of probability in the study of
uncertainties.
 Define the degree of dependence between two random variables and measuring the
same.
 Interpret concept of probability to solve random physical phenomena and implement
the proper distribution model.
 To use probability and sampling theory to solve random physical phenomena and implement
appropriate distribution models.

Introduction:

If an experiment is repeated under essentially homogeneous and similar conditions we

generally come across two types of situations:
(i) The result or what is usually known as the 'outcome' is unique or certain.
(ii) The result is not unique but may be one of the several possible outcomes.
The phenomena covered by (i) are known as 'deterministic' or 'predictable' phenomena. By a
deterministic phenomenon we mean one in which the result can be predicted with certainty.

For example:
(a) The velocity 'v' of a particle after time 't ' is given by v = u + at where „u‟ is the initial velocity
and „a‟ is the acceleration. This equation uniquely determines „v‟ if the right-hand quantities
are known.
(b) Ohm‟s Law , viz., C = E/R where C is the flow of current, E the potential difference between
the two ends of the conductor and R the resistance, uniquely determines the value C as soon
as E and R are given.
A deterministic model is defined as a model which stipulates that the conditions under which
an experiment is performed to determine the outcome of the experiment. For a number of
situations the deterministic model suffices. However, there are phenomena (as covered by (ii)

Fourth Semester 1 LASPT (18MA41B)

Department of Mathematics

above) which do not lend themselves to deterministic approach and are known as
'unpredictable' or 'probabilistic' phenomena. For example:
(a) In tossing of a coin one is not sure if a head or tail will be obtained.
(b) If a light tube has lasted for t hours, nothing can be said about its further life. It may fail to
function any moment.
In such cases we talk of chance or probability which is taken to be a quantitative measure of
certainty.

Some basic definitions:

Trial and Event: Consider an experiment which, though repeated under essentially identical
conditions, does not give unique results but may result in any one of the several possible
outcomes. The experiment is known as a trial and the outcomes are known as events or casts.
For example:
(i) Throwing of a die is a trial and getting l (or 2 or 3, ... or 6) is an event.
(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 trial and getting a king and a
queen are events.
Exhaustive Events: The total number of possible outcomes in any trial is known as
exhaustive events or exhaustive cases. For example:
(i) In tossing of a coin there are two exhaustive cases, viz., head and. tai1.
(ii) In throwing of a die, there are six, exhaustive cases since anyone of the 6 faces 1, 2, ... ,
6 may come uppermost.
(iii) In drawing two cards from a pack of cards the exhaustive number of cases is , since 2
cards can be drawn out of 52 cards in ways.
Favourable Events or Cases: The number of cases favourable to an event in a trial is the
number of outcomes which entail the happening of the event. For example:
(i) In drawing a card from a pack of cards the number of cases favourable to drawing of an
ace is 4, for drawing a spade 13 and for drawing a red card is 26.
(ii) In throwing of two dice, the number of cases favourable to getting the sum 5 is : (1,4)
(4,1) (2,3) (3,2), i.e., 4.
Mutually exclusive events: Events are said to be mutually exclusive or incompatible if the
happening of any one of them precludes the happening of all the others, i.e., if no two or
more of them can happen simultaneously in the same trial. For example:
(i) In throwing a die all the 6 faces numbered 1 to 6 are mutually exclusive since if any one
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.

Fourth Semester 2 LASPT (18MA41B)

Department of Mathematics

Equally likely events: Outcomes of a trial are set to be equally likely if taking into
consideration all the relevant evidences, 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 likely events.
(ii) In throwing an unbiased die, all the six faces are equally likely to come.
Independent events: Several events are said to be independent if the happening (or non-
happening) of an event is not affected by the supplementary knowledge concerning the
occurrence of any number of the remaining events.
i.e., two events A and B are independent if and only if ( ) ( ) ( ).
For example:
(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) If 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 independent of the first draw. But, however,
if the first card drawn is not replaced then the second draw is dependent on the first draw.
There are three systematic approaches to the study of probability as mentioned below.
Mathematical or Classical or ‘a priori’ Probability: If a trial results in n exhaustive,
mutually exclusive and equally likely cases and m of them are favourable to the happening of
an event E then the probability 'p' of happening of E is given by
( )

Since the number of cases favourable to the 'non-happening' of the event E are ( n - m ) ,the
probability 'q' that E will not happen is given by

Obviously p as well as q are non-negative and cannot exceed unity, i.e,

.
Statistical or Empirical Probability: If a trial is repeated a number of times under
essentially homogeneous and identical conditions, then the limiting value of the ratio of the
number of times the event happens to the number of trials, as the number of trials become
indefinitely large, is called the probability of happening of the event. (It is assumed that the
limit is finite and unique).
Symbolically, if in n trials an event E happens m times, then the probability 'p' of the
happening of E is given by ( ) .

