.




.

) ( .

.
.

PROBABILITIES

"

) (Event " .

.
"" ) ( /

"" .

./ = /

) (PASCAL ) (FERMAT

) (BERNOULLI
.

:


:
- :

) (Experiment
) (Event
).(Sample Space

.
- )(Possible Cases

.
- )(Favorable Cases





.
- )(Equally Likely Cases



.
- )(Mutually Exclusive Events
A B .


.
- )(Independent Events

A B

.
.
- )(Exhaustive Events

... C B A
.
5




.

.

" "

. :

. - .

)(Theoretical Approach

.
:

:
=
=

 = /

.
:

) (
) (D C B A
:
. A
. A D
. A D
. A

: S
}S = {AB, AC, AD, BC, BD, CD

- A
.

=

3 1
=
6 2

= )P(A

- A D
5
6

= )P( A or D) = P(AUD

 - D , A
1
6

= )P (A , D) = P (A D

- A
3 1
=
6 2

P() A

= ) P (A

:
-
SP

.

.
8

 -



)(
/



.
/

) (
.

.

 )(Empirical Approach
N
n1
n2
n3
n1
=
N

n2
=
N
n3
=
N
1

3

N
% % % .


n1
= 0.70
N
N

n2
= 0.20
N
N

Lim

Lim

n3
= 0.10
N
N

Lim

n
r
. /
r =
n
r
n n
n
/ n /

n1
= 1/ 2
N
N
Lim

10

:
N
r

r
n

Lim
N

-
.... A3 , A2 , A1

A B )(

)(

) B) = P(A) + P(B P (A

)P (AUB) = P (A) + P (B

11

 :
:

) 5) = P (1) + P (3) + P (5 3 P (1
1 1 1
+ +
6 6 6

1
2

:

:
) ( ) (
1
) ... ( ) (
36
) )+ ... + P ( )+ P ( ) = P ( (
P

1
1
1
+
+ ... +
36
36 36
6
=
36
=

12


B , A
P (A) + P(B) = 1

B , A
P (A) = P (B) = 1/2

A A A A

A B )A

(B A B A B

) (
)(

A and B

) P (A) + P (B A
B
A B
A B ) P (A ) P (B
13

) B P (A ) B P (A
) B P (A :
) B B )= P (A) + P (B) P (A P (A

)P (AUB) = P (A) + P(B) P (A B

:

A D
) A B C (D
:

= S
}AC, AD, BC, BD, CD

{AB,

A )(AB, AC, AD D )(AD, BD, CD - A D )(AD

= ) D) = P (A) + P (D) P (A D P (AUD) = P (A

3 3 1
+
6 6 6

14

:
A B

""

40
52
13
= )P (B
52

= )P (A

10
52

= )P (A B

)P (AUB) = P (A) + P (B) P (A B

40 13 10
+

=
52 52 52
43
=
52

A B
)P (A B) = P (A) P (B
15

 :
) (

:
1

6
1

6

= )P (A B
= )P (A) P (B
1 1 1
=
6 6 36

 Conditional Probability

A B

) (A

) .(B

A B
) P (A/B A
.B

16

 :
:

.
A B
:
-

AA

AB

BA

BB

P(A/A) = 6/9

A
B
A

P(B/A) = 3/9
P(A/B) = 7/9

P(A) = 7/10

P(B/B) = 2/9
17

P(B) = 3/10

 :
=

.

)P (A A) = P (A , A) = P (A) P (A/A
7 6 42
=
=
10 9 90

7 3
21
= .
10 9
90

= )P (A B) = P (A) P (B/A

3 7
21
= .
10 9
90

= )P (B A) = P (B) P (A/B

3 2
6
= .
10 9
90

= )P (B B) = P (B) P (B/B

B , A ) P (B
A B
:
)(A B
)P(B

P (A/B) = P

A B
B , A B

18

 )P(A B
)P (A B) = P (A) P (B/A
)= P (B) P (A/B

)P (A B C) = P (A) P (B/A) P (C/AB

:


:

A1

A2

A3

)P (A1 A2 A3) = P (A1) P (A2/A1) P (A3/A1A2

7 6 5
=
10 9 8
210
720

19

 :


:

)P (AB) = P (A) P(B/A

4
3
.
52 51

:
:
:
I .
II .
III .

20


. ) (P .
:

)(i

)(ii

) (A ). (B

/
/

B
A

/
/

II

/
/

III

II
.
1 3
.
3 8

)
(:

21

1 4 1 5 1 3
. + . + .
3 6 3 8 3 4

1 4 5
3
+ +
3 6 8
4

1 49 49

=
3 24 72

)(Bayes' Theorem
.

.

.

.

.
Prior

Probability
.

. Posterior Probability

22



:
A1

A2

A3

A10

10

.
B
) P(A4/B .

.

A B S

D P (D) O
S
D
A

23

)P( A D
)P(A D) + P(B D

= )P (A/D

)P ( B D
)P(A D) + P(B D

= )P (B/D

 :
. A

B 0.30
A . .B
A
:
:
)P (A

)P (B

)P (M/A

)P (M/B

)P (F/A

)P (F/B

:
28

= )P(AF) = P (A) P(F/A

P(BM) = P (B) P(M/B) = 6/10 . 6/10 = 36/100

P(M/B) = 6/10

P(F/B) = 4/10

100

4 7
.
10 10

= )P(AM) = P (A) P(M/A

12
100

4 3
.
10 10

P(M/A) = 7/10

A
P(F/A) = 3/10

B
24
100

6 4
.
10 10

= )P(BF) = P (B) P(F/B

24

P(A) = 4/10

P(B) = 6/10


)P (AF
12/100
=
P(AF) + P (BF) 12/100 + 24/100
12
1
=
36
3

= )P (A/F

A
B

4
10
6
10

3
10
4
10

12
100
24
100

12
36
24
36

36
100

1.0

1.0

 Repeated Trials


.
:
N


) N ( ) N - (
) N- ( ... ) N(

25


N+ .
:

Binomil Probabilit Law

:
=

. . = ()3


= .()2
=

()3 ()2

26





.



53


53 ()3 ()2

= 10 ()5
= 10
32

) (P )(1-P

) (n ) (r
) (n> r > =
nr pr (1-p)n-r

27

 ) :(

:
=

(1 2 )0 = (1 2 )5 = 321

) 5 ( 1 2

(12 )1 = 5 (1 2 )5 = 325
=

(12 )2 = 10 (1 2 )5 = 10
32

) 4 (1 2

) 3 ( 1 2

(1 2 )3 = 10 (1 2 )5 = 10
32

) 2 (1 2

(1 2 )1 (12 )4 = 5 (1 2 )5 = 325

(1 2 )5 = 1 (1 2 )5 = 321

28

5
1

) 0 (1 2

(1 2 + 12 )5

n
... n
P(O) + P(1) + P( 2) + ... + P(n ) = 1

:

.
:
=3

31
0

125
5
=
216
6 6

=1
2
31 5
1

1 25 75
= = 3
6 6
6 36 216

29

 =1

15
5
=
6 6 216

31
2

=0

1
5
=
216
6 6

31
3

=

3

1 5
+
6 6

:




.

Hypregeometric Low
:
:
N :
n1 n2 n3 R

30


r1 r2 r3 .
:
R

r1 n1

r2 n2

n1

n2

n3

r3 n3

) () () (
n3
r3

n2
r2

n1
r1

n3

n2

n1

r r r
N
R

R = r1 + r2 + r3
= n1 + n2 + n3

:
N n1
n2 ... nz Z R

31

 r1
r2 ... rz z :
nz

n2

n1

r r ... r
N
R

:
%
:
(i .
(ii .
:
(i =
10

2 1 = 225
15
455
3
(ii

10

0 = 335
= 1 3 15
455
3

335
455

10

10

2 1 + 3 0
15
3
32

10

1 2

 Expectation

P
X

P.X .

=
E
E = P.X

n i

=
P.X
(1 + i) n

= P.X (1 + i) n

) (

""
:
= "" =

E = P.X.
= 1 4 (5) = 1.25

33

 :
) (
.
:

40
= 100 = 40
100

= E = P.X.

:

%. =

P.X
(1 + i) n
40
(1.035)5
40
1.1876862

= E
=
=

= 33.6789 = 33.7

.
)
(%.
.

34





) ( )(
.
:
%.

:

" "


.
=
l
P = x +n
lx

1x x
1x + n x + n

l
78106
= P = 40
= 0.84314
l 20
92637

35


P.X
(1 + i) n

1686.28
= 847.467
1.9897877

0.84314 2000
20

)(1.035

.
.
%.

.

.
:


:

-
- ) (

2
-
5
36

 - )(.
3

5
%


:
:

:
= - 1000
0

1. 0 1000

1000

1102.5
(1.05) 2

2.

1050
1000
= 0
1.05
1102.5 1050
+
1000 = 1000
4.
(1.05) 2 1.05

3.

