PROBABILITY

1. The daily consumption of electric power (in millions of kwh) is r.v. X with PDF
ࢌሺ࢞ሻ࢑࢞ࢋെ࢞Ȁ૜ ǡ ࢞ ൐ Ͳ. Find k and the probability that on a given day the electricity
consumption is more than expected electricity consumption.
Solution: For any probability density function
λ

න ݂ሺ‫ݔ‬ሻ ൌ ݀‫ ݔ‬ൌ ͳ
െλ
λ
‫ݔ‬
‫ ׵‬න ݇‫ ݁ݔ‬െ͵ ݀‫ ݔ‬ൌ Ͳ
Ͳ
λ
െ‫ݔ‬Ȁ͵ െ‫ݔ‬Ȁ͵
‫݁ݔ‬ ݁
‫݇ ׵‬൦ െ ͳǤ ൪ ൌͳ
െͳȀ͵ ͳ ʹ
ቀെ ቁ
͵ Ͳ

݁Ͳ
‫ ݇ ׵‬቎ሺͲǤͲሻ െ ቐͲ െ ቑ቏ ൌ ͳ
ͳ
ቀ ቁ
ͻ
‫݇׵‬ൈͻൌͳ
ͳ
‫݇׵‬ൌ
ͻ
ͳ െ‫ݔ‬Ȁ͵
݂ሺ‫ݔ‬ሻ ൌ ‫݁ݔ‬
ͻ
Expected electric consumption ൌ ‫ܧ‬ሺ‫ݔ‬ሻ
λ λ λ
ͳ ͳ
ൌ න ‫݂ݔ‬ሺ‫ݔ‬ሻ݀‫ ݔ‬ൌ න ‫ ݁ݔ ݔ‬െ‫ݔ‬Ȁ͵ ݀‫ ݔ‬ൌ න ‫ ݁ ʹ ݔ‬െ‫ݔ‬Ȁ͵ ݀‫ݔ‬
ͻ ͻ
െλ െλ Ͳ
λ
ͳ ݁ െ‫ݔ‬Ȁ͵ ݁ െ‫ݔ‬Ȁ͵ ݁ െ‫ݔ‬Ȁ͵
ൌ ൦‫ʹ ݔ‬ െ ʹ‫ݔ‬ ൅ ʹ ൪
ͻ െͳȀ͵ ͳ ʹ ͳ ͵
ቀെ ቁ ቀെ ቁ
͵ ͵ Ͳ

ͳ ݁Ͳ ͳ ʹ͹
ൌ ቎Ͳ െ Ͳ ൅ Ͳ െ ቐͲ െ Ͳ ൅ ʹ ቑ቏ ൌ ൜ʹ ൈ ൠ ൌ ͸
ͻ ͳ ͻ ͳ
ቀെ ቁ
ʹ͹
2 | APPLIED MATHEMATICS - IV

P (consumption is more than the expected value)

λ
λ
െ‫ݔ‬Ȁ͵ െ‫ݔ‬Ȁ͵
ͳ ͳ ݁ ݁
ൌ ܲሺܺ ൐ ͸ሻ ൌ න ൈ ݁ െʹͳȀ͵ ݀‫ ݔ‬ൌ ൦‫ݔ‬ െͳ ൪
ͻ ͻ െͳȀ͵ ͳ ʹ
Ͳ ቀെ ቁ
͵ Ͳ

ͳ‫ۍ‬ ݁ െʹ ݁ െʹ ‫ې‬
ൌ ‫ێ‬ሺͲ െ Ͳሻ െ ቎͸Ǥ െ ቏‫ۑ‬
ͻ‫ێ‬ ͳ ͳ ‫ۑ‬
െ ቀ ቁ
‫ۏ‬ ͵ ͻ ‫ے‬
ͳ ͳ
ൌ ൈ ሺ͸ ൈ ͵݁ െʹ ൅ ͻ݁ െʹ ሻ ൌ ൈ ʹ͹݁ െʹ
ͻ ͻ
ൌ ͵݁ െʹ ൌ ͲǤͶͲ͸
2. Find the moment generating function of Pisson distribution and hence find means and
variance.
݁ െ݉ ݉ ‫ݔ‬
Solution: For poission distribution ܲሺܺ ൌ ‫ݔ‬ሻ ൌ
ܺǨ

where ݉ is the poission parameter by definition

λ
‫ ݔݐ‬ሻ
‘‡– ൌ ‫ܧ‬ሺ݁ ൌ ෍ ܲͳ ݁ ‫ݔݐ‬
ܺൌͲ
λ λ
݁ െ݉ ݉ ‫ݔݐ ݔ‬ ሺ݉݁ ‫ ݐ‬ሻ‫ݔ‬
ൌ෍ ݁ ൌ ݁ െ‫ ݔ‬෍
ܺǨ ܺǨ
ܺൌͲ ܺൌͲ
λ
‫ݐ‬ ܽ‫ݔ‬
ൌ ݁ െ݉ Ǥ ݁ െ݉݁ ൥‫ ׶‬෍ ൌ ݁ܽ ൩
ܺǨ
ܺൌͲ

െ݉ ൅݉ ݁ ‫ݐ‬ ‫ݐ‬
ൌ݁ ൌ ݁ െ݉ ሺͳെ݁ሻ
݀‫ݎ‬ ݀‫ݎ‬ ‫ݐ‬
‘™ߤ‫ݎ‬Ԣ ൌ ൤ ‫ Ͳܯ ݎ‬ሺ‫ݐ‬ሻ൨ ൌ ൤ ‫ ݁ ݎ‬െ݉ ൫ͳെ݁ ൯ ൨
݀‫ݐ‬ ‫ݐ‬ൌͲ ݀‫ݐ‬ ‫ݐ‬ൌͲ

݀ ‫ݐ‬ ‫ݐ‬
‫ݎߤ ׵‬Ԣ ൌ ൤ ݁ െ݉ ൫ͳെ݁ ൯ ൨ ൌ ൣ݁ െ݉ ൫ͳെ݁ ൯ Ǥ െ݉ሺͲ െ ݁ ‫ ݐ‬ሻ൧‫ݐ‬ൌͲ
݀‫ݐ‬ ‫ݐ‬ൌͲ

ൌ ݁ െ݉ ሺͳെͳሻ Ǥ ሺെ݉ሻሺͲ െ ͳሻ ൌ ݁ Ͳ Ǥ ݉ ൌ ݉
݀ʹ ‫ݐ‬ ݀ ‫ݐ‬
ߤʹԢ ൌ ቈ ʹ ݁ െ݉ ൫ͳെ݁ ൯ ቉ ൌ  ൤ ݁ െ݉ ൫ͳെ݁ ൯ Ǥ ݉݁ ‫ ݐ‬൨
݀‫ݐ‬ ‫ݐ‬ൌͲ
݀‫ݐ‬ ‫ݐ‬ൌͲ

‫ݐ‬ ‫ݐ‬
ൌ ൛݉Ǥ ൣ݁ െ݉ ൫ͳെ݁ ൯ Ǥ ݁ ‫ ݐ‬Ǥ ݁ െ݉ ൫ͳെ݁ ൯ െ ݉Ǥ ሺͲ െ ݁ ‫ ݐ‬ሻ൧ൟ‫ݐ‬ൌͲ
 PROBABILITY | 3

ൌ ݉Ǥ ൛݁ െ݉ ሺͳെͳሻ Ǥ ͳ ൅ ͳǤ ݁ െ݉ ሺͳെͳሻ Ǥ ݉Ǥ ͳൟ ൌ ݉ሾͳ ൅ ݉ሿ ൌ ݉ ൅ ݉ʹ

Mean ߤͳԢ ൌ ݉
‫ ‡ ƒ‹”ƒ ׵‬ൌ  ߤʹ െ ߤͳʹ ൌ ሺ݉ ൅ ݉ʹ ሻ െ ݉ʹ ൌ ݉
3. A continuous random variable x has the following probability lawࢌሺ࢞ሻ ൌ ࢑࢞૛ ࢋെ࢞ ǡ ࢞ ൒
૙Ǥ Find k, mean and variance.
Solution: (i) Here ‫ ݔ‬is a continuous function.
λ

න ݂ሺ‫ݔ‬ሻ ൌ ͳ
െλ
λ

න ݇‫ ݁ ʹ ݔ‬െ‫ ݔ‬ൌ ͳ
െλ
λ λ
݁ െ‫ݔ‬ ݁ െ‫ݔ‬ ݁ െ‫ݔ‬
݇ න ‫ ݁ ʹ ݔ‬െ‫ ݔ‬ൌ ͳ݇ ൤‫ʹ ݔ‬ ൅ ʹ‫ݔ‬ ൅ʹ ൨ ൌͳ
െͳ െͳ െͳ Ͳ
Ͳ

݇ሾሺͲ ൅ Ͳ ൅ Ͳሻ െ ሺͲ ൅ Ͳ െ ʹ݁ Ͳ ሻሿ ൌ ͳ
݇ൈʹൌͳ
ͳ
݇ൌ
ʹ
ͳ ʹ െ‫ݔ‬
‫݂ ׵‬ሺ‫ݔ‬ሻ ൌ ‫݁ ݔ‬
ʹ
(ii) Mean
λ λ
ͳ
ߤ ൌ න ‫ݔ‬Ǥ ݂ሺ‫ݔ‬ሻ݀‫ ݔ‬ൌ න ‫ݔ‬Ǥ ‫ ݁ ʹ ݔ‬െ‫ ݔ‬
ʹ
െλ െλ
λ λ
ͳ ͵ െ‫ݔ‬
ͳ ͵ ݁ െ‫ݔ‬ ʹ
݁ െ‫ݔ‬ ݁ െ‫ݔ‬ ݁ െ‫ݔ‬
ൌ න ‫ ݔ݀ ݁ ݔ‬ൌ ൤‫ݔ‬ ൅ ͵‫ݔ‬ ൅ ͸‫ݔ‬ ൅͸ ൨
ʹ ʹ െͳ െͳ െͳ െͳ Ͳ
Ͳ
ͳ ͸
ൌ ሾሺͲ ൅ Ͳ ൅ Ͳ ൅ Ͳሻ െ Ͳ ൅ Ͳ ൅ Ͳ െ ͸ሿ ൌ
ʹ ʹ
‫׵‬Mean = 3
(iii) Variance
λ

