Maths (4) Module 4

Module -4
~.1 J Probability Distributions

@.11] Introduction and Preamble
In our normal conversations we make statements like 'I am likely to be out of station',
'I have a good chance of being selected to the job' etc. In such statements we are not
sure of the outcome but we intend to estimate the chances of our statments being true.
Probablity gives an insight for such things in a mathematical way.
• Definitions
Exhaustive event : An event consisting of all the various possibilities is called an
exhaustive event.
Mutually exclusive events : Two or more events are said to be mutually exclusive if
the happening of one event prevent the simultaneous happening of the others.
Examples
1. In tossing a coin, getting head and tail are mutually exclusive inview of the fact
that if head is the turn out, getting tail is not possible.
2. In throwing a cubical ' die', getting any of the number 1, 2, 3, 4, 5, 6 are mutually
exclusive as the turn out of any number rules out the possibility of the turn out of
other numbers.
Independent events: Two or more events are said to be independent if the happening
or nonhappening of one event does not prevent the happening or non happening of
the others.
Examples
1. When two coins are tossed the event of getting head is an independent event as
60th the coins can turn out heads.
2. When a card is drawn at random from a p ack of 52 cards and if the card is replaced,
th s
e re ult of the second draw is independent of the first. But if the card is not
replaced then the result of the second d epends on the result of the fir st d raw.
~athelll t' . .
exhausti~ ical (priori) definition of probability : If the outcome of a tnal cons1sts n
e, mutually exclusive, equally possible cases, of which m of th em are
270 ENGINEERIN TY 01sTRIBUTfONS
G MAiHEMA_ p!IOB!_BILI 271
favourable cases to an event E, th~n the pr~bability of the ha . ll~.,, bability of getting (a) a number greater than 2 (b)
3. '[Ire pbro when a 'die' is thrown. an odd number (c) an even
EI usually denoted by P ( E) or simply p 1s defined to be ~~~
ppentng of 1~
number of favourable cases min. "'"1l rr11lll er
f possible cases/outcomes ( n) = 6
That is, P( E) =P = number of possible cases = -m
n r-JurJlber ober of favoUiable outcomes = ( m ) = 4 since 3 4 _ 6
Nuril t ' ' ':>, numbers are
The probability can atmost be equal to 1, because the numb f (a) ble to the even .
favoura
probability of getting a number greater than 2 ( p) = = ~
the number of possible cases can atmost coincide with each ~~~e:avourablecase,
Since 111 cases are favourable to the event, it follows that ( · illJ 6 3
±
fa vourable to the event. n - by
. . This set of unfavourable events is d enoted m ) -£ases
E a,re !lo!
(b Number of favourable out comes ( m) =..,, since 1' 3' 5 are favoura ble to the event.
Therefore
. I
probability of the non happening of the event ~~!yd or£ )
~~ ~by h probability of getting an odd number ( p) = 6 = !2 ~
11-111 - n-m m
q = - - or P( E ) = -- = 1- - = 1_ p (E) 3 1
n
Ill
n n (c) Similarly we have ( P) =
6 2,== since 2, 4, 6 are favourable to the event.
i.e., q =1 - - =1 - p or p+ q= 1
II , Addition theorem of probability
Equivalently P ( E) + P ( E) = 1 11rc probability of_t!1~ happening of one or tile other mutually exclusive events is equal to the
,11111 of the probab1ht1es of the two events.
P is also referred to as the probability of success and th ..
Their sum is always equal to 1. q as e probability of failure 11iat is, if A, B are two mutually exclusive events then,
If P ( E) = 1 , £ is called a sure event & if p ( E) =0, E is called an impossiblemi. p (A OT B) = p (A ) + p (B)
Examples • Product theorem of probability