37

 :
1 2
2
= .
2 5 10

1 3
3
= .
2 5 10

1 2
2
= .
2 5 10

1 5
3
= .
2 3 10

38

 
. ) (
. :
.

1

4

1
. )(
16

1

4

. .
:
.

1

4

3

8

.
.
.
1

8

39

 .

. n
.
1

6

.

.

)(/

.

)(/

.
:

)(/

)(/

)(/

)(/

)(/

40

 .


.

)(.

. ) (
. :
.

.
.

)(/
)(/
)(/

. )(/
.

)(/

.
.

)(/

)(/

41

2
.
3

/ / .

)(/
.
.

)(.
.
.
:
.

)(/

)(/

)(/

. B , A
A .
B . .
:
- A B

42

)(.

 . B , A S
1
3

1
2

= )P (A/B

= )P (B/A

1
5

= )P (AB

3 2
,
5 5

)P (B) , P (A

. M1 M2
M3 . . .

.
M1
M2 M3 ). (/ / /
. ) (

).(/
. %
% . %
.

)(/

43


.
26 26
1
.
=
52 52
4
13 13
1
.
=
52 52
16
13 13 13 13 13 13 13 13 1
. +
.
.
= .
+
+

52 52 52 52 52 52 52 52 4

)i
)ii
)ii

. =
(i

.

1
1
1
+
=
8
8
4

1
4

= )(1 / 2 .1 / 2 . 1 / 2) + (1 / 2 . 1 / 2 . 1 / 2

44

(ii

=

3
=
8

C2
8

45

3
8

 .
=
= =
32 = 1/32
32 = 5/32
32 = 10/32
32 = 10/32
32 = 5/32
32 = 1/32

C5
5
C4
5
C3
5
C2
5
C1
5
C0

.
1 1 1
1
=. . .
2 2 2
8

) ( p

. = 3n
= = /
=
n

2
=
n
n
=1
2
2

46

n
n
5n
3 +
= 2
2
2
2

=
n
3n
2
n
1
1
=

=
2
3n
6

. :

=
.
9
26
3 3
1 . = 1=
5
7
35
35

=


2 3 3 4 2 4
= . + . + .
5 7 5 7 5 7
26
=
35

47

 . =

2 1 6 5 4 3
2
1 1
3
= P
.
. + . .
.
.
+
=
12 11 10 12 11 10 12 11 10 10
3

1
10

C3

C3
12
C3

C3

.
= 220
3

C0

9
12

C3

) = C3 ( P

84
21
=
220
55

C2

12

27
55

C1 C2 + C2 C1 + C3 C0
12
12
12
C3
C3
C3
34
55

)i

C1

C3

12

C3

) ( P

)ii

= ) ( P

48

)iii

) ( = 1-P
21
55

= 134
55

C3 + C3 + C3
12
C3
3
44

3
11

C1 . C1 . C1
12
C3

= ) ( P
=

= ) ( P

)iv

1
100

1
2

.
.
45
25
30
.
.
100 100 100

= P

= 0.03375
49

)v

(i

= /

(ii

1
=
52

=
...

4 4
4
4
.
.
=
+
+ ...
52 52 52 52
4
4
= 10
.

52 52
10
= 3
13
10
=
169

(iii

.i .

1
4
4
= 13
.
=
52 52 13

= S

5
=
8

.ii

2
8

= P

1
4

50

. = )(/


1
6

1
3

11
3 4

1 2
3 3

= + +

)( P

13

36

. = /
1 5
=

2 13
1
6
=

2 17
1 5 1 6
+
2 13 2 17

= )( P
= 0.36878

S = 24 = 16 .
4

C1

) ( P

)i

C3

) ( P

)ii

16
4

C4

16
C44
16

= ) ( P

15
16

C0 + C1 + C2 + C3

16

51

)iii

.
)= P(A) + P(B) - P(AB

) B P (A

= 0.6 + 0.3 0.1

= 0.8

.
)= P(A) P(B/A

)P(AB

)= P(B) P(A/B
P(AB) 1 / 5 2
=
=
P(B / A) 1 / 2 5

)P(A

P(AB) 1 / 5 3
=
=
P(A / B) 1 / 3 5

)P(B

.
) = P(D
) = P(M1 M1
) = P(M2 M2
) = P(M3 M3

P(M1) = 0.3 P(D/M1) = 0.01
P(M2) = 0.3 P(D/M2) = 0.03
P(M3) = 0.4 P(D/M3) = 0.02

52


P(M1D) = P(M1) P(D/M1) = (0.3) (0.01) = 0.003
P(M2D) = P(M2) P(D/M2) = (0.3) (0.03) = 0.009
P(M3D) = P(M3) P(D/M3) = (0.4) (0.02) = 0.008

.

)P(M1D
) P ( M1 D ) + P ( M 2 D ) + P ( M 3 D

= ) P ( M1 / D

0.003
3
=
0.003 + 0.009 + 0.008 20

)P (N 2 D
)P (M1D) + P (M 2 D) + P(M 3D

53

= )P( M 2 / D

0.009 9
=
0.020 20

0.008 8
=
0.020 20

= )P( M 3 / D

M1

0.30

0.01

0.003

3/20

M2

0.30

0.03

0.009

9/20

M3

0.40

0.02

0.008

8/20

1.00

0.020

1.00

.
4 48
4

4
1

c c
52
c5

3243
10829

= ) ( P

=
4 48 47 46 45 4243
=
52 51 50 49 48 54145

3243
=
54145
3243
=
10829

54

.
P(D/M1)=0.05
P(M)=0.6

P(M1D) = P(M1) P(D / M1)

= 0.60 0.05 = 0.03

M1
N

P(M2)=0.4

M2

P(D/M2)=0.02

P(M 2D) = P(M 2 ) P(D / M 2 )

= 0.40 0.02 = 0.008

P(M1 / D) =

P(M1D)
P(M1D) + P(M 2 D) 2

0.03
0.03 + 0.008
0.03 30
=
=
0.038 38
= 0.789 5

55

56

RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

...


.

DISCRETE

CONTINOUNS
:

...
:
- ...

57

 :

.
:
. . . - ....

Discrete

Probability Distributions

:

1/6

1
36

2
36

3
36

4
36

5
36

6
36

5
36

4
36

3
36

2
36

1
36

58

Probabily Density Function

)(P.D.F.

X xn ... x3 , x2 , x1 ,
) P(X=xi i = 1, 2 ...n

). f(xi

x
x
) P(X=xi ) f(x
:

i) f (x) 0
n

ii) f ( x i ) = 1
i =1

X :

x2 ..xn

x1

59

X =x

)f(x1

)f(x2) ..f(xn

)f(x) = P (X=x

:
X
:

= }

)f ( x ) = P (X = x
f (0) = P (X = 0) = 1/4
f (1) = P (X = 1) = 1/2
f (2) = P(X = 2) = 1/4

X :

X = x

)f(x) = P(X=x

60

/
/

X
1

Probability Distribution

X

. X

X X

x

)P( X x

)f ( xi

) F(x
= )F (x) = P(X x

xi x

Continuous Probability
Distributions


.
:

61

)f (x

)(

0.01
0.07
0.25
0.32
0.30
0.05
1.00

1
7
25
32
30
5
100

0.90
0.95
0.99
1.00
1.01
1.05

. .
.
.
.
) (a.b a x b
X

)f (x
) p (c x d

62
a c

x
x ) (a, d
) P(c X d :
) = P(c x d ) f(x
x = d , x = c .
) f(x X :
) f(x

f(x) 0

= 1

f (x) dx = 1

)i
)ii

f (x) dx = 1

) (a b
) f (x) dx = 1 (

X a ) P( x a
) F (x
a

F( x ) = P ( x a) = f (x) dx
-

63

 :
)f(x

)f(x

)F(a

x=a

:
X ) (a,b
b

P(a x b) = f ( x )dx
a

f ( x ) dx

f ( x )dx

)= f (b) - f (a
:
)f(x

)F(b)-F(a

64



- c x

) (5x

f (x) = c

x = 0, 1 , , 5
c
- X
C X :

5
0.5C

2C 3C 4C 1.5C

X=x

)f(x) = P(X=x

: C
::

)P(x< 3

)i

) P (0 < x 4

)ii

) P (0 < x < 2

)iii

: X

65

 -
X
. . X
- )(
X
. X
- X
1
2

= )f(x

0 x 2

) P ( 0.5 < x < 1.5

)i

) P ( x > 0.25

)ii

)P ( x < 0.75

)iii

)P(x>3

)iv

-
2x
2

= )f (x

0< x < 2

66

) P ( 0.5 < x < 1

)i

) P ( x > 1.5

)ii

)P ( x < 0.3

)iii

)P ( 0 < x < 2

)iv

-
. .