෍ሺ‫ ʹ ݔ‬ሻ ൌ  න ‫ ʹ ݔ‬Ǥ ݂ሺ‫ݔ‬ሻ݀‫ݔ‬

െλ
4 | APPLIED MATHEMATICS - IV

λ λ
ͳ ͳ
ൌ  න ‫ ݔ‬Ǥ ‫ ݁ ʹ ݔ‬െ‫ ݔ݀ ݔ‬ൌ න ‫ ݔ‬Ͷ ݁ െ‫ݔ݀ ݔ‬
ʹ
ʹ ʹ
Ͳ Ͳ
λ
ͳ Ͷ ݁ െ‫ݔ‬ ݁ െ‫ݔ‬ ݁ െ‫ݔ‬ ݁ െ‫ݔ‬ ݁ െ‫ݔ‬
ൌ ൤‫ݔ‬ ൅ Ͷ‫͵ ݔ‬ ൅ ͳʹ‫ʹ ݔ‬ ൅ ʹͶ‫ݔ‬ ൅ ʹͶ ൨
ʹ െͳ െͳ െͳ െͳ െͳ Ͳ
ͳ
ൌ ሾሺͲ ൅ Ͳ ൅ Ͳ ൅ Ͳ ൅ Ͳሻ െ ሺͲ ൅ Ͳ ൅ Ͳ ൅ Ͳ െ ʹͶሻሿ
ʹ
ʹͶ
ൌ ൌ ͳʹ
ʹ
Variance ߪ ʹ ൌ σሾ‫ ʹ ݔ‬ሿ െ ሼσሺ‫ݔ‬ሻሽʹ
ൌ ͳʹ െ ͻ ൌ ͵
4. In a distribution exactly normal 7% of items are under 35 and 89% of the items are
under 63. Find the probability that an item selected at random lies between 45 and 56.
Solution: Let the mean and standard deviation be ‘m’ and ‘ߪԢ
Let SNV corresponding to ‫ ݔ‬ൌ ͵ͷ be ‫݅ݖ‬
ܲሺ‫ ݖ‬൏ ‫ ͳݖ‬ሻ ൌ ͲǤͲ͹
‫Ͳ ׵‬Ǥͷ െ ”‡ƒ„‡–™‡‡Ԣ‫ ݖ‬ൌ ͲԢ–‘ Ԣ‫ ݖ‬ൌ െ‫ ͳݖ‬Ԣ‹•ͲǤͶ͵
From z- table െ‫ ͳݖ‬ൌ ͳǤͶ͹ͷͺ
‫ ͳݖ ׵‬ൌ െͳǤͶ͹ͷͺ
‫ݔ‬െ݉
But ‫ ݖ‬ൌ
ߪ
͵ͷ െ ݉
‫ ͳݖ ׵‬ൌ
ߪ
͵ͷ െ ݉
‫ ׵‬െͳǤͶ͹ͷͺ ൌ
ߪ
‫ ݉ ׵‬െ ͳǤͶ͹ͷͺߪ ൌ ͵ͷ

Let SNV corresponding to ‫ ݔ‬ൌ ͸͵be ‫ʹݖ‬

ܲ ൌ ሺ‫ ݔ‬൏ ͸͵ሻ ൌ ͺͻΨ

‫݌ ׵‬ሺ‫ ݖ‬൏ ‫ ʹݖ‬ሻ ൌ ͲǤͺͻ

‫Ͳ ׵‬Ǥͷ ൅ ‫ ݊݁݁ݓݐܾ݁ܽ݁ݎܣ‬Ԣ‫ ݖ‬ൌ ͲԢ ‫ ݋ݐ‬Ԣ‫ ݖ‬ൌ െ‫Ͳݏ݅ ʹݖ‬Ǥ͵ͻ

From z- table , ‫ ʹݖ‬ൌ ͳǤʹʹ͸ͷ

 PROBABILITY | 5

͸͵ െ ݉
‫ ʹݖݐݑܤ‬ൌ
ߪ
͸͵ െ ݉
‫ͳ ׵‬Ǥʹʹ͸ͷ ൌ
ߪ
‫ ݉ ׵‬൅ ͳǤʹʹ͸ͷߪ ൌ ͸͵
Solving Equation (1) and (2) simultaneously we get,
݉ ൌ ͷͲǤʹͻͳ͸ܽ݊݀ߪ ൌ ͳͲǤ͵͸ͳͷ
Now, probability that an item selected at random lies between 45 and 56 = P(45<x<56)
Ͷͷ െ ͷͲǤʹͻͳ͸ ‫ ݔ‬െ ݉ ͷ͸ െ ͷͲǤʹͻͳ͸
ܲൌ൬ ൏ ൏ ൰
ͳͲǤ͵͸ͳͷ ߪ ͳͲǤ͵͸ͳͷ
ܲ ൌ ሺെͲǤͷͳͲ͸ ൏ ‫ ݖ‬൏ ͲǤͷͷͲͻሻ
ൌ ”‡ƒ„‡–™‡‡Ԣ‫ ݖ‬ൌ ͲԢ to Ԣ‫ ݖ‬ൌ െͲǤͷͳͲ͸Ԣ + ”‡ƒ„‡–™‡‡Ԣ‫ ݖ‬ൌ ͲԢ to Ԣ‫ ݖ‬ൌ ͲǤͷͷͲͻԢ
ൌ ͲǤͳͻͷʹ ൅ ͲǤʹͲͻʹ ൌ ͲǤͶͲͶͶ
Mean = 50.2916,
Standard deviation = 10.3615
Probability that an item selected at random lies between 45 and 56 = 0.4044
5. A continuous random variable has a probability density function ࢌሺ࢞ሻ ൌ ૟ሺ࢞ െ ࢞ሻ૛ ǡ
૙ ൑ ࢞ ൑ ࢏Ǥ Find (i) means (ii) variance.
Solution: (i) Mean
λ ͳ ͳ

‡ƒ ൌ ‫ܧ‬ሺ‫ݔ‬ሻ න ‫݂ݔ‬ሺ‫ݔ‬ሻ݀‫ ݔ‬ൌ න ‫ݔ‬Ǥ ͸ሺ‫ ݔ‬െ ‫ ʹ ݔ‬ሻ݀‫ ݔ‬ൌ ͸ නሺ‫ ʹ ݔ‬െ ‫ ͵ ݔ‬ሻ݀‫ݔ‬
െλ Ͳ Ͳ
ͳ
‫ݔ ͵ݔ‬Ͷ ͳ͵ ʹͶ
ൌ ͸ ቈ െ ቉ ൌ ͸ ቊቈ െ ቉ െ ሾͲ െ Ͳሿቋ ൌ ͲǤͷ
͵ Ͷ Ͳ ͵ Ͷ
(ii) Variance
λ ͳ
Consider, σሺ‫ ʹ ݔ‬ሻ ൌ  ‫׬‬െλ ‫ ʹ ݔ‬Ǥ ݂ሺ‫ݔ‬ሻ݀‫ ݔ‬ൌ  ‫ ʹ ݔ Ͳ׬‬Ǥ ͸ሺ‫ ݔ‬െ ‫ ʹ ݔ‬ሻ݀‫ݔ‬
ͳ ͳ
‫ݔ‬Ͷ ‫ݔ‬ͷ
ൌ͸ නሺ‫͵ ݔ‬ െ‫ݔ‬ Ͷ ሻ݀‫ݔ‬
ൌ ͸ቈ െ ቉
Ͷ ͷ Ͳ
Ͳ

ͳͶ ͳͷ
ൌ ͸ ቊቈ െ ቉ െ ሾͲ െ Ͳሿቋ
Ͷ ͷ

‫ ׵‬Variance ൌ σሺ‫ ʹ ݔ‬ሻ െ ሾσሺ‫ݔ‬ሻሿʹ ൌ ͲǤ͵ െ ͲǤͷʹ ൌ ͲǤͲͷ

6 | APPLIED MATHEMATICS - IV

6. Find the moment generating function of Binomial distribution and hence find mean
and variance.

Solution: For binomial distribution,

ܲሺܺ ൌ ‫ݔ‬ሻ ൌ  ݊‫ ݔܥ‬ǡ ‫݊ ݍ ݔ ݌‬െ‫ݔ‬

By definition moment generating function about origin

‫ Ͳܯ‬ሺ‫ݐ‬ሻ ൌ ‫ܧ‬ሺ݁ ‫ ݔݐ‬ሻ
݊ ݊ ݊
‫ݔݐ‬ ݊ ‫݊ ݔ‬െ‫ݔݐ ݔ‬
ൌ  ෍ ‫݁ ݐ݌‬ ൌ ෍  ‫ݍ ݌ ݔܥ‬ ݁ ൌ ෍ ݊ ‫ ݔܥ‬ሺ‫ ݐ ݁݌‬ሻ‫݊ݍ ݔ‬െ‫ݔ‬
‫ݔ‬ൌͲ ‫ݔ‬ൌͲ ‫ݔ‬ൌͲ
݊
‫ ݐ‬ሻ݊
ൌ ሺ‫ ݍ‬൅ ‫݁݌‬ ǥ ǥ ൥‫ ׶‬෍ ݊ ‫݊ ݍ ݔ ܽ ݔܥ‬െ‫ ݔ‬ൌ ሺܽ ൅ ܾሻ݊ ൩
‫ݔ‬ൌͲ
݀‫ݎ‬
Now ߤͳԢ ൌ ቂ ‫Ͳܯ ݎ‬
ሺ‫ݐ‬ሻቃ
݀‫ݐ‬ ‫ݐ‬ൌͲ