Fourth Semester 3 LASPT (18MA41B)

Department of Mathematics

Axiomatic Probability: Let A be any event in the sample space S, then P(A) is called the
probability of event A, if the following axioms are satisfied.
Axiom 1: ( )
Axiom 2: ( ) , S being the sure event
Axiom 3: For two mutually exclusive events A & B, ( ) ( ) ( )
Some important results:
1. The probability of an event always lies between 0 and 1 i.e., ( ) .
2. If are complementary events to each other defined on a random experiment then
( ) ( ) .
3. Addition Theorem: If A and B are any two events with respective probabilities P(A) and
P(B), then the probability of occurrence of at least one of the events is given by
( ) ( ) ( ) ( ).
4. The probability of null event is zero i.e., ( ) .
5. For any two events A and B of a sample space S
(i) ( ) ( ) ( )
(ii) ( ) ( ) ( )
(iii) (̅ ) ( ) ( ) ( ) ( )
(iv) ,( ) ( )- ( ) ( ) ( )
6. Addition Theorem for three events: If A, B and C are any three events with respective
probabilities P(A), P(B) and P(C), then the probability of occurrence of at least one of the
events is given by
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ).

Conditional probability: The probability of an event B occurring when it is known that

some event A has already occurred is called a conditional probability and is denoted by
P(B|A). The symbol P(B|A) is usually read as “the probability that B occurs given that A
occurs” or simply “the probability of B, given A.”
i.e., The conditional probability of B, given A, denoted by P(B|A), is defined by
( )
( | ) , provided P(A) > 0.
( )

Similarly, The conditional probability of A, given B, denoted by P(A|B), is defined by

( )
( | ) , provided P(B) > 0.
( )

Multiplication theorem for Conditional Probability: Suppose A and B are events in a

sample space S with P(A) > 0. By definition of conditional probability, multiplying the
conditional probability formula by P(A), we obtain the following important multiplicative

Fourth Semester 4 LASPT (18MA41B)

Department of Mathematics

rule (or product rule), which enables us to calculate the probability that two events will both
occur. P(A ∩ B) = P(A) P(B|A), provided P(A) > 0.
Thus, the probability that both A and B occur is equal to the probability that A occurs
multiplied by the conditional probability that B occurs, given that A occurs.
Since the events A ∩ B and B ∩ A are equivalent, we can also write
P(A ∩ B) = P(B ∩ A) = P(B) P(A│B).
Theorem on Total Probability: If the events constitute a partition of the sample
space S such that P(Bi) for i = 1, 2, . . . , k, then for any event A of S,
P(A) = ∑ ( ) ∑ ( ) ( | )
Baye’s theorem (rule):
If B1, B2, …, Bn are mutually disjoint events with P(Bi) ≠ 0 (i = 1,2,…,n) then for any
arbitrary event A which is a subset of ⋃ such that P(A) > 0, then
( ) ( | )
( | ) .
∑ ( ) ( | )

Problems:
1. In a school 25% of the students failed in first language, 15% of the students failed in second
language and 10% of the students failed in both. If a student is selected at random find the
probability that
(i) He failed in first language if he had failed in the second language.
(ii) He failed in second language if he had failed in the first language.
(iii) He failed in either of the two languages.
Solution: Let A be set of students failing in the first language and B be the set of
students failing in the second language. We have by data
P(A) = 25/100 = 1/4, P(B) = 15/100 = 3/20, P(A ) .

( )
( | ) ( )

( )
( | ) ( )

P(AUB) = P(A) + P(B) –P(A∩B) = 1/4 + 3/20 – 1/10 = 3/10

2. Three machines A, B, C produces 50%, 30% and 20% of the items in factory. The percentage
of defective outputs are respectively 3%, 4% and 5%. If an item is selected at random. What is
the probability that it is defective? What is the probability that it is from A?
Solution: Let D denotes the defective item.
Given P(A) = 0.5 and P(D│A) = 0.03, P(B) = 0.3 and P(D│B) = 0.04,

Fourth Semester 5 LASPT (18MA41B)

Department of Mathematics

P(C) = 0.2 and P(D│C) = 0.05.