. x
x .
-

x .
x.
1
-
4

. x .
. x

67

f (x) = 1

a11x

C ( x5 ) = 1
C ( x5 ) = 1
C ( 1 + 5 + 10 + 10 + 5 + 1 ) = 1
C = 1/32

: -

f (x) = 1

a11x

C + 2C +3C + 4C + 1.5C + 0.5C = 1

C = 1/12
:

i)

P (x< 3) = P (x=0) + P (x =1) + P (x = 2)

= C + 2C + 3C
= 6C
= 6 (1/12)
= 1/ 2

ii)

P (0 < X 4) = P(X=1) + P(X=2) +

P(X=3) + P(X = 4)
= 2C + 3C +4C + 1.5C

68

= 10.5. C
= 10.5 (1/12)
= 10.5/12

= 1 [(P (X=0) + P(X=5)]

= 1 (C + 0.5 C)
= 10.5 C
= 10.5
12
iii)

P(0 < X <2) = P (X =1)

=2C
= 2/12 = 1/6
x :

F(x) = P (X x)
F(0) = P (X 0)

= 1/12

F(1) = P (X 1)

= 3/12

F(2) = P (X 2)

= 6/12

F(3) = P (X 3)

= 10/12

F(4) = P (X 4)

= 23/24

F(5) = P (X 5)

= 1

69

f(x) = (1/2)x
x= 1, 2,
-
X=x
f(x) = P(X=x)

3 .10

1/10

1/10

1/10 .. 1/10

f(x) = 1/10

x = 1, 2, , 10
-

i)

P(0.5 < x < 1.5) =

1.5.

1 / 2 dx

0.5

=
1.5

x
2

0.5

=
ii)

P(x > 0.25) =

1 / 2 dx

0.25

= 7/8
iii)

P( x < 0.75) =

0.75

1 / 2 dx

0.5

= 3/8

70

iv)

P(x > 3) =

1 / 2 dx

=0
0 x 2
-

i) P (05 < x < 1) =

=

2x
dx
2

1-

x 0 dx -

0.5
1
0.5
1

x
dx
2

0.5

0 .5

= 1/2 ii) P(x > 1.5)

iii) P (x < 0.3) =

0.3

0.5.
1

= x

x2 1
4 0 .5

3
5
=
16
16

2x
dx
2
1.5

1
16

2x
dx
2

= 0.2775

71

x
dx
2

iv) P(0 < x <2) =

2x
dx
2

= 1
-
x

p(x)

0.4

(0.6)1

(0.6)2

(0.6)3

(0.6)4

(0.6)5

(0.4)

(0.4)

(0.4)

(0.4)

-
x
p(x)

4
1
9

5
2
9

6
3
9

7
2
9

8
1
9
-

P(x) = Cnx px qn-x

P(0) =

27
64

P(3) =

1
64

, P(1) =

72

27
64

, P(2) =

9
64

73




)(

:
.
:

Expectation

x ) f(x

x f(x) dx

. ) (

)f(x
x
)x P(x

all x

) P(x x
x ) E(X E
x :

74

xf

(x) dx =

= )E (x

) xP(x

all x

x .
) E(x
) ( . x
(
)
) P(x (i = ) xi
.
) ( (x
x ) x
:

) (x) P(x

= ])E [ (x

all x

(x) f(x) dx

Range
x

.
x

(x) = x r

)P (x

xr

= )E (xr

all x

75

f (x) dx

Rx

r=1

P (x) =

= )E (X

all x

x f (x) dx

Rx

:

""

76

 X
X :

1
8

3
8

3
8

1
8

X=x

)f(x) = P(X=x

)Xi P (xi

= )E(X

i=0

1
8

3
8

1
8

3
8

) (= 0 ( ) + 1 ( ) + 2( ) + 3
3
2

)f(x) = P(X = x

77

/
/

 Properties of Expected Value

E

:
a x

)E (ax) = aE (X
:

) ax P(x

= )E (ax

all x

)= a X P(x
all x

)= a E (X

a xf (x) dx

= )E (ax

f (x) dx

= a

)= a E (x

X a

E (a) = a

78

) aP(x

= )E (a

all x

) P (x

=a

)= a (1
= a
:

E (ax+b) = a E (x) + b
:

)E(ax+b) = E (ax) + E(b

= a E (x) + b
:

E(2x + 3) = 2 E(x) + 3

)E [E(x)] = E (x
:

.
z )E(x
E(z) = z
)E[E(x)] = E (x

79

-E [(X - E(x)] = 0
:

])E [ (x E (x) = E (x) - E(E (x

)= E (x) - E (x
=0

: X Y :
)E (X Y) = E (x) E (Y

(x y) f(x.y) d xdy

)E (X Y

x f (x, y) dxdy y f (x, y) dxdy

x [ f(x, y)dy]dx y [ f (x, y) dx]dy
x f(x) dx y f(y) dy

=
=
=

)= E(X) E(y

Y , X :
)E (XY) = E(X) E(Y

X Y f (x, y) d x d y
80

)E(X Y

 xy f (x) f(y) d x d y .
x f (x) d x y f (y) d y

=
=

)= E (X) E (Y
:
X :

f(x) = 2x

0X1

)E (x

E(x+1)2

)E(x2

:
1

f (x) dx

= )E(x

(2x) dx

dx

2x

x3
3

1
-0
3

= 2
= 2
2
3

81

f (x) dx

= ) E(x

x 3 (2x) dx

dx

2x

1
0

x4
4

= 2
1
2

]E (x + 1)2 = E [x2 + 2 + 1
= E(x2) + 2 E (x) + 1
= + 2 (2/3) + 1
= + 4/3 + 1
17
=
6
Variance & Standard Deviation

) (Dispersion
.
) (

82



.
.



.

X
X X
= ) E(x
X 2x

) Var (x

) (x ) 2 p (x

= )= Var(x

all x

f (x) dx

) ( x

]= E [(x-u)2
= E [x - E (x)]2

83

 .
X X
X
X
.
-

X
xX :
E (x - ) 2

= 2x

.
:
x ) (
.
2x x
. x

84

)[x-E (x)]2 f(x

(x-E (x))2

)Xf(x

)f(x) = P(X=x

X = x

9/32

(0-3/2)2 = 9/4

1/8

3/32

(1-3/2)2 = 1/4

3/8

3/8

3/32

9/32

24 3
=
32 4

(2-3/2) = 1/4
(3-3/2) = 9/4

6/8

1/8

3/8

)E(x
12 3
=
8 2

= 2x

3
4

3/8

= 2x

3
4

= x

3
2

: X E (x) =
Var (x) = 2X
= E(x2) - [E (x)]2

= E(x2) - 2
:

= E [(x - E (x)]2
] = E [(x2 2xE(x) + {E( x )}2
= E (x2) 2 {E( x )}2 + {E( x )}2
= E (x2) - [E ( x )]2

85

 :

x

[ 2 = E (x2) - 2
X = x

)x2f (x

)xf(x

)f(x

(0)2 = (1/8) = 0

1/8

(1)2 (3/8) = 3/8

3/8

3/8

(2)2 (3/8) = 12/8

6/8

3/8

(3)2 (1/8)= 9/8

24
=3
= )E(x2
8

1/8

1/8

3
2

= )E(x

= E(x2) - [E (x)]2
3
= 3 - ( )2
2
3
=
2
=
3
3
=
4
2

86

 Properties of Variance

X :
(

a X

)Var (ax) = a2 Var (x

:

Var (ax) = E [ax E (ax)]2

= E [ax a E (x)]2
= a2E [x E (x)]2
)= a2var (x
:
x . :
(i
(ii

2X
X
2

)Var (2x) = 4 Var (x

)= 4 (0.5
= 2

87

)i

X
1
= ) ( Var
)Var (x
2
4
1
)(0.5
=
4

)ii

= 0.125
(

Var (a) = 0
:

Var (a) = E [a E (a)]2

= E (a a)2
)= E (02
= 0
:

)Var (x a) = Var (x
:

)Var (x a) = Var (x) Var (a

= Var (x) 0
)= Var (x

.
88

 : x :

x+3

)i

x6

)ii

Var (x + 3) = Var (x) = 5

)i

Var (x 6) = Var (x) = 5

)ii

( Y X :

)Var (x+Y) = Var (X) + Var (Y

)Var (x - y) = Var (x) + Var (y

.
:

Var (X Y) = E [(X Y) E (X Y)]2

= E [ {X E ( x )} {Y - E(y)}]2
]})= E [ {X E( x )}2 + {Y - E(y)}2 2{X E( x )}{Y E( y
]})= E {X E( x )}2 + E{Y - E(y)}2 2E [{X E( x )}{Y E( y
]})= Var ( x ) + Var (Y) 2E [{X E ( x )}{Y E (Y

89

]})= 2 [ E {x E ( x )} E{Y - E(y

])= 2 [(0) (0
= 0
) Var (X Y) = Var (x) + Var (Y

) x3 xn)=Var (x1)+Var(x2)++ Var (xn

Var (x1 x2

Covariance

Y, X ) f(xy
Y, X :

[X E (x)] [Y E(y)] f (xy) dxdy

] })= E [ {X E ( x )}{Y - E(y

90

)Cov (X, Y

 ) Y, X C
(Cov
:
])Cov (x, Y) = E [(x- x) (Y- y

- X, X X

)Cov (x, x) = Var (x

:
X Y
- b , a :