݀ ݀
‫ͳߤ ׵‬Ԣ ൌ ൤ ‫ Ͳܯ‬ሺ‫ݐ‬ሻ൨ ൌ ൤ ሺ‫ ݍ‬൅ ‫ ݐ ݁݌‬ሻ݊ ൨
݀‫ݐ‬ ‫ݐ‬ൌͲ ݀‫ݐ‬ ‫ݐ‬ൌͲ

ൌ ሾ݊ሺ‫ ݍ‬൅ ‫ ݐ ݁݌‬ሻ݊െͳ Ǥ ‫ ݐ ݁݌‬ሿ‫ݐ‬ൌͲ ൌ ሾ݊ሺ‫ ݍ‬൅ ‫ Ͳ ݁݌‬ሻ݊െͳ ‫ Ͳ ݁݌‬ሿ

ൌ ሾ݊ሺ‫ ݍ‬൅ ‫݌‬ሻ݊െͳ ‫݌‬ሿ ൌ ሾ݊Ǥ ͳ݊െͳ Ǥ ‫݌‬ሿሺ‫ ݍ ׶‬൅ ‫ ݌‬ൌ ͳሻ

ൌ ݊‫݌‬
݀ʹ ݀ʹ
ߤʹԢ ൌ ቈ ʹ ‫ Ͳܯ‬ሺ‫ݐ‬ሻ቉ ൌ ቈ ʹ ሺ‫ ݍ‬൅ ‫ ݐ ݁݌‬ሻ݊ ቉
݀‫ݐ‬ ‫ݐ‬ൌͲ
݀‫ݐ‬ ‫ݐ‬ൌͲ

݀
ൌ൤ ݊‫݌‬ሺ‫ ݍ‬൅ ‫ ʹ ݁݌‬ሻ݊െͳ ݁ ‫ ݐ‬൨
݀‫ݐ‬ ‫ݐ‬ൌͲ

ൌ ሾ݊‫݌‬ሼ‫ ݍ‬൅ ‫ ݐ ݁݌‬ሽ݊െͳ Ǥ ݁ ‫ ݐ‬൅ ݁ ‫ ݐ‬Ǥ ሺ݊ െ ͳሻሺ‫ ݍ‬൅ ݁ ‫ ݐ‬ሻ݁െʹ ‫ ݐ ݁݌‬ሿ‫ݐ‬ൌͲ

ൌ ݊‫݌‬ሼሺ‫ ݍ‬൅ ‫݌‬ሻ݊െͳ Ǥ ͳ ൅ ͳǤ ሺ݊ െ ͳሻሺ‫ ݍ‬൅ ‫݌‬ሻ݊െʹ ‫݌‬Ǥ ͳሽ

ൌ ݊‫݌‬ሼሺͳሻ݊െͳ ൅ ሺ݊ െ ͳሻሺͳሻ݊െʹ ‫݌‬ሽሺ‫ ݍ ׶‬൅ ‫ ݌‬ൌ ͳሻ

ൌ ݊‫݌‬ሼͳ ൅ ݊‫ ݌‬െ ‫݌‬ሽ ൌ ݊‫݌‬ሼሺ‫ ݍ‬൅ ݊‫݌‬ሻሽሺ‫ ͳ ׶‬െ ‫ ݌‬ൌ ‫ݍ‬ሻ

ൌ ݊‫ ݍ݌‬൅ ݊ʹ ‫ʹ݌‬

‫ ݊ܽ݁ܯ ׵‬ൌ  ߤͳԢ ൌ ݊‫݌‬

‫ ʹߤ݁ܿ݊ܽ݅ݎܸܽ ׵‬ൌ ߤʹԢ െ ߤͳԢʹ ൌ ሺ݊‫ ݍ݌‬൅ ݊ʹ ‫ ʹ݌‬ሻ െ ሺ݊‫݌‬ሻʹ ൌ ݊‫ݍ݌‬

 PROBABILITY | 7

7. Find the M.G.F. of the following distribution.

ࢄǣ െ૛ ૜ ૚
૚ ૚ ૚
ࡼሺࢄ ൌ ࢞ሻ   
૜ ૛ ૟
Hence find first four central moments.
Solution: By definition, Mean ‫ݔ‬ҧ ൌ ‫ܧ‬ሺܺሻ
ͳ ͳ ͳ
ൌ ෍ ‫ ݅݌ ݅ݔ‬ൌ െʹǤ ൅ ͵Ǥ ൅ ͳǤ ൌ ͳ
͵ ʹ ͸
By definition, moment generating function (M.G.F) about mean
‫ ݔܯ‬െ ሺ‫ݐ‬ሻ ൌ ‫ ܧ‬ൌ ൣ݁ ‫ݐ‬ሺ‫ݔ‬െ‫ݔ‬ҧ ൧

ൌ ෍ ݁ ‫ݐ‬ሺ‫ݔ‬െ‫ݔ‬ҧ ሻ ‫ ݅݌‬ൌ ෍ ݁ ‫ݐ‬ሺ‫ݔ‬െͳሻ ‫݅݌‬

ͳ ͳ ͳ
ൌ ݁ െ͵‫ ݐ‬Ǥ ൅ ݁ ʹ‫ ݐ‬Ǥ ൅ ݁ Ͳ‫ ݐ‬Ǥ
͵ ʹ ͸
ͳ െ͵‫ͳ ݐʹ ͳ ݐ‬
ൌ ݁ ൅ ݁ ൅
͵ ʹ ͸
Now, central moments are given by
݀‫ݎ‬
ߤ‫ ݎ‬ൌ ൤ ‫ݔܯ ݎ‬ҧ ሺ‫ݐ‬ሻ൨
݀‫ݐ‬ ‫ݐ‬ൌͲ
݀ ݀ ͳ ͳ ͳ
‫ ׵‬First Central moment ߤͳ ൌ ቂ ‫ݔܯ‬ҧ ቃ ሺ‫ݐ‬ሻ‫ݐ‬ൌͲ ൌ ቂ ቀ ݁ െ͵‫ ݐ‬൅ ݁ ʹ‫ ݐ‬ቁ ൅ ቃ
݀‫ݐ‬ ݀‫ݐ‬ ͵ ʹ ͸ ‫ݐ‬ൌͲ

ͳ ͳ
ൌ  ൤ ݁ െ͵‫ ݐ‬Ǥ െ͵ ൅ ݁ ʹ‫ ݐ‬െ ʹ ൅ Ͳ൨ ǥ ǥ Ǥ Ǥ ሺͳሻ
͵ ʹ ‫ݐ‬ൌͲ

ൌ െͳ ൅ ͳ ൅ Ͳ ൌ Ͳ
݀ʹ ݀ʹ ͳ ͳ ͳ
‫׵‬Second Central moment ߤԢʹ ൌ  ቂ ‫ݔܯ‬ҧ ሺ‫ݐ‬ሻቃ ൌቂ ቀ ݁ െ͵‫ ݐ‬൅ ݁ ʹ‫ ݐ‬ቁ ൅ ቃ
݀‫ʹ ݐ‬ ‫ݐ‬ൌͲ ݀‫͵ ʹ ݐ‬ ʹ ͸ ‫ݐ‬ൌͲ

݀ െ͵‫ݐ‬
ൌ൤ ሺ݁ ൅ ݁ ʹ‫ ݐ‬ሻ൨ ǥ Ǥ Ǥ ”‘‡“—ƒ–‹‘ሺͳሻ
݀‫ݐ‬ ‫ݐ‬ൌͲ

ൌ ሾ݁ െ͵‫ ݐ‬Ǥ െ͵ ൅ ݁ ʹ‫ ݐ‬Ǥ ʹሿ‫ݐ‬ൌͲ ǥ ǥ Ǥ Ǥ ሺʹሻ

ൌ͵൅ʹൌͷ
݀͵ ݀͵ ͳ ͳ ͳ
‫ ׵‬Third Central moment ߤԢ͵ ൌ  ቂ ‫ݔܯ‬ҧ ሺ‫ݐ‬ሻቃ ൌቂ ቀ ݁ െ͵‫ ݐ‬൅ ݁ ʹ‫ ݐ‬ቁ ൅ ቃ
݀‫͵ ݐ‬ ‫ݐ‬ൌͲ ݀‫͵ ݐ‬ ͵ ʹ ͸ ‫ݐ‬ൌͲ
8 | APPLIED MATHEMATICS - IV

݀
ൌ  ൤ ሺ͵݁ െ͵‫ ݐ‬൅ ʹ݁ ʹ‫ ݐ‬ሻ൨ ǥ Ǥ Ǥ ”‘‡“—ƒ–‹‘ሺʹሻ
݀‫ݐ‬ ‫ݐ‬ൌͲ

ൌ ሾ͵݁ െ͵‫ ݐ‬Ǥ െ͵ ൅ ʹ݁ ʹ‫ ݐ‬Ǥ ʹሿ‫ݐ‬ൌͲ ǥ ǥ Ǥ Ǥ ሺ͵ሻ

ൌ  െͻ ൅ Ͷ ൌ െͷ
݀Ͷ ݀Ͷ ͳ ͳ ͳ
‫ ׵‬Fourth Central moment ߤԢͶ ൌ ቂ ‫ݔܯ‬ҧ ሺ‫ݐ‬ሻቃ ൌቂ ቀ ݁ െ͵‫ ݐ‬൅ ݁ ʹ‫ ݐ‬ቁ ൅ ቃ
݀‫ ݐ‬Ͷ ‫ݐ‬ൌͲ ݀‫ ݐ‬Ͷ ͵ ʹ ͸ ‫ݐ‬ൌͲ

݀
ൌ൤ ሺെͻ݁ െ͵‫ ݐ‬൅ Ͷ݁ ʹ‫ ݐ‬ሻ൨ ǥ Ǥ Ǥ ”‘‡“—ƒ–‹‘ሺ͵ሻ
݀‫ݐ‬ ‫ݐ‬ൌͲ

ൌ ሾെͻ݁ െ͵‫ ݐ‬Ǥ െ͵ ൅ Ͷ݁ ʹ‫ ݐ‬Ǥ ʹሿ‫ݐ‬ൌͲ 

ൌ ʹ͹ ൅ ͺ ൌ ͵ͷ
8. The probability density function of a random variable x is

࢞ െ૛ െ૚ ૙ ૚ ૛ ૜
࢖ሺ࢞ሻ ૙Ǥ ૚ ࢑ ૙Ǥ ૛ ૛࢑ ૙Ǥ ૜ ࢑

Find (i) k (ii) mean (iii) variance.