Now P(D) = P(A) P(D│A) + P(B) P(D│B) + P(C) P(D│C) = 0.037
By Baye‟s theorem,
Probability that the defective item is from A = P(A│D) = ( ) ( │ ) ( )
= (0.5) (0.03)/0.037 = 0.4054
3. In a college where boys and girls are equal proportion, it was found that 10 out of 100 boy and
25 out of 100 girls were using the same brand of a two wheeler. If a student using that was
selected at random what is the probability of being a boy?
Solution:
P(Boy) = P(B) = 1/2 = P(Girl)= P(G)
Let E be the event of choosing a student using that brand of vehicle.
Therefore, P(E│B) = 10/100 = 0.1 and P(E│G) = 25/100 = 0.25
Now, P(E) = P(B) P(E│B) + P(G) P(E│G) = 0.175.
We have to find P(B│E) and by Baye‟s theorem
( ) ( | ) ( )( )
( | ) = 0.2857.
( )

4. In a recent survey in a statistics class, it was determined that only 60% of the students attend
class on thursday. From past data it was noted that 98% of those who went to class on thursday
pass the course, while only 20% of those who did not go to class on thursday passed the course.
a) What percentage of students is expected to pass the course?
b) Given that a student passes the course, what is the probability that he/she attended classes on
thursday.
Solution:
A1: the students attend class on thursday
A2: the students do not attend class on thursday
B1: the students pass the course
B2: the students do not pass the course
a) ( ) ( ) ( ) ( | ) ( | )
( ) ( ) ( )
( ) ( | ) ( ) ( | )

Therefore, percentage of students who pass the course = 66%

b) By Bayes‟ theorem,
( ) ( ) ( | )
( | )
( ) ( ) ( | ) ( ) ( | )

Fourth Semester 6 LASPT (18MA41B)

Department of Mathematics

= 0.854
5. In an electronics laboratory, there are identically looking capacitors of three makes A1, A2 and
A3 in the ratio 2:3:4. It is known that 1% of A1, 1.5% of A2 and 2% of A3 are defective. What
percentage of capacitors in the laboratory is defective? If a capacitor picked at defective is
found to be defective, what is the probability it is of make A3?
Solution: Let D be the event that the item is defective.
Here we have to find ( ) ( | ).

Here ( ) ( ) ( ) .

The conditional probabilities are ( | ) ( | )

( | )
( ) ( ) ( | ) ( ) ( | ) ( ) ( | )

( ) ( | )
( | ) ( )

Exercise:
1. There are three bags; first containing 1 white, 2 red, 3 green balls; second 2 white, 3 red, 1
green balls and third 3 white, 1 red, 2 green balls. Two balls are drawn from a bag chosen at
random. These are found to be one white and one red. Find the probability that the balls so
drawn came from the second bag.
2. A factory uses three machines X, Y, Z to produce certain items.
i. Machine X produces 50% of the items of which 3% are defective.
ii. Machine Y produces 30% of the items of which 4% are defective.
iii. Machine Z produces 20% of the items of which 5% are defective.
Suppose a defective item is found among the output. Find the probability that it came
from each of the machines.
3. In a certain college 25% of boys and 10% of girls are studying Mathematics. The girls
constitute 60% of the student body.
i. What is the probability that Mathematics is being studied? Ans: 0.16
ii. If a student is selected at random and is found to be studying Mathematics, find the
probability that the student is a (i) girl (ii) boy.

Fourth Semester 7 LASPT (18MA41B)

Department of Mathematics

4. A large industrial firm uses three local motels to provide overnight accommodations for its
clients. From past experience it is known that 20% of the clients are assigned rooms at the
Ramada Inn, 50% at the Sheraton, and 30% at the Lakeview Motor Lodge. If the plumbing is
faulty in 5% of the rooms at the Ramada Inn, in 4% of the rooms at the Sheraton, and in 8%
of the rooms at the Lakeview Motor Lodge, what is the probability that
i. a client will be assigned a room with faulty plumbing? Ans: 0.054
ii. a person with a room having faulty plumbing was assigned accommodations at the
Lakeview Motor Lodge?
5. In answering a question on a multiple choice test a student either knows the answer or he
guesses. Let p be the probability that he knows the answer and 1 – p the probability that he
guesses. Assume that a student who guesses at the answer will be correct with probability 1/5,
where 5 is the number of multiple-choice alternatives. What is the conditional probability that
a student knew the answer to a question given that he answered it correctly.
Answers: 1. 6/11 2. 40.5%, 32.5% and 27% 3. (i) 0.375 (ii) 0.625 4. 4/9 5. 5p/4p + 1
Random variable
Intuitively by a random variable we mean a real number X connected with the outcome of a
random experiment E. For example, if E consists of three tosses of a coin, one can consider
the random variable which is the number of heads (0, 1, 2 or 3).