1. The probability ofgetting a 'head' in tossing of coin in co~ipound event is made up of a number of independent events, the probability of tire
ppeirmg of the compound event is equal to the product or the probabilities o' the i11de,,.,ne11t
The possible outcomes are head and tail. etients. 7 7 ,,.
Number of possible (exhaustive) cases ( n) =2 ~ - If A and B are independent events then P ( A and B) = P ( A ) · P ( B)
• umber of favourable cases ( m) = 1
~ Random variables - Introduction
Probability of getting head ( p ) = !!!. = _! In a random ex penmen!,
called . . a real variable is associated with every outcome then it. 1.s
if
funcfi a rahndom variable or stochastic variable. In other words a random variable Ois a
2 Tl .. n 2 11
· from
1e probnb1/ity random t at a. ssigns
on ex · a real number to every sample point in the sample spacendf _a
a pack ,, of
:, gettin
d g (a) k"mg (b) king or queen when a card is drawn at rn dt1JII
0'l 5- Cll/', $. I maybe not~~nmen~. Random va riables are usually denoted by X, Y, Z · · · a it
space s T that different random variables may be associated with the same sample
Number of possible (exhaustive) cases ( n ) = 52 · he set of all real numbers of a random variable X is called the range of X.
(a) Number off ExarnPe I • 1 Wh' l ' · · ted for the
avourable cases ( Ill ) = 4 outcome 'hea , 1e tossing a coin, suppose that the value 1 is associa
d and O for the outcome 'tail' . We have the sample pace
Probability o f getting a king ( p ) = 111 = ~ = 2_ = tH l )-1&:X(Tl"'O
Ran 5 ' T f and if X is the random variable then X( H -
(b) t\umber off n 52 13
. avourabl e cases ( m ) = 4 + 4 = 8 ge of X == I O )
harn
ar· Pie. 2 Su\ , 1 . te two different random
.. ProbabilitYOf getting a k.
' mg or queen ( p ) = -111 8 2
n = -52 == -13
I V
..........
Obie, x ppo ea coin is tos ed twice, w• shall as "'"
' y as follows whm w• have the ,mpJespa<'
7
• ' 7 ~ - - - - - - - - - -~ ~ - - -- - - - - EN
_G_ l-NEERING
= s TRfBUTfONS 273
~
272 ~MAr1-11:AI.\
S= HH , HT , TH , TT
I ~~
, ber of ' head ' in the outcom e. le. z
X = Num txaJlll' . hi of a rticles.
. . f the elements in S to X is as folJows. (a) 1veig . prod u ced by a m achine.
Theassoc1at1on o HH = t - - H T ~~ th of na11s
Outcome - TT "'
(bl Le/lg . h o inter on a s p eed o m e te r I voltme ter.
i,serv1ng t e p
:__.._ _ 2 1
Rnl,dom variable:.. .X 1 (c) O . a s urvey o n th e li fe of e lectric bulbs.
Range of X = 0 , 1 , 2 --~ (d)
Conduchng
ese are some o
f the exa m p les of a continuo us random variable.
. .
SuppDse y = umber of ' tails' in the ou tcom_e_•·- - - . - - - - - - - 11i counting p roblems corresp o nd _to discrete random variables and measuring
c;enerallY d t continuo u s ra nd o m vanables.
011I come _ _.J_j_ _H_ H_ _-r__H_ T_ _--t-- -..::
T:....:H
c..:___==---·- ~ hl~SN 1 O .
pro . the category of the ra ndo m va riable we have two types of probability
- Random variable X _,_ 0 1 _:~ According 10
dJStributions.
Range of Y = 0 , 1, 2} L__ - -
• Probability function and Discrete probability distribution
Example - 3 Let the random exp e riment be throwing a pair o f 'die' and th
pace 5 associated with it is the e t of all pairs o f numbers cho en from 1 t~ ~ If for each value •r ; of a discrete random variable X, we assign a real number
p(x,) such that
1l1at is, 5 = { ( x, y) I x, y belong the set of nos. 1 , 2 , 3, 4, 5, 6 } (2) L p ( X;) =1
To each outcome ( x, y) of S let us associa te a ra nd om variable X = x+ y
then the function p( x) is called a probability f11nctio11.
The range of X = 2 , 3, 4, ··· 12 co r res p o nding to th e 36 outcomesinS
namely ( 1 , 1 ) , ( 1 , 2 ) • • • ( 1 , 6 ) , ( 2 , 1 ) . . . ( 6 , 6 ) If the probabili ty that X take t h e va lues xi is P; , then
We have X ( 1 , 1 ) =2 ; X ( 1, 2 ) =3 = X ( 2, J) ; P( X = xi) = P; or p ( X; ) .
X ( 1 , 3) = 4 = X ( 3, 1 ) = X ( 2 , 2 ) e tc. The set of values [ , . , p( x ) ] i ca lled a discrete ( finite) probability distrib11tio11
1
~- ~ Discrete and Continuous random variables - Definitions of lhc discrete ran~om v~ria b le X . The function P ( X) is called lhe probability
nd density fimctiou ( p • d. f) or t he probabi l ity mass f1111ctio11 ( P · 111 · f)
If ~~a om variable takes finite or counta bly in fi nite numbe r of va lues then itiscalll'II
a ' f:;ete rnu do_m variable. Here coun tably in finite m ean s a sequence of re~ Thedi5lribution function f ( x) defin ed by
~~~-1 ers.range.
1 It is evident that a discrete ra ndo m va riable w iJI have fi nite or countabfy
X
f( :i.) == P(X s x ) = L p(x;), x beinganinteger iscalledthe
If a random variable tak · · ailed a
11011 discrete O '. es non countable infinite num ber of va lues then it 15 c 'ft/II i = I
range of a rand' coutz~mous random v ariable. Equ iva le ntly we can say that: 1ou; CU11111/11 tive d. .
om variable X · · X · contrnu zstr1butio11 f 11nctio11 ( c . d • f)
random variable A . is an mte rval o f real numbers the n 1s a . tel'I'~
- and variance ( if" l for a
of rca I number . • continuous ra 11 d o m varia
· ble can assume any va Jue in the lil
f
\Ve arc air d
&eneraJ ea Y fa milia r w ith t h e d e fini tions of mean ( X)
Example-] reque ncy distri b u tio n . T h a t is
(a) Tossing a coin and b . -X::::---..!

L. I; X . 2
'°L.. .f.z ( X . -
1
-; )2
(b) Toss· .
ing coin and ob
o ervmg the outcom e.
.
L J, a nd cr =
iv ; L f, . .
(c) Throwing a'die' servmg the numbe r o f head s tu ming up. I e can a obability distribution.
Th and observin th n 1his casc,Wel) define the m ean a n d va riance of the discrete{\ ( : ) = 1.
C!>e are some of th g e numbe rs o n the face. p ( ·\ ) corre ponds to J, a n d we h ave _ /, = I '
e examples of .
a discre te ra nd o m va ria ble.
~27~4~--- --------~-:= ~~~---. . . .:.: : 1,tt,rkr:,.
ENGINEERING ."'I.Irr.
01sTRIBUTIONS 275
The mean and \ a nance of the d iscrete probability distribution is defllled ~ £ ·• •
~lean ( µ I = I P( x, · x, ) CJ!.ifJ,;,
~ 'd"' t . ,;,,
experiment of tossmg n ',~ !Wltwocezs per1bvemzM Random tlariablt X nn th1;
i , ,antfom . defined to be the sum o1 t ze nr,m rs turning up on the IO!'-. F _, he
,, ·""1fl"Pfespace ts fiortI1ernndomvana"'
. b'·X andcompuitthecerr~ponding
., znur
1,·anance ( V) = L ( x, - µ )2 . p ( x, ) ai<erelt ~
obabilitydistribution
dnrd dev1at1on.
• 11 and stan
Standard deviat10n ( G ) =,V ,ntl15 = ( x, y ) where x = 1, 2, . . . 6 ; y = 1, 2, .. . 6
,, S = ( 1, l ) ( , , 2 ) ( 1, 3 ), ... <6,4 ), ( 6,5 ), ( 6,6 )

:o-;ote : Varumce um also be put in the form .....
tt, ts in <. = n ( S) = 36.
'I = L :? p (xi,- r L x, p ( x, ) J2 \wn},er of eJemenf the random va riable X defined as the !>um of two number, on the
,etofvalueso 10 11 12
i The the 'die' arc: 2, 3, 4, ... , ,
(2ceof . o f the: clcmcntc, of S to the sample variable X are tabulated.
Toea,,octatron
WORKED PROBLEMS
1 1 Total ~o r,f
. /: WIil ~ ' rJS<.,,ed twu.e A rand1Jm variable X repre~enl the number of head turn, ,; Elemcntc, of Sor Evenl5 E
f md tne dtlaete prr,babtlil",J d, .fr,butwn fr,r /.. Al'!!, find 1h mean and Wrltlrtee 9 X=xI event.,: nt E J
( ,, 1 ) x1 = 2
.,, ', HJ f, J11, 1 JI, 'f'/ , 'Ih1• awxiahon r,f the c:IE·mcnt.c, of S to tht tMb~
,;;:,;,~,,-/. ;:,r,, :1~-f>(:'tiw-1 2, J, l, (J, 1 2. ( 1, 2 J f 2, 1 I x2 = 3 2
•,,,1., /''flllJ 4'
J P(Jf'/ 1 4'
1 I'( '/JI J 4 ' /' ( ·1·1 J - 41 3 ( 1, 3 J <3, 1 J ( 2, 2 J x := 4 3
3
4 <1, 4 J <4, 1 J < 2, '3 J ( 3, 2 J x4 = 5
J, r / ',,, " ·, r,,, lwwJ J ,,, n, 1
4 5. ( I, 5 )( :;, 1 ! ( 2, 4 J ( 4, 2 J ( 3, 3 J x.-, = r,
1 J f, I 1, r, Ju,, 1 J ( 2, :; J ( :;, 2 J ( 4, 3 JI 1, 4 ! Xr, =7 ,,
/ r I /'I ..1 '/II J fl ( I /'I J I I' ( '/II J -
2 7 I 2, r, J < r,, 2 J I 3, :; J < :;, 3 J ( 4, 4 J X7 = ~ j
,, f/ /,I " I 2 h,..,,,J,,J /1 (III I J
I\, 11,r, JU,, 3 J ( 4, :; J ( 5, tJ J xil = ':I 4
4
t, ,,. '!r1 ,,,,.,. 1,r,.J,,,f,11,11 d1•.f r,fml11 ,r, (1,r /. h ,J,, (,,JI, w1•,. '1 <4, r, J / r,, 4 1 < :;, :; J X,I .= JI) 3
/ / ,, J
2 ,,, ' 'i, r, J c r,, :; J
XJ/J :: JI 2
p' / ) I 1 IJ u,,ri J
,, Xll := 12
,,,. ,,.,.,..,/I·.,,,,, fl ( / 1 ,,. ,, 4
,,,,,, 2 4
·1ot,tl
I L, fl ( /I j
n ( I. J 2
JJ J J de
IJ l 11 ( S )
2 16 1(,
'/ 2
JI ( /I )
'/ t IJ
;, I , ( I
JI
4 J l I I ( 2 I J' , 4J
I, i~ Ill•;,,.,,. ~,1 ?. 2
· ".an ,. 1 -1,,d Va riance
~
1/2
()ISrRIBUr,oNS 293
1..,1.. 1t1, d1~tnk>t1 t1,m t,,r:,. I!- ,l'- lt ,IIO\\-. ~ ) + P ( 8 ) +P ( l)J+ P( 10 )

Th•' J 1...:rdl' pn'''"' ' 1 ~ p( /
1 2
~ I0L- ( 0.65 t ( ll ..1::; 1 + !Ol ~ (0.6S )~(OJS) -'-1 0< , I O.b'l l'I I 0..3:; l 4- f 0.65 11
• 7 " l)
. 10
(>
II
.X = ' :; :;
~ • b -l 3 :! Ill q b
/' l \ l Jt, 3t, Jt, - 120 ; 1()(
~ J<, Jo Jt, ll ::- ll\- = I 2 .1 ..,
k k 3t,
But I t. ,
I -.. ti ,u\ll ,- •I( \ I ) = I. • ~ 7 ) = 0.5138

rl'
\lt>,ln = '- \ !If \ l

.,-,
_:,_
1t,
- 7
2 lll _~-
,.,
-----
t{,'fl<'.t' P ( ··- -- - - - - - - --
21.
11
I(
1111111
11t•r of /t'lt-/1l111111· 1111..,_ t,11,11
- --
. ' 111 1111 11Isla11t of t

- - -- , - - - -- -
<'1•~ 14 1 t'GTUI/ u.iti1

1111e ,_ a L."-•m
,n,i,. t,;[il_l/ O 1 t/i11I 1111111' 1, 1111,y If 10 l111r, arr ~}!1~•11 al random what 1, •ht U'"N'i!lir~
1
1, • (i) 110 [11ll' 1, t,11, 11 (11) n/1 l 1111-:. art' l,11,v (111) atlta,t one /111,." bu,11 (ll:>) arm.:·:~
1111
~I J-
' =
\ ,ln.l!\ ,' = ~ = ~ l \ I' l \)
Jo t, Im.-:- an· t,11,;y
>> Lei \ denote the n umbl'r of telepho ne line!> bu!iy. For th1!! ,·anate \~ t' ha,e b, Jata.
Thu ~!em = - .ind S.D = , \' = 35 b
,, = 0. 1 ; q = I - p = 0 .9. Alo 11 = 10
3. :- ., :.· -::,1· :·:, '. !/,,,!'111 • d1-•r1l•ut1<"I r,pr,·,,·m- 1 ,//,, ,,·r pr / ,1il'/1tv di-tllbl r l\dl.l\ t.' P( \ l = "t· /'\ q" \ = IOc ( 0. 1 )' ( 0.9 )IO-t
\ l
~ " "'.:. .•: .;n_i: 1rr,u:u·
10
Ill (l (ii Probab1hl) th.i t n o lme is bu y = P ( 0) = ( 0.9 i = 0.3487
.. \ 1
(iii Prob,1b1ht • th,11 all lin e~ ,-.re bu ,. ; I' t JO l = ( 0.1 )to
Gii) Probability th,1t a tlc;i..,t o ne lme 1-. bu-.,
» •'ll,t---en,•lhat ."(, 1 '> l) t o r ,l II \ .inu'~.:., 1• 1 \ l
= Probability of no line 1<; bu::.\
\teJn =u = ~:• \ l \ = l l).,.t,(.)-<)(l.,..H) =- :!5
- 1- P ( 0 l =I- 0.3.J '7 = 0.6513
\ ananc,' = ·. = ~ I \ - µ I~ I' I \ )
(ii )
Probabtli t~ that a t most 2 lim...., ,,re but,\
= P(O)+P ( l ) +P! 2 J
9 2 1
= (0 9 ) 10 + 10c ( 0 . 1 )1 ( 0.9 ) 'T !Oc ( tll 1 I L o '
I ,
Thu, = 0.9298
~-----..:..___:_:_= ~--- --------
4. FmJ
\tean = 25 and Variance= 75
•• :c. :i llt ' > ~11cl. tlw• ti • IJ - •

/11 a '/Ill'
22_ 6 a, . - COlllt•,t nf n11swen11,• ' ) e, t1r ,\ 1> ,c/wt 1- the i1 r,M•l,r.1 , .,.-... ~ ..:..' ~· ·•
' It ,, tll( 111s d1,lnb11t1,111 n•pn·•('/1/• II fr11 le 1'",11: • there''Wers· corrcctly 0111 of 10 q·'11r stw11, 11, kt'd ':\I • '11'.,t. t .·,· • n .;. • e ·
· 11
.11-·rib,t n H 11 (I .. · · ·· ,~ ·
I '-' ✓ 1· 1 I
_en. t •:,,d It• Pllt'11•I and • •1111d,1rd d,-.,,11I1,1/1 4[-,, 11 d 1' •
•> let \ are -l Cl/II IOI!.; f,or 11 n1rrecl 1111,wi•r.
_., ' - -- ) I
,111;; JI t - I < < .,
-1 P ::: 112 a ddeno te the correct arn,wer ,1nd \\ l' h,1\ L' Lil the tlr--t ~J •<'
ll n q = 11'.2
l I
3 2J
» \\,·mu th ,1._ 41 p ( \ l =: II I'\ q" - \ =- Hl-
a,l' pl., J..- (J 10 L '
✓ 0 ~nJ t~, - t, ,r all , and , 1 l 1\ l. h (
·,econJ u>nd ' t H>•t r,.,,u,n·-,- th1it
1 \
<l\ll • lo f
~ tnd p I \ " 11 l
,-.!J.-1:-~ ., ,,
.,., • 1, • '2J • i l ,,r 161 ~ ; 1/ 16
22~9~:.__
-~
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _E_N_G_IN_::EERING
MATH€~
~ ~
TRf8l.}TIONS 295
1 10 10 ~ ~ -"d~tandarddeuzatwnoithenumberofcomctlyafbuwedmust
P(:t 2: 6) = JO
2 [ c6 +lOc7 +10c8 + c 9 +lOc ] fftrJmLa,1a; ,:denbare25and '\1875 ~'.ndanest,mattofthenumbtr;:,:;~t~t
JO :i 411 t~409 5 ectly (i) 8 or more questions (11) 2 or /es, (iii) 5 qutc;t,ons , I@ es
1 ~ F~~~ --
= (210+120+45+10+ 1 ) = = 0 377 ar~ n (µJ = np and 5.D( cr ) = 'inpq forabmonuald i tnbution.
10 1024 · . h,1\·e rnea
2 77 \\e q = ✓1.875 or n p q = l. TS
_ nd ..r;;;;p
- 2.:> a
Thus p ( x 2: 6) = 0.377 51· data "p - · - q = 1.875 : . q = 0.75 ; p = 1 - q = 0.25
. have 2..:>
In the <,CCond case when there are 4 options t1ence1,e have ( 0 25) n = 2.5 :. n = 10
- 25 we .
p = ] / 4 , q = 3/ 4 ; II = 10 11p -
S!f1Ce h umbe r of correctly answered questtons.
denote t en
[,ell .,.r II - :i. = 10 ( 1 / 4 )x ( 3/ .q10 - r
P(x) = 10c ( l / 4)r(3/4)10-x = ~o [ 310 -x· lOc ] P ( x) = nc r q cr
l 4 l l
Hence P ( x 2: 6 ) = P ( 6 ) + P ( 7 ) + P ( 8 ) + P ( 9 ) + P ( 10 )
It,
P(X) = 4~0 [rncl ( 3)10 -r ]
1 [ 4 3 2
= 10 3 • lOc +3 10c +3 lOc +3 · 10c +10 ] . te is needed for 4096 tudents we ha\e
4 6 7 8 9 c,o SIIICe the estuna
p
] 4096
)10-rj-~[10 (3)10-r]
= 410 [ 81 210+27 120 +9 45+3 10+1 ]=0.019 4096 Pc x) = - - [ 10c ( 3 - 20 er
X X X X 410 X 2
Thu~ P ( x 2: 6 ) = 0.01972 -= 0.02 4096P(x) = ~6 [10c,C3)10-x ] =f(x) (sny)

It.,
23. In ,a111pli11g a large number of pnrts 111n1111fnct11red by n compnny, fire mean 1111111ber11 (i) We have to find f ( 8 ) + J ( 9 ) + .f ( 10 )
defrct,ve, 111 ~ample, of 20 is 2 011/ of 1000 suclt snmples how mnny would beexpertd
t,, co11/n111 nt/enst 3 defective pnrls. = 1 l 10 . 32 + lOc . 3 + 1 I
256 CK 9
Mean ( µ) = 11 p = 2 by d a ta, where n = 20
I C, 20 fl = 2 1 I 9 . 10 + 3 10 +1I = : c -t36> = t.703 .. 2
:. P = 1110 = 0.1 Hence q = 1 - p = 0.9 256 c2 c, 256
Let t denote the defective part. . 8 or mo re questions i 2.
umber of students correctl y answenng
p (' ) = nc if f/ 11
-
1
= 20 ( 0.1 ) 1 ( 0.9 )20 - ' (ii) \Ve have to find f ( 2 ) +f ( 1 ) +/ (0 )
l (l
1 9 10 I
= [ 10 38 + 10 +3
l'robabtl1ty of atlca<,t 3 def 1·
< cc l VC part!> 256 c2 c, · 3
8
= P(3)+P(4)+ · ·+ P(20) 3 3 1~2 8 .. 2I 53
= 256 ( 45 + 3() + 9 ) = 256 ( 84 ) = 2 ::, . . ~
= l - j P(O)+P( I )+/J(2) J
No of 2 uestions ss 21:,3.
· Sludents correctly ans wering 2 or less than q
= I- I ( 0.9 ,211 + 20(' ' 0. ) ) ( 0.9 ) 19 J 20 . ( 0. ) >2 ( 0.9 ) IM I (iii) W h
I (2 e ave to find J( 5 )
0.12.1 1
I hu, lh1• numb ==- I 10 3,; I = 239.2 .. 239
N 256 c,
"r of d1·f<,r tivt><, in l(}(J() 'it1mpf,,., j ., IOOO x 0.323 = 323 umber of 5 t d . 5 estions is 239
u ents correctl y a n s wenng qu
296 ENGINEER 0~11,s:::r.:Rl::B:.:U_T,_o_N_
s _ _ _ _ _ _ _ _ _ _ _ _ _ __
------------------------=.:.:..:::.:::.'.:::_:1!"1N,G MArH
E~r/Cs ~tJTY -
25. A11 air /me knaws that 5 % of the people making reservatio11s O
. . .
~
II a certntnjl'1 h ' have to find f ( 0 )
turn up Consequently tI1e1r pofzCJJ 1s to sell 52 tickets for a flif!.I t 11 /s t Un// ,:1 \\ e
tJJJ
-
Sc = 2.-, x 1 = 25-
people. Wiza/ is the probability that there will be a ·eat for every p~ zat can only hold; f( O)= 25 o
sengerwhot ,
4
» The probability ( p ) that a passenger will n o t turn up is "'1ls p> ....ber of families with 5 girls is 25.
q,ecied nu .. ,
,, = 0.05 :. q = 0.95 [ , have to find f ( 2 ) + f ( 3 )
Let x denote the numbe r o f passengers who w ill not turn u p . 1iiil \\e _ - _
- 5 +25 · _.,c = :>O Sc = so x 10 = 500
P ( x) = nc JI q" - .t where 11 = 52 = 25 c J2 2
l
p ( X) = 52C ( 0.05 ,X ( 0.95 )52 - X

.,..,ber of families with 2 or 3 boys is 500.
E.ipe<ted n ..... ,
l
. At ost 2 girls m eans tha t, families can have 5 bovs and ogirls or -I bo and 1
A _~alt!> a s ur~--d for e very pa senger who rums up if the number of pa-; •en er~" h0 u1·l m .I • v
girl or 3 boys a nd 2 g 1r s. ·
foil to turn up 1s more than o r eq ual to 2. g
Hl!lCe i,•e have to find f ( 5 ) +f ( 4 ) +f ( 3 )
Hence we have to find P ( x ~ 2)
P (:i. ~ 2 ) = 1 - f P(x < 2) ] = 25 5 C5 + 25 Sc + 25 . Sc

4 3
= 1 - IP ( x=0)+ P( x= I)] = 25 ( I + 5 + 10 ) = 25 X 16 = 400

51
= 1- I <o.95 >52 + 52 <o.os ><o.95 ) J Expected number of families with almost 2 girls is 400.
= I - 0.2595 = 0.7405
Probability that a seat is available for every passenger is 0.7405 'li. Frvt dice were thrown 96 ti 111cs and the 1111111ber o times an odd 1111mber actually t1m1rd
out in the experiment 1::: g1ve11. Fit a binomial d1strib11tio11 to this data a11d calculat1• tht
26. In 800 familzc,; with 5 children each how many families would be expected to /rave .. r.rptcted freq11enc1c~.
2 3 4 5
(i) 3 boys (ii) 5 xirls (iii) either 2 or 3 buys (iv) at most 2 girls by ass11mi11g probnbihtil' .'io efdice showing 1 or 3 or 5 0 -4-- 1
for buys and xrrls to be equal. 2-1 35 18
Obsen1ed frcq11cncy 1 10
» p = probability o f having a boy = 1/ 2 -·-
1
q = prob a b iIi ty of ha ving a girl = I / 2
>> P= probability of getti ng f or 3 o r 5 = 3/ 6 = 1/2 :. q = -
Let x denote the number of boys in the family . ~ lct t denote the number of times an odd number turning out.
P(x) = nc ,?qn - x whe re 11 = 5
r
IC P(x ) = Sc (J 12 ,Xn12J5 - .t ~ep

( x ) ==
-
C ( 1/ 2 ) -r ( 1/2 )5 - .\ = -1 ~- C
X
32 ::i
X t t
S1m:e we ha ve to find the <..'xpectcd n umber in r~pect of 800 fami lies we haW
lhts lhe binomial probabiHt)' distribu tion
function. , t ,m
bt ain.:-u r(
Sc ~
1
• •
d1·
< , d frequenc1,a are 0
r q::: ~e Were th rovvn 96 time , expec~e
&XJ P <x) = 800 32 = 25 Sc = f ( x) <~ay) 96 ( ' ) whe re x = O, 1 , 2 , 3 , 4 , .,
X
(i J We have lo find ( 3)
~er f ( x ) == 96 5C = 3 .5C
f < 3 1 = 25 :;c = 25 x 10 = 250 25 .l T
3
Expected number of families with 3 boys is 250.

01s1R/BUTIO NS 299
ENGINEERING
M.'ITHE/,/J, ~Llrf . .
298 • '¼ of difcct1vc 1tr111, Wltat 8lro11/rl be tire n, 11111,er ( 11 of
A /ot n 11 1/nt//:> , .0" tltnl tltc ,,mI ,aI11·11t11 11/ f111, I111~ atlea,t one de'cctn ) item, rn a
1
/ (l) =J •' C -~ 29- ,I 11// sntt//11~ ~ ' }' 't! Ill II h atl.-a,t
I - )( 5 ::: IS
rn11111
rubnbilily o r ;i cc
/ ( 3 )= 3 -s C 3 x 10 ::: ll O·75 ? I fcc1·1vc ·1
/ ( 2 \ = ·' ' C, = 3 IO = 30 3 "' I em.
1
be t 1,c P •
5 )) Lt:t I
-l) = J ' C,• = 3 5 = 15 /(5) = 3 - s== 3 X l:::3 '¼ = O.Cl I : . q = 0.99
./ ( J := I II
B)' d;ilil / . .
The e;,.pected (theoretical) frequen cies are 3, 15, 30 , 30 , 15, 3 '!> ~ ctcfecl1 VL' 11cm,
If ~ deno 1I '
= "C
I "C ' 11 1 ( 0.0 1 )' (0.99)" - t
. 4 .-,1111,:arc tc,,:,:,•tl JOO time,: a11tf tire fulluwi11s rc,:11/t,: wc,c obtained Fit . p ( X) = ' I' q \
2
d1,:tnl111tim1 for the data a11tf calculate tire tlrcort'lic11/ frcq11c11 ch•,:. · a'''"C!!t:i We need to find 11 !>UCh that the probabil ity or finding atlea~t one dcfect,~e 15 ~ 0.75.
11111/Jrrofhead,: 0 I 2 3 T-:--
-!-.:__
-- 4 Thaiistofind !> t1 C h that
Frl'qll<'IIC!f 5 29 36 25 5
11
p ( r <! I ) <! 0.7'1

» l••t ., denote the nu mber of heads and f the corrc!>pond ing f • .
data bin the form of a frequency d i tribu tion we s hall fi r!>t ca lcu1::\~1:nJ~!un&t i.e., 1 - P ( X < I ) <! 0 .75
it•., 1 - P (0) <! 0 .7'1
'I ( ) 2. f r O+ 29 + 72 + 75 + 20 196 ,e., 1 - ( 0 .99 )" <! 0 .75 or 0.25 <!: ( 0.99 )"
"t'an µ =
r., 100 100 = . I 9'0
Eq uiv;ilently we h ave log ( 0.25) <!: 11 log ( 0.99)
But µ = 11 I' for the binom ia l di tributio n . Herc 11 = -l
k~ ( 0 .25)
Hen e -I I' = 1.% or p = 0.49 :. ff = 1 - J' = 0.5 1 or " ~ log ( 0.99) = 137.935
Binomial di tribu tion p roba bility funct1·0 n I. given
. by
Hence the required II is 138.
P(1 )-"C
- 1
,
I' q
11 -, = 4 C, ( 0.-19 ) r ( 0.5 I )"' - ·1
Since 4 coin,, were tossed 100 t' JO. TI,e probability of a slwoter ltitti11:,: a target 1,: 1/ 3 H<,w 111m111 t1111c~ he ,/wuld ,/wot ,c.J
F unes, exp ected (t/zeorel icn/) freq uc ncies a re obtainedlrco
//,at the prnlm/?ility of ltitti11x t/11: 'target atlca~t cmC<' 1~ more tlra11 3/-1
( .,)= IOOP(r) = 100"' · C, ( 0.49 ) r ( 0.5 1 )4 - '
» Let p -- p ro b a b ·1·
, 1ty of hitting a target = 1/ 3. Hence f/ = 2/3
where x = o, 1 , 2 , 3 , 4_
P( r ) - C , Pr q11 - ·,
F ( 0) = 100 ( 0 SJ )4 - -
. -
11
= ,,
Cr ( I/ 3 ), ( 2/3 l11 - ,
· - 6.76;:, == 7
F(l) - J004 We have to f d 11