)Cov (ax, by) = ab Cov (x,y

:

]})Cov (ax, by) = E [{ax E (ax )}{by E(by

})= ab E {x E ( x )}{Y E ( y
)= ab cov (x, y
- a

Cov (x, a) = 0

91

Cov (x, a)

= E [{x E( x )}{a E(a )}]

= E [{x E ( x )}{0}]
=0
-

Cov (x1 + x2 , y) = Cov (x1, y) + Cov (x2, y)

:

Cov (x1 + x2 , y) = E [{( x1 + x 2 ) E ( x1 + x 2 )}{Y - E (y)}]

=E [{x1 E ( x1 )}{y E ( y)}] + E [{x 2 E ( x 2 )}{y E ( y)}]
= Cov (x1 , y) + Cov (x2 , y)
x2 , x1 -

Var (x1 + x2) = Var (x1) + Var (x2) + 2Cov (x1 , x2)
Var (x1 - x2) = Var (x1) + Var (x2) - 2Cov (x1 , x2)
:

Var (x1 + x2) = E [ (x1 +x2)

- E (x1 +x2)]2
= E [{x1 E ( x1 )} + {x 2 E ( x 2 )}]2
= E [ x1 E ( x1 )]2 + E[ x 2 E ( x 2 )]2 +
2 E [{x1 E( x1 )} {x 2 E( x 2 )}]
= Var (x1) + Var (x2) + 2 Cov (x1 , x2)

92

)Var (x1 x2
- x2 , x1

Cov (x1 , x2) = 0

:

]}) Cov (x1, x2) = E [{x1 E ( x1 )} {x 2 E ( x 2

)= E[x1 x2 + E (x1) E(x2) x1 E (x2) x2 E(x1
)= E(x1) E(x2)+E(x1) E(x2)E(x1) E(x2)-E(x1) E(x2
= 0

)E (x1 x2) = E (x1) E (x2

)Cov (X , Y
=
)Var (x) Var (y
Y , X

Y , X .

1 -1

2 1

93



( E (x) = :

i) E (x- ) = 0
ii) E (x-c)2 = E (x - )2 + ( -c)2
C .
(
:
. . . . . .

( E (x-a)2 a
). E(x
( Y , X :

)f (x) = 12 x 2 (1 x

0 X 1

f (y) = 2 Y

0 Y 1

x
Y

94

Y
2

 ( X

)E (x2 + 3 x
(
:

:
(i

(ii

-
:

.
0.27

95

96

 :
(i
(ii
(
.

( A B C

. . . A

B C

( C , B, A

. . .
. . :
(i

(ii

( X

f (0) = 0.9
f (1) = 0.05
f (2) = 0.03
f (3) = 0.02

97


( C X

f(x) = cx
x = 3, 4, 5, 6
:
(i

(ii

(iii

Cov (x, y) = E (x y) - x y
( y,x

f(x, y) = x + y

0 X 1
0 X 1

(i

y, x )Cov (x, y

(ii

y , x )(x, y

98

i)

E (x- ) = E[(x-E (x)] = E (x) E (x)

= 0

ii)

E(x-C)2 = E (x2-2cx + C2)

= E (x2) 2CE(x) + C2
= E (x2) 2C + C2
-

E (x- )2 + ( -c)2 = E (x2 - 2 x + 2) + 2- 2 C + C2

= E (x)2 2 2 + 2 + 2 - 2 C + C2
= E (x2) 2 c + C2

(
X=x
1
2
3
4
5
6

f(x)
0.05
0.43
0.27
0.12
0.09
0.04
E(X) = XP( x )
allx

99

x f(x)
0.05
0.86
0.81
0.48
0.45
0.25

= 2.89

(

E( x a ) 2 = E( x 2 ) 2 a E (x) + a 2
144424443
Z

(a Z )
dz
= 0-2 E (x) + 2a
da

= 0 2 a + 2a
=0
)a = E (x

(
Y
Y X
X
E 2 + = E 2 + E
Y
Y
X
X
1
1
= E (Y) E 2 + E(X)E
Y
X

100

E (Y) =

Y f (Y) dy

0
1

Y (2Y) dy

0
1

= 2 Y2 dY
0

Y3
3

= 2
=

1
E 2
X

2
3
1

{12 X 2 (1 - X) } dX
{12 X2 - 12 X3 ) } dx

= 12 (1-X) dX
0

= 12

X-

X2
2

1
= 12
2

= 6

101

1
0

E (X)

X 12 X 2 (1 - X) dX

0
1

= 12 X3 X4 dx
0

= 12

X 4 X5
4
5

1
0

1 12
3

=
= 12 1 - =
4
5
20
5

1
E
Y

1
(2Y) dy
Y

2 dy

= 2
Y X
1
1
E 2 + = E (Y) E
+ E(X) E
Y
X2
Y
X
2
3
= (6) + (2)
3
5

= 5.2

102

E (X2 + 3X) = E (X2) + 3 E (X)

Var(x) = E (X2) - {E (X)}2

= E (X2) (10)2

E(X2) = 106

E (X2 + 3 X) = 106 + 3(10)

= 106 + 30
= 136
(

Xx
0
10
20
30
40

E(x)

f(x)=P(X=x)

X f(x)

X2 f(x)

0.01
0.05
0.039
0.45
0.10

0
0.50
7.80
13.50
4.00

0
5
156
405
160

Xp(x )

E(x2) =

allx

x 2 P( x )

allx

= 25.8

= 726

103

V(x) = E(x2) - {E ( x )}2

= 726 665.64
= 60.36
(
X

P(X)

XP (X)

X2 P(x)

0.13

0.26

0.52

0.27

1.08

4.32

0.32

1.92

11.52

0.21

1.68

13.44

10

0.07

0.70

7.00

E(x) =

XP(x )

E(x2) =

= 5.64

x 2 p( x )

= 36.80

V(x) = E(x2) - {E ( x )}2

= 36.80 31.8096
= 4.9904
5

104

 (
)X P (X

= )E(x

allx

)= 4000 (0.005) + 3000 (0.008

= 20 + 24
= 44
(

) XP( x

= )E(x

allx

)= 2000 (0.4) + 2500(0.3) + 3000(0.3

= 800 + 750 + 900
= 2450
(

)i) E ( X1 + X2 + X3) = E (X1) + E(X2) + (X3

= 100000 + 50000 + 25000
= 175000

)= V (X1) + V(X2) + V (X3

= 10000 + 5000 + 3000
= 18000

105

)ii) V (X1 + X2 + X3

 ( =
)X P (X

)E (x

allx

)= 0 (0.9) + 1 (0.05)+2 (0.03) + 3 (0.02

= 0 + 0.05 + 0.06 + 0.06
= 0.17

= 200 (0.17) = 34
(

f (x) = 1

)i

allx

C X =1
C X = 1

C (3 + 4 + 5 + 6) = 1
1
= C
18

) X P(X

= )E (x

allx

CX

= C x 2
1
)( 9 + 16 + 25 + 36
18
106

)ii

43
9

iii) V(X) = E (X2) - {E ( x )}2

= E(X2) =

X 2 P (X)

allx

= CX

1
(27 + 64 + 125 + 216)
18
216
=
9

216
43
Var(x) =
-
9
9
1944 1849
=
81
95
=
81

Cov (x, Y) = E (XY) - x y

:

Cov (x, y)

= E [(x - x ) (y - y )]
= E (xy - x y - x y + x y )
= E (xy) - x y - x y + x y
= E (XY) - x y

107

Cov (x, y) = E(xy) E(x) E(y)

. XY Y X

E(x+y) E (y) , E(x)

1

E (x + y)

(x+y) f(x,y) dx dy

0
1

x f (x,y) dx dy +

dy +

0140442444
3
E ( y)

[x ( x + y) dy]

x xy +

y2
2

x2
+ yx
2

y y + 2 dy

424
3
0 1
f (x)
1

dy +

= x 2 + dx + y 2 +
2

0
0

x3 x 2
+
=
3
4

y [ (x + y) dx]

f (x)

= x x + dx
23
424
0 1

y [ f (xy) dx] dy

014
04
42444
3
E(x )

x f (xy) dx dy

[x f (xy) dy] dx

y3 y 2
+
+
3
4

7 7
+
12 12

108

y
dy
2

1
0

1
0

dy

dy


7
12
7
E (Y) =
12

E (x) =

1
2
1
= y+
2

f (x)

= x+

f (y)

E(xy)
1

E (xy)

xy f(xy) dxdy

0
1

xy (x+y) dxdy

x2y + xy2 dxdy

1 1

2
[ x y dx] dy +
0 0

x 3y
3

0
1

1
=
3

dy +

1 1

[ xy

dx] dy

0 0
1

xy3
3

dy

1
1
ydy + xdx
3
3
0
1

1
1 Y2
ydy + xdx =
30
3 2

1
1
1
+
=
6
6
3
109

1
0

1 X2
3 2

1
0

Cov (x, y)

= E(xy) E(x) E(y)

1
7
7
=
+
.
3 12 12
1
49
=

3 144
1
=
144

V (y) , v(x) ( ii
V(x) = E(x2) - {E ( x )}2
E(x2) =

x 2f ( x ) dx

1
x 2 ( x + ) dx
2

=
=

X 4 X3
+
4
6

1
0

5
12
2

5 7
11
Var(x) =
- =
12 12
144

110


11
144

= )V(y

1 / 144
1 / 144
1
)Cov (x, y
=
=
=11 / 144
11
)V( x ) V(y
11 11
.
144 144

111

= )( x , y

112



THE DISCRETE PROBABILITY DISTRIBUTIONS





.
 The Binomial Distribution



.