Outcome HHH HHT HTH THH TTH THT HTT TTT

Value of X 3 2 2 2 1 1 1 0

Let S denote the sample space of a random experiment. A random variable means it is a rule
which assigns a numerical value to each and every outcome of the experiment. Thus, random
variable is a function X (ω) with domain S and range (-∞, ∞) such that for every real number
a, the event [ω: X (ω) ≤ a ] ϵ B the field of subsets in S. It is denoted as f: S → R.
Note that all the outcomes of the experiment are associated with a unique number. Therefore,
f is an example of a random variable. Usually a random variable is denoted by letters such as
X, Y, Z etc. The image set of the random variable may be written as f(S) = {0, 1, 2, 3}.
There are two types of random variables. They are;
1. Discrete Random Variable (DRV)
2. Continuous Random Variable (CRV).
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, … . Discrete random variables are
usually (but not necessarily) counts. If a random variable takes at most a countable number of

Fourth Semester 8 LASPT (18MA41B)

Department of Mathematics

values, it is called a discrete random variable. In other words, a real valued function defined
on a discrete sample space is called a discrete random variable.
Examples of Discrete Random Variable:
(i) In the experiment of throwing a die, define X as the number that is obtained. Then X takes
any of the values 1 – 6. Thus, X(S) = {1, 2, 3…6} which is a finite set and hence X is a DRV.
(ii) If X be the random variable denoting the number of marks scored by a student in a subject of
an examination, then X(S) = {0, 1, 2, 3,…100}. Then, X is a DRV.
(iii) The number of children in a family is a DRV.
(iv) The number of defective light bulbs in a box of ten is a DRV.
Probability Mass Function: Suppose X is a one-dimensional discrete random variable
taking at most a countably infinite number of values x1, x2, …. With each possible outcome
xi, one can associate a number pi = P(X = xi) = p(xi), called the probability of xi.
The numbers p(xi); i = 1, 2, … must satisfy the following conditions:
(i) ( )
(ii) ∑ ( )
This function is called the probability mass function of the random variable X and the set
* ( )+ is called the probability distribution of the random variable X.
Remarks:
1. The set of values which X takes is called the spectrum of the random variable.
2. For discrete random variable, knowledge of the probability mass function enables us to
compute probabilities of arbitrary events. In fact, if E is a set of real numbers, we have
( ) ∑ ( ) , where S is the sample space.
The cumulative distribution function: If X is a discrete random variable, then its
cumulative distribution function (CDF) is denoted by F(x), and is defined as F(x) = Pr(X ≤ x).

i.e., if X is a discrete random variable, we can write its CDF as ( ) ∑ ( )

where xn is the largest possible value of X that is less than or equal to x.

Discrete Distribution Function: In this case there is a countable number of points

and numbers ∑ such that ( ) ∑( ) .
Mean/Expected Value, Variance and Standard Deviation of DRV:
The mean or expected value of a DRV X is defined as
( ) ∑ ( ) ∑ .
The variance of a DRV X is defined as

Fourth Semester 9 LASPT (18MA41B)

Department of Mathematics

( ) ∑ ( ) ( ) ∑ ( ) ∑ .
The standard deviation of DRV X is defined as
( ) √ √ ( ).
Continuous Random Variable: A continuous random variable is not defined at specific
values. Instead, it is defined over an interval of values, and is represented by the area under a
curve. Thus, a random variable X is said to be continuous if it can take all possible values
between certain limits. In other words, a random variable is said to be continuous when its
different values cannot be put in 1-1 correspondence with a set of positive integers. Here, the
probability of observing any single value is equal to zero, since the number of values which
may be assumed by the random variable is infinite.
A continuous random variable is a random variable that (at least conceptually) can be
measured to any desired degree of accuracy.
Examples of Continuous Random Variable:
(i) Rainfall in a particular area can be treated as CRV.
(ii) Age, height and weight related problems can be included under CRV.
(iii) The amount of sugar in an orange is a CRV.
(iv) The time required to run a mile is a CRV.
Important Remark: In case of DRV, the probability at a point i.e., P (x = c) is not zero for
some fixed c. However, in case of CRV the probability at a point is always zero.
i.e., P(x = c) = 0 for all possible values of c.

Probability Density Function: The probability density function (p.d.f) of a random variable
X usually denoted by ( ) or simply by ( ) has the following obvious properties:
i) ( )
ii) ∫ ( )

iii) The probability ( ) given by ( ) ∫ ( ) is well defined for any event E.

If f (x) is the p.d.f of x, then the probability that x belongs to A, where A is some interval (a,
b) is given by the integral of f (x) over that interval.

i.e., ( ) ∫ ( )
Cumulative Density Function: Cumulative density function of a continuous random
variable is defined as ( ) ∫ ( )
Mean/Expectation, Variance and Standard deviation of CRV:
The mean or expected value of a CRV X is defined as ( ) ∫ ( )

Fourth Semester 10 LASPT (18MA41B)

Department of Mathematics

The variance of a CRV X is defined as ( ) ∫ ( )

The standard deviation of a CRV X is given by √ ( ).

