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BITS Pilani

presentation
BITS Pilani Dr RAKHEE
Department of Mathematics
Pilani Campus
MATH F111 & AAOC C111
Probability and Statistics
BITS Pilani
Pilani Campus
Text Book
Introduction to Probability &Statistics
Authors : Milton & Arnold 4th Edition
Publisher : Tata McGraw Hill

BITS Pilani, Pilani Campus


Reference Books
Feller, Vol: 1, 2: An Introduction to Probability Theory
and Applications, 2nd edition, John Wiley & Sons,
2000.
P. L. Meyer: Introduction to Probability & Statistics,
2nd edition, Oxford & IBH, 1970.
Sheldon M. Ross: Introduction to Probability Models,
3rd edition, Elsevier, 2009.
Walpole, Myers R. H., Myer S. L., Ye K., Probability
& Statistics for Engineers and Scientists, 8 th ed.,
Pearson Education, 2007.
Johnson, R. A., Miller Freunds Probability and
Statistics, 7th. Ed., PHI, 2005.
BITS Pilani, Pilani Campus
Instructors

Professor C.B. Gupta


Professor Rajeev Kumar
Dr. P.H. Keskar
Dr. Bhupendra K Sharma
Dr. Rakhee (Instructor-Incharge)
Dr. Deepmala
Dr. Amit Kumar Verma
Dr. Ashish Tiwari
Dr. Lajja
Dr. Javid Ali
Mr. Sachin Kumar
BITS Pilani, Pilani Campus
Evaluation Components
EC Evaluation Duration Weighta Mark Date & Remarks
No Component ge (%) s Time
1 Mid- 90 mins 35 105 28/02 Closed
Semester 9.00 - Book
10.30 AM

2 Class Test ------- 20 60 * Closed


Book
3 Compre. 3 Hours 45 135 08/05 FN Partially
exam Closed
Book

*Class Test: Best 3 out of 4; 20 marks; 15 minutes each.


BITS Pilani, Pilani Campus
Announcements
For all the course notices, see notice board III.
Also can check CMT website of the course
through Intrabits.
Make up policy: Make up for the mid-semester
component will be given to genuine cases with
prior written permission from IC followed by
supporting documents. It will be conducted
normally next week of the respective test and
for class test component there will be no
make-up.
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BITS Pilani
Pilani Campus

Chapter 1
Introduction to Probability and
Counting
Deterministic vs. Statistical
methods.

For many experiments in practice, we may


not be able to tell precise outcome of the
experiment due to some uncertainties,
Statistics deals with such experiments.

BITS Pilani, Pilani Campus


Scope and objective of the
course
Probability theory deals with many real life
problems, which either inherently involves the
chance phenomena or describing the behavior
of the system explicitly with statistical
properties. Interpretation of the system
behavior in many engineering aspects depends
on concept of probability and statistics that
familiarizes with the computational aspects.
The course deals with basis properties of
various distributions and other related things.
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Mathematical Model

Whenever we apply mathematics in order


to study some observational phenomena we
must essentially begin by constructing a
mathematical model
(Deterministic or Statistical ) for these
phenomena.

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What is Mathematical Modeling
Conversion of physical situation into
mathematics with some suitable conditions is
known as mathematical modeling.
Model can be of help for predictive purposes,
Model description must be translated into one
or more mathematical equations.
These equations can be used to determine the
value of a specific variable in the model based
on the knowledge of the values assumed by
other model variables.
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Deterministic / Statistical
methods
Statistical methods are designed to
allow us to assess the degree of
uncertainty present in our results i.e.
we may not be able to tell precise
outcome of the experiment due to
some uncertainties.

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Statistical Methods
Descriptive Statistics: we mean those
techniques which allow us to describe set of
observations both in analytical and graphical
mode.
Inferential Statistics : Conclusions can be
drawn about a large group of objects, based
on observing only a portion of the objects in
the larger group.
Model building : Developing equations for
the purpose of prediction using observed data.

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Definitions

Population: The overall group of objects


about which conclusion is to be drawn is
called population.

Sample: A portion of population obtained


and used to draw conclusions about the
population.

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Probabilities

Three methods are widely used to


assign the probability
( A) Personal Probability: Based on
personal judgment or feeling.
Advantage: It is always applicable.
Disadvantage: Accuracy depends upon
the accuracy of the information available
and the ability of the scientist to assess
the information correctly.

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Probabilities

(B) Relative Frequency interpretation :


To decide the probability of an event,
we repeat the experiment large
number of times independently. If the
occurrence of event A, is denoted by
P[A] then f
P[A] = n ;
n = no. of trials, f = no. of times the
event occurred in n trials, for large n
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Probabilities

(C) Classical Probability : assumption


that all outcomes of the experiment
are equally likely : For an event A

number of ways event A can occur


P ( A)
number of ways experiment can run

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Section 1.1

Q 3. Hemophilia is a sex-linked hereditary blood


defect of males characterized by delayed
clotting of blood which makes it difficult to
control bleeding even in case of minor injury.
When a woman is a carrier of classical
hemophilia, there is a 50% chance that a
male child will inherit the disease. If a carrier
gives birth to 2 sons, what is the probability
that both boys will have disease?
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Some definitions

Experiment:
Any process that yields a result or an
observation;
A physical action or activity that is
observed and result noted.
Deterministic Experiment: If the result
can be predicted with certainty prior to
the performance of the experiment..
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Some definitions

Random Experiment: if the outcome


can not be predicted with certainty but
all possible outcomes can be
determined prior to the performance
of the experiment.
Outcome:
A particular result of an experiment.