Solution: Consider the probability density function of a random variable ‘‫ ’ݔ‬as

‫ݔ‬ െʹ െͳ Ͳ ͳ ʹ ͵

‫݌‬ሺ‫ݔ‬ሻ ͲǤͳ ݇ ͲǤʹ ʹ݇ ͲǤ͵ ݇

Consider ȭ‫ ܵ ݅݌‬ൌ ͳ

ͲǤͳ ൅ ݇ ൅ ͲǤʹ ൅ ʹ݇ ൅ ͲǤ͵ ൅ ݇ ൌ ͳ
֜ ͲǤ͸ ൅ Ͷ݇ ൌ ͳ
‫ ׵‬Ͷ݇ ൌ ͳ െ ͲǤ͸
֜ Ͷ݇ ൌ ͲǤͶ
‫ ݇ ׵‬ൌ ͲǤͳ
Now we have, Mean =
‫ܧ‬ሺܺሻ ൌ ȭ‫ ݅݌ ݅ݔ‬ൌ ሺെʹሻሺͲǤͳሻ ൅ ሺെͳሻሺͲǤͳሻ ൅ Ͳ ൅ ͳሺͲǤʹሻ ൅ ʹሺͲǤ͵ሻ ൅ ͵ሺͲǤͳሻ
ൌ  െͲǤʹ െ ͲǤͳ ൅ ͲǤʹ ൅ ͲǤ͸ ൅ ͲǤ͵ ൌ ͲǤͺ
‫ ݊ܽ݁ܯ ׵‬ൌ ‫ܧ‬ሺܺሻ ൌ ͲǤͺ
Consider ‫ܧ‬ሺܺ ʹ ሻ ൌ ȭ‫ ݅݌ ʹ݅ݔ‬ൌ ͲǤͶ ൅ ͲǤͳ ൅ ͲǤʹ ൅ ͳǤʹ ൅ ͲǤͻ
‫ܧ‬ሺܺ ʹ ሻ ൌ ʹǤͺ
 PROBABILITY | 9

‫ ݁ܿ݊ܽ݅ݎܸܽ ׵‬ൌ ‫ܧ‬ሺܺ ʹ ሻ െ ሾ‫ܧ‬ሺܺሻሿʹ ൌ ʹǤͺ െ ሾͲǤͺሿʹ

ൌ ʹǤͺ െ ͲǤ͸Ͷ ൌ ʹǤͳ͸
‫ ݁ܿ݊ܽ݅ݎܸܽ ׵‬ൌ ʹǤͳ͸
9. If the height of 500 students is normally distributed with mean 68 inches and standard
deviation of 4 inches, estimate the number of students having height (i) less than 62
inches (ii) between 65 and 71 inches.

Solution: Let ‫ ݔ‬be a normal variate with ߤ ൌ ͸ͺ inches, ߪ ൌ Ͷ inches ,ܰ ൌ ͷͲͲ

We have
‫ ݔ‬െ ߤ ‫ ݔ‬െ ͸ͺ
ܼൌ ൌ
ߪ Ͷ
(i) Consider
͸ʹ െ ͸ͺ
ܲሺ‫ ݔ‬൏ ͸ʹሻ ൌ ܲ ൬ܼ ൏ ൰ ൌ ܲሺܼ ൏ െͳǤͷሻ ൌ ”‡ƒ„‡–™‡‡ܼ ൌ െλ‫ ܼ݋ݐ‬ൌ െͳǤͷ
Ͷ
ൌ ͲǤͷ െ ”‡ƒ„‡–™‡‡ܼ ൌ Ͳܼܽ݊݀ ൌ ͳǤͷ ൌ ͲǤͷ െ ͲǤͶ͵͵ʹ
ൌ ܲሺܺ ൏ ͸ʹሻ ൌ ͲǤͲ͸͸ͺ
‫ ׵‬No. of students with height less than 62 inches.
ൌ ܰܲሺܺ ൏ ͸ʹሻ ൌ ͷͲͲሺͲǤͲ͸͸ͺሻ ൌ ͵͵ǤͶ ൌ ͵͵
(ii) Now consider
ܲሺ͸ͷ ൏ ‫ ݔ‬൏ ͹ͳሻ ൌ ܲሺെͲǤ͹ͷ ൏ ܼ ൏ ͲǤ͹ͷሻ ൌ ʹሺ”‡ƒ„‡–™‡‡ܼ ൌ Ͳ‫ ܼ݋ݐ‬ൌ ͲǤ͹ͷሻ
ൌ ʹሺͲǤʹ͹͵Ͷሻ
ܲሺ͸ͷ ൏ ‫ ݔ‬൏ ͹ͳሻ ൌ ͲǤͷͶ͸ͺ
No. of students with height between 65 and 71 inches
ൌ ܰܲሺ͸ͷ ൏ ‫ ݔ‬൏ ͹ͳሻ ൌ ͷͲͲሺͲǤͷͶ͸ͺሻ ൌ ʹ͹͵ǤͶ ൌ ʹ͹͵
No. of students with height between 65 inches and 71 inches = 273
10. Fit a Poisson distribution to the following data.

࢞ ૙ ૚ ૛ ૜ ૝ ૞ ૟ ૠ ૡ
ࢌ ૞૟ ૚૞૟ ૚૜૛ ૢ૛ ૜ૠ ૛૛ ૝ ૙ ૚

Solution: Let fm be the mean of Poisson distribution. The probability function is given by
݁ െ݉ Ǥ ݉ ‫ݔ‬
ܲሺܺ ൌ ‫ݔ‬ሻ ൌ
‫ݔ‬Ǩ
10 | APPLIED MATHEMATICS - IV

Consider the following table.

‫ݔ‬ ݂ ‫ ݂݅ ݅ݔ‬ ܲሺܺ ൌ ‫ ͳݔ‬ሻ ൌ ܲͳ  š’‡ –‡† ”‡“—‡ › ൌ ܰǤ ܲ݅

Ͳ ͷ͸ Ͳ ͲǤͳ͵ͻʹ ͸ͻǤ͸ ؆ ͹Ͳ
ͳ ͳͷ͸ ͳͷ͸ ͲǤʹ͹Ͷͷ ͳ͵͹Ǥʹ ؆ ͳ͵͹
ʹ ͳ͵ʹ ʹ͸Ͷ ͲǤʹ͹Ͳ͹ ͳ͵ͷǤ͵ ؆ ͳ͵ͷ
͵ ͻʹ ʹ͹͸ ͲǤͳ͹͹ͻ ͺͺǤͻ ؆ ͺ͹
Ͷ ͵͹ ͳͶͺ ͲǤͲͺ͹͹ Ͷ͵Ǥͺ ؆ ͶͶ
ͷ ʹʹ ͳͳͲ ͲǤͲ͵Ͷ͸ ͳ͹Ǥʹ ؆ ͳ͹
͸ Ͷ ʹͶ ͲǤͳͳͶ ͷǤ͸ ؆ ͸
͹ Ͳ Ͳ ͲǤͲͲ͵ʹ ͳǤ͸ ؆ ʹ
ͺ ͳ ͺ ͲǤͲͲͲͺ ͲǤ͵ ؆ Ͳ

ȭ‫ͻ ݂݅ ݅ݔ‬ͺ͸
݉ൌ ൌ ൌ ͳǤͻ͹ʹ
ȭ݂݅ ͷͲͲ
We have,
݁ െͳǤͻ͹ʹ Ǥ ሺͳǤͻ͹ʹሻ ‫ݔ‬
ܲሺܺ ൌ ‫ݔ‬ሻ ൌ
‫ݔ‬Ǩ
11. If x is a continuous random variable with the probability density function given by

࢑൫࢞ െ ࢞૜ ൯ ૙ ൑ ࢞ ൑ ૚
ࢌሺ࢞ሻ ൌ ൜ 
૙ ‫܍ܛܑܟܚ܍ܐܜܗ‬
Find (i) k , (ii) the mean of distribution. 
Solution: Let ‫ ݔ‬be a continuous random variable with the probability density function
͵ሻ
݂ሺ‫ݔ‬ሻ ൌ ൜݇ሺ‫ ݔ‬െ ‫ݔ‬ Ͳ ൑ ‫ ݔ‬൑ ͳ
Ͳ ‘–Š‡”™‹•‡
We have,
λ