Examples:
1. The probability density function of a discrete random variable X is given below:
x 0 1 2 3 4 5 6
P(X = x) = f(x) k 3k 5k 7k 9k 11k 13k

Find (i) k; (ii) F (4); (iii) ( ); (iv) ( ); (v) E(X) and (vi) Var (X).
Solution: To find the value of k, consider the sum of all the probabilities which equals to
49k. Equating this to 1, we obtain k = 1/49. Therefore, distribution of X may now be
written as
x 0 1 2 3 4 5 6
P(X = x) = f(x) 1/49 3/49 5/49 7/49 9/49 11/49 13/49
Using this, we may solve the other problems in hand.
( ) , - , - , - , - , - , - .

, - , - , -

, - , - , - , -

Next to find E(X), consider

( ) ∑ ( )

To obtain Variance, it is necessary to compute

( ) ∑ ( )

Thus, Variance of X is obtained by using the relation,

( ) ( ) , ( )- . /

2. A random variable, X, has the following distribution function.

X -2 -1 0 1 2 3
f (xi) 0.1 k 0.2 2k 0.3 k
Find (i) k; (ii) (2); (iii) ( ); (iv) ( ); (v) E(X) and
(vi) Variance.
Solution: Consider the result, namely, sum of all the probabilities equals 1,

Fourth Semester 11 LASPT (18MA41B)

Department of Mathematics

yields k = 0.1. In view of this, distribution function of

X may be formulated as

X -2 -1 0 1 2 3
f (xi) 0.1 0.1 0.2 0.2 0.3 0.1

Note that ( ) , -
, - , - , - , - , -
= 0.9. The same also be obtained using the result,
( ) , - , - * , - , - , -+
Next, ( ) , - , - , -
Clearly, ( )
Now, consider ( ) ∑ ( ) .
Then ( ) ∑ ( ) ( ) ( ) * ( )+
3. A shipment of 20 similar laptop computers to a retail outlet contains 3 that are defective. If
a school makes a random purchase of 2 of these computers, find the probability distribution
for the number of defectives.
Solution: Let X be a random variable whose values x are the possible numbers of defective
computers purchased by the school. Then x can only take the numbers 0, 1, and 2. Now
( )( ) ( )( )
( ) ( ) , ( ) ( )
( ) ( )

( )( )
( ) ( ) .
( )

Thus, the probability distribution of X is

x 0 1 2
f (x) 68/95 51/190 3/190

4. If a car agency sells 50% of its inventory of a certain foreign car equipped with side
airbags, find a formula for the probability distribution of the number of cars with side airbags
among the next 4 cars sold by the agency.
Solution: Since the probability of selling an automobile with side airbags is 0.5, the 24 = 16
points in the sample space are equally likely to occur. Therefore, the denominator for all
probabilities, and also for our function, is 16. To obtain the number of ways of selling 3 cars
with side airbags, we need to consider the number of ways of partitioning 4 outcomes into

Fourth Semester 12 LASPT (18MA41B)

Department of Mathematics

two cells, with 3 cars with side airbags assigned to one cell and the model without side
airbags assigned to the other. This can be done in ( ) 4 ways. In general, the event of

selling x models with side airbags and 4 - x models without side airbags can occur in ( )
ways, where x can be 0, 1, 2, 3, or 4. Thus, the probability distribution f(x) = P(X = x) is
( ) ( )( )
5. The diameter of an electric cable, say X, is assumed to be a continuous random variable
( )
with p.d.f ( ) 2

(i) Check that above is p.d.f.

(ii) Find . /

(iii) Determine a number b such that ( ) ( )

Solution: (i) ( ) in the given interval.

∫ ( ) ∫ ( ) ∫ ( ) ∫ ( )

∫ ( )

2 3 by putting limits x = 0 to 1 we get

(ii) . / ∫ ( ) ∫ ( )

(iii) ( ) ( )

∫ ( ) ∫ ( )

∫ ( ) ∫ ( )

. / 0. / . /1

, -

( )( )
From this b = ½ is the only real value lying between 0 and 1 and satisfying the given
condition.
6. Suppose that the error in the reaction temperature, in ◦C, for a controlled laboratory
experiment is a continuous random variable X having the probability density function

Fourth Semester 13 LASPT (18MA41B)

Department of Mathematics

( ) {

(i) Verify that f (x) is a probability density function.

(ii) Find P(0 < X ≤ 1).

Solution: a) ∫ ( ) ∫ . Hence the given function is a p.d.f.

b) P(0 < X ≤ 1) = ∫

7. The length of time (in minutes) that a certain lady speaks on telephone is found to be a

random variable with probability function ( ) {

(i) Find A
(ii) Find the probability that she will speak on the phone
(a) more than 10 min (b) less than 5 min (c) between 5 & 10 min.
Solution: (i) Given f (x) is p.d.f. i.e., ∫ ( )

∫ ( ) ∫ ( )

→ ∫

(ii) (a) ( ) ∫ ( ) ∫

(b) ( ) ∫ ( ) ∫

(c) ( ) ∫ ( ) ∫ .