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Some definitions

SAMPLE SPACE: A sample space S of an


experiment is the set S such that each
physical outcome of that experiment
corresponds to exactly one element of S.
An element of S is called a sample point.

EVENT : Any subset A of the sample


space S of an experiment is called an
event.
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Some definitions

In any sample space we have the event


called impossible event and an
event S called certain event.

This allows us to perform various set


theoretic methods to represent sample
spaces and events.

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Examples

Toss a coin successively 3 times and record


the upper faces (H for head and T for tail) in
sequential order.

This leads to sample space

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


TTT }

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956


As events we can consider subsets,
e.g., empty set , S, {HHH, HHT} are
events.

Another event is that tail occurs twice


which is same as {THT, TTH, TTH}

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Let E be the random experiment:

Toss two fair dice and observe the


two numbers on the top. A sample
space would be

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Let E be the random experiment:
Count the number of machines
produced by a factory until a defective
machine is produced.

A sample space for this experiment


could be S = {1,2,3,- - - - - -}.

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Let E be the random experiment:
Count the life length of a bulb
produced by a factory.

Here S will be {t | t 0} = [0,).

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Definition : The complement of an event
A in a sample space S is an event
A' = { x S : x A}.
Definition : Two events A, B in a sample
space are called mutually exclusive if
AB is an empty set.

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Extending to more events: Events F1, F2,
are mutually exclusive if for any i j
Fi F j

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Operations on events : Like sets, we
can consider union, intersection,
complements of events. They can be
conveniently demonstrated by Venn
diagrams.

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Section 1.2
8 A missile battery can fire five missiles
in rapid succession. As soon as the
target is hit, firing will cease, let h
represent a hit and m a miss.
(i) Draw the tree to represent the possible
firing of these missiles at a single incoming
target.
(ii) List the sample points generated by the
tree
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(iii) List the sample points that constitute the
event
C: exactly two shots are fired
D : At most two shots are fired
Are the events mutually exclusive?

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Counting

Multiplication rule : If an experiment is


taking place in r stages and qi denote
the number of ways ith stage can occur
then the experiment can be performed
in q1 q2 qr ways.

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Applications of multiplication Rule :
Number of permutations of any r
objects from given n distinct objects
= nPr= (n!)/((n-r)!).
Number of ways of choosing r objects
without repetition from n given
objects= n n!
r
r!( n r )!
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Permutations of indistinguishable objects :
If we are permuting n objects of r
distinguishable types such that there are qi
(indistinguishable) objects of ith type for
i = 1,2, , r then number of distinct
arrangements of these n objects is
n!
(q1!)...(qr !)
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Example :
10 persons in a room are wearing badges
marked 1 through 10. 3 persons are
chosen at random and asked to leave the
room simultaneously and their badge
numbers are noted. Find the probability
that
(i) the smallest badge number is 5.
(ii) the largest badge number is 5

BITS Pilani, Pilani Campus


Example : A firm employs 10
programmers, 8 system analysts, 4
computer engineers and 3
statisticians. A team is to be chosen
to handle a new long-term project.
The team will consist of 3
programmers, 2 system analysts, 2
computer engineers and 1 statistician.

BITS Pilani, Pilani Campus


(i) In how many ways can the team be
chosen?
(ii) If the customer insists that one
particular engineer with whom he or
she has worked before be assigned
to the project, in how many ways can
the team be chosen?

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Example: A computer system uses
passwords which consist of 5 letters
followed by a digit.
(i) How many passwords are possible?
(ii) How many passwords consist of 3 As
and 2 Bs and end in an even digit?

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(ii) Assume that these mechanisms
are installed in some preassigned
order, how many ways of setting
the system are available if
adjacent mechanisms can not be
set in the same position .

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(iii) How many ways are available if
only positions r & s are available
and these are used equally often.
(iv) How many ways are available if
only two different positions are used
& one of these position appears
three times as often as the other.

BITS Pilani, Pilani Campus


Example: A box contains tags
marked 1,2,.m , two tags are
chosen at random .Find the
probability that numbers on the
tags will be consecutive integers if
(i) the tags are chosen without
replacement
(ii) tags are chosen with
replacement BITS Pilani, Pilani Campus
Answer : (i)2/m (ii) 2(m-1)/m2

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Example: A traffic engineer is setting the
timings on a series of 10 spotlights on the
main street of a small town. At any given
time a light can be either red, yellow or
green. How many color patterns are
possible for the series of lights at startup? If
the lights come on at random at startup,
what is the probability that the initial setting
will consist of 3 red, 5 yellow, and 2 green
lights? BITS Pilani, Pilani Campus
22. A company receives a shipment of 20
hard drives. Before accepting the
shipment, 5 of them will be randomly
selected and tested. If all 5 meet
specifications, then the shipment will be
accepted. Otherwise all 20 will be returned
to manufacturer. If in fact 3 of the 20
drives are defective, what is the probability
the shipment will not be accepted ?

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26 A garage door has six toggle switches
each with three settings up, center and
down.
(i) In how many ways these switches be set .
(ii) If a thief knows the type of opener
involved but does not know the settings
what is the probability that he or she can
guess the setting on the first attempt.
(iii) How many settings are possible in which
two switches are up , two are down and
two are in the center.
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33. A main frame computer has 16 ports . At
any given time each port is either in use
or not in use . How many possibilities are
there for overall port usage of this
computer? How many of these entail the
use of at least 1 port.

Answer : 216 (why ? ) 216 -1

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Example: From six positive & 8
negative number, 4 numbers are
chosen at random without
replacement and multiplied. Find the
probability that product is a (+ve)
number.

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Thank You

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