න ݂ሺ‫ݔ‬ሻ݀‫ ݔ‬ൌ ͳ
െλ
ͳ

න ݇ሺ‫ ݔ‬െ ‫ ͵ ݔ‬ሻ݀‫ ݔ‬ൌ ͳ

Ͳ
ͳ
‫ݔ ʹݔ‬Ͷ
݇ቈ െ ቉ ൌ ͳ
ʹ Ͷ Ͳ
 PROBABILITY | 11

ͳ ͳ
‫ ݇ ׵‬൤ െ ൨ ൌ ͳ
ʹ Ͷ
݇
֜ ൌ ͳ
Ͷ
‫ܭ׵‬ൌͶ
We have
ͳ ͳ

‫ ݊ܽ݁ܯ‬ൌ න ‫݂ݔ‬ሺ‫ݔ‬ሻ݀‫ ݔ‬ൌ න ͶǤ ‫ݔ‬ሺ‫ ݔ‬െ ‫ ͵ ݔ‬ሻ݀‫ݔ‬

Ͳ Ͳ
ͳ ͳ
‫ݔ ͵ݔ‬ͷ
ൌ Ͷ නሺ‫ ʹ ݔ‬െ ‫ ݔ‬Ͷ ሻ݀‫ ݔ‬ൌ Ͷ ቈ െ ቉
͵ ͷ Ͳ
Ͳ

ͳ ͳ ʹ ͺ
ൌ Ͷ൤ െ ൨ ൌ Ͷ൤ ൨ ൌ
͵ ͷ ͳͷ ͳͷ
ͺ
‫ ݊ܽ݁ܯ ׵‬ൌ
ͳͷ
12. The marks of 1000 students in an examination are found to be normally distributed
with mean 70 and standard deviation 5, estimate the number of students. Whose
marks will be (i) between 60 and 74 (ii) more than 75.

Solution: We have ܰ ൌ ͳͲͲͲǡ ߤ ൌ ͹Ͳǡ ߪ ൌ ͷ

We have standard normal variable as,
‫ ݔ‬െ ߤ ‫ ݔ‬െ ͹Ͳ
ܼൌ ൌ
ߪ ͷ
(i) Now consider the probability for 60 and 70
͸Ͳ െ ͹Ͳ
‫ ݔݎ݋ܨ‬ൌ ͸Ͳ‫ ݖ‬ൌ ൌ െʹ
ͷ
͹ͷ െ ͹Ͳ
‫ ݔ‬ൌ ͹ͷ‫ ݖ‬ൌ ൌͳ
ͷ
We have, ܲሺ͸Ͳ ൏ ‫ ݔ‬൏ ͹ͷሻ ൌ ܲሺെʹ ൑ ‫ ݖ‬൑ ͳሻ
ൌ ”‡ƒˆ”‘‫ ݖ‬ൌ െʹ–‘‫ ݖ‬ൌ Ͳ ൅ ”‡ƒˆ”‘‫ ݖ‬ൌ Ͳ‫ ݖ݋ݐ‬ൌ ͳ
ൌ ͲǤͶ͹͹ʹ ൅ ͲǤ͵Ͷͳ͵ ൌ ͲǤͺͳͺͷ
Numbers of students between 60 and 75
ൌ ͳͲͲͲܲሺ͸Ͳ ൏ ‫ ݔ‬൏ ͹ͷሻ
ൌ ͳͲͲሺͲǤͺͳͺͷሻ ൌ ͺͳͺǤͷ ؆ ͺͳͻ
12 | APPLIED MATHEMATICS - IV

(ii) Numbers of students more than 75

ܺ ൌ ͹ͷǡ‫ ݖ ׵ ݖݎ݋ܨ‬ൌ ͳ
ܲሺ‫ ݔ‬൐ ͹ͷሻ ൌ ܲሺ‫ ݖ‬൐ ͳሻ
ൌ ͲǤͷ െ ”‡ƒˆ”‘‫ ݖ‬ൌ Ͳ‫ ݖ݋ݐ‬ൌ ͳ
ൌ ͲǤͷ െ ͲǤ͵Ͷͳ͵
ൌ ͲǤͳͷͺ͹
ܲሺܺ ൐ ͹ͷሻ ൌ ͲǤͳͷͺ͹
Numbers of students more than 75 ܰܲሺܺ ൐ ͹ͷሻ
ൌ ͲǤͳͷͺ͹ ൈ ͳͲͲͲ ൌ ͳͷͺǤ͹ ؆ ͳͷͻ
‫ ׵‬Numbers of studnets more than 75 marks ؆ ͳͷͻ
13. Fit a Binomial distribution to the following data.

࢞ ૙ ૚ ૛ ૜ ૝ ૞ ૟
ࢌ ૞ ૚ૡ ૛ૡ ૚૛ ૠ ૟ ૝

Solution: Let x be a binomial variate.

We have ݊ ൌ ͸
The probability distribution function is given as and ܰ ൌ ͺͲ
ܲሺܺ ൌ ‫ݔ‬ሻ ൌ ͸‫ ݍ ݔ ܲ ݔܥ‬͸െ‫ݔ‬

Consider the following table

‫ݔ‬ ݂ ‫ ݂݅ ݅ݔ‬ ܲሺܺ ൌ ‫ ͳݔ‬ሻ ൌ ܲͳ  š’‡ –‡† ”‡“—‡ › ൌ ܰǤ ܲ݅

Ͳ ͷ Ͳ ͲǤͲͶ͸͹ ͵Ǥ͹͵ʹͷ ؆ Ͷ
ͳ ͳͺ ͳͺ ͲǤͳͺ͸͸ ͳͶǤͶʹͻͻ ؆ ͳͷ
ʹ ʹͺ ͷ͸ ͲǤ͵ͳͳͲ ʹͶǤͺͺ͵ʹ ؆ ʹͷ
͵ ͳʹ ͵͸ ͲǤʹ͹͸ͷ ʹʹǤͳͳͺͶ ؆ ʹʹ
Ͷ ͹ ʹͺ ͲǤͳ͵ͺʹ ͳͳǤͲͷͻʹ ؆ ͳͳ
ͷ ͸ ͵Ͳ ͲǤͲ͵͸ͻ ʹǤͻͶͻͳ ؆ ͵
͸ Ͷ ʹͶ ͲǤͲͲͶͳ ͲǤ͵ʹ͹͹ ؆ ͸
We have
ȭ‫ʹͻͳ ݂݅ ݅ݔ‬
‫ݔ‬ҧ ൌ ൌ ൌ ʹǤͶ
ܰ ͺͲ
 PROBABILITY | 13

And ‫ݔ‬ҧ ൌ ݊‫݌‬

‫ ݌݊ ׵‬ൌ ʹǤͶ
ʹǤͶ
‫݌׵‬ൌ ൌ ͲǤͶ
͸
‫ ݍ‬ൌ ͳ െ ‫ ݌‬ൌ ͳ െ ͲǤͶ
‫ ݍ ׵‬ൌ ͲǤ͸
Consider ܲሺܺ ൌ ‫ݔ‬ሻ ൌ ͸‫ ݔܥ‬ሺͲǤͶሻ‫ ݔ‬ሺͲǤ͸ሻ͸െ‫ݔ‬

ܲሺܺ ൌ Ͳሻ ൌ ͲǤͲͶ͸͹ Expected frequency = ܰܲ݅

ܲሺܺ ൌ ͳሻ ൌ ͲǤͳͺ͸͸ ܲሺܺ ൌ ʹሻ ൌ ͲǤ͵ͳͳͲ
ܲሺܺ ൌ ͵ሻ ൌ ͲǤʹ͹͸ͷ ܲሺܺ ൌ Ͷሻ ൌ ͲǤͳ͵ͺʹ
ܲሺܺ ൌ ͷሻ ൌ ͲǤͲ͵͸ͻ ܲሺܺ ൌ ͸ሻ ൌ ͲǤͲͲͶͳ
14. If a random variable X follows the poission distribution such that
ࡼሺࢄ ൌ ૚ሻ ൌ ૛ࡼሺࢄ ൌ ૛ሻ
Find mean, the variance and the distribution and ࡼሺࢄ ൌ ૜ሻ.
Solution: Let ݉ be the parameter of poission distribution and ‫ ݔ‬be a poisons variable.
‫ ׵‬we have
݁ െ݉ Ǥ ݉ ‫ݔ‬
ܲሺܺ ൌ ‫ݔ‬ሻ ൌ
‫ݔ‬Ǩ
We consider, ܲሺܺ ൌ ͳሻ ൌ ʹܲሺܺ ൌ ʹሻ
݁ െ݉ Ǥ ݉ͳ ʹ݁ െ݉ Ǥ ݉ʹ
ൌ
ͳǨ ʹǨ
‫݉׵‬ൌͳ
‫ ƒ‡‡Š ׵‬ൌ ˜ƒ”‹ƒ ‡ ൌ ͳ
Now we have
݁ െ݉ Ǥ ݉ ‫ ݁ ݔ‬െͳ Ǥ ͳ͵
ܲሺܺ ൌ ͵ሻ ൌ ൌ ൌ ͲǤͲ͸ͳ͵
‫ݔ‬Ǩ ͵Ǩ
‫ܲ ׵‬ሺܺ ൌ ͵ሻ ൌ ͲǤͲ͸ͳ͵
15. If ࢞ is a normal variate with mean 10 and standard deviation 4 find (i) ࢖ሺȁ࢞ െ ૚૝ȁ ൏
ͳሻ , (ii) ࢖ሺ૞ ൑ ࢞ ൑ ૚ૡሻ (iii) ࢖ሺ࢞ ൑ ૚૛ሻǤ