8. Suppose X is a continuous random variable with the following probability density function
( ) Find the mean and variance of X.
Solution: ∫ ( )

∫ ( ) ∫ ( ) ∫ ( )

∫ ∫

∫ ( )

∫ ( )

∫ . /

Fourth Semester 14 LASPT (18MA41B)

Department of Mathematics

∫ . /

Exercise:
1. Two cards are drawn randomly, simultaneously from a well shuffled deck of 52 cards. Find
the variance for the number of aces.

2. If X is a discrete random variable taking values 1,2,3,… with ( ) . / . Find P(X being

an odd number) by first establishing that P(x) is a probability function.

3. The probability mass function of a random variable X is zero except the points x = 0,1,2. At
these points it has the values ( ) ( )
( )
a) Determine the value of c.
b) Compute the probabilities ( ) ( )

c) Find the largest x such that ( ) .

d) Find the smallest x such that ( )

4. If X is a random variable with ( )

Find i) P(X) (ii) P(X = even) (iii) P(X = divisible by 3).

5. A continuous random variable has the density function ( ) 2

Find k and hence find ( ) ( )

6. Let X be a continuous random variable with p.d.f.

( ) {

(i) Determine the constant. (ii) Compute ( ).

| |
7. Find the mean and variance of the probability density function ( )

8. A continuous distribution of a variable X in the range (-3, 3) is defined by

Fourth Semester 15 LASPT (18MA41B)

Department of Mathematics

( )

( ) ( )

( )
{

(i) Verify that the area under the curve is unity.

(ii) Find the mean and variance of the above distribution.

Answers: 1. 0.1392 2. 3/5 3. 1/3, 1/3, 2/3, 1, 1 4. 1, 1/3, 1/7 5. 1/18, 1, 13/27
6. 1/2, 1/2 7. Mean = 0 and Variance = 2 8. Unit area and 0, 1.

Fourth Semester 16 LASPT (18MA41B)

Department of Mathematics

JOINT PROBABILITY DISTRIBUTION

Introduction:
Thus far, we have concerned ourselves only with probability distributions for single random
variables. If one chooses a person at random and measures his or her height and weight, each
measurement is a random variable – but we know that taller people also tend to be heavier
than shorter people, so the outcomes will be related. In order to deal with such probabilities,
we define, joint probability distribution of two random variables and study them in detail.
Joint Probability Function
Let X and Y be random variables on the same sample space S with respective range spaces
* + and * +. The joint distribution or joint probability
function of X and Y is the function h on the product space RX RY defined by
( ) ( ) ({ ( ) ( ) })
The function has the following properties:
(i) ( )
(ii) ∑ ∑ ( )
Thus, defines a probability space on the product space RX RY .
Y

∑
X
( ) ( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) ( )

∑ ( ) ( ) ( ) ( )

The functions and on the right side and the bottom side, respectively, of the joint
distribution table are defined by
( ) ∑ ( ) and ( ) ∑ ( )
That is, ( ) is the sum of the entries in the row and ( ) is the sum of the entries in the

Fourth Semester 17 LASPT (18MA41B)

Department of Mathematics

column. They are called the marginal distributions of X and Y, respectively.

Expectation: Consider a function ( ) of and . Then the function
* ( )+ = ∑ ∑ ( ) ( )
is called the mathematical expectation of ( ) in the joint distribution of and
Co-variance and Correlation: Let X and Y be random variables with the joint distribution
( ), and respective means and . The covariance of X and Y, is denoted by cov(X,
Y) and is defined as

( ) ∑( )( ) ( )

( ) ∑ ( )

( )
The correlation of X and Y is defined by ( )

The correlation is dimensionless and has the following properties:

(i) ( ) ( )
(ii) ,
(iii) ( ) ( )
(iv) ( ) ( ) if .
Problem 1. A coin is tossed three times. Let be equal to 0 or 1 according as a head or a tail
occurs on the first toss. Let be equal to the total number of heads which occurs. Determine
(i) the marginal distributions of and , and (ii) the joint distribution of and , (iii)
expected values of and , (iv) and , (v) ( ) and ( )
Solution: Here the sample space is given by
* +
(i) The distribution of the random variable is given by the following table
0 1
(First toss Head or Tail) (First toss Head) (First toss Tail)
( )
(Probability of random variable )
which is the marginal distribution of the random variable .