.
:

. .
. .

113

 .
.
. .


.
:
n
P
) ( ) (1-P q
) ( :
: n =

) ( = S


X
X
P
) q= (I-P
x :
114

n=
)f (x) = P (X = x

X=x

) = q( f (0) = P

) = P( f (1) = P

q+P=1

: n =

) ( = S

qq , qp, pq, pp

x
115

 x :
)(

n=2
X=x

)f(x) = P (X = x
) = qq = q2( ) P( ) = P ( f (0) = P

)( ) P( ) + P( ) P( ) = P ( ) + P ( f (1) = P

= Pq + qP = 2qP
) = PP = P2( ) P( ) + P ( f (2) = P

q2 + 2qP + P2 = (q+P)2 = 1

: n

=S

=

qqq, qqP, qPq, qPP, Pqq, PqP, PPq, PPP
x
x :

116

n=3
)f(x) = P (X = x

X=x

) = q3( ) P( ) P( ) = P ( f (0) = P

) ( ) + P ( ) + P ( f (1) = P

= q2 p + q2 p+ q2 p=3 q2 p
) ( ) + P ( ) + P ( f (2) = P

= qp2 + qp2 + qp2 = 3qp2

) = p3( ) P( ) P( ) = P ( f (3) = P

q3 + 3q2p + 3qp2 + P3 = (q+p)3 = 1

:
n = =
n = =
n = =

2n n .
n

117

 x
n ) (

) ( x ) (n-x
.
)( x Px
n-x qn-x
x px
qn-x

x n
n
!n
= =
! ) x x! (n - x

n
x

x
n :
qn-x

(nx )p

n

:
(33) p3 , (23) p2 q , (13) pq2 , (03) q3
p3 , 3p2q , 3pq2 , q3

)(
118

qn-x

(nx )p

x = 0, 1, .., n
x

(q+p)n

+ +

(n2 )p q ++ (nx )p q
(nn1 )p q + p
2 n-2

x n-x

n-1

(1n )pq

(q+p)n = qn +

n-1

:
:
x
n

qn-x

(nx ) p

= )f(x

:
(i

x= 0, 1, , n

(ii

(iii

(iv

p + q=
119

 :
)(
)( .
% :
(i

(ii

(iii

: x
x ...
p
q

p = 0.10
q = 1-P

= 0.90

n = 20
)) = f(0 ( p

(nx )p q
f(0) = (20
0 )p q

n-x
20

= )f(x

= (q)20 = (0.90)20
= 0.122
120

)i

)) = f (2 ( P
q18

(202 ) p

)ii

)f(2

= 190 (0.01)2 (0.90)18

= 190 (0.01) (0.9)18
= 0.285
) = p (x > 2) = 1- p (x ( P

)iii

) 2

}) = 1 - {p (x = 0) + p (x = 1) + p (x = 2

= 1 - (0.9) 20 + 20 (0.1) (0.9)19 + 0.285

}= 1 - { 0.122 + 0.270 + 0.285
= 0.323

n
n x
) (

) (:

121

 )(

n=1
)x f (x
0

)f (x
q

X
0

= xf ( x ) = p

n x
) ( )
( ) (:
)(

n=2
)x f (x

0
2qp
2p2

)f(x
2

q
2pq
p2

)E(x) = 2p (q+p
=2p

0
1
2

n x

) ( )
( ) (:
122

 )(

n=3
)X f (x

)f(x

q3

3q2 p

3p2q

6q p2

3qp2

3p3

P3

) = E(x) = 3p(q2 + 2qp + p2

= 3p (q + p)2 = 3p

) (

P n
2p n
3p n

n p n .
-

p q
n
np

123

) x f (x

) = E (x

x =0
n

x (nx ) p x q n - x

x =0
n

!x n
px qn -x
! )x = 0 x ! (n - x

!n
)p x q (n -1) - (x -1
! ])(x - 1) ! [(n - 1) - (x - 1
x =1

)(n - 1) ! p x -1 q (n -1) - (x -1
! ])(x - 1) ! [(n - 1) - (x - 1
x =1
n

= np
n

)= np ( nx -11) P x -1 q (n -1)-(x -1
x =1

= np (q+p)n-1
= np

:

: x
x
1
2

=P

n = 100
124

 = np
1
= E(x) = np = 100 = 50
2

o
) ( n

) 2x = (x - ) 2 f(x n
.
n x

) (
) ( p
) (:
)(

n=1
)(x- )2 f (x
q2 q
(1-p)2 p

x-
0-p
1-p

2x = p2q + q2p

)f(x
q
p

X
0
1

= pq (p+q) = pq

125

 n x

)(

2p ) (
) (:
)(

n=2
)(x-u)2 f(x

)f(x

4p2 q2

-2p

q2

(1-2p)2 2pq

1-2p

2pq

4(1-p)2 p2

2-2p

p2

2x = 4 2p q2 +(1-2p)2 2pq+4(1-p)2 p2

= 4 2p q2 + (1-4p+4p2) 2pq + 4q2 p2

= 8 2p q2 + 2pq - 8p2q + 8p2 q
= 8p2 q (q-1 + p) + 2p q
= 8p2 q (0) + 2p q
= 2pq

126

 n x

) (

) ( 3p
3pq n
:
pq n
2pq n
3Pq n

npq n
p q
n

2x = E(x2) [E (x)]2
n

) x 2 f (x

= )E (x2

x =0
n

x 2 ( nx ) p x q n - x

x =0

127

x 2 n ! p x q n -x
=
x ! (n - x) !
x =0
n

x(x-1)+x x2
=

x =0

=
=

[x(x - 1) + x] n ! x n x
p q
x ! (n - x) !

n
x(x - 1) n ! x n x
xn !
p
q
+
x ! (n - x) !
x ! (n - x) ! p x q n x
x =0
x 0
n

x =2

n(n - 1) (n - 2) !
px q(n-2)-(x-2) + E(x)
(x - 2) ![(n - 2) - (x - 2)] !

= n (n-1) p2

x =2

(n - 2) !
px-2 q(n-2)-(x-2) + np
(x - 2) ![(n - 2) - (x - 2)] !

= n (n-1) p2 (q + p) n 2 + np
= n2 p2 np2 + np
2x

= E (x2) [E(x)]2
= n2 p2 np2 + np n2 p2
= np np2
= np (1 p)
= npq
2 = npq

2 =

128

npq

x
x
1
2
1
= q
2

= P

n = 100

= 2x = npq
1 1
= 100 = 25
2 2
25 = 5

= npq

= =

) ...(
) (

129


. :
( :
. . . .(
:

...

-
.
-
.

130

 -
.

131


:
X X
... X
. :
e x
!x

= )f(x

... = x
= e .
=
.

:


.

132

:
x
x

:
e x
!x

= )f(x

e 3 (3) 4
!4
)0.05 (81
=
24

= )p(x=4) = f (4

) (e-3 = .
135
800

= 0.16875

:

:
(i

(ii

133

:
x
x

3 10
= 1.5
20

.
:
e x
= )f(x
!x
e 1.5 (1.5)0
= = e-1.5
!0

= )i) P (x=0) = f(0

0.223

= )) = 1-p (x=0 ( ii) p

1 - 0.223
= 0.777

x
e x
= )f(x
!x

x = 0, 1, 2,
> 0

x
:

134

 x = E(x) =

2x = E (x2) [ E (x)]2 =

:
E (x) =

f (x)

x =0

e- x
x!

e- x
( x 1) !

= e-
1

x -1
( x 1) !

e = 1 +

1 x

2
+
+ ... =
1!
2!
x!
x =0

E (x) = e- e =

E (x2) =

x 2f ( x )

x =0

x 2 e- x
x!

X(X-1)+X X2

135

[x (x - 1) + x] e- x
x!

[x (x - 1) e- x

x!

+
0

x e- x
+ E (x)
( x 2) !

= 2 e
2

x - 2
+
( x 2) !

= 2 e- e +
= 2 +
var (x) = E (x2) [ E (x) ]2
= (2 + ) - 2
=

136

x e- x
x!



(
:

(i )(

)(/

(ii )( )(/
(
. :

(i

)(.

(ii

)(.
)(.