Solution: Let ߤ ൌ ͳͲ, ߪ ൌ Ͷ we define standard normal vitiate z as

‫ ݔ‬െ ߤ ‫ ݔ‬െ ͳͲ
‫ݖ‬ൌ ൌ
ߪ Ͷ
14 | APPLIED MATHEMATICS - IV

(i) When ‫ ݔ‬ൌ ͳͶ,

ͳͶ െ ͳͲ
‫ݖ‬ൌ ൌͳ
Ͷ
We have
‫݌‬ሺȁ‫ ݔ‬െ ͳͶȁ ൑ ͳሻ ൌ ‫݌‬ሺȁ‫ݖ‬ȁ ൑ ͳሻ ൌ ”‡ƒ„‡–™‡‡‫ ݖ‬ൌ െͳƒ†‫ ݖ‬ൌ ͳ
ൌ ʹƒ”‡ƒ„‡–™‡‡‫ ݖ‬ൌ Ͳܽ݊݀‫ ݖ‬ൌ ͳ
ൌ ʹሺͲǤ͵Ͷͳ͵ሻ ൌ ͲǤ͸ͺʹ͸
‫ܲ ׵‬ሺȁ‫ ݔ‬െ ͳͶȁ ൑ ͳሻ ൌ ͲǤ͸ͺʹ͸
(ii) When ‫ ݔ‬ൌ ͷ ,
ͷ െ ͳͲ
‫ݖ‬ൌ ൌ െͳǤʹͷ
Ͷ
‫ ݔ‬ൌ ͳͺǡ
Ͳͺ െ ͳͲ
‫ݖ‬ൌ ൌʹ
Ͷ
‫݌ ׵‬ሺͷ ൑ ‫ ݔ‬൑ ͳͺሻ ൌ ‫݌‬ሺെͳǤʹͷ ൑ ‫ ݖ‬൑ ʹ
ൌ ”‡ƒ„‡–™‡‡‫ ݖ‬ൌ  െͳǤʹͷܽ݊݀‫ ݖ‬ൌ ʹ
ൌ ”‡ƒ„‡–™‡‡‫ ݖ‬ൌ Ͳܽ݊݀
‫ ݖ‬ൌ െͳǤʹͷ ൅ ”‡ƒ„‡–™‡‡݊‫ ݖ‬ൌ Ͳܽ݊݀‫ ݖ‬ൌ ʹ
ܲሺͷ ൑ ‫ ݔ‬൑ ͳͺሻ ൌ ͲǤ͵͸ͶͶ ൅ ͲǤͶ͹͹ʹ ൌ ͲǤͺ͹ͳ͸
(iii) When x=15.
ͳʹ െ ͳͲ
‫ݖ‬ൌ ൌ ͲǤͷ
Ͷ
‫݌‬ሺ‫ ݔ‬൑ ͳʹሻ ൌ ‫݌‬ሺ‫ ݖ‬൏ ͲǤͷሻ
ൌ ”‡ƒ„‡–™‡‡ െ λ‫Ͳ݋ݐ‬Ǥͷ
ൌ ”‡ƒ„‡–™‡‡‫ ݖ‬ൌ െλ‫ ݖ݋ݐ‬ൌ Ͳ ൅ ሺ”‡ƒ„‡–™‡‡‫ݖ‬
ൌ Ͳ‫ ݖ݋ݐ‬ൌ ͲǤͷሻ
ൌ ͲǤͷ ൅ ͲǤͳͻͳͷ ൌ ͲǤ͸ͻͳͷ
‫݌‬ሺ‫ ݔ‬൑ ͳʹሻ ൌ ͲǤ͸ͻͳͷ
 PROBABILITY | 15

PROBLEMS
1. Write down the probability distribution of the sum of numbers appearing on the toss of
two unbiased dice.
2. The probability density function of a random variable X is
X 0 1 2 3 4 5 6
P(X=x) k 3k 5k 7k 9k 11k 13k

Find P(X൏ Ͷሻǡ P(3൏  ൑ ͸ሻ

[Ans: K=1/49,16/49,33/49]
3. Given the following probability function of a discrete random variable X
X 0 1 2 3 4 5 6 7
P(X=x) 0 c 2c 2c 3c  ʹ ͹ ʹ +c
ʹ ʹ

(a) Find c,
(b) Find P(X൒ ͸ሻ
(c) Find P(X൏ ͸ሻ
(d) Find k if ,P (X ൑ ݇ሻ ൐ ͳൗʹǡ where k is a positive integer.
(e) P (1.5 ൏ ܺ ൏ ͶǤͷȀܺ ൐ ʹሻ
[Ans: (a) C=0.1, (b) 0.19, (c) 0.81, (d) k=4, (e) 5/7]
4. A.r.v has the following probability distribution
X -2 -1 0 1 2
P(X=x) 1/5 1/5 2/5 2/15 1/15
Find the probability distribution of
(i)V= ܺ ʹ ൅ ͳ
(ii)W=ܺ ʹ ൅ ʹ‫ ݔ‬൅ ͵
͵ܿ
5. If p(x) = ‫ ݔ‬ǡ X = 0 1,2,3 is a probability function of a random variable X, Obtain the table
ͺ
of probability mass function and the distribution . Also evaluate.
(i)P(0൏ ܺ ൏ ʹሻ
(ii)P(X൑ ʹሻǤ
[Ans: (i)3/8, (ii)1/2]
6. A random variable takes value 1,2,3,4 such that 2P (X=1) =3P (X=2) = P (X=3)=5P (X =
4 ),find the probability distribution and the cumulative distribution function.
7. A shipment of 8 microcomputers contains 3 that are defective .if a college makes a
random purchase of 2 of these computers, find the probability distribution of the defective
computers.
16 | APPLIED MATHEMATICS - IV

8. A continuous random variable X has the following probability law f(x) = ݇‫ ʹ ݔ‬ǡ Ͳ ൑ ‫ ݔ‬൑ ʹ.
Determine k and find the probabilities that
(i) 0.2൑ ܺ ൑ ͲǤͷ
͵ ͳ
(ii) X ൒ given that X ൒
Ͷ ʹ

9. Let X be continuous random variable with p.d.f f(x) =kx (1-x),0൑ ‫ ݔ‬൑ ͳǤ Find k and
determine a number b such that P(X൑ „ሻ ൌ ሺ ൒ „ሻ
[Ans: ܾ ൌ ͳȀʹሿ
10. The probability that a person will die in the time interval (‫ ͳݐ‬ǡ ‫ ʹݐ‬ሻ is given by
‫ݐ‬
ܲሺ‫ ͳݐ‬൑ – ൑ ‫ ʹݐ‬ሻ ൌ ‫݂ ʹ ݐ׬‬ሺ‫ݐ‬ሻ݀‫ ݐ‬where, ݂ሺ‫ݔ‬ሻ ൌ ‫Ͳͳܺ͵ ׬‬െͻ ሺͳͲͲ‫ ݐ‬െ ‫ ʹ ݐ‬ሻʹ ǡ ‫ ݋‬൏ ‫ ݐ‬൏ ͳͲͲ
ͳ
0, elsewhere.
Find (i) The probability that Mr. X will die between the ages 60 and 70
(ii)The probability that he will die between the ages 60 and 70, given that he has
survived upto age 60
Ͳ
‫ݔʹۓ‬൅͵ ˆ‘”š ൏ ʹ
11. A function is defined as ݂ሺ‫ݔ‬ሻ ൌ ͳͺ ˆ‘”ʹ ൑ š ൑ Ͷ
‫Ͳ ۔‬ ˆ‘”š ൐ Ͷ
‫ͳ ە‬
Show that ݂ሺ‫ݔ‬ሻ is a probability density function and find the probability that 2 ൏ ‫ ݔ‬൏ ͵
[Ans: 4/9]
12. Let X be continuous random variable with probability distribution
‫ݔ‬
൅ ݇ǡ Ͳ ൑ ‫ ݔ‬൑ ͵
͸
ܲሺ‫ݔ‬ሻ ൌ ቐ  . Find k and P(1൑ ܺ ൑ ʹሻ
Ͳǡ ‡Ž•‡™Š‡”‡
[Ans: K=1/2,1/3]
13. Find the value of k such that following will be the probability density function. Find also
݇‫ Ͳݔ‬൑ ܺ ൑ ͳ
P(X൑ ͳǤͷሻ, ‫ܨ‬ሺ‫ݔ‬ሻ ൌ ൝݇ͳ ൑ ܺ ൑ ʹ
݇ሺ͵ െ ‫ݔ‬ሻʹ ൑ ݇ ൑ ͵
[Ans: k=1/2,1/2]
14. The diameter say X of an electric cable is assumed to be a continuous random variable
with ‫݌‬Ǥ ݀Ǥ ݂Ǥ ݂ሺ‫ݔ‬ሻ ൌ ͸‫ݔ‬ሺͳ െ ‫ݔ‬ሻǢ Ͳ ൑ ‫ ݔ‬൑ ͳǤ
(a) Is it probability distribution function ?
(b) Obtain cumulative distribution function.
ͳ ͳ ʹ
(c) Compute ܲሼܺ ൑ ൗ ൑ ܺ ൑ ሽ
ʹ ͵ ͵
(d) Determine K, so that ܲሺܺ ൏ ‫ܭ‬ሻ ൌ ܲሺܺ ൐ ‫ܭ‬ሻǤ
 PROBABILITY | 17