Fourth Semester 18 LASPT (18MA41B)

Department of Mathematics

The distribution of the random variable is given by the following table

0 1 2 3
(Total number of Heads) (zero Heads) (one Head) (two Head) (three Head)
( )
(Probability of random variable )
which is the marginal distribution of the random variable .
(ii) The joint distribution of the random variables and is given by the following table
Y 0 1 2 3
X (zero Heads) (one Head) (two Head) (three Head)
0
0
(First toss Head
1
0
(First toss Tail)

( ) , - ∑ ( ) ( ) ( )

, - ∑ ( ) ( ) ( ) ( )

, - ∑∑ ( )

( ) ( ) ( ) ( ) ( )
( ) ( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

, - ∑∑ ( )

( ) ( ) ( ) ( ) ( ) ( )
( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( ) , - ∑ ( ) , ( )- ( ) ( )

. /

Fourth Semester 19 LASPT (18MA41B)

Department of Mathematics

, -

∑ ( ) , ( )- ( ) ( ) ( ) ( )

( )

( ) ( ) ( )
( )
( ) .
( )(√ ) √

Problem 2: The joint distribution of two random variables and is given by the following
table:
Y
2 3 4
X
1 0.06 0.15 0.09
2 0.14 0.35 0.21
Determine the individual distributions of and . Also, verify that and are stochastically
independent.
Solution: takes values 1, 2 and takes the values 2, 3, 4. Also,
, 0.35,
Therefore, = 0.3, ,
= 0.2, = 0.5, = 0.3.
The distribution of is given by
1 2
0.3 0.7

The distribution of is given by

2 3 4

0.2 0.5 0.3

Thus, for all values of and so, and are stochastically independent.

Fourth Semester 20 LASPT (18MA41B)

Department of Mathematics

Problem 3.The joint distribution of two random variables and is given by the following
table:
Y
0 1
X
0 0.1 0.2
1 0.4 0.2
2 0.1 0
(a) Find P( )
(b) Determine the individual (marginal) probability distributions of and and verify that
and are not independent.

Solution: We note that takes the values 0, 1, 2 and takes the values 0, 1
, 0.2, 0,
The event occurs only when the pair ( ) takes the values ( )( ) and
( ) The probability that this event occurs is therefore
( )
We find that
.

= 0.
= 0.4.
The distribution of is given by
0 1 2
0.6 0.6 0.1
The distribution of is given by
0 1
0.6 0.4
It is verified that
Therefore, and are not stochastically independent.
Problem 4. The joint distribution of two random variables and is given by
( ) Find (i) and (ii) the marginal distributions of
and . Show that and are not independent.

Fourth Semester 21 LASPT (18MA41B)

Department of Mathematics

Solution: For the given , we have

∑∑ ∑∑ ∑ ∑( )

∑*( ) ( ) ( )+ ∑( )

*( ) ( ) ( ) ( )+
Since

∑ ∑

∑ ∑ ∑ ( )=

∑ ∑ ∑ ( )=

Therefore, the marginal distributions of X and Y are

* + 2 3, i=1,2,3,4 and { } 2 3, j=1,2,3.

Finally we note that so X and Y are not independent.

Problem 5. The joint probability distribution of two random variables X and Y is given by
the following table.
Y
1 3 9
X
2 1/8 1/24 1/12
4 1/4 1/4 0
6 1/8 1/24 1/12
Find the marginal distribution of and , and evaluate ( )
Solution: From the table, we note that

+ =

Fourth Semester 22 LASPT (18MA41B)

Department of Mathematics

The marginal distribution of X is given by the table:

2 4 6
1/4 1/2 1/4
And the marginal distribution of Y is given by the table:
11 1 3 9
1/2 1/3 1/6
Therefore, the means of these distributions are respectively,

∑ ( ) ( ) ( ) ( )

∑ ( ) ( ) ( ) ( )

E, - ∑ ∑
( ) ( )
( )

. / . / . / . / . / . /

. / . /

= 2 + 4 + 6 = 12
( ) , -
( )
Problems to practice:
1) The joint probability distribution of two random variables X and Y is given by the
following table.

Y 5
-2 -1 4
X
1 0.1 0.2 0 0.3
2 0.2 0.1 0.1 0
(a) Find the marginal distribution of and , and evaluate ( )
(b) Also determine whether and .

Fourth Semester 23 LASPT (18MA41B)

Department of Mathematics

2) Two textbooks are selected at random from a shelf containing three statistics texts,
two mathematics texts and three engineering texts. Denoting the number of books
selected in each subject by S, M and E respectively, find (a) the joint distribution of S
and M, (b) the marginal distributions of S, M and E, and (c) Find the correlation of the
random variables S and M.
3) Consider an experiment that consists of 2 throws of a fair die. Let be the number of
4s and be the number of 5s obtained in the two throws. Find the joint probability
distribution of and . Also evaluate ( )

Joint Probability distribution for continuous random variables:

Let and be two continuous random variables. Suppose there exists a real valued function
( ) of and such that the following conditions hold:
(i) h(x, y) for all
(ii) ∫ ∫ ( ) exists and is equal to 1.
Then, ( ) is called joint probability density function.
If , - and , - are any two intervals, then the probability that , - and , - is
denoted by ( ) is defined by the formula

( ) ∫ ∫ ( )

For any specified real numbers u, v, the function

F(u, v) = ∫ ∫ ( )
is called the joint or the compound cumulative distribution function.