- · C1 ( 049 - )3 = 400 ( 0.49) ( 0.51 )3 = 25.999 = 26 rn <; u ch that
. ) ( 0.:,1
I C., f' ( y ~ 1 ) > 3 / 4
F(2)= 100"'c 2
2 ( 0.49 ) ( O 51 2
.
. ) = 600 ( 0.49 >2 ( 0.51 )2 = 37.-17 = 3'I ic l-P( ,< 1) >3/ -l or1-P(0 )> 3 •
F(3) = 100 4 lu 1 - ( 2/3 II 11
. c , ( 0.49 )1 ( 0 - ?~ ••e ca 11 n d ) > 3/ -l or (2/3) < 1/-1
· .:,1 ) = 400 ( 0.49 )3 ( 0.51 ) = 24.()()04 " . n n b Y in!>pc
· tion a~ we have
F( 4 ) = J004C 4
Th . 4 (0.49 ) - 100( ' 2 3
us the .
required th
- 0.49 )• = - 765 - 6
:,_ -
t.
01 ence th/ "' 0.67 ( 2/3 i-., == 0.--1--l , ( 213 >3 = 0.3 , ( 2/J f' = 0.2
eoreticaJ fre u .
q e ncies are 7 , 26 , 37, 24 , 6 ~ ed
_.:.:._~------ ---
11 is 4.
't-.l! !1J
;; t - H = t - l ';;i?t.r
» ,,-.,fuNtetfirCIClomllcliildNitioo, fmidmn ,..

li"~l! = .. c. fT'lt~-•
0 ( 0.S)J
( 05
_ c -- > = 121, 1213 -I -
! • 61.
0--' O!
F , l! - t = "'C:r-r ,,.-.- na'"-f.lt- 1)
,n_J L
05 r -
121.3 ( OS'f • 3 lll.3 (GSf • I
- = 15, 3r ' Cl
c!
1z-H )~ (c - (.r·d )I!
,.~ltf- ( x+l ) = 2! . . -
___.;-t tbeoretia.l freqaencie - m , '1 , ~ . , . •
~ and divilfmg by ( " - z) in the RHS wre lrn-e;. lJIIISallf~n:>;~-=~--=-- -- ----------~~
Et! l! - I l = c' ( c - z}
-
f x+l )-Jt !( ir-.r )-( • - x-1 )!
,.T) ,t-tx+Jt
_
;.;. =.:,~
•"'10'
of aa:idmts per day
_"1EtT
- - Poisson F1ta
as iir • lafie illlllllll'y-tpr,ai,f'!1)
(xJ rrmrrW
j,r fir . . . . . - - - . . . . . .
distril1uta
~ - ------
.,---=-3-~-4~ -;----;--
- ~ .-! .r C o
- r+l .x! (r-.r pp -p If
r li3 168 '57 IS 3
Pt~-rl) = ~ p •! i,t-r ~ \',e b.i,e for the Poisson dismbuticn:
:c+I q.r!( ll-z)r P
"i.f x o+ 168 + 74 -t 54 + 12 + 5 = ll.J'8'l5
- ~ e
-.r+ 1 - ,,
"'c;r P'"',P-I
'f " }lean ( µ ) = m = I.I = 400
By llSing (1) in the RAS -han;. ,,/'e-"'
The Poisson distribution is p ( X ) = - - ,-
a-.r p :r.
P ( .r+l) = -- - P ( .r)
.r+J q let f{;r) = 400P (x)
( 0.7825)"' e-0.7825
But
r = 400 r!
0 2 3
' 122 60 15 2 f( r ) = 182 9 ( 0.782S f
» We shall first compute the mean ( µ ) of the giwn distribution. . .x! . . =0,1, 2.3, 4.Sin /(1 ) il1111P!'f
lheoteticaJ frequencies are got by substituting x
I_fr O + 60 + 30 + 6 + 4 are as foUo"
µ:If= 200 =0.5 . ) 1 = 183 07825 )• 1C
( 182.9 ( 1829) ( ·
We have mean ( µ ) = m for the Poisson distnbotion.
The Poisson distnbution is ( 182.9) ( 0.7825)2 = 56 <1829 ><6o.7825 i. 1s
2
~ t-m
P(r) =-:;-;-- and letf(.r) =200 - P(x) ( 0.7825 )4 ( 1829 ) ( 0:rt/15>5
- • 0
( 182.9) - - - • 3 120
( 0.5 )"' t- 0.5
f z J = 200 - ~ - - But e-0.5 • 0.6065. ~ th 24 15 3 0
r! tbe eoreticill bequencin are 18.l, 1~ • 56 ' ' '
~ sTR,sur,o,,s 303
302 ENGINEERING MA
THE~Tics
~ fses
i~11a111ifact11red by afirm arefound to be defectivt Find tire p ob bi/
34. In a certain factory t11ming out razor blades there is a small p r o b a b i ~ ,o/ooftire ~ :,,x 2D0fi1se:; contains r a ity that
blade to be defect we. T1ie blades are supplied in packets of 10. Use Poiss d' "'1\/ for qny J6. - . co11tam1 .. d ,r. .
1stn obin ,r. tivcfiises (11 ) 3 or more e1ect1ve fuses.
calculate tl1eapproximate number ofpackets containing (i) 110 defective~?.) °ution io (i) ,ro df)ec .
11
(iii) two defective blades in a consignment of 10,000 packets. onedeftctr.y b'lity of a defectzve fuse = 2/100 = 0.02
" pro ba '
» p = probability of a defective blade = 1/500 = 0.002 17
P
mean nu
mber of defectives µ = 111 = 11 p = 200 x 0.02 = 4
In a packet of 10, the mean numbe r of defective b lades is mze- m
111 = II , , = IO X 0.002 = 0.02 . distributio n is given by p ( x) = - -, -
n? e- m e- O.Ol ( 0.02 )r The poiSSOn x.
Poisson distribution is P ( x) = - - - = - - ~ --'-- T - 4
x! X !
4 e But e- 4 = 0.0183
Let f ( x) = 10,000 P ( x) ; Also e- 0·02 = 0.9802 r.e., P(x) = ~
9802 ( o.2t 4'

f ( x)= I
p (X ) 0.0183
x. ::
x!
(i) Probability of no defective = f( 0) = 9802 ·1·h f no defective fuse = p ( 0) = 0.0183
(i) Probab11.; o
(ii) Probabilityofonedefective = f( 1) = 9802 ( 0.02) = 196 (ii) Probability of 3 or more defective fuses
9802 ( 0.02 )2 = 1 _ [P (0) + P(1) + P (2)]
(iii) Probability of two defectives = f ( 2) = ! = 2
2
= 1 - 0.0183 [ 1 + ;I! + ;~ ]
35. The number of accidents zn a year to taxi drivers in a city follows a Poisson d~tribu~
with mean 3. Out of 1000 taxi drivers find approximately the 1111mber of the dnvers ir:tn l 0.0183 ( J + 4 + 8) "' 0.7621
(i) no accident zn a year . . . . n is O001 detmnmt thtchance
»
<ii) more than 3 accidents in a year.
By data, mean ( µ ) = 3 and we have for the Po isson distribution µ = m=3
37. If the probability of a bad reaction from a certm.;;
that out of 2000 individuals, more tha11 two WI ge a
reactio~ '"lt~:d
p LS:,On
. . ve small this fol]01,·s o
n? - m e- 3 nf » As the probability of occurence (bad reactwn) 15 ry '
The Poisson distribution 15 given by P ( x) e,- - = __ = - -1
x. x. distnbution and we have
Le f<xJ = 1000P(x ) ntT e- m
3ze-3 3z P(x) = --
I.e., f< x J = 1000 - - = 50 since e- 3 =0.05 x!
x! x!
30 ~lean = m = 11 p = 2000 x 0.001 = 2
(i) :\'umber of drivers with no accident in a year = f ( 0) = 50 O! = 50 Wehave to find P ( x > 2 )
(iiJ Probability of more than 3 amdents in a year = J - P ( x S 3 ) P(x>2)=1 - P(xf2 )
1) P (x = 2l 1
1.e, = 1- f P ( (} J + p ( 1 J + P ( 2 J + P ( 3 ) J i.e., P(x >2 ) =1- [P (x = D ) + P (x=.,.
= I - [ e- 3 ( :fJ + iI ! + 232 + 333! J] Ill 11,2 ]

0! 1
=1 -e- m [ 1+
1! +2!
= 1 - r (J.(n ( , + 3 + 4 s + 4.s , 1 = o.35 5 e- 2 = o.32.33
p ( X > 2) = ] - e- z ( } + 2 + 2 [ ::: l-
n um!x-r of d rzvl'rs <Jut ,Ji lfXXJ with more than 3 accident.sin a year
-= 1000 / 0.35 = 350 __.,
- - - - - - - -- - - ---------
304 ENGINEERING M 01STR/BUT!ONS 305
~
ATHEAfA,,,.,0
38. A communication channel receives independent pulses at the rate of l~ )=1-P(x~4)

2 1 p (X > 4
second. The probabilihJ of transmission error is 0. 001 for each micro se pu ses per mic,
:::: 1-[P(0)+P(l}+P(2)+P(3}+P (4)]
probabilities of (i) 110 enor during a micro second (ii) one error pe co?d· Co111putet~
a/least one error per micro second (iv) two errors (v) almost two errorrs.
micro second (iii)
» Mean number of errors in one micro second = 1 - e- 2.5 [ 1 + 2.5 + ( 2.5 )2 + ( 2.5 )3 + ( 2.5 )4]
2! 3! 4!
µ = n p = Ill = 12 X 0.001 = 0.012
p(x;, 4) = 0.108822
The Poisson distribution is P ( x) = - - -
,r,X e-111 ~~ -~-----------------
x!
ba bility that a news reader commits no mistake in reading tile 11ews is 11l
40· 111e
. dpro · lar news brandcast I,ecommits
tie probability that on a part1cu .
i.e., P(x) = e-0.012 (0.012t
x! ::; ;y 2 mistakes
011
(ii) more than 3 mistakes (iii) ntmost 3 mistakes.
(i) P ( 0 ) = 0.988072
» Taking a note of the probability given in the data as ve3 = e- 3 we consider the
(ii) p ( 1) = e-0.01 2 X 0.012 = 0.01186 PoissOn distribution
(iii) Probability of atleast one error X -m
p ( x) = -Ill e where x d enotes comm1·tt·mg a mis
. talce.
= 1- P(0) = 1-e- 0 ·012 = 0.01193 x!
By data P( x = 0) = e- 3 and hence we have,

2
= e- 0·012 ( 0 -~ ,2 ) = 0.000071
1
(iv) P( 2 )
-J 3X
(v) Probability of atmost two errors e-m = e-3 • m =3 P(x) =e . 'x.
= P(0) + P(l)+P(2)
Iii Probability of commiting only two mistakes is P ( 2)
00 2 2
= e- 0-012 [ 1 + 0.012 + ( · ; ) ] = 0.999999714 "' 1 i
P ( 2 ) = e- 3 . - = 0.22404
2!
39. A shop has 4 disc/ generator sets which it hires even; day. The demand for agen set 011 nn I")
11 · · P( > 3)
011
Probability of committing more than 3 mistakes IS x
average is a poisson variate with value 5 / 2. Obtain the probability that a
particulnr day (i) there was 110 demand P(x> 3) =1- P(x~3)
(ii) a demand had to be refused. ie., p(x > 3 ) = 1 - [ p ( 0 ) + p ( 1 ) + p ( 2 ) + p ( 3 ) ]
» By data 111 = mean demand for a generator = 5/2 = 2.5
=1-e- 3
9 27]
, , , . . ,
Po!S!>On distribution J!> given by P ( x) =
r,,X e- Ill ( 25?
= e- 2,5 . ~ [1 +3+ 2 + 6
x! x!
p ( X > 3 ) = 1 - e- 3 ( 13 ) = 0.3528
(i) o demand for a generator. We have to find P ( O)
liiil p
P ( 0) = e- 25 = 0.082085 robability of committing atmost 3 mi5takes
. 1') If re u,a/1 ~ - P(
- 0)+P( J )+P(2)+P(3) = e
-3(13) - 06472
- .
(1 a demand had to be refused, there should have been a demand for mo
generator!>. We have to find P ( x > 4 )
41
_:;j3l0~6~
_. __________________E_NG_l~NE::E:.:_:R::ING .,..,,
'""~'Iles
The probabilities of a Poisson variate taking the values 3 and 4 are
· probabilities or the variate taking the values Oand 1.
~ ~
qua · Ca/cu/ate fL
r .. :_ON~S-- - - - - - - - - - - - - - - - - ~ 3 0 ~
un' 01s,<R/BUTl
_
3 4 + .!. m 6 or 1 3 2
4 m +4
1 4
m
'I ·~ "'--m
2
-- 8
8
=
mX e-m i.e., 2 2
» Wehave P(x) =
x!
and P ( 3 ) = P ( 4 ) by data.
4 3
,n2 _4 == O or 2
(m - 1 ) ( m +4) =0
/11 +
m3 e- m m4 e-4 i.e., +1 m=±2i
Ill ::= -
- --- - - - I
3! 4! :. . the i.Jllaginary value of m and noting that in a Poisson distribution mean

Negtec1J11g equal to m we have,
m3 m4 and variance are . ..
ie., -- - or 6m = 24 • m =4 _ variance = 1, taking the positive value.
6 24 mean -
/lowing recurrence relation for a Poisson distribution.

44. Provethefio
m
Now P(O) = e- 4 = 11e4 and P(l) = e- 4 . 4 = 4/e4 P(x+l) = ~ P(x)
Thus the required probabilities are 0.0183 and 0.07326
m X e- m ... (1)
42. If Xfollows a Poisson law such that P ( X =2) = ( 2/3 ) P ( X = 1 ) , » We have P ( X ) = x!
find P ( X = 0 ) and P ( X = 3 )
rrf e- m m x+l e- m
» We have P ( X = x) = and by using the data we have, P(x+l)= (x+l)!
x 1.
m 2 e- m 2 m e- m m2 2m 4 m • m X e- m
- - -- or-=- • m= - =
2! 3 1! 2 3 3 (x+1) - x!
Hence P ( X = x ) = e- 413 • ( 413 t m rrf e- m = _E:_. p ( x ) by using (1 ).

x! P(x+l) = x+1 · x! x+1
Thus, P(X = 0 ) = e- 413 = 0.2636
3 Thus P ( x + 1 ) = __!!!_ p ( x )
( 4/3 ) 32 x+l
P(X = 3) = e- 413 . -'-----''--
3!
= e- 413 - - = 010414
81 .
If x is a Poisson variate such that P ( x = 2) = 9 P ( x = 4) + 90 P ( x = ~

6 ~ Continuous Probability Distribution - Definition ..
43. s· . . discrete probability
compute the mean and variance of the Poisson distribution. inomial and Poisson distributions discussed ear he r are
dtstnbutions where in the variate can only take integral values. table infinite
mx e- m We h h ' h t kes noncoun
» We have P ( x) = - - - and b y using the data we have, ave already defined that a random variable w ic a
x! nlfumber of values is called a continuous random variable. . distribution.
a Var' l . ·11 . rise to contmuou5 .
m2e- m m4e- m 6 - m Wh sa e can take any v alue in an interval, it WI give d to consider vanous
- - = 9 - -- + 90 m e
2! 4! 6! qu;~ a random variable is identified as continuous, we n~ble assuming d ifferent
vat~es°~s co~n ected with the probability of the ran~tm ~~ction which is defined as
i.e., m2 = ~ m 4 + 90 m6 foll · n th1s context we n eed a continuous probabs ity
ows.
2 24 720
308 ENGINEERING MA s rRtBUT,-10:_N:.::S_ __ __ _ _ _ _ __ __ _ _ _ _ _ __:3:.:0:.:
9
LJTY DI -
71-1¾.\~ .•
, r belong ing to the range of a continuous ranct
Definition li for e\ ehe · f ( x ) satisfying the conditions 0 1Tt Variable ~ ~ ce
we assign a real num r ·
and van
\
00
,,ean
ru tinuous r,an d om v ariable w ith probability density function J( x) where
(1) f( x)~O (2) f f ( x ) dx = 1 ti X is l'a con
<:: oo,
the memz ( µ ) o r expectat ion E ( X) and the variance ( c?- ) of X
- .. ~ ~ as follows.
i,def111
then/(x) 1s . ca lied a continuous probability f11 11ction or proba&·i ·
11tydtJ!siti
00
f11nctio11 ( p.d.f)
Mean
- f x·f(x)dx
(µ ) - ... (5)
If a b) i a subinterval of the range space of X then the probability that x . - 00
( a ,( b\ is defined to be thebintegra l of f ( x ) b et ween a a nd b. That is, Lies,
P(a$l$b) = f f(x)dl variance ( cl ) = f (x- µ / · f(x ) dx ... (6)

, .. IJ)
. d two continuous probab ility d istributions namely the
Cumulative distribution function We now_ indt_ro
apor1mt,al ,stn-~11c~011 a n d th e nonnal distribution.
If x 15 a continuous random variable w ith p robability dens ity function /(x ) lll!rl
the function F ( .r ) defined by
X
[Iill Exponential Dis tribution .. . .
. . probab'/'h
Tht cor1t11111011~ ' ' y distribution having the probab,hty de11s1ty fiinct,on /( l) gtW11
F(x)=P(X$ .\ )= f f(x)dx
... p by
ae- 0
is called the cu11111lative distribution ft111 ctio11 ( c.d.f) of X.
It is e-.,dent from (2) that
/(:r) = {Q ot/1e1wise, wl,erea > 0
1S/cnow11 as the expo11entinl distributio11.
d
F ( x) = P( X $ x) = P(- oo < X $ x) a nd dx [ F ( x) ] =/ (x) Evidently/( x) > 0 a nd we h ave
It should be noted that the p robability of a con tinu o us random variable 1~ 1
partJ~lar val~e is zero whereas the proba bility that it take valu es in an interval~,
pos1ti\·e quantity. J /(x}dx= J ae-a~dx =-(0-]):1
If r is any real number then 0
f /(x) dx Thus
P(x~r)=
r
P(:r < r) = 1-P(x ~ r)
. .~ I I 1<x>dx= 1
f( x) satisfy both the conditio n s req u ired fo r a continuous probabU-1n· / function /

i.e., probability d ensity func tion.
P(x<r):J_ f J(x)dx
... (-0 I • •viean
~. and Standard D eviation of the Exponen tial D istribution
Remark : f f(x) dx = I . d db the c11rvt /(ll

Mean( µ ) = J X · f(x)dx = J x • ae-a'dr
andthe x--
geometr1cally means that the area boun e Y
• axis IS equal to unity
AlsoP(a< . • axis and ti, d.
.
e area of the region bounded by the CII
rve f (x '
) J xe-a, rl.\
ea, Illa/es x == a and l = b. 0
310 ENGINEERING
oisTRIBUTIONS 311
Applying Bernoulli's rule of integration by parts we have,

~
~ ~~
MAn-t~
rinal Distribution ...1
p,O
.
n/llUIOII~
. probabilitit
•
distribution havin!:" the probability dtn<ity
•
ju IICt1011 f ( X ) g t Ptll
ft Ct ••
tJ
(Here x.!lu • 0 as x • 00 by L' Hospital's m/e)

,;:r.tTt _ <x < oo , - oo < µ < 00
n11d cr > 0 is k11own as the normal di"tributton.
00
µ = r/o-~co-1) ] =~ ; µ=~
Eddently f ( x ) ~ O
\ ·anan e (er I = I (x - µ )2 f( -r) dx oo

JJ (x) d., = &
1 oof '2
e- <x- µ)"/2 a dx
0
x-µ x = µ +✓
2 cr t , we have dx = ,5 cr dt
a2 = a f (x- µ ,2 e-ardx Putting t = r.:-
v2 cr
or
0
t also ,·aries from - 00 to oo
Appl~ing Bernoulli' rule we have,
~ 00
, ( e-ar ' [ -ax ) - ar - Hence J j(-c)dx = ~ f e-t2 ..ficr dt

er = a ( .r - µ )2 -=-;; J - 2 ( x - µ ) . e a2 +2 . ~ cx3 cr v2 rt
= a
- I
-
a
~
0 - µ- · -
2
2
re
?
0 - ( - µ ) . _ -=..
a3
0- 1,] Lt.,
1
But .u = -a But
J e- t2 dt = -"7c2 by gamma functions.
0
1
H ence cr = -a
f J(x)dx=¼ · 'In =1
-oo '\i 7t 2
Thus for the exponential d istribution
1hus / ( x ) represents a probability density funcl!on
. .
.Mean ( µ ) = ..!..
a '. S .D ( CJ J-- .\Tote: N . . .. . /,11wm1al dl:'tnbutum u!tt 11
a n is I onna/ d1s_tribution can be derived as a lrm1t111g ca,-e of the .• J, l ,;:: r. 4 "° and
arge • \\' 111 derrt, v \
Remark : Wean - S Dfi P::: 11 .,,,_' ; iezther p nor q 1s i 1er11 ~mall t ,.
- - - - ·__-_ _-~.=_0 ' ~th:::.t_:expo
~'.:.n:e~nt1a~l~d~1s~t:n~ ~
·b~u~ti~on~.: __ _ _ _ _ _ 2
oisTRIBUT/O,..
N::S_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ _ _:3:..:1:.:.3
~
312
:-----------------------===_::1!TH£1..f.,q71cs ENGINEERING MA
2
_~ f 2d2 t2 e-
00
• Mean and Standard Deviation of the Normal Distribution ~

1
..fi a d t
variaflce - cr Tz; _.,,
Mean ( µ ) = f x -f( x) dx
1 f x - e-(x - µ ) t i a dx 2 2
= cr &
x -µ
Putting I = Ti;; or x = µ + V2 <J I , w e have d x = ..fia dt
t also varies from - oo to oo
1 -f We know that J 1,1 v dt = f vdt - J Jv d t• u' dt

11
Mean = r;;- (µ + V2 cr t ) e- 12 '12 a dt 2 12
<J v2 rr Taking 11 = t , v = 2 t e- 1 and n o ting that f v di = - e- we n ow h a ve,
= J!.. -f _,2 ri
V7t __ e dt + <J --fir
-I t e- 12
dt
Mean 2 µ -J _ , 2
=-:;rrr e dt +
Here the second inte g ra l JS

0
<J
.,/i'
r-
-f
\1 7[ - -
t e- 12
dt
. zero by a s tanda rd p ro p e rty s ince I e- ,2 is an odd function.

2cr2 J
Van.ance = Tn O+ l OOJ 2
o e-1 d t
l 2cr2 {n 2
= Tn . 2 = <r
Hence, mean = ,;! . {it Thus variance = cr2

\17[ 2 +0= µ
~ e~ce w e can s ay tha t t h e variance / S.D o f the normal distribution is e qua l to the
Thus mean = µ nance / S .D of the given dis tribu tion.
Note
tire x =
line: 11,e g rapI1 01,r ~he p robabilittJ Ju nction f ( x) is n bell shnped curve symm~tricnl
. nbout
Hence we can sa th
the given dis tribuhon.
. y . at the mean of the normal distribution
. . is e qual to the mean of µ nnd 1s called the normal probnbilittJ w rve. The shnpe of tile curve 1s ns follows.
/ (x)
Variance (,; ) _ -f
- __ (x - µ )2f (x)dx
I ..
= "Ji; f ( x- µ )2 e-(x - µ J212a2 x=µ X
-- dx
Substi·tuting I = ~
1'1,e area ~ ~I µ . divides the total area u nder the c11rve wilicli is equnl to 1 in to two equnl pnrts.
1'1,e line
V2 <J we have as . th
in e ea rl ie r ca se,
1e rig ht ns we I1 as to the left of the line x = µ is 0.5
d
314 ...., DISTRIBUTIONS 315
~e1Lf1• '
• Standard N orm al Distribution • the Rf-15 of (2) geometrically represents the area bounded by the
;ntcgn11 al c u rve r ( z ) bctw,•t·n z = z1 and z = -½· Further in particu lar if
111
'fhC
/1 dard ,,orJTl
Wl• have /J ( 11 S x S /1) = f j( x ) dx 5,an
, 0 we hJVC
=1 , z
ti
111 lhl· c,1sp of 11orrn,1 I d islribu I ion we have,

~,z, "'
1
✓2n
2
f
e z 12 dz
,, (J
1 212 02 l the a rea under the slandnrd norma l c u rve from z = O to z,

l' (o SxS /1) = _ J[< x - 11> r1x rcprcsen s •
cr ✓2 1t
'fl11~
,,, (IJ 4> (z )
II
The integral in the J~ I IS of this equation cannot be evn luatPd by known ml!th <l
inl egrn liun and wt• hnve to employ the technique of n umerical integration° ~-of
becomes tedious. I le n cc w e think of stan da rdizntion and the same ii-. as followb~v tch
l'ulting z = x-
-~µ or x = µ+oz we h ave rlx = adz =
Ll'I Z-i -cr
= n - µ and Z2 = b-0-
- µ be the values of Z cor rl'spond ing to x = n and I ¢ ( z J a Iso. d c no tc Cl by A (
z ) rep resents the aren (shaded portion) a~ ~hown in the
. . . _
x = b. The intcgrnl in (1) nssu mes the following form . figure. Since the to tal a rl'il b 1, the a rea on either s id e of z = 0 I'> 0.1.
z2
T bulated va lues whic h gives th e a rea for d ifferent positive valu~.., of z ar1· ,,· 1i!ablc
I ' I a S xS I, ) = d- f e z 12 d z
'V2 7t
2
a~d thi~ helps ui-. in p ra c tica l problems . T he procedure for u~ing the tar,, w, 11 be
z, discussed Inter.
.,
Table is given at the end of tile book I
2
H c n cl', !' ( a S x S b ) = I' ( z1 S z S z2 ) = ✓i. ii. z /2 dz ", (2) WO RKED PROBLEMS
45. Find which of the followin:.?, f unctions is n probability dcm,it y function
J 2
If F ( z ) = fu e- z 12 (stnndnrd normal probability den.~ity Jun ction) , it may be (i) fl ( X ) = { 2X, () < X < 1
0 o l/J erw i~ e
observed th.it this is same a"> the p.d.f of the normnl db lribution wi th µ = 0 and
<J = I. '111118 we cnn H ny that the normal probability density Junction with µ "' O 0nd (ii) f2 ( x ) = J\ 02x, - 'I < x < 1
<J "' 1 iii lite standard normal probability density f unclion. z = ~ ~ µ is called the ,,;ta ~'
11d d othen11 ise
normal vn~iate <S.N. VJ nnd r ( z J i.~ en/led the standard nnrmol curve which is symmetrical (iii) fJ ( X ) = { ~X I, Ix I S I
about the /me· z = 0. 17,e curve is os follows,
rp (z) (' !
IV) /4( X ) = 2x,
4 - 4x,
()
ot/1erw ise
0 < xS 1
I < X < 2
otherwise
>> Cond 1·t ions
· fo r n p. d.f n rc f ( x) 2: 0 and Jf ( x ) d x --
z
I
316
srRtBUTtONS_ _ __ _ _ _ _ _ _ __ __ _ _ _ _ _ _ _317
_
~~~=~:-:-~- :--- - - - ---------~E~N~G'._'.:IN~E=E~R~IN~G'. _lvl~A~T:HEA.l.'1r,cs."'
(i) C l ea rly J ( x ) :1?:
~
l
0 x
-6 +c,
r
I c such //mt f ( x is a p.df
f f, ( x ) == f /1 ( x) d x == f 2 X d~ =[x 2
= Jc. f llld
t/le va/11e oif
)
0 elsewheree
"" 0
0 0
/i ( x ) is a p .d.f
p ( J~ x ~ 2 )
( ii) • I Msoft11d
f° )c give n function ca n be written in t he fo rm.
Also we must have J f ( x } dx = 1
l ,, f( ;( )~o if
2x , - 1 <x< O c ?: 0
f2 (X) = 2 x, 0 <xil tisficd .