(iii

( .
.
:
(i
)(.
)(.

(ii

137

 ( k
. k
(
/ :
(i

)(/

(ii
)(/
(
:
(i

)(/

(ii

)(/

(iii

)(/

(


:

(i

)(.

(ii

)(.

138

 (iii
)(.
(
.

)(/
( /
.

)(.
(
/
).(/

( .
)(.
( . .

)(.

139

 ( p , n

( n = p = /) /
( p = 0.2
n = 35
)2 = 5.6

( = 7

(
:
(i

(0.1839

) = e-1/2

)(2e-1 = 0.7356

(ii

(
:
(i

)(e-4 = 0.018

(ii

140

)(.

 (

:
(i

)(e-2 = 0.135

(ii )(.
(

)(.

(
:
(i

)(e-4=0.018

(ii

)(0.91

(
-:
(i

)(e-6=0.0025

(ii

)(0.9975

141

 (

.
(i

)(0.543

(ii

)(0.457

(22
.

(i

)(.

(ii

)(.

142


( x
x .
5 1
p =
20 4

=p

1

4

(i

n= 4
x= 1
1
=p
4
3
=q
4

:
3

4
1 3
= )P (x =1) = f(1
14 4

4! 1 3
! ! =
1 3 4 4
1 27

4 64
27
=
64

= 4

143

(ii
)P (x 1 ) = p (x =1) + p (x =2) + p (x = 3) + p (x = 4
)= 1 p (x =0
4

4
1 3
= 1
0 4 4
4

3
=1-
4

= 1 81/256 = 175/256
( x x

n = 10
p = 0.2
q = 0.8

( ) px qn-x
n
x

( ) (0.2)0 (0.8)10
10
0

= )f (x

= )p(x = 0) = f(0

= (0.8)10
= 0.1074

144

)i

p(x 1) = f (1) + f(2) +

)ii

)f(10
)= 1 f(0
= 1 (0.8)10
= 0.8926
(0.8) 7

)( ) (0.2
10
3

= )p (x = 3) = f(3

)iii

= 120 (0.008) (0.8)7

= 0.2013
0.2

( x . x

...
p = .

q = .

n =

( ) (0.15)0 (0.85)15
15
0

= )i) p (x = 0) = f(0

= (0.85)15
= 0.0873
)ii) p ( x 1) = p (x = 0) + p (x =1
)= f (0) + f(1

145

1
14
( ) (0.15)0 (0.85)15 + (15
)1 ) (0.15) (0.85
15
0

= 0.0873 + 15 (0.15) (0.85)14

= 0.0873 + 0.2312
= 0.3185

( k :

n=
1
6
5
=q
6

=p

4 k

4
1 5
= )p (K = k) = f (k
K 6 6

Pk

Pk

0.4823

(5/6)4

0.3858

4(1/6) (5/6)3

0.1157

6(1/6)2 (5/6)2

0.0154

)4(1/6)3 (5/6

0.0008

(1/6)4

146

 ( x x
...
n=
p = 12

q = 12

)i

)P = P(1) + P(2) + P(3) + P(4

) ( ) (1 2 )(1 2 ) + ( ) (1 2 ) (1 2 ) + ( ) (1 2 ) (1 2 ) + ( ) (1 2 ) (1 2

5 10 10 5 15
+
+
+
=
32 32 32 32 16

5
4

5
3

5
2

5
1

= ) - +
(
])= 1 - [P (5) + P (0
1 15

= = 1- +
32 32 16
)ii

147

)P = P (0) + P (5
1
1
1
+
=
32 32 16

( x
x ....
p

q
1
3
2
=q
3

=p

7
1 2
= )i) p (0) = f (0
0 3 3
7

128
2
= =
= 0.05853
3 2187
6

7
1 2
= )ii) p (1) = f (1

13 3
448
= 0.2048
2187
0

1 2
3 3

= = 7

7
1 2
= )iii) p (7) = f (7
73 3
7

1
1
= =
= 0.0005
3 2187

( x x
...

148

n=
1
4
3
=q
4

=p

(i

0
9
1 3
9

P (x = 0) = f (0) = 0
4 4
9
3
=
4

= 0.075

(ii
8

9
1 3
= )P (x = 1) = f (1
14 4

= 0.225

(iii
)P (x 2) = p (x = 2) + p (x = 3) + + p (x = 9
])= 1- [p (x =0) + p (x = 1
= 1 0.075 0.225
= 0.7

149

 ( x
x
...
n=
p=q = 12

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

2

1 5
5
x 2

)(0 , 0) = P(0) p(0

)(

1 0 1 5
5
0
2 2

)(

0
5

5 1 1

= 0
2 2

)(

1 5
= 50
2

)(

)(

)(

1 5
1 5
1 5
5
5
5
+
+
3
2
1
2
2
2

150

5 2
1

P = 50 +
2

)(

)(

)(

1 5
1 5
+ 54 + 55
2
2

1
1
1
1
1 1
+ 25
+ 100
+ 100
+ 25
+

210
210
210
210
210 210

252
63
=
1024
256

252
210

( x x

...
n =

1
5

=p

4
5

= q

)P = (x = 4) + p (x = 5) + + p (x = 25
])= 1 [p (x = 0) + p (x = 1) + p (x = 2) + p (x =3
23

4

5

( ) 15 54 + (252 ) 15

) (

25

14
025 + 125
5 5

=1-
3
22
+ 25 1 4
3 5 5

24

) (

)= 1- (0.0037777 + 0.0236110 + 0.0708336 + 0.1357644

= 0.766

151

)(

1 1 2 0
11
3 3

)(

1 0 2 4
p = 04
3 3
4

2 1 16 16
= = =
3 3 35 243

2
2
2
2 1
16

=
3
3
3
3 3
243

=P

x x :

...

= = p
.
= = q
.
=n


)P (x 2) = 1- p (x < 2
])= 1 [p (x = 0) + p(x = 1

152

)(

)(

] P = 1- [ 60 (0.3)0 (0.7)6 + 16 (0.3)1 (0.7)5

)= 1 (0.117649 + 0.302526
= 0.579825
(

x
x
)( ...
= = . = p
= = . = q
= n
= =

(0.9)10 = 1 (0.9)10

)(100 ) (0.1

P=1

= 0.6513
(

np
npq

)np = 9 . (1
18
) (2
5
) ( )(

153

= npq

18
5

= 9q

18 2
=
45 5
2 3
=
5 5

= q

p =1-

P )(
3
45
=
= 15
5
3

n= 9

(
n =
p = .
q = .
= np
= npq
= np

= 35 (0.2) = 7
2 = npq

2 = 7 (0.8) = 5.6

( x x

232
=1
232

154

(i
e x
!x
e 1 (1) 2
!2

= )f (x

= )p (x = 2) = f(2

= e-1/2 = 0.1839

-1

e = 0.368
(ii
1 e 1 (1) x

!x
1
)
11

x =0

= )P (x < 2

= e-1 (1 +
= 2 e-1
= 0.736

( x
=
(i

e 4 (4)0
!0

= )f(0

-4

= e
= 0.018
(ii
e - ( ) x
!x

155

= )P (x 3

= = p (x = 0) + p (x = 1) + p (x = 2) + p (x
)3
f(0) = e-4 = 0.018
= 0.072

e4 4
!1

= )f(1

e 4 (4) 2
= 0.144
!2

= )f(2

e 4 (4)3
= 0.192
!3

= )f(3

f ( x 3) = 0.426

( x
2
=
5

=
=
=
=
e 2 20
!0

= )i) P (x = 0) = f(0

= e-2
= 0.135
)P (x > 4) = 1-P (x 4
156

ii) = 4

e- x
= )P (x 4
!x
x =0
4

)= P (x = 0) + P(x =1) + P(x =2) + P (x =3) + P(x =4

0.018

f(0) = e-4

0.072

)f(1) = e-4 (4

0.144

0.192

0.192

e 4 (4) 2
= 8 e-4
!2

= )f(2

64

f(3) = e-4

e 4 (4) 4 64 -4
=
e
!4
6

= )f(4

0.618
) P (x > 4) = 1 P ( x 4

= 1 0.618
= 0.382

( x
=

e 2 24
= )P ( x = 4 ) = f (4
4
2 -2
e
3

270
)2(0.135
=
3
3

= 0.090

157

 ( x
x = 4

e 2 24
= )P (x = 0) = f (0
!0

)i

= e-4 = 0.018
)P(x 2) = 1 P (x < 2

)ii

])= 1 [P (X = 0) + (P(X =1
)= 1 (0.018 + 4 e-4
)= 1 (0.018 + 0.072
= 0.91

( x
)(6) (10
x =
10

= 6

e x
= )f(x
!x

= P (x = 0) = f(0) = e-6
0.0025

158

)i

ii)

P (x 1) = 1- P (x < 1)
= 1-P (x = 0)
= 1 f (0)
= 1 - 0.0025 = 0.9975

x (
2.5 =

500
=
200

f (x) =

i)

e- x
x!