MATHEMATICAL EXPECTATION
1. A fair coin is tossed 3 times. A person receives Rs.ܺ ʹ if he gets X heads .Find his
expectation.
2. Find the expectation of
(a) The sum
(b) The product of the number of points on the throw of n dice
3. A box contains ‘a’ white balls and ‘b’ black balls.‘c’ balls are drawn from the box at
random. Find the expected value of the number of white balls.
4. The daily consumption of electric power (in million kwh) is a random variable X with
݇‫ ݁ݔ‬െ‫ݔ‬Ȁ͵ ݂‫ ݔݎ݋‬൐ Ͳ
probability distribution function ݂ሺ‫ݔ‬ሻ  ൌ  ൜
Ͳ݂‫ ݔݎ݋‬൒ Ͳ
Find the value of k the expectation of k and the probability that on a given day the electric
consumption is more than expected value.
ͳ
5. A player throwing an ordinary die is receive Rs. ݊ where n denotes the number of throws
ʹ
required to first 3. Then his expectation.
6. Three fair coins are tossed .Find the expectation and the variance of numberof heads .
7. A continuous random variable X has the density function f(x) = k(1+x) where 2 ൑ ‫ ݔ‬൑ ͷ,
Find k, p(X൑ Ͷሻ and E (X) .
8. A discrete random variable has the probability density function given below
ܺǣ െʹ െͳ Ͳ ͳ ʹ ͵
ሺ ൌ šሻǣͲǤʹ ݇ ͲǤͳʹ݇ ͲǤͳʹ݇
Find k, the mean and variance
9. If the mean of the following distribution is 16 find m, n and variance
ܺǣ ͺ ͳʹ ͳ͸ ʹͲ ʹͶ
ሺ ൌ šሻǣͳȀͺ݉ ݊ ͳȀͶͳȀͳʹ
10. A continuous random variable X has the P.d.f defined by f(x) = A +Bx, 0 ൑ ‫ ݔ‬൑ ͳ .If the
mean of the distribution is ½, find A and B.
11. A continuous random variable has probability density function f(x) = 6(x-‫ ʹ ݔ‬ሻǡͲ ൑ ‫ ݔ‬൑ ͳǤ
(a) Mean
(b) Variance
(c) Median
(d) Mode
݇‫ݔ‬ǡ Ͳ ൑ ‫ ݔ‬൑ ʹ
12. If the probability density of a random variable is given by ݂ሺ‫ݔ‬ሻ ൌ ൝ ʹ݇ ʹ ൑ ‫ ݔ‬൑ Ͷ
͸݇ െ ݇‫ ݔ‬Ͷ ൑ ‫ ݔ‬൑ ͸
Find (i) k, (ii) P(1൑ ‫ ݔ‬൑ ͵ሻǡ (iii) ߨത
18 | APPLIED MATHEMATICS - IV

݇‫ ݁ ʹ ݔ‬െ‫ ݔ‬ǡ ‫ ݔ‬൐ Ͳ

13. ݂ሺ‫ݔ‬ሻ  ൌ  ൜
Ͳǡ ‫ ݔ‬൏ Ͳ
(a) find k,
(b) ܺത
(c) ߪ ʹ
14. The length of time (in minutes) a lady speaks on telephone is found to be a random
െ‫ݔ‬Ȁͷ ݂‫ ݔݎ݋‬൒ Ͳ
variable with probability density function ݂ሺ‫ݔ‬ሻ ൌ ൜‫݁ܣ‬
Ͳ ݈݁‫݁ݎ݄݁ݓ݁ݏ‬
Find A and the probability that she will speak for (i) more than 10 minutes (ii) less than 5
minutes,(iii) between 5 and 10 minutes
15. ݂ሺ‫ݔ‬ሻ is probability density function of a continuous random variate, find k mean and
݇‫ Ͳ ʹ ݔ‬൑ ‫ ݔ‬൑ ͳ
variance. ݂ሺ‫ݔ‬ሻ ൌ ൜
ሺʹ െ ‫ݔ‬ሻʹ ͳ ൑ ‫ ݔ‬൑ ʹ
16. A continuous random variable X has the probability density function given by
ʹܽ‫ ݔ‬൅ ܾ Ͳ ൑ ‫ ݔ‬൑ ʹ
݂ሺ‫ݔ‬ሻ ൌ ቄ
Ͳ ‫݁ݏ݅ݓݎ݄݁ݐ݋‬
If the mean of the distribution is 3 ,find constants a and b.
17. The probability distribution of discrete random variable is given by
Ͳ
ʹ‫ ݔ‬൅ ͵ ‫ݔ‬൏ʹ
݂ሺ‫ݔ‬ሻ ൌ ൞ ʹ ൑ ‫ ݔ‬൑ Ͷ
ͳͺ ‫ݔ‬൐Ͷ
Ͳ
Find the mean and variance.
18. The probability distribution of a discrete random variable is given by
ܺǣ Ͳ ͳ ʹ ͵
ሺ ൌ šሻǣ݇ ͲǤ͵ͲǤͷ݇
If Y = ܺ ʹ ൅ ʹܺ , find the probability distribution of Y mean Variance of Y What is the
probability that 1 ൏ ‫ ݕ‬൏ ͳͲ ?
19. If X is a random variate and a,b are constants then PT V(aX+b) = ƒʹ ሺሻ
20. PT V (ܽͳ ܺͳ ൅ ܽʹ ܺʹ ሻ ൌ ܽͳ ʹܸ ሺܺͳ ሻ ൅ ܽʹ ʹ ܸሺܺʹ ሻ Where ܺͳ and ܺʹ are independent random
variates.
21. For a distribution the mean is 10, variance is 16, ߛͳ is 1 and ߚʹ is 4. Find the first four
moments about the origin. Comment on the nature of the distribution.
22. A random variable X has the following probability mass function.
ܺǣ െʹ ͵ ͳ
ܲሺܺ ൌ šሻǣͳȀ͵ͳȀʹͳȀ͸
Find (i) First four raw moments (ii) first four central moments
 PROBABILITY | 19

23. If X denotes the outcome when a fair die is tossed, find M.G.F. of X and hence, find the
mean and variance of X.
24. Find the M.G.F. of the random variable X whose p.m.f. is given by the example ,also find
the first two moments about the oririon .
ͳ
25. A random variable ܺ has the probability distributionܲሺܺ ൌ šሻ ൌ ͵‫ ݔܥ‬ǡ š ൌ Ͳǡͳǡʹǡ͵ǡ Find
ͺ
the moment generating function of X and then find mean and variance.
26. The first four moments of a distribution about the value 5 are 2, 20, 40, and 50. Calculate
the values of mean variance, ߤ͵ ܽ݊݀ߤͶ
27. If M.G.F. of a discrete random variable X is ݁ Ͷ ሺ݁ ͳ െ ͳሻǡ find ܲሺܺ ൌ ߤ ൅ ߪሻ, where ߤ
andߪ are mean and standard deviation of X.
28. Let X, Y be the numbers obtained on two dice when thrown. Find the expectations of :
(i) X (ii) XെY (iii) 2Xെ3Y
29. A fair coin is tossed till a head appears. What is the expectation of no. of tosses required
30. If the mean of the following distribution is 16 , find m , n and variance :

X : 8 12 16 20 24

P(X=x) : ͳΤͺ m n ͳΤͶ ͳΤͳʹ

͵
31. If a random variable has the moment generating function ‫ ݐܯ‬ൌ , obtain the mean and
͵െ‫ݐ‬
the standard deviation.
32. The first four moments of a distribution about the value 4 of a variable are െͳǤͷǡͳ͹ǡ െ͵Ͳ
and 108. Find the first four central moments.
33. A random variable x has a following P.D.F.

x : -2 3 7
ͳ ͳ ͳ
f(x) :
͵ ʹ ͸

Find M.C.F. and hence find first four central moment.

34. Let x be random variable with p.d.f.

X -3 6 9

P(x) ͳൗ ͳൗ ͳൗ
͸ ʹ ͵

Find mean, variance and also find ‫ܧ‬ሾʹ‫ ݔ‬൅ ͳሿʹ

35. Two unbiased dice are throw find expectation of sum.
20 | APPLIED MATHEMATICS - IV

SOME STANDARD DISCRETE DISTRIBUTIONS

1. Find the Binomial distribution if the mean is 4 and variance is 3 . Find also its mode.
2. With usual notation find p of Binomial Distribution if n=6 , 9P (X = 4)= P(X = 2).
3. The ratio of the probability of 3 successes in 5 independent trials to the probability of 2
successes in 5 trials is ¼ , what is the probability of 4 successes in 6 independent trials ?
4. If m things are distributed among ‘a’ men and ‘b’ women , Show that the probability that
ͳ ሺܾ൅ܽሻ݉ െሺܾെܽሻ݉
the number of things received by men is odd is ቂ ቃ
ʹ ሺܾ൅ܽሻ݉
5. A communication system consists of n components, each of which functions
independently with probability p. The total system will be able to function effectively if
atleast one – half of its components are functioning. For what value of p is a 5-component
system more likely to operate effectively than a 3-component system?
6. In a precision bombing attack there is a 50% chance that any one bomb will strike the
target. Two direct hits are required to destroy the target completely. How Many bombs
must be dropped to give at least 99% chance of destroying the target ?
7. Seven Dies are thrown 729 times. How many times do you expect at least four dice to
show three or five?
8. Let X,Y be two independent binomial variates with parameters ݊ͳൌ͸ǡ‫݌‬ൌͳȀʹ and ݊ʹൌͶǡ‫݌‬ൌͳȀʹ
respectively. Evaluate P(X+Y) = 3.
9. Seven coins are tossed and the number of heads obtained is noted. The experiment is
repeated 128 times and the following distribution is obtained.
No of Heads : 0, 1 , 2 , 3 , 4 , 5 , 6 , 7 Total
Frequency: 7, 6, 19, 35, 30, 23, 7, 1 128
Fit a Binomial distribution if (i) The coins are unbiased, (ii) if the nature of the coins is
not known.
10. Find the Binomial distribution if the mean is 5 and the variance is 10/3. Find P(X = 2).
11. Find ሺ ൒ ͳሻ , where X is a binomial variate with mean 4 and variance 3.
12. The incidence of an occupational disease in an industry is such that the workers have 20%
chance of suffering from it. What is the probability that out of 6 workers 4 or more will
catch the disease ?
13. 5 defective bulbs are accidently mixed up with 20 good ones. It is not possible to just
look at the bulb and tell whether or not it is defective . Find the probability distribution of
defective bulbs if 4 bulbs are drawn from this lot.
14. For special security in a certain protected area it was decided to put three lighting bulbs
on each pole. If each bulb has probability ‘p’ of burning out in the first 100 hours of
service, calculate the probability that at least one of them is still good after 100 hours. If p
= 0.3 how many bulbs would be needed on each pole to ensure 99 % safety that at least
one is good after 100 hours? Find also the probability that at least one of the bulbs is still
working after 100 hours.
 PROBABILITY | 21