/2 ( x ) is not a p .d .f
I - 1
II, [;, rnia l.

3 1
(ii i ) Evilfrntl y h ( x) = I x I ;;: 0 II, + 3c = 1 C = 12
4
1 l 2
I f .,(x) = f/ 1 ( x) d x = I Ix I dx /\ow /'(J :;x::: 2) = f f< x ) dx
1 - 1 1
- 1 <x,.. ()
J\ ll t I x I =- {- x '
+ x, () < x < I = 2J (x + ]_)dx
/J I
1
l r, 12
f /1 ( x J dx = J - x tlx + J x dx
I ()
I J
a[~+;,!
-[;(', ·I X:[ 2 t- 2 ...;
=
1
f(4 t2 J - ( 1+1J f ..:. ,
I
12
f,., ( X ) ; .. it p.d.f
(i v) Tlw r,1 v1•n furn li1111
f1 ( A'.) 2x ,, ,, ;,, () ,, X "': /
-
'fhu~
/' ('J ~ X :::: 2) J/3
17. I 11111 ,r k r2 , IJ ,, X ,, 1 ,~ a 11 df Al•u c11111pule

ti,1 1 / 1 r .( J 4 4.( ;., rn·Y,••f iv1· i11 II,,, (/lt/1, /an/ k m1d-1 Iha/ f I x J __
IJ 111/tcrume Mrall (vJ Varwue
llrl· f ir-,t u111dili11r, i11 m ,t ,,,s fii,fii•d . ( i ) /' ( I ,, X ,, 2 ) <ii) I' ( X ~ 1 J (iii) I' ( -' ,, I I (iv )
/1 ( x J ;,. not .i p.d.f
,,, I 1,. J c: fl 1f k c: IJ. AJ.,., w ,: m u '>I hJ Vl', J J( x J dx -' I
I
318 ENGINEERING 01sTR/BUTfO..N-~
s_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __:3~1:9
·
3
f A1 2 d.1=1
~ ~ -
-'">-< 1 )(e- ·')T
1
=1
,.r., k [ x(-C lJ
i.e,
0
or 9J.. =1 k =1
9
,, , k [-; - u-Ill = J
k(1-!)=l
(i) P ( l < x < 2 ) = !/( x) . , = !~ d, = [ :, I = :,
,e,
e
k = --:,
e- -
1
(ii) p ( .:t S I ) = f
o
f ( x ) dJ. = f x2 dx = [ x3 I1 = 1 Mean == µ = f x · f(x)d.:t= f
0
x - -e- xe- l dx
e- 2
O 9 27 27
3 3
f f
(iii) p ( x > 1 ) = f ( x ) dx =
~dx= [iI= !:
(iv) Mean =µ = Jx . f ( x) dx = f
0
x . x2
9
dx = [ x-!
36
I = 81 = 9
36 4
[_2__ 2_
µ =- e
e-2 e e
2(2__
e
1)]
(v) Variance V = f :?j(x)d.:t-( µ /
µ= -e- 2 - -5 ] = -
2e-5
-
e-2 e e- 2
x2
3
0
f x2 - 9
d:,. - (2)
4
2
49. Is the following f unction a densihJ f11 nctio11 7
> 0
l
-r
=
V =-
L 45
{I _ 81 - 81 81 27
16 - 15 - -16 = 240 - 80
f ( X) e
0,
,
X
X -
. the probabilihJ that the variate

If so, determme
< 0
. J,av111g
. I · d ·1 will -"'all
I 11s en5 , Y
III the 111terval
( 1, 2 )
48. Fi nd k such that f ( x ) = k x e-r, 0 < x < 1

1s a p.df. F111d the mean.
>> Weobserve /( x ) ~ 0. Also we must have f f(x)d, = 1
0 otherwise
00 0 00
» fCx J~O if k~0.Alsowemusthave J j (x)d '< = f f(x) d, = f f(x) dx+ J f (x)d x

0
i.e., f k x e- ,. dx =1 _,7"" __ (Q-1) =1

fe
- t [
0 =0+ d, = -r .JJ -
0
Apply ing Bernoulli' -, rule we have I-fence f ( x)
is a probability density function .
srR u•~r,~o:NS::__ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __:3:'.,'.'.2:_:1
18
ENGINEERING ,.,,,THEAfA
.,, ,.aAJ311.f('f DI
320 pfl"".,,.- Jor tire following p.d f of n random vnrinble x.
~
The pro bability that the variate having this density will fall in the
compute P ( 1 < x < 2)
in;ervaJ(l,2)isto 51,
. d t/lC c.df
f lll { 6X - 6.t,:Z , Q -< X. -< 1
(x ) = otherwise
2 (ii
f 0
P ( 1 <'- < 2 ) = f f(x ) dx =- [e-"!=-(e- 2

- e-
1
) -X e- x/ 2,
4
1
f (X) = ot/1envise
/ii/ 0
T hus P ( 1 < x < 2) = ( 1/ e - 11e2 ) = 0.2325 \
tin/ distril111tio11
(iii/ £,rponen x
50. A random vnrinble x hns the following density J11nctio11
· the p d f then the c.d.f = F ( x ) = J f ( x ) dx.
:;,:;, If f ( X ) IS . .
P (x ) = { kx2 , -3 SxS3 0 X
0 elsewhere
Evnlunte k nnd find (i) P ( 1 S x S 2 ) (ii) P ( x S 2 ) (iii) P ( x > I ) (i)

F( x ) =
-00
f f ( x ) dx = J f ( x ) dx + J f ( x ) dx
-oo 0
X
» P ( x ) 2: 0 if k 2: 0 and also we must have J P ( x ) d .\ = = O+ J J (x)dx

0
3 F (x ) = J ( 6x-6x2)dx = [ 3x2 - 2x
3
J: =
3
x2- ix3
That is, f k x2 dx = 1 0
- 3
c.d.f = 3x2 - zx3 if O S X S 1
1 X
k= -
or [k: 13= 1 18 (ii) F (x ) = J ~4 e-x/2 dx
0
(i) P( 1 S t: S 2) = •f -1x2 dx =[x3

2
-54 ]2=J... ( 8 - 1 ) =.!__ =~[ . e- x/2 -1 · e-x/ 2 1
54 54 4 X -1/ 2 ]/ 4
1 1
12
(ii) p (x S 2 ) =_J J_I x2 dx =_]_ rx3 ] =_.!_5-l ( 8 + 27 ) = 5435
1 _3 _
2
= ¼[ - 2 ( x e- x/2 - 0) - 4 ( e- " - 1 ) ]
3 3 x/2 ·1f O < _,· < 00
c. d . f = 1-e- x/ 2 - (x/ 2) e- , '

3 J_ 1 1- x3 ]3
(iii) P Cx > 1 ) = I 18 x2 d). =-1 l -3
1
=-541 (27 - 1 ) =-5426 =-2713 (iii) j(X) = \ 0. e- a. X , Q < X < oo
0 o the rw i e
1 ----
b
~--
322
- -------- - - - - ~ ENGINEERING .\(A.,.,, o,sr,R~:::'a:.:u_r_,o_N_s___ _____ _________ _ __~
the p.d.f of the e,ponential distribution. ~ .. 2
F(x) =
\
_f f(x) d.,
-=
=
.\
0
J a t•-a'dx = - [ e- a , r0
= 1 - e- a x i.f., J
0
k X t' 4 ' d,· --
2 = I, we ha I a lso va ries from o to ,.,_
----
c.d.f=l -t'- a .1· if O< x < oo putting 4 ·'
..J kc-t t!.!=1

S
52. A co11ti111w 11,: rnndo111 variable Jias t/ze distrib 11 tio11 f 1111ctio11
t= 0
l I=
Q , X $ 1 k
F(x ) = c(x - 1) , 1 s x
4
s 3 Fi11d c 1111d 11/,:0 t/,e p dj I e.,
: [ - l '- 1 1 or
8= 1 k =B
1, X > 3
54_ A rnudo1t1 varinlllc x /ms tl,c density f 1111ctio11 f ( x) = k / 1 + ,!- , _"" < l <
» \Ve know that the p .d.f /( x) = -d [ f ( .r) ] Determi11c k 1111d ltc11cc cvnluntc (i) P ( x ~ 0) (ii ) P ( 0 < x 3 -
X
I(.,
I- - I+k~
y-
d., = 1.
f (x ) ~ 0 for c ~ 0 and we m ust have JJ ( x ) d:r = Since the integran d b even we h ave ,
3
Hence we must have J4 c ( x - 1 ) 3 dx =1 2 f -1 +~2

k_ d x = 1
l 0
That is, Lc ( x - 1 )4 1= 1, i.e., 2 k [ tan- 1 .\ J;' =

ie . 16c = 1 I.e.,
:. C = 1/16 2k[Jt/2-0] =1 k = 1/ n
Thus the p.d .f j ( x ) = ( x -1 ) 3/ 4 w h ere 1 s x s 3.
53
P(x ~ O ) == J / (x) d .,
. Find Ir '° rhar the ollCJW1mlfunction can seroe n:. a probability density Junction oJar(1114£"' 0
vanabie.
1 1
_r ( x ) = , 0 , for x $ O ==
Jt I -I +x2
- - dx
0
k x e- 4 x- for x > O ~
7
== r tan- i \:
=
It
= ,
n Jo
» \\ e must have J f ( .x J dx = 1
p (X ~ 0 ) :: 1/2
c. 7t L '.?_ J -
324 325
s -- - - - - - -- - - - - -- -- -..:.::.:.
CJ4STRIBLITION
" '::-
AL"-' p ( ll ' ' ..._ l\ = It

~ 1
-,5()001'.111:: (i i ) atmostfcrr 25000 kms (ui) brtwmi l6000 to3200>1.-.~
. ~tlftl.'·t ·fi ' -
tom v ariab l\.' . reprCS(.'f\ m~ k 1Io mctre m mulllp les of \ '
·
(r1 . t h"-' r,11''- l
t-{er<' .\ 1::. bh.• fr'-~ run by th e v eh1c 1:
i' f(iiflg trtiU
r. tt'!I~ ' p (.\ 2 2,=; )
. 'fo {Ind
Thu, P \ 0 < x mplrlt' a ::t> twart' l'rt>Jl'ct J,m; , I f ,r 2S
. 1 v, t11r form - J -401 - rt .W d\
= 1
t'
. 1. 1(1-t) O$ t _ l
\ : 1 = 1 ll ,,thent,z,:.- 0
2.'i
Fm.i l .:r.J Ji,• :ht 1•rtll>ab1lity that tltt' pn11.-,·t u•11/ l1t· cotttpl.-tt'd 111 , ~, /L = 1+ [ t.- xl
- ~ """ -I "'"'llti
» w., mu, t ha, <' Jf ( t) d i = P(x 2 25 ) = 0.5353
25 )
I..II> To find P ( ·' $
2.,i;
l
:r f l I l I - I ) dt = P ( ., S 25 )= J
0
l 1 ,( = [ - ,·- , / ~ = -t'- 5/ + 1
t" t
It A.
:> 3 -0
= or >.- 1
Lo
1
]= I k = b
P ( x S 25 ) = 0.4&47
P O b1hn !hat !ht> pn>jt-\.1 will tit.- rnn1plnt..,I
Pl"Ob.l (iii) To find P ( 16 S x S 32 )
I < t < I 3 1 ~In(<'
. c 1. • rn ye.ir-,. ' ' Ill • mont h,- j.; t-.:1ui,-.11tnt to Iii:
32
d.x
p I I) < t < I ' 3
I 3
J b I ( I - t ) dt P ( 16 s .\' S 32 ) = J 401 t - 1/ 40
)= 16
0 -x/40 iJ2 - - - -l :- ., ,-z. 5
= [ -e .he - r
= ~ 3 12 - 2 ,1 l l/ 1
= [
I 2 l 7
Thus the r · ..0 .1 _,
-,- t=
_,
-,- P(l6 $ x ~ 32 ) = 0.221
equ1red probability is 7/ 27
56. . van·atr wi·t h mean •, find ( i) Pl -., l \ (irJ P \ t .._ 3 I
~ Wolttdrt run <m 1/wu:.a,ub 0 57• I'l x 1s an t x po 11c11t1al 1
(16'1'
Uthiclt h Q rand(,,,, t'CI bl · / k.m J w1thmit a1111 ,-ort ofprnblrm 111 ,rsptcta/• >> The p.d .f of th e e xponential d istribution I'- ~i,cn b\
r1a •· havmx pdI
l
t: X 4fJ
ftx 1 .a , 4tJ l~O (l (' O.l O< .\ <oo
/ ( X) = ,
\
0 o th l•~;..,._,
(J
f .l: ( ()
litd th,- /Jr,.1..,L The mean o f th i-. distrib u tion is ~1,·,•n b\. l •u
"""1!/i,1/ lhat th
' v,:Ju, /p b lr111,I,/,. /Tf't' By d ata, lnt.>an = 1/ u "' ., . (l = \ 3
01sTRiBLJTfONS 327
326
~ 0 10
Hence J(x) = l½e-x/3, 0th< x oo ~ p(- oo < X < 10) = f f ( X) dx + f f ( X) dx

(iil 0
o, 0 erw1se 10
(j) p( X > 1 ) = 1- p? S 1 ) = f ¼e-x/Sdx = - [ e- x/ S!° = 1 - (11e2) = 0.8647

0
=1- f f(x)dx
p(_ 00 < X < 10) = 0.8647
0
1 p ( x s O or x ::? 1 ) = P ( x S O ) + P ( x 2: 1 )
= 1 - J ½e-x/ J dx =1 +[ e-x/ 3 I= e- 113 (iii) ..,
0 =0 + J f ( x) dx = f .!_5 e- x/S dx
1 1
P(x > 1 ) = e-V3 = 0.7165
3 P(xSOor x::?1) = - [ e-x/ SI = - (O - e- 02 ) = e- 0-2
(ii) P(x<3) = f f(x)dx
0
p ( x s; 0 or x ~ 1) = 0.8187
3
59. The length of telephone conversation in a booth has been an exponential distribution and
J .!. e-x/3 dx found on an average to be 5 minutes. Find the probability that a random call made from
0 3 this booth (i) ends less than 5 minutes (ii) between 5 and 10 minutes.
= - [ e- x/ J r o
= 1 - .!_
e
= 0.6321 » We have J(x)
By data 1/ a = 5
= ex e-=, x > O ; Mean= 1/ a
ex= 1/5
p ( X < 3 ) = 0.6321 Hence f(x) =~ e- x/5 1.s the p ...
d f
5
5
58. If xis an exponential variate with mean 5, evaluate.
(i) P (O < x < 1) (1·1·) P(
(i)
P( x < 5 ) = J J(x) dx
-
00
< X < 10 ) (iii) p (X ~ 0 OT X ~ I) 0
J ~5 e-x/ 5 dx = - [ e-x/ 5!
5
»/(x)=ae-<Uo<
, x < oo ; Mean = -ex1 = 5 .·. ex=
1
s =
Hence /(x) = .!_ e- xlS 0
5 , D<x<oo = 1 - (lie) = 0 .6321
1 p (X < 5 ) = 0.6321
(i)
P(O <x< J) = f f( X) dx (ii) 10 10
0 p(5 < X < IO) =
J J( X) dx = J -15 e- x/ 5 d
X
= f 1 I
-5 e-x s dX -- -
[ e-x/ 511 P(5 < X
5
< 10) = -[ e- x1sJ:

5
p (0 < 0
X < 1) =: 1 - - 1/5
P(o < x < e == I-e-0.2 = 0.1813 .-. P(s = ( 1/ e) - ( 11e2) = 0.2325
l ) = 0,1813 ~ x <_1:::._:0~ ):_-:=_:0~
.2~32~5:__ _ _ _ _ _ _ _ _ _ _ _ __
..
ENGINEERING
~, ~.• ~ rt
C)IS TRIBUTIONS
329
~
328
J fl! a..,.,,, "
T!:(:'-ll," ,~·• ilY •• ~
.L ,
1 • ,., , ,11enti111J11
:n,;, . . ..,_ 1 · .11,-.trih,u,i u•rtl: tire· ~-r,.
..,, ..:,.:r !'Ill
Fi 11d tlit· l'n,l,.il•rlrty t /1111 ti,,- 11ct l'"-'fit . ' r o~Jt:
10
~ 1•v1 Jr.d ,:.-! In.

t,O.
WN ~
·
.
" ·\. 1.\ 'fL':,tf U Cl:\ J 4-tV'
· <.\ cctits D . l
• ~
II, 1iil
Pl -' < lO) = J"
0
•~ d m , 10· 1r,1._, ,,i th,· -.11<- in tlw ,-.hu Q,
D<' th<' rJ.n l' r
» Lt'! '
, a n.it<' th<? p.d.t _t ' l = a (
• •
,u , > ll
pp< 10 ) =
- ( ,. 2 - 1) = 1- c
2
= 0.8fwi
l1 = I ll1\.l = lHH
Mt>.Jn = 1 a = ll\.l 12
(iiil pl 10 < -' < 12 ) J 5 ..

