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Applied Probability

Applied Probability

Number of favourable cases Probability densitieve function:


1. Probability = Number of possible cases
n(A)
If 1) f(x) ≥ 0, -∞< x < 0
= n(S) ∞
2) ∫−∞ f(x) dx = 1
2. P (A∪B) = P(A) + P(B) - P(A∩B) Then, f(x) is called the probability density
3. P(A) = l-P(A) function
4. P (ϕ) = 0; P(S) = 1 Cumulative Distributive Function:
x
5. P(A∩B) = P(B) - P(A∩B) F(x) = P(X ≤ x) = ∫−∞ f(x) dx
6. A and B are independent events then, In case of discrete variables,
P(A∩B) = P(A). P(B) F(x1) = P(X≤ xi) = in=1 P(xn )
7. Conditional probability: Binomial Distribution:
The conditional probability of A, when the 1. P(X = r) = P(r)
event B has already defined is = nCrprqn-r
A P(A∩B)
P = , P(B) ≠ 0 (r = 0, 1,2,....n)
B P(B)
2. i) Mean of binomial distribution = np
Similarly,
B P(A∩B) ii) Variance = npq
P =
A P(A) iii) Standard deviation S.D. = npq
B
8. P(A∩B) = P(A) P iv) p + q = 1
A
A Poisson Distribution
P(A∩B)= P(B). P B e −λ λ x
P(X = x) = , x = 0, 1, 2, .......
9. Bay’s Theorem: x!
Let A1, A2,........An be n mutually =0 otherwise
exclusiveand exhausitive events. Let B be an Remarks:
n i) Poisson distribution is a limiting case of
independent event such that B ⊂ ⋃ Aiis binomial distribution under the conditions, n
i=1 →∞ and p → 0
the conditionalprobability of B given that Ai
ii) np = λ
has already occurred, then
B
iii) Mean = λ
P Ai P
P
Ai
=
Ai iv) Variance = λ
B n P(A )P B
i=1 i Ai v) S.D. = λ
Probability Mass Function: Normal Distribution:
Let X be a one - dimensional discrete 1 x −μ 2
1
f(x) = σ e−2 σ - ∞< x <∞
random variable takes the values x1, x2,...... 2π

If i) P(xi) ≥ 0 Standard Normal Distribution:


1 2
1
ii) ∞ i=1 P xi = 1 ϕ (z) = e−2z

Then, the function P is called the probability x−μ
Where z =
mass function. σ

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Applied Probability

Properties: line at μ, the two halves of the curve will


i) Mean = median = mode coincide.
ii) The normal curve is perfectly iii) Maximum ordinate is at x = μ.
symmetrical about the mean. This means 1
Its value isσ 2π
that if we fold the curve along the vertical

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