P (x 2) = f(0) + f(1) + f(2)

f(0) = e-2.5
f(1) = e-2.5
f(2) =

e 2.5 (2.5) 2
= 3.126 e-2.5
2

P (x 2) = 6.625 e-2.5 = (6.625) (0.082) = 0.543

ii)

P (x 3) = 1 P(x < 3)
= 1 - {f (0) + f(1) + f(2)}
= 1 0.543
= 0.457

159

 3 x (
f (x) =

e- x
x!

11.5 =

21
=
2

i)

P (x = 0) = f(0) = e-11.5 = 0.00001

ii)

P ( x 1) = f(0) + f(1)
f(1) = e-11.5 11.5
f(0) + f(1) = 12.5 e-11.5 = 0.0001266

160

161



The Normal Distribution


""
)
( )
(

.
De Moiver
Gauss
Gauss Distribution

.




.

162

 )
(

.
:

)(

163

x
=6

=2

=4

)f(x
= 0 .5
=1

=2

=3

(
.
(
.
( .
( :
- %. - +

164

 - %. -
+

- %. -
+

- % -. .
+

- % -.
+ .

.%

.%

.%

.%

.%

%.

2.14%

68.26
.

.
99.74%

x
:

165

1 x - 2

1
2

= )f (x

< > x

e .
.
2

) ( ) N( 2
) N (20,4 )(
) .(
) f (x

2 b , a ) < x < b
p (a ) f (x = x
b,x=a

)f(x
b

166

 The Standard Normal

 Distribution

) N(0.1 z
2 /2

1 e- z
2

= )f (x

< < z

) f (z )f (z

1 -z 2 / 2
dz = 1
e
2

z z
z = b = a f
) (z z = b z = a
2
e z / 2 dz

1
2

= ) P (a < z < b

) (
.

)f (x
X ) f(x
167

 2


x , 2 ,
) N ( 2
) N(0.1
.



) N ( 2
)N(0.1
x ) N ( 2

= z

) N(0.1
2

= z

.
b x

168

P (x b) = P (x - b - )
x b

= P

b
= P z

f(x)

169

)f(z

b
= Q z

) N ( 2 z

b-
)

P (X b) = P(Z

)P (X > b) = 1 P (X b
b-
)

= 1 P (Z

) a< b (
b-
a -
) - P( Z
)

P(a X b) = P(Z

b a

170

x
a

f(z) dz

f(z) dz +

= f(z)dz

o
x

f(z) dz

= 1

x
x

f(z) dz = f(z) dz

f(z) dz

)i

)ii

= 12 -

x
x.

171

 :
:
X ) N (
X
:

33
=0
= z1
2
53
= z2
=1
2

=z

)p (3 < x < 5) = p (0 < z < 1

z = 0 z = 1

172

 :
X ) N ( ,2

:
)P ( < x < +

)i

)P ( 2 < x < + 2

)ii

)iii) P ( 3 < x < + 3

:
( )
= 1

( + )
=1
= z2

= z1

)i

) P ( < x < + ) = P(1 < z < 1

z = -1 z = 1
= z = 1 + z = 0 z = 0

z=1

Z
1

-1

= 0
z = -1 z = 0 z = 0

173

z = 1

 P ( < x < + ) = 0.3413 + 0.3413

= 0.6826
= 68.26 %

%.
.
)P ( 2 < x < + 2

)ii

( 2)
= 2

( + 2)
= z2
=2

= z1

) P ( 2 < x < + 2) = P(2 < z < 2

z = -2 + z = 0
z =0 z =2
= 0.4773 + 0.4773
= 0.9546
= 95.46 %

%.
.

174

-2

( 3)
= 3

( 3)
=3
= z1

= z1

)iii

) P ( 3 < x < + 3) = P(3 < z < 3

z = -3 + z = 0
z =0 z = 3 :
= 0.4987 + 0.4987
= 0.9974
= 99.74%

%.
.

.%

-3
3

175



. :
(i

)P ( < z < .

)(.

(ii

)P ( < z < .

)(.

(iii

)P (- < z <

)(.
(iv

)P (-. < z < .

)(.

(v

)z < .-

(vi

)z > -.

(P
(P

)(.
)(.

. z = -.

. x ) N (2, 1 :
(i

) P (x >

(ii

) P ( < x <

)(.

)(.

176

 .
.
.:

(i

) ( ).(.

(ii

)(.
.

:
(i

(ii

(iii

x .
.

. x
.:
(i

)P (X .

(ii

C P ( X C) = .

177

 .
1 4
.
.
. .
.
.

.
:

(i

(ii

(iii .
.

) (OUNCES .
.
.

178

:
(i

(ii .
(iii
.

179


) (
. .
.

- -.
.

. =

. . = .
.
(i

z -

=z

4-2
=2
1

=z

) P (X > 4) = P (z > 2

= 0.5 0.4773

= 0.0227
-0.5

(ii

0 - 2
= -2
1

= Z1
180

Z2 =

2 - 2
=0
1

P (0 < X < 2) = P (z > 2) = P (-2 < z < 0)

= P (0 < z <2)

=
0.4773

.
.i
x -

72 - 68.5 3.5
=
=
2.3
2.5

Z=

= 1.52
p (x > 72) = p (z > 1.52)

= 0.5 -0.4357
= 0643

.ii
70 - 68.5
= 0.65
2.3
72 - 68.5
= 1.52
z2 =
2.3

z1 =

P (70 < x < 72) = P (0.65 <

z < 1.52)
181

= 0.4357 0.2422
= 0.1935
.i .
185 170
=3
5

=z

) P (x > 185) = P ( z > 3

= 0.5 0.4987
= 0.0013

.ii
3000 = % 100
x = % 0.13
)(0.0013) (3000
0.100

=x

= 3.9 4

.iii
- 170
5

= z

0 2881

. .
- 170
5

= 0.8

x = 174

182

.i .
80 - 36 - 80
= 1.2
0.3

=Z

) p ( x 80.36 ) = p ( z 1.2

= 0.5 + 0.3849

= 0.8849

.ii
c 80
0.3

0 45

=z

) .

(. .

144424443
= .

c 80 = 1.64 .

0.3

c = 80.492

.
2.4951 2.5
= 1.96
0.0025
2.5049 2.5
= 1.96
= z2
0.0025

= z1

P (2.4951 < x < 2.5049) = P

)(-1.96 < z < 1.96

-1.96
1 96

)= 2 (0.4750
183

= 0.95

.
2.5 4
=-3
0.5
3 4
=-2
z2 =
0.5

z1 =

-3
2

p(2.5 < x <3) = p (-3 < z <-

2)
= p (2 < z < 3)
= 0.4987 0.4773
= 0.0214

.i .
z=

1400 - 1500
= -2
50

p (x < 1400) = p (z < -2 )

= 0.5 0.4773

-2

= 0.0227

.ii
z=

1550 - 1500
=1
50

p ( x > 1550) = p (z > 1 )

= 0.5 0.3413

1
184

= 0.1587

.iii
z1 =

1450 - 1500
= -1
50

z2 =

1550 - 1500
50

=1

p (1450 < x < 1550) = p (-1

-1
1

< z < )

= 2 (0.3413)
= 0.6826
.

7.9 - 10
= 1.4
1.5
12.4 - 10
z2 =
= 1.6
1.5
z1 =

p (7.9 < x < 12.4 ) = p (-1.4

-1.4

< z < 1.6)

1.6

= 0.4192 + 0.4452
= 0.8644

.
.i

185

z=

100 - 100
=0
5

p ( x > 100 ) = p (z > 0 ) = 0.5

.ii
z=

100 - 100
=0
5

p ( x < 100 ) = p (z > 0 ) = 0.5

.iii
100 - 100
=0
5
100 - 100
z2 =
=2
5
z1 =

p(100< x< 110) =p(0 < z <

2)
= 0.4773

186

-
.
.
)(/
- A2 A1 S = .

)P(A1

P(A2) = .

: P(A1 A2) = .
(i

A1 A2
) (

(ii

) A2 P ( A1

)(.

(iii

)P ( A2 - A1

)(.

(iv )P ( A1 - A2

)(

- A B S = .
P(B) = .

) P(A
P(AB) = . :
(i

A B

187

)(.

 (ii A B
)(.
(iii A

(iv

)(.

A B

)(.

- :
(i

A1

)(/

A2 (ii
)(/
A3 (iii
)(/
A4 (iv
)(/
- :
(i

)(/

(ii
)(/
(iii (/)
(iv
(v

)(/

)(/

188

 -
1

3

)(/
- A % %
B %
.
.
)(.

-
A
)(/=.
- = .
:
(i

)(.

(ii

)(.

(iii

)(.

(iv

)(.

-

)(.

189

 - .

.%
:

= .
= (.)n
1-(0.7)n > .
(0.7)n > -.
(0.7)n < .
(0.7)1 = 0.7 , (0.7)2 = 0.49
(0.7)3 = 0.743 , (0.7)4 = 0.2401
(0.7)5 = 0.16807
n =

190

191

 )(
e-x
x

e-x

e-x

e-x

e-x

e-x
.