Where ( ) ( ) and ( )

Further, the function ( ) ∫ ( ) is called marginal density function of , and

the function ( ) ∫ ( ) is called marginal density function of . ( ) is the

density function of and ( ) is the density function of .
The variables x and y are said to stochastically independent if ( ) ( ) ( )
If ( ) is a function of and , then the expectation of ( ) is defined by
E* ( )+ ∫ ∫ ( ) ( )
The covariance between and is defined as
( ) * + * + * +.

Fourth Semester 24 LASPT (18MA41B)

Department of Mathematics

Problem 6: Find the constant so that

( )
( ) {

is a joint probability density function. Are x and y independent?

Solution: We observe that ( ) for if

∫ ∫ ( ) ∫ ∫ ( )

{∫ ( ) } {∫ }

2 3* + .

Hence ∫ ∫ ( ) if .

Therefore, ( ) is a joint probability density function if .

With , the marginal density functions are

( ) ∫ ( )

( )∫

( )( )

( )

Next,

( ) ∫ ( )

∫ ( ) { }

Therefore, ( ) ( ) ( ) and hence and are stochastically independent.

Problem 7: The life time and brightness of a light bulb are modeled as continuous
random variables with joint density function
( )
( )
Where and are appropriate constants. Find (i) the marginal density functions of and ,
and (ii) the compound cumulative distributive function.
Solution: For the given distribution, the marginal density function of is

Fourth Semester 25 LASPT (18MA41B)

Department of Mathematics

( )
( ) ∫ ( ) ( ) ∫

∫ ,
the marginal density function of is

( ) ∫ ( )

Further, the compound cumulative distribution function is

( )
( ) ∫ ∫ ( ) ∫ ∫

{∫ } {∫ }

{ ( )} { ( )}

( )( )
Problem 8: The joint probability density function of two random variables and is given

by ( ) {

(i) Find the covariance between and .

Solution: The marginal density function of is

( )
( ) ∫ ( ) {∫

The marginal density function of is

( ) ( ) ∫
∫ {

We find that

, - ∫ ( ) ∫ * ( )+

∫ ( ) ( )

, - ∫ ( ) ∫ ( )

, - ∫ ∫ ( ) ∫ {∫ } ∫
Therefore,

Fourth Semester 26 LASPT (18MA41B)

Department of Mathematics

( ) , - , - , - .
( )
Problem 9: Verify that ( ) { is a density function of a joint

probability distribution. Then evaluate the following:

(i) . / (ii) ( ) (iii) ( ) (iv) ( )

Solution: Given ( )

( )
( ) ∫ ∫ ( ) ∫ ∫ ∫ ∫

( )( )
Therefore, ( ) is a density function.
( )
(i) . / ∫ ∫ ( ) ∫ ∫

∫ ∫ ( )( ).

(ii) The marginal density function of is

( )
( ) ∫ ( ) ∫ ∫

Therefore, ( ) ∫ ( ) ∫
( )
(iii) ( ) ∫ {∫ ( ) } ∫ {∫ }

∫ 4∫ 5 ∫ ( )

∫ ( )

Therefore, ( ) ( )

(iv) ( ) ∬ ( )

( )
∫ ∫ ( ) ∫ {∫ }

( )
∫ {∫ } ∫ { }

∫ ( )

Fourth Semester 27 LASPT (18MA41B)

Department of Mathematics

Problems to practice:
1) If the joint probability function for ( ) is
( )
( ) { is a density function of a

joint probability distribution. Then evaluate the following:

(i) the value of the constant . (ii) the marginal density functions of and

(iii) . / (iv) . / (v) . /.

2) For the distribution given by the density function

( ) {

evaluate (i) ( ), (ii) ( ) (iii) ( ) (iv)

( )
3) For the distribution defined by the density function
( )
( ) {

find the covariance between and .

4) For the distribution defined by the density function

( )
( ) {

Evaluate (i) ( ), (ii) ( ) and (iii) the covariance between

and .

Fourth Semester 28 LASPT (18MA41B)

Department of Mathematics

Video Links:
https://www.youtube.com/watch?v=bUI8ovd07uI
https://www.youtube.com/watch?v=OByl4RJxnKA
https://www.youtube.com/watch?v=eHfhpAhGdvY
https://www.youtube.com/watch?v=82Ad1orN-NA
https://www.youtube.com/watch?v=eYthpvmqcf0

Disclaimer: The content provided is prepared by department of Mathematics for the specified
syllabus by using reference books mentioned in the syllabus. This material is specifically for the
use of RVCE students and for education purpose only.

Fourth Semester 29 LASPT (18MA41B)