10
\ 5 d..,
=- l .. y/ ~ 112
J,o
1215
pl 1ll < ., .-l. ~ = 3ll : . ...\ = 375
ll\.l
Pr.-.t>ar 1lit1 ,,t r n.,fit .., ,-.., -Jmg <~) L'- l'qU,11 t,, Worked Problems on Normal Distribution
l - fu>t- 1pn,11t ~ lh.~ l )
= l - Pn>t- \ -.1\..,.. .:: R!-.37,:"; l

\\'e h.w<' s.'lid tha t ¢ l :: ) = , } 1t J ,.-:" 2
d:
0
repn.'S<'nts th.- ,u,·.1 un,l,•r the :,tandard n o m,al cu n ·e from O to :. Tat.>u ut~ , a.h.:es
_ J \0 .tll k' O.ll h d., = l +[ <' ti.Oh ~ ;- e,• 3.75 " lu.:h ,,,...,, the ar,•.1 ior d ifferent positive valu ~"' of : L, rt!ad 1lv a, J.1la bl..-. Su,.h .l t.1r 1e
,, J.l\ll°l?,ous to th,• formal of a lo g arithmic table i:, ,.ill~ n,>rnra, rr-t'..h l:•v ::.ci.· \ \ e
r n'><'llt a few illustr,1t11..1n-. g<'<)ml'trically, theoretically and \\nt..- th..• , alue b, m.1ku,
u.,.. of th,• t;ibk· ( s n·,·11 u l tlr,· ••tul ,,f tlr,· 1,.,._ ). \\'e a l~ b..-,u m mmd the tollow m g
~ rn>b.lt-th1:1 th.1t profit ,A ·,, -d:, R.... : l cm .1 ,-.mf_k• d,w 1,; ,...u l>li h....._1 r,,u lts
Thu, th.- rroo.il>ility thJ.t 1t ~ f'<',1~ ,>n the tollow in ~ d ,w i-< 0
e-3 ":3 .--3.7:' = ,.- 7.5 = 0.00055

ll) J O l ::) ti:: ( 2) J ¢ ( : ) d: J O{ : l d:= ::
l)
61
· ln " ffrr.im t,,1n 1 th.- d11, 11t 1 ,11 f
..,.n 1 . \\1 '
J
'' <1 ,. r,,u,.,, ,, l' \/>,>11,·111 1111111 d1, t r1l•utrd :ntk ="' 1• n-...,.,._. f\'Sults 111 th l' ,-quiv;il,•nt fo rm .1re ,1" follow:,.
.
• u e-; ia•. z, th,• r"' ' ,t,ai, ' II tY timl , ,..Jlt>U't'r ll'rll /,r,-1 / , >r •
Ill I(' m:m,r,: ,>r lll<>r,• c··)
(I) P ( - 00
S : S oo ) = I (2) P ( - ,_, s : $ O) = 1/2
11 I . . .
""" t!i.m 10111111111,~ (ii i) l•t'tn..-.-,1 l() t1111i l2mm~!t.' (3) P ( o < _
» The r -a i of the '-''ponenti I ,
a u h tn b u tt m i,, g l\ ._.0 bv
- - :S 00
) or P {: ~ 0) = 1,2
/\\ "'U f- n , .
Also P ( - 00 <
l > O .1nd th._. me.rn = 1 u
: < =1) = Pl - 00 < :: S O ) + P ( 0 S :
B, data l a = If
P(;:
5 a = I - < ;: I ) == 0 .5 +
::> and h,'flce / l \ ) = ,· , s o ( =1 )
5 AL'iO p (;: >
(i) =2 ) == p (:: ~ 0) -Pl O $ :: < =2)
I I'
r < :: > =2)
0 .5 - 0 ( =2 ) 1:- I
== 0.1353
ENGINEERING ~
~33~0---------------=~ DISTRIBUTIONS
~1L1TY 331
mustration - 1
d the standard normal curve between z == 0 and l.SS
~ 1.76
To find the area un er 4> (z) - ~ f e-z / 2dz 2
Area - ..fi 7t - 0.44
O 1.76
- _1=
-&- 0.44
f e-z212 dz+ _&1_ f e-z 12 dz 2
0
z
1.55
l
Theoretically the area = r;:- f
e-z212dz = cl> ( 1.55) 1
= --
0.44
f 2 1
e-z/2dz+r::=-=
1.76
f e-z l 2 dz
2
'12 7t 0 & '\/27t
0 0
Referring to the table we move vertically down along the column of to re ch = cl> ( 0.44) + cl> ( 1.76)
2
and then move horizontally along this line to the value 5 ( regarded as .05) to ;t L5
with the numerical figure 0.4394 ersea == 0.1700 + 0.4608 == 0.6308
Hence ¢ ( 1.55 ) = 0.4394 Equivalently P ( - 0.44 S z $ 1 .76) == 0.6308
Equivalently we have P ( 0 S z S 1.55 ) = cl> ( 1.55 ) == 0.4394
Illustration - 4
Illustration - 2
Area of the standard normal curve between z = 0.57 to z == 2.49
Area of the standard normal curve between z == - 0.86 and z == 0
cp(z)
- .86 0 z
1 of 0.86 =0 =0
Area = -:-t::=
i
e-z 12 d2 _ 1 J _ 12 2
Required area = ( Area between z to 2.49 ) - ( Area between z to 0.57 )
-v2 1t- 0.86 - _ r=--=
'12 7t e z dz by symmetry. Required area == cl> ( 2.49 ) - cl> ( 0.57 )
0
:. . the required area == cp ( 0.86 ) = 0.3051 == 0.4936 - 0.2157 == 0.2779
Equivalently p ( _ O.B6 < Equivalently P ( 0.57 S z s; 2.49 ) == 0.2779
IIIustr ti - z 5 0) = 0.3051 Illustration - 5
a on- 3
Area of the stand Area of th
ard normal curve between 1 76 e s tandard n ormal curve to the right of z = - 1.96
z = - 0.44 and z = .
q, (z)
srR/BUTIONS 333
~B/LlrY DI . . .
v nrinte with 111cn11 30 and standard dev1at 1on 5 find th_._._,l't
. i< a 110/'IIIII1 ~ I y I1rat
,etWl'Cll:: = - 1.96 to O ) + ( Ar~a to the . h 6-1, lf.t . (ii) X ~ 45
- ( An•.i L rig t f .,., ,, S 40
R '-luin.~j
c
,lf'l.',1
= (Art'il lwt\\'l-cn : = 0 ,lllli 1.96) + 0.5, by symnwtry. o l • 01
- (i) 26 ;;:, ..
x- µ x- 30
= cp ( 1.96) + 0.5 = 0.-1750 + 0.5 = 0.9750 tandnrd normal var iate (s.n .v) z = = --
p ( _ 2 _ I%) = 0.975
,, We i,avc s cr 5
Equivalent I)' - . . (' d p ( 26 S X S 40 )
(ii 10 in • -
_ Ei'fllunt, th,·_ft,/l,,wi11s 1irc>l>i1bi/iti~ with tire hell' of 11nrmnl probability~
6 z = _ 0.8 , If x - 40 , z = 2
62 lf ,t= 2 ,
(i) p (: 2 0.65) (ii) P ( - 1.64 S :: S - 0.88) eed to find P ( - 0.8 S z S 2 )
Hl•ncl' we n
(iii) pl:: s - 2.43) (iv) P ( I z I s 1.94 ) p ( _ 0.8 s z S 2 ) = P ( - 0.8 S z S O) + P ( 0 S z S 2 )
» (i) P ( :: 2 0. :; ) = P ( :: 2 0 ) - P ( :: S 0.85 )
= P ( 0 S z S 0 .8 ) + P ( 0 S z S 2)
= 0.5 - cp ( 0.85 ) = ( 0.8 ) + cp ( 2 )

= 0.5 - 0.3023 = 0.1977 = 0.2881 + 0.4772 = 0.7653
P ( :: 2 0.85) = 0.1977 p ( 26 S X S 40 ) = 0. 7653
(ii) P ( -1.64 s :: s - 0. ) (i i) To find P ( x ~ 45 )
By symmetry P ( - 1.64 S :: S - 0.88 ) = P ( 0.88 S z s 1.64 ) If x = 45 , z = 3 and hen ce we have to find P ( z ~ 3)
P ( - 1.64 S :: S - 0. ) =P(0 S z s 1.6-l ) - p ( O s z s 0.88 ) P(= ~ 3) = P( z ~ 0)-P(z S 3)
= $ ( 1.64 ) - cp ( 0.88 ) = 0 .5 - cp ( 3)
= 0.4495 - 0.3106 = 0.1389 = 0.5 - 0.4987 = 0.0013
l.64 s :: :;; - 0.88 ) = 0.1389
P( - p ( X ~ 45 ) = 0.0013
Remark : In this case z < 111 . ' I
9 ( 1.64 ) -o ( O. ) ' '- 8 tze concept of sy111111etry we ca11 direct/y . n!t 64
· If xis normally dis tributed with mean 12 and S.D 4, find tire fallowing
(iii) p ( :: s - 2.43 ) (i) p ( X ~ 20) (ii) p ( X S 20)
- ... ) = p ( z
P ( z<-2'3 ~ 2.43 ) >> We have s .n .v = x- µ = x - 12
2
= p ( z ~ O) - P ( z S 2.43 ) If X == 20 , z = 2 <J 4
= 0.5 - ip ( 2.43 ) We have t 0 f rnd
P ( z ~ 2 ) and P ( z :=; 2 )
P(- < = 0.5- 0.4925 = 0.0075 ow P( z > 2
2 43 - )==P (z> O)-P (z S2)
(iv) - - - • ) = 0.0075
P ( I z I :;; 1,94 ) == p == 0.5 - cp ( 2 )
( - 1.94 $ z $ 1.94)
Also == 0.5 - 0.4772 = 0.0228
= 2 p ( 0 $ z $ 1.94) P(z < 2)
- 2 ip - == P(- 00 Sz:=;0)+P(0S:S2)
P ( I z I :;; Io. - ( 1.94 ) == 2 ( 0.4738) = 0.9476 == 0.5 + ( 2)
•:>"t ) == 0,9476
'Inus p = 0.5 + 0.4772 = 0 .9772
~ ) == 0.0228 and p ( x < 20 ) - 0.9772
334 ENGINEERING ~ T Y otsTRIBUTIONS
AIAn-,1=, •.
. . . fiollows II norn d . - ~-~ 335
inrk.<o( 1000 st11de11ts 1111111 ex111mn11l1011
65. The" . . F. d I b if 111I 1strib . p ( X > 2100 ) = P ( Z > 1.67 )
-oa,zd ,:ta11dard drvintwn 5. 111 I 1e 1111111 er o st11de11ts w/i,k• Ll/io11 u,·,h
I
(i) ••
le,, t/in,z 65 (11) more tI111n 75 (111 ...) between 65 nnd 7v~c lllnrks rv,.,I be I "'-·-q
5 = P ( z ~ 0 ) - P ( 0 < z < 1.67 J
» Let l represent the marks of s tudents. = 0.5 - lb ( 1.67 )
_ x-µ x - 70 = 0.5 - 0.4525 = 0.0475
B,· data µ = 70 , er = ::, Hence s.n.v z =- 0 =~
nurnber of bulbs that are likely to last for more than 2100 hours 1s
.
• ::J
(i) If r = 65 , z = - 1 and we ha ve to find P ( z < - 1 ) 2500 X 0.0475 = 118.75 = 119

P(:<- l )= P (z> 1 ) (ii) To find p ( x < 1950 )
=P( z~0 )-P(0 <z< l ) If X = 1950 , = -5/ 6 = - 0.83
Z
= 0.5 - $ ( 1) = 0.5 - 0.3413 = 0.1587 P(x < 1950) = P(z < - 0.83 )
number of students scoring less than 65 marks = P ( z > 0.83)

= P(z ~ 0 ) - P( 0 < : < 0.83 )
= 1000 X 0.1587 = 158.7 = ]59
= 0.5 - 4>( 0.83 )
(ii) If x = 75 , z = 1 and we have to find P ( z > 1 )
= 0.5 - 0.2967 = 0.2033
P (z > 1 ) = P ( z ~ 0 )- P ( O < z < J )
number of bulbs that are likely to last for less than 1950 hours is
= 0.5 - $ ( 1 ) = 0.5 - 0.3413 = 0.1587
2500 X 0.2033 = 508.25 = 508
number of students scoring more than 75 marks
(iii) To find P (1900 < x < 2100 )
= 1000 X 0.1587 = 158.7 = 159
If x = 1900 , z = - 1.67 and if x = 2100 , : = l.67
(iii) We have to find P ( - 1 < z < 1 )
p ( 1900 < X < 210() ) = p ( - 1.67 < : < J.67)
P (- 1 < z < 1 ) = 2 p ( 0 < z < 1 )
= 2 P ( 0 < : < 1.67 )
= 2 6 ( 1 ) = 2 ( 0.3413) = 0.6826 = 2 Q ( 1.67 ) : 2 X 0.4525 = 0.905
number of stud ents scoring marks between 65 and 75 number of bulbs that are likely to last between 1900 and ZJOO hours
d, 1 ·b · d
= 100() X 0.6826 = 682.6 = 683
rte 11 s, ti wn~ fo1111d that tire life time of II pnrtrc11fnr brand ~

66· In n lest 011 elect · b lb
/ fin Ille llormnlly witlt 1111 nverngc life oif2000 l,011rs n11d S.D of 60 liours.
-----=~~~~-=------
67
•
/
- 25()() X 0.905 2262.5 "' 2263
11 a 11or111n/ distrib11tio11 31% of tltr item, an· 1111 tr

64 . Find the 111e1111 1111d SD of tltr d,,;tnl,11/11111.
d 45 d
an
s•;.° o'1 tltt 1ltt1L< ar( ('l't'T
1 4 rm P11rclrn es 2500 b lb Ji d
{i) more , 11 s m tire n11111ber of bulbs tltnt are like I!J IO fas/ far
, iooli¢ >> Let µ and o be the mean and S.D of the normal di5lribution
11,a,, -lOO l,orirs. (ii) less 1/rnn 1950 hu11rs (iii) b.:/Wi'<'11 1900 to-
» By data µ 2000 , o 60= = ~~la/> (
x < 45) = 0.31 and P ( ., > 6-t) = 008
·
We have s.n.v : = ~- µ
Wc havc~.n.v , = x - µ x- 2000
.. =-- 0
(i) T f o 60
o ind />( x > 2100 J \Vhen t = 45
If .t = 2100
, z = 100 / 60 .. 1.67 64 - µ
X =: 64, :: = -
336
Thus we have,
p(z <
- - - - - - - -------------..:.:_:~THE:1.fAIJcs.~
z, ) = 0.31
and p ( = > 22 ) = 0.08
ENGINEERING M,<\
~
l]siflg
.
. tJ,egrven
cl>
1sTRIBI.JTIONS
da~a in the RH5 of these we have,
(Zl ) = _ ( 1.4757) and ( z2 ) = ( 1.2263)

337
,
and 0.5 - ( z2 ) = 0.08 and = 1.2263
i.e.,
0.5 + q> ( zl ) = 0.31
zl
= -1.4757 ½
and ~ ( =i ) = 0.42 :::,
=> q, (:1) = -0.19 60-µ = 1.2263
. the normal probability tables we have ~ =- 1.4757 and
0
Refermg to i.e., (J
0.1915 ( = 0.19) = ( 0.5) and 0.4192 ( "' 0.42 ) = ( 1.4 ) µ- 1.4757 o = 35 and µ + 1.2263 o = 60
$( zl ) == _ <)> ( 0.5 ) and <)> ( Z2 ) = ( 1.4 ) or
I
:ng we get µ = 48.65 and o = 9.25
=1 = -0.5 and 22 = 1.4 BySoV~•
64
Thus mean = 48.65 and S .D = 9.25
i.e.,
45 - µ == - 0.5 and - µ = 1.4
o cr
69. For tire following normal distribution find c and also the mean and standard deviation of
or µ - 05 o = 45 and µ + 1.4 cr = 64
tire freq11enetJ distribution .
By solving we get µ = 50, cr = 10
- 1 2
Thus mean = 50 and S.D = 10 (X -6T+4)
j(x)=ce24
68. In an ~~mination 7% of st11d1:11ts score less than 35% marks a11d 89% of studntls » We have the p .d .f of the n o rmal distribution
score /es, than_ 60"/o marks. F111d tire 111ea11 and standard deviation if tire rnari.s 111
normally drstnbuted. It is given that if
z .. . (1)
P(·) - _l_
· - fin f e-z212 dz tlre11 P ( 1.2263) = 0.39 and P ( 1.4757) = O.~
0 - 1 2
» Let µ and O be th Consider f(x) = ce24 (x -6x+4)
e mea n a nd S.D of the normal distribution.
By data we have p ( x < 35) = 0.07, p ( x < 60 ) = 0.89 - 1
i.e., f ( x ) = c e24 1 ( x - 3 >2 - 5 I =c 2
e5/ 24 e- ( x - 3 ) / 24
Wehaves.n.v: = x-µ
cr i.e.,
When x = 3S, z = 35- µ
f (x ) =c eS/ 24 e- ( x - 3 ,2/2 ( -Ju ,2 . . . (2)
0 = z1 (say) Cornparin th
0 "' {u pg e_exponents of the exponential function in (1) and (2) we have µ = 3 and
X = 60, z = ~ rov1ded
Ii o = z2 (say)
ence We have
p ( : < 4 1 ) "' 0.07

and
ie
0.5+$ ( 4 p ( z < 22 ) = 0 .89
1 ) "' 0.07
and 0.5 + $ ( z2 ) = 0.89
0 ( ~ I ) "' - 0.43
and $ ( 2 2 ) == 0.39
338 ENGJNEcRfNG ~~~ DISTRIBUTIONS
•
l'- r,.;:n: ,... ...... , • '.
I • • • • ..... ,. : :, ,:.,n•i.11 en-r.:l•1l1tv t"IIT't't'
-
tlwt mav bt• tiltt'd t th
- - o r foll .
-~ I ~,TY
~
•. ins arc tos..-.L'<::l . F tnd tlic proba bT
I ity ot· getting (i) c,actlv 3 h
339
-
. • - - ::- l) 10 Olt;~ d..
t 51, co_("") iltka-.t one hcild · eads (11) atlea<,t"\
, ...... • c- - _ 11 :'Iii
•- ·- .. 5 ~ 12 he,,d:, 111 • • •
'r!"f,..·-:........,:. .~
_, c-
~~uJlk.~ ~,t th.- ~>:-t fittm~ no_m,al probabilit:

o 13 8
('Uf\ e is
- ~
{
The pro •
bability of gernunallon of a •ed in a packet of "4..'l'd
f . .
5. . • c>d arc tal-.cn or e,pcnmentmg on germination in a I bo
Jt 10 :,et!
abilit,· th.it
~ 1s tound to toe O-
' a raton hnd th\'
·
··
l - , , - µ )- : o· prob ' .
:\ \ ) = --= .. (i) seL't !>ero'> germinate
<n:'.:.
w... nt'l"1 to "~mrutt> u and o for the given fn.'quen ,. distribution. X isa binomiallv d1-;tribu~ed rando_m ~ari~ble. lfthemeanand vananc.-ot X are
•\ 1: T .[!_ T 72 + 117 + 8() + 55 + -l 6.
2 and 3/2 resp1..-ct1vdy, find the d1stribution function.
µ=~=-= -- - ==9
_ 10 coins .ire to ed 1024 times and the following lrt.>quem.ie-. are ob't'n ...,l Fit a
':,- ' ' · ~omial di tribution for the data and calculate the C'\f>(-'Ctt'd tr1..-qucncic....
,;- = ~-- - tµ ,2 No. of heads O I 2 3 -4 5 6 7 '> 9 10
3l3o) - 6(-49h9(6-0 +13( 1)+ (100)+5(121)+ -4 (1-4-4) FrequenC) _ 2 10 3 106 _;:.,...
-,- 226 12 59 7 3
~ - (~
er = :!..: ""'13 o = 1.607
s. A swit h bo.ird can hand le only 4 telephone calls per mmute If the mcomm1; .._,,II,
per minute follow a Poisson di tribution with paramet\'r 3, tind the pmbabthh
that the switch board i over ta\ed in an one minute.
:pl = - - - ----- r-l 1-9)~ 5.1666 9. A travel agency has 2 cars which it hire:, daily. The number ot demand, for a car
l 1.o07 ) \2 It on each day i dbtributed as a Poi on variate with mean I :::; Fmd the pt ab1ht,
Thu,, the requu-ed equation of the normal probability cu rvc is that on a particu lnr day (i) there wa:. no demand (ii) a demand 1, reru,
2
/tx) = ( 0.24825 ) e- <.r-9) /5.1666 lO. Fit a Pois on distribution for the following data and caku!Jte the 1 reltcal
fre_g_uencies.
L Find the mean and th .