192

)(

) A ( ,

A
0.4207
.4222
.4236
.4251
.4265

Z
1.41
1.42
1.43
1.44
1.45

A
0.3264
.3289
.3315
.3340
.3365

Z
0.94
.95
.96
.97
.98

A
0.1808
.1844
.1879
.1915
.1950

Z
0.47
.48
.49
.50
.51

A
0.0000
.0040
.0080
.0120
.0160

Z
0.00
.01
.02
.03
.04

.4279
.4292
.4306
.4319
.4332

1.46
1.47
1.48
1.49
1.50

.3389
.3413
.3438
.3461
.3485

.99
1.00
1.01
1.02
1.03

.1985
.2019
.2054
.2088
.2123

.52
.53
.54
.55
.56

.0199
.0239
.0279
.0319
.0359

.05
.06
.07
.08
.09

.4345
.4357
.4370
.4382
.4394

1.51
1.52
1.53
1.56
1.55

.3508
.3531
.3554
.3577
.3599

1.04
1.05
1.06
1.07
1.08

.2157
.2190
.2224
.2258
.2291

.57
.58
.59
.60
.61

.0398
.0438
.0478
.0517
.0557

.10
.11
.12
.13
.14

.4406
.4418
.4430
.4441
.4452

1.56
1.57
1.58
1.59
1.60

.3621
.3643
.3665
.3686
.3708

1.09
1.10
1.11
1.12
1.13

.2324
.2357
.2389
.2422
.2454

.62
.63
.64
.65
.66

.0596
.0636
.0675
.0714
.0754

.15
.16
.17
.18
.19

.4463
.4474
.4485
.4495
.4505

1.61
1.62
1.63
1.64
1.65

.3729
.3749
.3770
.3790
.3810

1.14
1.15
1.16
1.17
1.18

.2486
.2518
.2549
.2580
.2612

.67
.68
.69
.70
.71

.0793
.0832
.0871
.0910
.0948

.20
.21
.22
.23
.24

.4515
.4525
.4535
.4545
.4554

1.66
1.67
1.68
1.69
1.70

.3830
.3849
.3869
.3888
.3907

1.19
1.20
1.21
1.22
1.23

.2642
.2673
.2704
.2734
.2764

.72
.73
.74
.75
.76

.0987
.1026
.1064
.1103
.1141

.25
.26
.27
.28
.29

.4564
.4573
.482
.4591

1.71
1.72
1.73
1.74

.3925
.3944
.3962
.3980

1.24
1.25
1.26
1.27

.2794
2823
.2852
.2881

.77
.78
.79
.80

.1179
.1217
.1255
.1293

30
.31
.32
.33

193

.34

.1331

.81

.2910

1.28

.3997

1.75

.4599

.35
.36
.37
.38
.39

.1368
.1406
.1443
.1480
.1517

.82
.83
.84
.85
.86

.2939
.2967
.2996
.3023
.3051

1.29
1.30
1.31
1.32
1.133

.4015
.4032
.4049
.4066
.4082

1.76
1.77
1.78
1.79
1.80

4608
.4616
.4625
.4633
.4641

.40
.41
.42
.43
.44
.45
.46

.1554
.1591
.1628
.1664
.1700
.1736
.1772

.87
.88
.89
.90
.91
.92
.93

.3079
.3106
.3133
.3159
.3186
.3212
.3238

1.34
1.35
1.36
1.37
1.38
1.39
1.40

.4099
.4115
.4131
.4147
.4162
.4177
.4192

1.81
1.82
1.83
1.84
1.85
1.86
1.87

.4649
.4656
.4664
.4671
.4678
.4686
.4693

...
Z
1.88
1.89
1.90

A
0.4700
.4706
.4713

Z
2.41
2.42
2.43

A
0.4920
.4922
.4925

Z
2.94
2.95
2.96

A
0.4984
.4984
.4985

Z
3.47
3.48
.49

A
0.4997
.4998
.4998

1.91
1.92
1.93
1.94
1.95

.4719
.4726
.4732
.4738
.4744

2.44
2.45
2.46
2.47
2.48

.4927
.4929
.4931
.4932
.4934

2.97
2.98
2.99
3.00
3.1

.4985
.4986
.4986
.4987
.4987

3.50
3.51
3.52
3.53
3.54

.4998
.4998
.4998
.4998
.4998

1.96
1.97
1.98
1.99
2.00

.4750
.4756
.4762
.4767
.4773

2.49
2.50
2.51
2.52
2.53

.4936
.4938
.4940
.4941
.4943

3.2
3.3
3.4
3.5
3.6

.4987
.4988
.4988
.4989
.4989

3.55
3.56
3.57
3.58
3.59

.4998
.4998
.4998
.4998
.4998

2.01
2.02
2.03
2.04
2.05

.4778
.4783
.4788
.4793
.4798

2.54
2.55
2.56
2.57
2.58

.4945
.4946
.4948
.4949
.4951

3.7
3.8
3.9
3.10
3.11

.4989
.4990
.4990
.4990
.4991

3.60
3.61
3.62
3.63
3.64

.4999
.4999
.4999
.4999
.4999

2.06
2.07
2.08
2.09
2.10

.4803
.4808
.4812
.4817
.4821

2.59
2.60
2.61
2.62
2.63

.4952
.4953
.4955
.4956
.4957

3.12
3.13
3.14
3.15
3.16

.4991
.4991
.4992
.4992
.4992

3.65
3.66
3.67
3.68
3.69

.4999
.4999
.4999
.4999
.4999

2.11
2.12
2.13
2.14

.4826
.4830
.4834
.4838

2.64
2.65
2.66
2.67

.4959
.4960
.4961
.4962

3.17
3.18
3.19
3.20

.4992
.4993
.4993
.4993

3.70
3.71
3.72
3.73

.4999
.4999
.4999
.4999

194

2.15

.4842

2.68

.4963

3.21

.4993

3.74

.4999

2.16
2.17
2.18
2.19
2.20

.4846
.4850
.4854
.4857
.4861

2.69
2.70
2.71
2.72
2.73

.4964
.4965
.4966
.4967
.4968

3.22
3.23
3.24
3.25
3.26

.4994
.4994
.4994
.4994
.4994

3.75
3.76
3.77
3.78
3.79

.4999
.4999
.4999
.4999
.4999

2.21
2.22
2.23
2.24
2.25

.4865
.4868
.4871
.4875
.4878

2.74
2.75
2.76
2.77
2.78

.4969
.4970
.4971
.4972
.4973

2.27
3.28
3.29
3.30
3.31

.4995
.4995
.4995
.4995
.4995

3.80
3.81
3.82
3.83
3.84

.4999
.4999
.4999
.4999
.4999

2.26
2.27
2.28
2.29
2.30

.4881
.4884
.4887
.4890
.4893

2.79
2.80
2.81
2.82
2.83

.4974
.4974
.4975
.4976
.4977

3.32
3.33
3.34
3.35
3.36

.4996
.4996
.4996
.4996
.4996

3.85
3.86
3.87
3.88
3.89

.4999
.4999
.5000
.5000
.5000

2.31
2.32
2.33
2.34
2.35

.4896
.4898
.4901
.4904
.4906

2.84
2.85
2.86
2.87
2.88

.4977
.4978
.4979
.4980
.480

3.37
3.38
3.39
3.40
3.41

.4996
.4996
.4997
.4997
.4997

2.36
2.37
2.38
2.39
2.40

.4909
.4911
.4913
.4916
.4918

2.89
2.90
2.91
2.92
2.93

.4981
.4981
.4982
.4983
.4983

3.42
3.43
3.44
3.45
3.46

.4997
.4997
.4997
.4997
.4997

195

196

-
.
.
)(/
- A2 A1 S = .

)P(A1

P(A2) = .

: P(A1 A2) = .
A1 A2

(i

) (
(ii

) A2 P ( A1

)(.

(iii

)P ( A2 - A1

)(.

(iv )P ( A1 - A2

)(

- A B S = .

)P(A

P(B) = .

P(AB) = . :
(i

A B

197

)(.

 (ii A B
)(.
(iii A

(iv

)(.

A B

)(.

- :
(i

A1

)(/

A2 (ii
)(/
A3 (iii
)(/
A4 (iv
)(/
- :
(i

)(/

(ii
)(/
(iii (/)
(iv
(v

)(/

)(/

198

 -
1

3

)(/
- A % %
B %
.
.
)(.

-
A
)(/=.
- = .
:

(i

)(.

(ii

)(.

(iii

)(.

(iv

)(.

-
)(.

199

 - .

.%
:

= .
= (.)n
1-(0.7)n > .
(0.7)n > -.
(0.7)n < .
(0.7)1 = 0.7 , (0.7)2 = 0.49
(0.7)3 = 0.743 , (0.7)4 = 0.2401
(0.7)5 = 0.16807
n =

200