EXERCISES
. ~
X
f
- '
0
111
I- 1
63
2
22
3
3
•
_ k_ uitably. e vanance for the following probability distribution~ 11. Find the value of k
uch that th e function
__
.\ _ _ _
0 __ 2 3 I • k \2.,
1 4 I ) / (x) == 1 < .\ < 3
P ( l) k - ~ . lO
~
-----..:.:.._ _ _Sk 10k 10k otherwi e
2. A random Variable X ----- ---- isp a proba b 'I l•ity density function of a continuous random 'Jrt,l
ble · ·c\bo hnd
X == x i has the following probability ma s func~on:..------- ( 1.5 < .\ < 2 ~ )
_ _O_ _1_ _.:_ 2_ _ 3 4 5 6 7 ____,
12. The p.d f f .:, .
· 0 a contmuou random variable..., gi, en b,·
p ( X) _____.-- ·• .
- a 3a 5a 7 5 17•
Deternf -- a 9a 11 a 13a _ 1 ~ P(x)== k .\ (1-x) l , O~x~l
me the value of - -
(i) P ( X a and hence find F· O othen, i-.e
< 3) ("") tnd k
Also f u p(X
ind the distnb .
~ 3 ) (iii) P (0 < X < 5 ) 13. ,.,__ a nd h ence find the mean and the -.tandard d.-, ,att,,n. h·
Ution of x 'ne life of \..nown tot,., ~()0 ml>nt_ ,,
3- Find on an a a compre or manufactured by,, compam •~ i ti1 , pn,t-Jbtlit, tn.1t ::--<'
th bl
e value of k life of av:~age following an e, ponenti~I dbtnbut1on Fin< '
probability ct· . such that ,, ( x) == k 12\ repre¢'
IStribution. r ,= 1 , 2 , 3 ··· mp res or of that compam 1s
(i) le ti md ~:; '<',,r--
!>s than 200 m o nth~ {ii) bet,, ~n 100 nwn ''' - -
~
ENGINEERING MA -rv DISTRIBUTTONS
340 l'HEAttrJcs ~U•• 341
.
14. 1f .1 IS a stan
dard nom,al ,•ariate, find the following probabilities~
Y USUlg no
~. t Probab1·u ty o·1sm·b u ti ons
probability table. .. 'lllal
Join
(i) p ( 0. 7 < x < L (11) p ( - 0.34 < X < 0 .62 )
. ed probability dis tributions associated with a single rando . bl
,ed1SCU d f d m vana e
we ha\rne can
begeneraliz e ortwoormoreran omvariables. We dlSCU
. h d . bl
p b b'li ·
ro a I ty
(iii) P l ., > 0.< :; ) (iv) p ( .i > - 0.65) 1nesa . a ociated wit two ran om vana es referred to 3SJ01nl d,stnout
distributions wns.
15
Th ean w~ght o l 500 students during a medical e amination was f . t probability and Joint probability distribution
· 50el; and S.D weight 6 lg . A urning that the weights are normally;~ lo~ • Jom
find the number of students having weight 1Stributed, U X and y are two discrete random variables, we define the 10ml probab,lrh( function of
(i) between 40 and 50 kg . (ii) more than 60 kg_s. given that
X and Y by
o.,\ 1.67 ) = 0.4525 where <1> ( : ) = &!_ J e- =.~/2 d:: P(X =x, Y = y) =f( :i. , y)
0 where f (x, y) atis fy the condition

ANSWERS J (x , y) ~ 0 a nd 'E 'E / ( x, y) = l
~ y
variance= 5/ 4
The ~'COnd condition means that the sum over all the values of x and y IS equal to
one.
2 4 5 6 7
l l -l Suppose X = { x 1 , ., 2 , • • • x,,. } and Y = y1 , y 2 , · · Yn then
9 16/ __._25/ 49 18 I 6.V
3. k = l P( X = x,, Y = Y; ) = J (xi, Y; ) denoted by J,
1
4. 5 16 , 21 32 , 63/ 6-t
It hould be observed that / i a function on the cartesian product of the sets X and
5. 0.2335 , 0.382 Y aswe have
6. p ( X) = C ( 1/4 l ( 3/ 4 ) - l X x y = {( x l , Y1 ) , ( :i. 1 , Y2 ) ... ( x m' Yn) }

l
7. l0C ( 1 '2 )1 ( 112 )10 - r = _l_ lO f isd also re fe rred to a s joint probability density fim ctron
- of X and )' ·m the re:,"""·tJ\·e
r ··
2\0 C1 0
X
r er. The set of values of thi function /( " , y ) = / for 1 = 1 '.! 111
'
Expected frequencies : / =}2 I J IJ · To
l , 10 , 45 , 120 , 210, 252 , 210 , 120 , 45 , 10 , I va!u ' ' · · · 11 i called the joint probability d istribution of X and ) . e,e
8. 0.18-17 ~ r e presented in the form of a two way table called the i<1 ml prsihll"lzr:-, tab_!:_
9· 0.2231 , 0.1912
- 06
~ ~1 Y2 -;:--- - ___:~ --
10. p ( x ) = e . ( 0.6 )r
.1 ! - ; l10 , 66, 20 , 4 , l
~ 11 J12 _ __.:'---__ ____.!:_ 11_ - I \ \!)
11. k = 3/ 26 ; 49/ 104

U. k = 113- e .
.x2 121
__
- , - - -,21
_, -~
1~ - ~ ~--
13. 0.6321 , mean "" 0.55, S.O "' 0.23

, 0.3834 ,-.....__ X"' Jm l 1 - -•- J ((r.,)
~
f ,,.2 m! - -
14. 0.~19, 0.3655 Surn -+- -- 1
is. 226 , 24 , o.19n, o.1422 g lY,.)
--- g ( Y1 ) g ( Y2)
~~
•
_ _ _ _ _ _ _ _ _ _ _ _ __
Marginal probability distributions

_ _ _ _ _E_N_G_IN..:.:E=E::_:R:_IN:'G.'._:M)>,THE¼
Iles.It
-~ ..,..,i,AJJILITY oisTRJBUTJONS
• XEXI'ecta
is a d1scre
·on variance, Covariance and Correlation
. tl te ' ra n dom v ariable
. ta king values x I , x2 ' .. xn hanng
If . J(r) th e n the Exl'cctatw11 of X denoted by E ( X J or µ 15 defined b_
. probab1litv
•· th.e
~
fl • table, f P 1 ), f (.\7),
e •oint p robabililY . - · · · f ( x 111 ) respectivelv
, represents fot1Cllon . X '
I th J f all the entrit'5 in th e f irs t ro w , s eco nd row
JIJu, the
) . ~ ( I/ ) respec11ve1v represents t e s um o f all then tr·· .
um o . h , . II
,( row
S .1/1 . ~ -11~ - ·" ' ~n •es in the~-: µ . == £ ( X) == I: ·\ f ( X;) or I: X f (X )
( ) th I ""' .X i=1
column second .:olumn, .. . 11 co umn.
The Variance of X d e n o ted b y V ( X ) is d cf'ned by the relation
That i;,,
~
2
_t x l = /11 +f12+ · · +1111 ; g(Yi >=lu + / -71+ ··· + / 111 l V ( X) == ( ., ; - µ )2 / P ;) == £ [ ( X - µ ) ]
1
r= I
, ...... ......... ... . . "h.-re µ i:,, the m ean of X.

. .. .... . . . . . . ........ . .. ox = ~ is calle d t h e standard deviation (S.D) of X.
f l-',.., ) = f,., 1-,-fm~ + ··· +fm n; g(y,, ) = f1 11 +f.,,,
- + · ·· + ) 11l1J tr X and Y arc two discrete rnndo m variables having the joint probab11it, runcnon
f lX1), f lX2 ) • ·· ·f P:,,.) l and S ( Yi ), S ( !f7).
- · · · ...d -11n ) •f then the Exp ectatio n s o f X a nd Y are d efined as folio" .
(( .t , y )
__ call<.'d
, .. m~r<nnal
- o;-· pr~ b abTty 1 1 d.1stn·b utions of X and Y r~ pectivelv. (Sznu tJ.,."I
µx =E( X ) = L I: ., f ( x , y ) = l: ·\ f ( x, )
are · X 1/ .
, ull« . Mc 71.>m Irk' 11urg111:- of the table the word #111ar8i11nl ~ 1:- /ld11g 11:-i-d) •
= E ( Y) l: y f ( x , !I) == ~ Y, 8 ( Y; l
It shvuld t:'<' nott.'d that
/P1 >- ; t .,2 l + = 1 and
· +f( xm )
I µy
Further E ( X y ) = I:
== I:
,\
x I .If•I
y
JI.I.
I , I
g l Y; l - g l _
v, ) .,. . + g (Y,, ) = 1 :,: • ( X , Y) a nd f (, , y) is the jo int d ist,ibotion ot X ""' L ""
0
ectnt,on of Z in th e joint distrib u tion of X , Y is defined b,· the rel.iuon
nus 1.:, equ1, alent to ,, nting
~ ~ "[ ,: E( Z )= LL . .
©(\ I. , .1/-I ) /··
I I
- - _f p: . !/ ) = '<" ~ ti X and y :i . :ti, eh then the
=: =I • . r ; I Ji J = 1 r .
I /
a re random varia b le:, having mean µX i1fll µ) respe.:
It me.:ins that the total oi all theentnesin
. . the jo int probabi lit\' tab le is ~,qual!C' I· ovanm1cc 0if X and Y den o ted b COV ( X , Y) is defined by the re1auon
• lndepend ent random \' . bl

Th ana es
· COV ( X , y ) ~ ~ (.:\ ; - µ X) (.1/; -µ y) J,,
11 l ]
~- e_.~ISCrece
-~'l.:.t'I<" :· random ,·ariable,, X and Y a r e said to be i11d171<' dent rar.J~
Equ1vaJent1
.
. P t1-X
Thatl5P X=x
= i )
= y)
Y- · =P <X-
- .l - ) ·P ( ) . = y) and conversely.
Y w e h ave
F COV(X ' y ) , -_ I: I: X 1/-J-- -µ X µ ) . , ._ -t11• rc>l.itwn
Thi,. • . I , - .ii, J = p ( X =X ) . p ( )' = ) Urther I / I • / I / . ) · ) 1:' delU1t'\ I ,., '
alent to f (
is equ1, , .1/;
~ x,l :
( If; ) = / , 1 m the join t prob a b ility table.
' !he Correl nt 10· 11 of X and Y denoted b)
~
That 1~ to say that ·
to the prod ucc ot it,,. maand. ) a re mciepende
. nt if each entrv / . in the table I> _i#
P (X , Y) = COV(X , ~
rgmal entri e:.. O then, i X and y. .,re I / aid to l,._. , ier""' ax o,
344
-
_ _ _ _ _ _ _ _ _ __ _ _ _ _E_N_G_IN_E_ER
_ I__
NG:._::M:_AT
'..:::!_
HEMAr,~.
""'· ~
345 ,
. dependent ran dom variables then ex)== f J ( x,v )dv
X and y are JJl
Note : If f1 v= - ""
. E(XY ) = E( X) · E(Yl
V ( X Y) = o and hence P ( X , Y) =0
) -- f f (
(i)
II ' y) d ti
(ii) cok . c~V ( X X ) = £ [ ( X - µ X )2 ] = V(X ) = ~ fz (Y
II = - oo
ReJJlar • ' •c; calle d th e marg inal dens ity Junction of x and
V(X) = E [ X -
z
2X µx +µx
l i
f 1 (x ) l-
2 ·s calle d the m arg inal density Junction of y.
= £(x 2)- 2 E ( X ) µx + µx E ( 1 ) Ii (y ) I
. bles x and y are s a id to be in dependent if
V( X) = £ ( x2 ) -2 E ( X) · E ( X ) + [ E ( X) j ·1 -n,e vana
f 1 ( X ) •f 2 ( y ) = f ( X , y )
V( X ) = ~ = E ( X2 ) - [ E(X ) J2 Expectation, variance and Covariance
Nole : Theory and Problems con nected with contin uous ran dom variables is a
iven or the ben t o readers. µx = E ( X) = f f x f ( x, y) dx dy
• Continuous random variables
Let X and Y be two continuous random variables. If f ( x , y) is a real valued
function satisfying the conditions
µy = E ( Y ) = f f y f ( x , y ) dx dy
f ( x, y )'2 0 and f ff( X , y ) dx d y =1
then /( x, ~) is called the joint probabilihJ fu nction or the joint densihJ Junction of the
random vanables X and y .
b d
P ( a $ x $ b' c S y $ d) = J f f (x ' y) d y dx
a C
Marginal distributions COV ( X , y ) = f f (x _ µ X ) ( y _ µy ) f ( x , y ) dx dy

X
p(X $ x ) = Fl ( x ) = J f f ( u , v) du d v = E [ ( X - µ x ) ( Y - µ y ) ] = E ( X Y) - µx µ y
is called th . u = - oo V = - oo If X
e marginal distnoution fu nction of X. and y are ind e p endent rando m variables then
If $ ( E ( X y) = E(X
) · E ( Y) and COV ( X , Y) = 0
P ( YSy) = F2(Y) = f yf
f(u,v) dud v ~
distn~~l n 3;Y ~ction of x and y, then the Expectation of ( x, Y) in !he joint
is called the . U= - oo V=- -

efined b y the rela tio n
margznal distrib ·
The derivative of F Ution function of Y.
!1 ( x ) and f 2 (Y ). They
I ( x ) w.r.t x and F
are .
d oted bl
2 ( Y ) w .r.t. y b e respectively en ·
f: [
<l>( x ,y) ] =
-
f f q, ( x , y ) f ( x , y ) dx dy
given by
ENGINEERING lvt. 01s TR!BUTIONS
346 -- - - - - -- - - - - - - - -- - - - - :.<\THE:AfA.71,._ pROBABILITY 347
WORKED PROBLEMS ~ ~
c1. = E (X2) _ µ~ and cr7y = E ( Y2 ) - µ 2y
(cl X
. . /m i rn11do111 u11ria/1/t>s X a nd Y is as follows .
71. 77,f wi11t d,,,,,,1'" 1u111111 - £( X2 ) -- E .i I •
f ( -'1 )
y - • 2 -;-----_ J\'011'
X ----==- - - 1 8 1/ 4 - j-- ~ it',
£ <x 2 ) = < 1 ) < u2) + <2s > (1 / 2 > = 13
y2) - L ,/ d .'/·)
5 I_/•- - - - ~ - - -
1/ 8-=- ~ AISO £( - ./ < /
. £ ( y2 ) = ( I 6) ( 3/ 8) + ( 4) ( 3/ ) + ( 49) ( 1/ 4) = 79/ 4
Compult' the_ti1llvwi11s.
I I',, ; . :::
13 _(3)2 = 4 ; c?y = (79/ 4 )-( 1)2 = 75/ 4
( 11 ) E ( X ) nnd E ( Y l (b) E ( X ) ) Hence x
11,us CJx -_ 2 and crY = ✓75/4 = 4.33
(d) COi' ( X , Y) (e) p ( X, Y)
(d) COV ( X , Y) =£(X Y) - µ X µ Y
» The distribution (111nrgi11n/ distrib11tio11) of X a nd Y is a , fo llow .
= ( 3/ 2 ) - ( 3 ) ( 1 ) = - 3/ 2
TI,is distribution is obtained by adding the a ll the resp ective row cntrie and alsolhe COV(X , Y) =- 3/ 2
respective column entries.
Distribu tion of X : (e) p (X , Y) =

Dis tributio n of Y :
---
~
.\ 1 5
'
I
--,- Y·
j_
-4 2 7 = - 3/ 2 = ---=l._ = - 0.1732
/(.,,) 7 1/2 1/ 2 ( 2) ✓75/4 2 .../75
- I
g ( Y· ) 3/ 8 3/ 8 1/4
I Thus p ( X, Y) =- 0.1732
(a)
E(X) = r. x,f(-';) = (1) (1/2) + (5) (1/2 ) = 3
· blc~.
~2. TI1ejoi11IJ!!..obabilitydistrib11tio11tablcfortworn11dom unnn x and Y 1, nsjollow,:.
_
E ( y) = r. Y g ( Yi )
1 . X ~ _I -2 _ _ _- 1 I _ 4 _ j :,
= ( - 4) ( 3/ 8) + ( 2) ( 3/ 8) + ( 7) ( 1/4) =1 ~, I 0.1 - -0.2- - - r - 0 - - 0.3
Thus
µx = E ( X ) = 3 and µy = E ( y) = 1 ~2 . 0.2 0.1 - , 0.1_ _ _ 0
(b ) Detern,i11e the 111argina/ probability distributions of X a nd Y.

E(XY) = r. x.y. ]. . Also compute
I I II
= (l ) (-
4
) ( 118 ) + ( J ) ( 2 ) (1/ 4 ) + ( J ) ( 7 ) ( 1/ 8 ) (n) E:rpectntions of X, y and x y (b) S.D.s of X, Y
(c) CoV · d Y
5 4 nrinnce of X and Y (d) Correlation of X nn ·
+ ( ) ( - ) (1/ 4 ) + ( 5) ( 2) (118) + ( 5) ( 7) ( 1/8 ) 11
F rther .~ · bl
Alsoft Ver&y that X and Y are dependent rnndo111 vnr,n es.
1 1 7 lld p ( X + y > 0)
=- - + - 5 35 3
2 2+s-s +4+ s =2 :>:, lvt . . II the respective row
Thus entrie argina I dis tributio n s o f X a nd Y are got by adding a
nd
C( X Y) = 312 s a th e respe c tive co lum n entrie .
~ L I T Y DISTRIBUTIONS
..,
.'I, - 2 ~
I 1tion of X ,md ) p(X,l)- COV1 X, Yi
O.o tlA S l _v,) 0.3 0.3 (dl Corf\' •
I ( ', ) 0.1
OJ
(a) µ, = E \ .\ l = I 1 I l ', ) , ))
-o, =-(l1
I( p( X , - < o.4q H 3.1 l
= \ I l l ll.o l + ( 1 l ( OA l = 1A
p( , Y) = - 0.3
~ll = [ ( ) ) = - .1/1 S ( .1/1 )
U X .ind y arc indcpl•ndl'nl random vanablt."> we must have I t , , '{ 1 11 1 = /
= \ - _ ) ( 0.3 ) + l - 1 ) ( 0.3 ) + ( 4 ) ( 0.1 ) .,. ( 5 ) ( 0.3)
= - 0.o - 0.3 + 0.-1 + 1.5 = I llranbesccn lhal f( 1
1 )g(y 1 ) - (0.6)(0.3) = 0 1, and /
11
=01
E \ X) l = I t, v, /11
I(
= l 1 ) ( - 2 l ( 0. 1 l + ( 1 ) ( - 1 ) ( 0 .2 l +- ( 1 ) ( 4) ( Ol
Sumlarly for olhl.'r. ,11-,o the condtllon 1!. nol sattsfieJ .
.,. ( 1 ) ( S l ( 0.3 l .,. ( 2 ) ( - 2 ) I O 2 l + ( 2 ) ( - I J ( OI
+ ( 2 l ( 4 ) ( 0. 1 l + ( 2 ) ( S ) I O l llmre we conclude Ih a t X and )' are dependent random variables.
= -0.2-0. 2+0+ 1.5 -0. -0.2+0.8+0 0 .lJ
Thus E ( X l = 1.4 , E ( }') = 1 and E ( Y) = 0.9
\\'dlil\l' X = ! ',
(b)
al = E ( X2 ) - µ~ and ~ = f ( )2) _ µ;
E l X2 l = I \ 2 fl \ l Also
I I
/ 11 = 0.1 , In= 0.2 , In= o, /14 = 0.3
= ( 1 ) ( 0.6 ) + ( 4 ) ( 0.4 ) = 2.2

E ~ , 121 = 0.2' 122 - 0.1 ' 121 = 0.1' /24 = 0
1)-1= r y;g<_v,l
t.e , x.. ) > 0 .
1" po-,siblt> wh~•11 ( X, ) ) take the valu~
4
= ( J I O.J J + ( I l ( 0.3 ) + ( 16 ) ( 0. 1 ) + ( 25 ) ( 0.3 ) = 1().6
<r.' ==2.2- I 2 (\ )
l: -11 .
\ < .4 ) = 0.24 and hence cr = OA9 1• Y3 == ( I , 4 ) ; ( .l I ' I/4 ) = (1' 5 ) ; ( \1 1/, l =
, X
~ ==
10·6 - ( 1 J2 = 9.6 and henc"'
" cr) = 3.1
( t,
-'
y )
3 == { 2 , 4 ) and ( \ , y ) = ( 2 , 5)
Thus 2 4
Ox== 0.49 and oy = 3.1
I-fence P
Cc)
COV(X, y _ (X+y >OJ= ln+l14+l12+l1,~I:~
)- E(XYJ-E (XJE(Y)
09
cov ==
. - ( 1.4 ) ( 1 ) = - 0.5 = () + 0.3 + L) I .,. () I "'" t) =- [).:-
( X, Y ) ::: - 0.5
ENGINEERING MA
350
~ Tit.;.
_ . _. d ) an· 111dq1e11de11I random variables w,tl, the fi'-f"I ~
-. '
73
1
•
' "1'1""" ,,
• L ,
an
rnd the 10111I
. .b . 'r
d, stn 11/1011 o1 X and y Al .
o au,,,,.,"'tiPr ,
d ~tn,·11. h 111 ~" tie, f
(()\ ( \ ) I = (} I I( :·.
= ( - 2 ) ( 0.3 ) + ( 5 > ( 0.5 J + ( J f o.2 I : 3 j
2 y
I
-2 5
£ ( X n == r ,l i Yj I, j
•I l I 0.7 0.3 X ( 11 ) 0.3 0.5 I• I
1
= ( l ) ( _ 2 ) ( 0.2 1 ) + ( 1 ) ( 5} ( 0.3; ) + ( I J 0.1-1 1
-~ ,~...,. x and y
r IM
arc independent, the joint dis tribution J c x, v
_)
7 15 obtatll{'IJ.
,, (, ) (
u'>lflg the dcfm1t10n f ( l 1 ) .~ ( 1/, ) = /, 1 -.- ( 2 ) ( - 2 ) ( 0.09 ) + ( 2 ) ( 5 ) ( 0. -; ) + ( 2 ) f 8 l ( O.On I

; an:obtaml-d on multiplica tion of the marg ina l entries. = -0.-12 + 1.75+ 1 12 -0.36+ l.5 • 0.96
lh,· ~•"'" data and the r<.' 9u1red /, 1 1s exhibited in the fo llowing table. = 4.55
X 1(1 = - 2 Y2 =5 Y3 =8 Hence (i) becomes

/(xI J
I
COV ( X , ) J = 4.55 - ( 1.3 ) ( 3.5 J = 0
l
l
::.
/II 112 l,3 0.7
Thu., the result COV ( X , Y ) = 0 for independent random variables X Jnd Y
l~ : 2 12, 122 /23 0.3 is \'erified.
.. , I/) 0.3 0.5 0.2 74. X and Y are 111d,•l'c11de11t random t'tlnab/._,... X taJ.,: t•a/m, 2, 'i, 7 u:1th rr •rcbi:::,
I 2, 1/ 4 , 1/4 re,peclm.'ly Y taJ..,· ,•aliu< 3. -1. :i with the prub,,b:1·::.i
Ill= (0.7)(0.3) 0.21, l,2 = (0.7)(05) = 0.35, 1/ 3, 1/3 , 1/ 3 .
In - 1 0,7 Jc o 2 J = 0.14 (a) F111d the 10111t pro/,a/11/1l11 d1stnb11t1,m ,,f X ,md ) .
111 - < 0 1 J ( 0.3 J -= 0.()9 , 121 = ( 0.3) ( 0.5 J = 0.15, lb) Sliou, that tire COl'ann11ce of X a11d ) 1< <'1711111 t,, :a11.
/, I 0.3 J I ll. 2 J = 0.06 le) !ind ti,c probnl11/1t11 d,~tnl111tw11 ,,1 L = X- )

I lw J<llnl c.ihtnbutmn tab),.,., ,I'> follm, -.. > Ca\l'fl data,., a-, folio\,-,.
;
), I(I -I
-2 =; ) 2 5 7 11, 3
! ., I ~
0.21 () i •( l )
1/2 ~ ( I/ ) I 1
0.35 0.14 1/4 I 4
2
0.09 0.15 0.06 li J \ \
.' 0.2
1,, 6, Ir~ = 116, / r3 = 116
l1, = 12 , /,, = I 12 , 121 = 1/ 12
l1, - I I"-, / - I 12 , /\1 = 1112

1)1(()7) ~ ,2, 1011 - 1 1 12
353
352
The- -mt dismbutton table is .:is t II

- 0 Cl\\'-.
~ERINc ~, . 1::l.
X 4
5 --:---._ Q
-- --
' ( .t 3
l
1, 6 L6
6 -- y
1 24
1 I:!
:,.
l '12 l 12 I 8
-
l/U 0
I{ 2 I 4
--
1/12 I 4
l / 12 1' 12
- -----
14
--
-l 1 :!-l
I 12
1 3
----- 1 S
--
3 I 3 0
I
» ~taf%inal d i,tnbullOlb ol X and ) i,, .,~ folio" "·
3
0
6
y,
.... i~ = E 2 I 3 It>
\ I 2
I
1 4
g ( Y, l
= ' 1 -l
- 1'2 ) - ( ''>I
~ 11 4 ) (-
~ =c. )1= 'I"
-:- 11, g ( y ) - l ) ( l • ) = -t CO\' ( X, Y) = E < X Y)- µx µ,
= 3I l , )
£ ( X) = L t , f (:l, )
- X ) , _- ~ .:>X -1' (/ -1 )( 13 ) - ( :,
- ) ( 1/3 ) = 4 I
= ( 2) ( 1/-1 ) .._ ( -l ) ( 1/2) + ( 6 )l I -l ) = -l
! I
-- '.,... , -
- I I 3 I ( 1/ 6 )
- (2)( 4 ) ( I/
£())= -YI O<> (1/)
I
• I
::, I I 3 I I 1 12 J - 6 ) + ( 2) ( 5) ( 1 6) = ( 1 ) ( I /2 ) + ( 3 ) ( 1/3 ) + ( 9 ) ( 1/6 ) = 3

= -l l 7 l I J l ( l 12 ) -_ (:,) ( 4 ) ( 1/J?
- l + ( :,_ ) ( 5 l ( 1112)
4 12 E(XY)= I. tIl-/
/ / II
Hence liJ
. beco 6 (7) ( ) ( II ) - ( 7) ( - )( I 2 ) ,, I
= ( 2 ) ( 1 ) ( 1/8) + ( 2) ( 3 ) ( 1 2-l ) T ( 2) ( 9) l I J'; )
mes CO\' I X :,
CO\'( X , V• J =O , ) J = 16 -( -t ) + ( -l ) ( I ) ( 1/-l ) + ( -l ) ( 3) ( 1/-l ) + ( -l ) ( 9 )l O I
Z=X-Y ( -1 )= 0 + ( 6) ( I ) ( 1/ ) + ( 6) ( 3) ( I 2-l l + l 6) ( 9 ) l l 12 l
(cJ
Let : ' = X , - y, and henc

E(XY) = 12
Thecorrespond mg e ,~, = 5 6
We have from (i) cO\' ( X , Y) = I 2 - C4 ) ( 3) = 0
1/6, 1/ 6 probabtl1hes , , 7, 8, 9
The , 1/ 6 , 1112 are, 10, 11 , 12
2robab1hh d , 1112 , 1112 Thus CO V( X, Y) =0
z : l.!>tnbutionofZ=.,.1 12=1;
=P ( X, = £_O\'O X( X0 '.2J
~
- ::, 6 ~.,.y 15 6, 1112 Correlation of X and Y Y) )
P( zJ 7 folJo" ' 1/12
1/6 1/6 _ 8 5:,..
Thu» p ( X, Y ) = O
__J
We note that r PIZJ = J 1/6 - V U ---V 912 - 10
1/6
,- 354 ENGINEERING
MA n11.:1.y. IJAB!UTY DISTRIBUTIONS
_ Tiu joint probability distribution of two discrete rnndom variables X rics.~

~ ::::..:..--- - - - - - - - - -- - -----~3~55
76
j(x, 1/) = k(h+y) where x and y are integers and Y is .
8 E(X2) = r X7 f(x ;>
o s x' $ 2 , 0 $ y 3 $ such 111tn~ (b)
(a) Find the value of the constant k 1h41
= ( 0) + ( 1 ) ( 14/42 ) + ( 4 )( 22/42) == 102/42 = 17
(b) Find the marginal probability distributions of X and y
(c) Show that the random variables X and Y are depende~t.
E ( Y2 ) =r Y7I g ( Y·I )
>> X = , xl = · 0 , 1 , 2 and Y = i yI. == • O 1
I I
2 I
3 '
J
f-(-
x , y) = I: ( 2x ~ If) and the join t probability distribution t bl . = ( 0) + ( 1 ) ( 9/42 ) + ( 4 )( 12/42) + ( 9) ( 15/ 42 ) = 192/42 == 32/7
- - - __ a e1sforrned 2
X
Y
O 1 2
- as~
3 -----.:.::.: (cl c?: = E ( x2 ) _ 2 = 17 _ ( 29 ) == 2.30 . 0 _ ✓230
- - - - ~ - - - - - - - -__:::__ _j__ Surn x µx 7 21 441 ' x- 21
0 0 k 2k
3k ---- 2
2k
- - - - 4k _ _ _ 5k ---
3k ~14k
cl: = E ( y2 ) _
Y µY
2 = 32 _ ( 39 )
7 21
== 495 .
441 ' cry -
_ \1495
21
2 4.k 5k 6k
7k Thus crx = 0.72 and cry = 1.06
um 6k _ _ _ 9k 12k
15k
(a) \\e must have 42 k = 1 . 7s. Consider the joint probability distribution as in Example - 6 and find
.. k == 1142
(bJ ~1arg1nal probability distribution is as follows. (a) P( X = 1, Y = 2) (b) P ( X == 2 , Y = 1 )
(c)
x, 0 1 P(X~ l , YS2) (d) P(X+Y > 2)
2 0 2 3
J<x;J 6/ 42 14/~ 42 » Let X = { xi } = {x 1 , x , x } = l O, 1 , 2 respectively.
2 3
( = 117 =1/ 3 =11121 g (Yi ) 6/ 42 9/42 12/42 15/42
y = {Yj } = {Y1 , y 2 , y3 , y4 } = 1 0 , 1, 2 , 3 respectively.
cJ It can bee351·1
Yseen that J(
- 1/7 I _:3
- ~
;,/ 14 =2/7 1 =:,"/14
Hence the rand . xi) g ( Yj ) ~ Ji . Also J11 =0, 112 = 1/ 42 , /13 == 2/42 , J, • = 31-12
- - - om vanables are dependent. /
121 = 2/42' 122 = 3/ 42 , /23 = 4/42 , !24 = 51-12
n. Consider the . . - - - - - - - -- -- - - - - - -
Joint probability distrib . . .
(a) E ( x) E ( y ution as in Example - 6 and compute theJol/()1lllng. / 31 = 4/42 , !32 == 5/ 42 , /33 = 6/ -12 , ]34 = 7142
» (a) £ ( X ~ ) , E ( X y) (b) E ( x2), E ( y2) ( ) (a)
P(X == 1 , y =2) ==/(x , y ) = 123 = 4/ 42 = 2/21
J- r xj( C <JX, <JY 2 3
I Xi) (b)
1
p ( X == 2, y =l ) = f ( X3 ' Yi) = /32 = 5/ 42
- (0 (c)
E(Y): )(6/42)+(l
- r Y1 g(y. ) ) ( 14142 )+ ( 2) ( 22/42) = 58/ 42 == 29121 P(X~l , YS2)
J I
- (0 ( X' Y) take the value
E(Xy~ )(6/42)+(l
1317 l'h (1, 0) (1, 1) ( 1, 2) , (2, 0) (2 , 1 ) ( 2 , 2)
= t -\Y· /. . )( 9142 )+(2)( 12/ 42)+(3)(15/ 42)=
j ) j
I . I
ey are respec t·1ve Iy
::: ( 0) ) {\ 1/, ) ( X , , }/3 )
( x 2 , Y1 ) ( x2, !12) (
_ + ( O+ 3142 + ~zj~Zl Xz, Y3) ( X3, !11 . J, . - .,
- 102142 _ 8142 + 15/ 42) + ( O + 10/ 42 + 24/42 +
- 1717
•
356 ENGINEERING MATHEM/47.,...
~
p ( X ~ 1 , Y S 2 ) = 121 + 121 + 123 + /31 + /32 + /33
2 3 4 4 5 6 24 4
= -+-+-+-+-+ - = - - -
42 42 42 42 42 42 42 - 7
Thus P ( X 2:: 1 , Y S 2 ) = 4/7

(d) To find P ( X + Y >2 ), ( X, Y) take the values . • t distribution of X and Y is found by computing
(b) The 10m
(0 , 3) ( 1, 2 ) (1, 3) (2, 1) (2 , 2) (2, 3) ], . = p ( X = X; , Y = Yj) w he re we have
II
They are repectively xi = 0 ' X2 = 1 and y I = 0 ' Y2 = 1 ' Y3 = 2' Y4 = 3
( X1, Y4) ( x2, Y3) ( X2' Y4 l ( X3' Y2) ( X3' Y3 ) ( X3 , Y4)
:P( X=O , Y=O)=O
J11
P(X+Y> 2 ) = l14+/23+/24+l32+l33+ J34
(X = o implies tl,at there is a head turn out and Y the total number heads O is ,mpossiblt)
3 4 5 5 6 7 30 5
= 42 + 42 + 42 + 42 + 42 + 42 = 42 = 7 1 = p ( X = O, Y = 1 ) = 1/8 corresponding to the outcome H TT
11
Thus P ( X +Y > 2 ) = 5/7 / = P(X = 0 , y = 2) = 2/8 = 1/ 4 ; out comes are HHT and HTH
13
79. A fair coin is tossed thrice. TTre random variables X a nd Y arc defined as follows.
/ =P(X =
14
0, Y = 3) = 1/ 8; outcome is HHH
X = 0 or 1 according as /read or tail occurs on tire first to~s. /21 = P ( X = 1, Y = O) = 1/8 ; outcome is TT T
Y = Number of/reads. In= P(X = 1, y = 1) = 2/8 = 1/4 ; outcomes are THT , TTH
(a) Detenrrine the distributions of X and y
(b) Determine the joint distribution of x and y 123 = P ( X = 1 , Y = 2 ) = 1 / 8 ; o utcome is TH H
(c) Obtain the expectations of X, Y and X Y. Also find S.Ds of X and Y 121 = P ( X = l, y = 3) = o ; since the outcome is impassible.
(d) Compute covariance and correlation of X and y
(Thise values can be wrrtte11
. ·
quickly by look.111g at tire table oif 5, X' Y)
: J:ef samp_le space S and the association of random variables X and Y is gii•en
.!.._ e ollowmg table.
---
The req · . . . X d y is as follo\\S. --
U1red Jomt probability distribuhon of an -
Sum
__s__ TTH
-
H_
HH
X
~__:_:_
_
HHT
o
HTH
-:::-- r -o·___,_.::_
HIT
o _;_~o_j_~l:__J__.!_
THH
1 _~~-t
THT
--:.-...:.....:...-1-_:_:.::..:.-1-_.:..:.~+--1 0
T V8
2
V4
3 -
1/8
--
J/2
y 3 - 1/ 2
'-- _,_ 2 _J___ 2 1 2 1 vs O ----
(a) The probability d" • . '_ _L__:: _ _L._ _ VS V4 - - -
st .....___ Su_rn_ _-L_ __., ---1--- 3/ 8 118- - -I
' nbutron of X and Y is found as follows.
X= j x ' - 10 1 kl VS 3/ 8 --
; - ' and Y = / = I y.}I
1 2 3) o' µ - - -,-
P( X = 0 ) is 418
I I
x - E(X) = :E x.I /(l I-)
p( y _ O . = 112 ; P ( X = 1 ) is 4/8 = 1/ 2 i
"' (0)( 1/ 2) + (1 )( 1/ 2) == V 2
p(y =~~2
118
• P ( Y = 1 ) is 3/8,
µy = E ( y) = :E Y, g ( Y; )
- IS 3/8, p ( y = 3 ) is 1/ 8
:~ :_____________________ E_N_G_II_IE_:E__R.::_11~
1"- 1 ,.
3_ ' '" nu ,,~, 359
" l • 1 l1 1 l ., 1- l2)111 )+ ( 1JC I XJ : 12, <,
~ Pf \ t I , y ~ 2 I = 121 ... / 22 --- /2.,
3/ 2
r \ ' !. 1 I/ 'l -1 1-I-I M= I'.!
Pf X ~ I , y ~ 2) = 1/ 2
• Ill • I I ~ 2 •Il l 1/2
\: I µ; ,ind r? I I ) :. l
p 1X:5 1, ) :5 2J
l , tJl..t' the \ alu e-.
· I ~I I -I O IJI0 , 2 Jl l,U)( l , l )(l , 2 )
,.. . "- "'· , 2 · '' .. -• 4 4 1 - 1 - 1'1·1 1 ar~ r•..,pt"-ll\ el~

tl1 , 1/1 J I l I , l/2 I f \ I , 'h) ( \:., Ill ) ( t~ , 1/:. I I t :. , 1/1)
2 wd o 1 ., 2
PIX :5 1 , Y :5 2 ) = /11 +/12 - /13 - /: - J:.:. - f:.1
ldl I 1.•. , l µ, µ :0 ..-1/ ..- 1-1 ---18 +1-l - l =71
II
! : l ~ I • fl-.i, P( X :5 1 , Y :5 2 ) = 7/ 8
) PIX.,.)~ 2 1
\_ di
) ) take the\ alue-. I U , 2 1 I O, 3 J ( I , I 1 I I 2 l I I >l
4 I :1lt'I are r~pt.'Ctl\ el~
.; '1 ( 11' 11, ) ( \ 1' 1/4 ) I '2 • .1/2) ( \2 ' Y,) ( 1.~ ' 11
4)
((JI \ , l - I 4 1nd p I X , - I ,3 PI X - Y ;?: 2 ) / , .,. / 14 ..- /22 .,..•/~, - /,4
' >. aud 1 a, 111 I \a1111•f,• ~,, (, 1111 ttl( t~ i ,I = 1/ -l ..-l/ h+l -1 ..-1 -. . l]:3 -1
_ l' I X-) ;?: 2 ) 3/ -1
l u/ 11,, I
•. , 2 I
,,, - IJ J ~·~ ~ I 2I
'I . \
• dOt
I )
a,,. 111d,·1•,·11dt·11I rn11d,•111 .,1r1,:r ,....
I
I'
., :it,· ' •11' a·111·, ,..,u/1,.
lu/ I I \ ) l £ CX ) [ ( ) I {b) (t1\ I '( ' ) ) - 0

r.--i "'- lJ\ , •(·.
((, er. . ,- o;, +cr;,
.
1,/
2 (l'"'Pl"\.. tl\ ,:I\
'•1l I.,' ) ) -
I ~
~ I ; I ..
!. \ I/
I
/
I,
~
'" .\ JnJ ) .lrl' 1nd,•p,·11d,·111 = I ', I SI~ I
I
" .i
'I
l 1 .\i1 l: 111/\ 1)..;(l/l
•I I b
' J
I · / I
!_ \I J ( ', ) !_ I/ ' ( 1// )
f 1
11.\ 1 I C)
I/ I • l ( ,\) I
'"' l (XJ 1 ( )
360
(b) COV( X, n=£t X) )- µ ' o E ENGJNEaERlNG .,.

~- _...,,,, "'-----
" "'"""°"s ------- __:~ 361
\ µ , r ( X} ) • -~
= E( X ) £ ( )
l-E(X
- E( X l £ ~
(Y)
'tt-t
--.....;:
problelflS on conti nuous random variables
n=o >E( } · >==o 82- x and Y ar,· ra11d,,111 t•ariablc:i liat.•inx ;01111 densit11 junct1cm
Thu~ COl"t X .
-1.\_1/ , !l ~ l S I • ll S _II :5 I
(c) er..\ - i -- -.. : txI -,. .11; r' J I - µ X2 ~ } f l-' ' Y) == { 0 , ,,t /1c•rw1,;,•
' , I
2 Vrnf_ll t/Jat (i) £ ( X + Y l == E ( X ) + £ ( Y)

°'· l = / -.,.I r. /. +"' ..
\'ow .-
• II • -
, ,
\ 11· /
,. , ,, +
1;
.v; I-,
- 112
•••(i)
(ii) E ( X Y > = E ( X l £ ( )' l
I
- r;/- = .- ,
f( X; ) g ( V
I t/ \ - )
- - I f X -t .\ _I/ di: d11
1
~
.-
I
,
q
_v I
ll
=I
' -
I X-
r
,
• I ) -- :!: s<.11, > ~ ,
.t; I ( .l , l >>
E( X ) = J J x f ( .\ , I/ ) d:t d11 == f
But
~
~
1
• , ,- f ( .\ )
r; I, J = '
mularl\ - ,
- I v;l ' 1 = -" >
• 1
I i.t., = J-4 [ -~ ] I I/ d I/ :: -4 y_2 1 = 2 r
Al'<> ! 1
11·
•1 ~ <_v1 )
• y = ll , =0 · . 3 L '.! 3
I
.,
I
= -l" r f_v, J. ,
J fy
.I. -t , 11 d.t dv
. = 3
-
fun"--
U~f
. . I • ( t· )
µ X - } =£( X• I
-,.} )= !
_.-
.,
I/ g(y,>= E tX )
£( } )
[ ( )' ) = J J y/( .l , y ) d., ,ty =
I I
( .\ I + .V, ) / i J
= - ( .\ . +I/ )j £ ( X+Y) = J f (.\ + y ).f (X , y ) dx d11

µ, - V == £ . I I I • I ( ·';) s ( V· )
SIJle • ( \ +,; )= " ·J
! - X 1
' ( _V. ) : J : ! f(.r . )
I ( X
I
) + -,-
-1// S(_1/f ) J cx+y) •hY dt dy
l.e I/= 0 \ "'0
µX • i "'£ i I
L'sinoa11 th ( X - Y ) =£ 1x
~ "
r._,.,,ultsinth )+£ ( >')
·l "' ! .r f <.I. , ... .,£ eRfiS of (1),
. Weh
• (X avt,
' >£<Yi ,
0-:- + >
.\-i "'E <xi >-2r ,x - .V ,-x<v)
I ., - E( X)+E (Y):? 3
- (E ) £CY )
<r. 1X ! J _ .,. E ( }' 2)
.\' ~ y
l.e. ,
Thu~ ~
=
£r xi >- [
{ t ( }·) 12
2£I X )
E( y) = f f ., y f ( t , I/ l d., dy
x~i· "' ~ ErxJ{

x.,.~) ' I
J f -1 t
2
/ d., dv
V ~ ll \ - tl
TY DISTRIBUTIONS
ENGINEERING MA THE
pROBABILI :__::.::..:...------- - - - - - - - - -- -_:3~63
3~:------ - - - - - -- - - - -- - --=-.. .:.:.:.:.:.:.: ----..:.:.
362
.:..
MAncs.,v ~ nO 00
£<n = J Jy J( x, 11) dx dy
I (cl _ c,o - 00
-t
Jy XJ/ dx dy
lt (an ~ Sl'<'n that, 96
E ( X + Y) = E ( X ) + E ( Y ) = 4/3 y = l\ = 0
E ( X Y ) = E ( X ) · E ( Y ) = 4/9
= 1-
96
f [? l 2
dy
83. Tlrl' jo111I dc11~1ty .f1111ctu111
Fi11d
f (·' ' Y) - O l
(11) tltc Pal m• (1( k
()/ /rcnt•isc
(f IW(l etmli1111m1~ ra11do111 vn rinh/c~
_ J kx y ; 0~ ., ~ 4 , 1<y<5
(b) E ( X) (c)
X a nd Y is given i,11
E ( Y)
= -
1
96
y= I
8
[ 1/
~
3
I -
I
=
I
36
_ 12• 31
(125 - 1 )=36 =9
(,I) E ( X Y) . (e) E ( 2X +3Y) Thus E ( Y ) = 31/ 9
(a) We musthave J Jf(x , y) dx dy = I (dl E ( X Y) = J J ., 11 j(X , y) dx dy

5 .;
" -t
i.e., J J I.. , y d.,
y = I .\ =0
dy = 1 ::::; J J X!J ·'96'1 dd
X .1f
I
y = l ., = O
s r y-,
i.e., J l- y d11 = 1
k
y = I 2
I
= - 5
96
J [ -33 Y 2
I/ dy
·
fi f y=I
1
-:6 ~ [·n
i.t',,
I.. L·2 = 1 or • k ( 25 - 1 ) = 1 k = 1/96 2 2-t
( 125-1) = ? 7
Thu~ U1e required k = 1/96 = 27 -
(b)
E(X) = J J x f (.,, y) dx dy
'!nus E ( X y ) = 248/27
-00 - 00
5 .;
(e)
E(2X+3Y) = J J (2, + 3y)J(r , y ) d., rly
= J I ;\ \ 1/
96
dt dy
y=l x =O
5 -t
= J J (2 , + 3!/) -~ dx dy
v = 1., =o .i 1
Thus E ( X ) =
=..!...
96
sit=
5
3 y dy = 2[L2I = 24
J64
I
9 2 1 9
=8
3
= ~ .. I,{[2; i: 't, 1
y +[ j \ .,y
364 ENGINEERING MA
THe~T/cs
;; 5 ~
[~ l
-
I
+ 24 [ t3 J ] ::: 1~
1
9(,
= :!I
3
I
Thus f(2X + 3l' ) = -li i 3
x2 y il3
1/2 [
Remark : 0 1-::m,: tlu1t E < X Y) = E ( X ) · E ( Y ) and

= ~ J dx
\ .. o = 112
f\ 2X+3) l = 2EtX )+ 3£( Y)
= 2
3 1/2 [
f
x-., 7
2 + 24
l dx
8-l. UX .m~i ) 11rr t'\111ti111ww: rami,m1 m ria!,lt-:,: having thr 1v111t dt'11sity Jimctiou l =0
') ')
. c ( .\- + v- ) ; U :5 x S 1 , ll S I/ S I
t \\ , 11)= . .
· 0, vt/11·,wi::t·
,frtrm1i11e (i) c,,,ista11t c (ii) P ( X < 1/2 , Y > 1/ 2 )
(iii) P ( 1/..\ < X < 314 ) ( fr) P ( ) . < 1/2 l Thus P(X < 1/2 , \' > 1/ 2 ) = 1/ 4
liiil P( I/..\ < X < 31• )
» (i) We m ust h,we J Jf ( \ , y ) dx dy = 3/ 4 I
= J f ~2 (x2 + / ) dy dx
1 X = 114 y- 0
1.e J J re ., 2 + i) dy d., =
t=Oy=O ,? 11
~ x = Jl/4 x2 I/+ 3
3/ 4 [
- = o dx
l r 3
I
i.e.. C f
• l -'2 .1/+ !!..3 d., = 1
l =0 = 0
I
., l I
~
z.e c J I X- -
3
d:t = I 3 1
t =OL J
:::~ f13 . . ~ 7= 29
2 L96 6J 0•
lhus
Thus c = 3/ 2 P ( l / 4 < X < 3/ 4 ) = 29/ 6-l
rY DISTRIBUTIONS
366 ENGINEERING MATH ROEJABILI
_ , ~ ~ - - - - - - - - - - - -- - -------..:.:. EMAr1c.s pflT p
- ~
(iv ) P(Y<l/2) 0, X ~ 0
I 1/ 2
= f f ¾(x2 +y2) dydx F (X) ::: ~(x2+1), 0 Sxs1
2
x=Oy=O 1
1 , X?. 1 7
j
2
(b) Since f ( X ' Y ) -- i2 (x + / ) is a symmetric function and o <-" y <- 1 we have,
0I y $ 0
1
F ( y) = P ( Y S y)
2
= 2 (if+ y), 0 $ y $ 1
1 y ?. 1
Thus P ( Y < 1/2 ) = 5/ 16

86. Find the value of the constant c such that
85. Find the marginal distribution functions of (a) X (b) Y for tire density fi111ctio11 in c (2x+y), os;x::;;2 , 0 ~ y ~3
Example - 84. f (x ' Y) ={o otherwise
» (a) Marginal density function for X where O S x I is given by
$
~a joint probability density function of x and y. Hence evaluate P( x ~ 1 ' Y s 2 ).
X
F1 (x)=P(XSx)= J f f ( u , v ) dv du » We must have

00 00
J J f ( x, y ) dx dy = l
U =-oo V=-oo
X 1 2 3
i.e., J J ~ (u +v2) dv du
2
i.e., J J c( 2x + y ) dy dx =l
u=O v= O X=O Y=O
i.e.,
cf [ 2xy+
X=O
i_I
2 =0
dx = 1
2
i.e..
c
I( 9)
6x+ - dx = I
X=O 2
=32 [ u33 + !!..3 I

ll =0
= ~ ( x3 +x) = ~ (x2+1)
i,,
thus the
'[,x2 + ~ I a ] c ( 12 + 9) ::: 1 O
r C : 1/21
~ "quU-ed C a 1/ 21
DISTRIBUTIONS
~~----------
368 ---- ----.:..:.:~ ENGINEERING MA THE
ptif_~BILI
,;2
r-x
p ( l 2'. J , _v $ 2) =
2
. -,."
J .
1
ll ( 2r + .1/ ) dy ,fr
== _J_ f
2
x
[
2 dx
:-.ow. 96 X =0 = l
t = ly= O
2 2
== 1 f x [ (3-x>2- 1] dx = J~ f (8.r - 6x2+r3) dx i
192x = 0 O ,5
_
1
21
X
2
J (4x+2)dx
= I
_1_
== 192 [
x
if-2x3+-
4
4
I = _ 4 = _]
192 48
6
5
= ..!_ [ 2.t2+2x l2 = ~ Thus P(X+Y < 3) = V48

21 _h 21
8
Thus P ( x 2'. 1 , y $ 2) = 8/ 21 88. Ifthe joint probability Junction of the randor.1 variables X and Y is given by
- {cxy , OS:xS:2, OS:y S:x
87. The joint density function of two continuous random variables X and Y is given by f ( x , Y) - o otherwise
_ {
! ( x' Y ) - 0 :cy/96 ; Q < X < 4 , 1 < y < 5
otherwise dmrmine c and hence find P ( 1/2 < X < 1 )
Find P ( X + Y < 3 )
» The region bounded by the lines x = O, x = 4, y = 1 , y = 5 is a square region » We must have J Jf ( x , y ) dx dy = 1
as shown in the following figure.
4
y
5+ - - - - - - l - -
y=5
I"· f f 2
X=O y =O
X
c x y dy dx =1
y= I
I,. '.!:[fL. dx=l
2
X i.e.,
~ f x3 dx = 1.
0
P ( X + y < 3) = f f f ( x , y) dx dy X:
R
2 3- x
= I I !.1
96 dy dx
X=O y = l
370. ENGINEERING MATHEM
:.:...=------------------------.::::ATics.lv
1 X
p ( 1/ 2 < X < 1) = I I ½x y dy dx (b) 4+ - - - + - - - -y=4

1 = 1/2 y=0
3
?I
=½ Jx [fr·dx = ¾ f x
.\ = 1/2 X
3
= 1/ 2
dx
15
.5
1
= 16 [ x4 i~ = 1 1
16 [ l - 16 ] = ;;6
I 3- T
f J i (6 -x - y) dy dr
Thus P ( 1/2 < X < 1 ) = 15/ 256
p ( X + Y < 3) =
l =0 .V=2
89. If the joint probability function of t/ze random variables X and Y is given by
r-
f(x, y) =
find (a) P ( X < 1 , Y < 3)

» (a) P ( X
I
½(6-x-y),
O
< 1, Y < 3 )
0 < X
othenvise
(b) P ( X + Y < 3)
< 2, 2 < y < 4 =
=½f
½f
r=0
x=0
[ 6 !f - .\ !f - I~
[6 ( 1 -x)-x( l- x )-~(3-d+ z] dx
x
=2
dx
1 3 - 16 f ( ,, 2-8x+7) d:1
J J ½(6 - x - y ) dy dx \=0
=
1 = O y =2
= ..!_ [ x3
16 3
- 4..,2 + 7:r. l~ 1
=
24
~X+Y<3) 5/ 24 -
random v~riable,
90 . 11 0" trco co11t11111011,
· Suppose t/zat t/ze joint density f1111ctro 1
X and y is
2 O< x<l. 0 <~<2

!(:i., y) = ,0\ +(:ty/ 3);
{ el~e111here
·'-[.,<-~ '·H•-H]·' ~lld ( j
Q P ( X > 1/2) (I,) p ( y < X)
Thu,, fa) 2 I
P ( X < 1 , y < 3 ) = 3/8
p ( X > 1/2 ) = I If( X ,y ) d.\ dy
v~o , = 112
_...._, DIS"""'
~ - -~ -- -- _ _!!,lm
... - '
:.
Pl l < :\ 1 - j . j,,
htr
:r • I
~ ti( ,h
\ w• -
b
•• o
• -,I
;
= ~ -
3
- :. 1
:4 :4 ~ - j \
"\
. 1·
~
.h = ;
1
::i .,. .:!4
0
. n=s
= •• -
:-1 - -• P( Y < X l = i --'
E.XEROSES
- ·:! ; 5
t Jyndom , an.1H,~ X .1nJ ) ha, e the fol.lo--'lllg JOll'l dJ5tri,cDCn
1
lo 12 4 6 -3
-c X
iJ.1
0I
0.1
0.3
t
Fr.l (a) mal)!1rul Ji-tnburion!, of X anJ )
/bl cov1 :\ , , 1,i corttktionol x .inJ ,
M the 'an.1bl,-. X y i.nd~ent nnt1om ' ~ '
2. Let x_b.,aranJom ,anabl,•"1ththl'follo"~Ji;;tfibutolar,J l
be x·
X .:! I t
I
I .
!< x, ) 4
Determine the jollll distril"'oon ot X ""1 )

( a ) the d1~tnbut1on )( of) (b)
(d l cor1x l
(c) EI X l . E ! 'I" l [ (Xy l
p I •
fY<X>= f f /(x, y) dud (e) p < X y l
3. A coin --• a t,lll or i,-,.>J ·"-'--ur- '"'
••O J•O :, X or th 15 10
r
~"'--d thn~e. ~t X denot" O "r I ......_,,,_.ing .1>1
e ir~t to-,~ and ) dt'I\Ok tho.- 101.11 nu~ .it wb ~ -cur-.
I I (a ) Dci.,rm,n<' the J1stnbutu.l rb ,,1 · anJ .al .,: )
= f I /( X Y) dx dy
Cb) Fonn tht• JC->1nt pn1bab1htv di,.tnt-Yt"-'° ut>I,
,-or-y (q Find f ( X , ) t .inJ f 1 '.\ ) I

Maths (4) Module 4

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Module -4

~.1 J Probability Distributions

Examples • Product theorem of probability

(a) Tossing a coin and b . -X::::---..!

Standard deviat10n ( G ) =,V ,ntl15 = ( x, y ) where x = 1, 2, . . . 6 ; y = 1, 2, .. . 6

,, S = ( 1, l ) ( , , 2 ) ( 1, 3 ), ... <6,4 ), ( 6,5 ), ( 6,6 )

1..,1.. 1t1, d1~tnk>t1 t1,m t,,r:,. I!- ,l'- lt ,IIO\\-. ~ ) + P ( 8 ) +P ( l)J+ P( 10 )

I -.. ti ,u\ll ,- •I( \ I ) = I. • ~ 7 ) = 0.5138

\lt>,ln = '- \ !If \ l

. ' 111 1111 11Isla11t of t

<'1•~ 14 1 t'GTUI/ u.iti1

•• :c. :i llt ' > ~11cl. tlw• ti • IJ - •

Thu~ P ( x 2: 6 ) = 0.01972 -= 0.02 4096P(x) = ~6 [10c,C3)10-x ] =f(x) (sny)

p ( X) = 52C ( 0.05 ,X ( 0.95 )52 - X

P (:i. ~ 2 ) = 1 - f P(x < 2) ] = 25 5 C5 + 25 Sc + 25 . Sc

= 1 - IP ( x=0)+ P( x= I)] = 25 ( I + 5 + 10 ) = 25 X 16 = 400

IC P(x ) = Sc (J 12 ,Xn12J5 - .t ~ep

Expected number of families with 3 boys is 250.

p ( r <! I ) <! 0.7'1

» ,,-.,fuNtetfirCIClomllcliildNitioo, fmidmn ,..

9802 ( o.2t 4'

= I - [ e- 3 ( :fJ + iI ! + 232 + 333! J] Ill 11,2 ]

38. A communication channel receives independent pulses at the rate of l~ )=1-P(x~4)

By data P( x = 0) = e- 3 and hence we have,

3! 4! :. . the i.Jllaginary value of m and noting that in a Poisson distribution mean

/lowing recurrence relation for a Poisson distribution.

Hence P ( X = x ) = e- 413 • ( 413 t m rrf e- m = _E:_. p ( x ) by using (1 ).

If x is a Poisson variate such that P ( x = 2) = 9 P ( x = 4) + 90 P ( x = ~

( a ,( b\ is defined to be thebintegra l of f ( x ) b et ween a a nd b. That is, Lies,

P(a$l$b) = f f(x)dl variance ( cl ) = f (x- µ / · f(x ) dx ... (6)

f( x) satisfy both the conditio n s req u ired fo r a continuous probabU-1n· / function /

Remark : f f(x) dx = I . d db the c11rvt /(ll

Applying Bernoulli's rule of integration by parts we have,

(Here x.!lu • 0 as x • 00 by L' Hospital's m/e)

\ ·anan e (er I = I (x - µ )2 f( -r) dx oo

, ( e-ar ' [ -ax ) - ar - Hence J j(-c)dx = ~ f e-t2 ..ficr dt

• Mean and Standard Deviation of the Normal Distribution ~

1 -f We know that J 1,1 v dt = f vdt - J Jv d t• u' dt

Here the second inte g ra l JS

. zero by a s tanda rd p ro p e rty s ince I e- ,2 is an odd function.

Hence, mean = ,;! . {it Thus variance = cr2

111 lhl· c,1sp of 11orrn,1 I d islribu I ion we have,

1 212 02 l the a rea under the slandnrd norma l c u rve from z = O to z,

Both l hl· <.:ond it ions ;i re not '>il tisficd .

II, [;, rnia l.

17. I 11111 ,r k r2 , IJ ,, X ,, 1 ,~ a 11 df Al•u c11111pule

. the probabilihJ that the variate

48. Fi nd k such that f ( x ) = k x e-r, 0 < x < 1

» fCx J~O if k~0.Alsowemusthave J j (x)d '< = f f(x) d, = f f(x) dx+ J f (x)d x

i.e., f k x e- ,. dx =1 _,7"" __ (Q-1) =1

P ( 1 <'- < 2 ) = f f(x ) dx =- [e-"!=-(e- 2

Evnlunte k nnd find (i) P ( 1 S x S 2 ) (ii) P ( x S 2 ) (iii) P ( x > I ) (i)

» P ( x ) 2: 0 if k 2: 0 and also we must have J P ( x ) d .\ = = O+ J J (x)dx

(i) P( 1 S t: S 2) = •f -1x2 dx =[x3

3 3 x/2 ·1f O < _,· < 00

c. d . f = 1-e- x/ 2 - (x/ 2) e- , '

2 = I, we ha I a lso va ries from o to ,.,_

..J kc-t t!.!=1

Hence we must have J4 c ( x - 1 ) 3 dx =1 2 f -1 +~2

That is, Lc ( x - 1 )4 1= 1, i.e., 2 k [ tan- 1 .\ J;' =

AL"-' p ( ll ' ' ..._ l\ = It

Hence J(x) = l½e-x/3, 0th< x oo ~ p(- oo < X < 10) = f f ( X) dx + f f ( X) dx

(j) p( X > 1 ) = 1- p? S 1 ) = f ¼e-x/Sdx = - [ e- x/ S!° = 1 - (11e2) = 0.8647