15. Out of 800 families with 5 children each how many would you expect to have ( i ) 3 boys
and 2 girls, (ii) 5 girls, (iii) 5boys ?
16. Find out the fallacy if any in the following statement.
“If X is a poisson variate such that P ( X = 2 ) = 9 P( X = 4 ) +90 P ( X = 6 ) than mean
of X = 1”
17. If a random variable X follows Poisson distribution such that P ( X = 1) = 2P ( X= 2 ) ,
find the mean and the variance of the distribution . Also find P ( X= 3)
18. An insurance company found that only 0.01% of the population is involved in a certain
type of accident each year. If its 10000 policy holders were randomly selected from the
population, what is the probability that no more than two of its clients are involved in
such accident next year?
19. Find the probability that at most 4 defective bulbs will be found in a box of 200 bulbs if it
is know that 2 percent of the bulbs are defective (given ݁ െͶ ൌ ͲǤͲͳͺ͵)
20. The number of accidents in a year attributed to taxi drivers in a city follows poisson
distribution with mean 3. Out of 1,000 taxi drivers , find approximately the number of
drivers with
(a) No accident in a year
(b) More than 3 accidents in a year ሺ‰‹˜‡ǣ݁ െͳ ൌ ͲǤ͵͸͹ͻǡ ݁ െʹ ൌ ͲǤͳ͵ͷ͵ǡ ݁ െ͵ ൌ ͲǤͲͶͻͺሻ
21. If the variance of the poisson distribution is 1.2 Find the probabilities for r = 1,2,3,4 form
the recurrence relation.
22. In sampling a large number of parts manufactured by a machine, the mean number of
defectives in a sample of 20 is 2. Out of 100 such samples , how many would you expect
to contain 3 defective (i) using the Binomial distribution (ii) poisson distribution
23. For a special security in a certain protected area it was decided to put three lighting bulbs
on each pole. If each bulb has probability 'p' of burning out in the first 100 hours of
service, calculate the probability that atleast one of them is still good after 100 hours,
given p = 0.3.
ܺ
24. If 'X' is binomially distributed with parameter n and p i.e. ̱ܺ‫ܤ‬ሺ݊ǡ ‫݌‬ሻ show that ‫ܧ‬ሺ െ
݊
‫ݍ݌‬
‫݌‬ሻʹ ൌ
݊

25. Fit a Poisson Distribution to the following data :

x: 0 1 2 3 4 5 6 7 8
f(x) : 56 156 132 92 37 22 4 0 1

26. A communication system consists of n components, each of which functions

independently with probability P. The total system will be able to function effectively if
at least one half of its components are functioning. For what value of P is a 5-component
system more likely to operate effectively than a 3- component system ?
22 | APPLIED MATHEMATICS - IV

27. A car hire firm has two cars which it hires out day by day. The number of demands for a
car on each day is distributed as Poisson variate with mean 1.5. Calculated the proportion
of days on which (i) neither car is used (ii) some demand is refused.
28. If on an average one ship in every 10 is wrecked. Find probability that out of 5 ships
expected to arrive, 4 at least will arrive safely.
29. Derive the pdf of Possion's distribution as a limiting case of Binomial distribution and
hence find its means.
30. Fit the Binomial distribution for the following data and test goodness of fit.
No. of boys 0 1 2 3 4 5
No.of families 8 40 88 110 56 18

31. The probability that a man Aged 60 will live upto 70 is 0.65. What is the probability that
out of 10 such men now at 60 atleast 7 will live upto 70?
32. Using passion distribution find approximate value of ͵ͲͲ‫ ʹܥ‬ሺͲǤͲʹሻʹ ሺͲǤͻͺሻʹͻͺ
൅͵ͲͲ‫ ͵ܥ‬ሺǤͲʹሻ͵ ǫ ሺǤͻͺሻʹͻ͹
SOME STANDARD CONT DISTRIBUTIONS
1. If X is a normal variate with mean 10 and standard deviation 4 find
(a) P(ȁܺ െ ͳͶȁ ൏ ͳሻ
(b) P(5൑ ܺ ൑ ͳͺሻ
(c) P(X൑ ͳʹሻ [Ans: (a) 0.6826, (b) 0.8716, (c) 0.6915]
2. In a factory turning out blades in mass production, it was found that in a packet of 100
blades on average 16 blades are defective. Find the standard deviation of the defective
blades. Can the distribution of defective blades be approximated to a normal distribution?
ͳ ‫ ݔ‬െͳ͸ ʹ
ͳ െ ሺ ሻ
If so write its equation. ቂ•ǣܻ ൌ Ǥ ݁ ʹ ͵Ǥ͸͹ ቃ
ξʹߨ ሺ͵Ǥ͸͹ሻ

3. A manufacturer knows form his experience that resistance of resistors he produces is

normal with ߤ ൌ ͳͲͲ ohms and standard deviation ߪ ൌ ʹ ohms. What percentage will
have resistance between 98ohms and 102 ohms? [Ans: 0.6826]
‫ ׵‬Ψ‘ˆ”‡•‹•–‘”•Šƒ˜‹‰”‡•‹•‹ƒ ‡„‡–™‡‡ͻͺƒ†ͳͲʹ ൌ ͸ͺǤʹ͸Ψ
4. If X is a normal variate with mean 25 and standard deviation 5, find the value
(a) of X = ܺͳ ǡ such that ܲሺܺ ൒ ܺͳ ሻ ൌ ͲǤ͵ʹ
(b) of X=ܺʹ ǡ such that ܲሺܺ ൑ ܺʹ ሻ ൌ ͲǤ͹͵
(c) of X= ܺ͵ ǡ such thatܲሺܺ ൑ ܺ͵ ሻ ൌ ͲǤʹͶ
[Ans: (a) P(X൒ ʹ͹Ǥ͵ͷሻ=0.32, (b) P(X൑ ʹͺǤͲͷሻ=0.73, (c) P(X൑ ʹͳǤͶͷሻ=0.24]
5. If ܺͳ and ܺʹ are two independent random variates with means 30 and 25 and variances
16 and 12 and if Y = 3ܺͳ െ ʹܺʹ ǡ ݂݅݊݀ܲሺ͸Ͳ ൑  ൑ ͺͲሻ [Ans: 0.0730]
 PROBABILITY | 23

6. If X and y are two independent random variates N(3,4) and N(8,5) find the probability
that a point (X,Y) will lie between the line 5X+3Y=8 and 5X+3Y=15 [Ans: 0.061]
7. In an examination marks obtained by students in Mathematics ,physics and Chemistry are
normally distributed with means 51,53 and 46 with standard deviation 15,12,16
respectively. Find the probability of securing total marks.
(a) 180 or above
(b) 90 or below. [Ans: 0.0082]
8. The incomes of a group of 10,000 persons were found to be normally distributed with
mean Rs.520 and standard deviation Rs.60 Find
(a) The number of persons having incomes between Rs 400 and 500
(b) The lowest income of the richest 500 [Ans: (a) 0.6687, (b)618.7]
9. If X is normally distributed with mean and standard deviation 4, find
(a) P(5൑ ܺ ൑ ͳͲሻ
(b) P(X൒ ͳͷሻ
(c) P(10൑ ܺ ൑ ͳͷሻ
(d) P(X൑ ͷሻ [Ans: (a) 0.3345 (b) 0.003 (c) 0.0638 (d) 0.4013]
10. The daily sales of a firm are normally distributed with mean Rs 8000 and variance of Rs
10,000
(a) What is the probability that on certain day the sales will be less that Rs 8210?
(b) What is Ψ of days on which the sales will be between Rs 8100 and Rs 8200
[Ans: (a) 0.482, (b)14%]
11. The life of army shoes is normally distributed with mean 8 moths and standard deviation
2 months. If 5000 pairs are issued, how many pairs would be expected to need
replacement after 12 months? [Ans: 2386]
12. In an intelligence test administered to 1000 students the average was 42 and standard
deviation was 24. Find the number of students.
(a) Exceeding 50
(b) Between 30 and 54
(c) The least score of top 100 students [Ans: (a) 129 (b) 383 (c) 72.72]
13. Assuming that the diameters of 1000 brass plugs taken consectively from a Normal
distribution with mean 0.7515 cm . and standard deviation 0.0020 cm .how many plugs
likely to be rejected if the approved diameter is 0.752 േͲǤͲͲͶ cms ? [Ans: 52]
14. The marks of 1000 students of a university are found to be normally distributed with
mean70 and standard deviation 5 Estimate the number of students whose marks will be
(a) Between 60 and 75
24 | APPLIED MATHEMATICS - IV

(b) More then 75,

(c) Less then 68 [Ans: (a) 910, (b) 23, (c) 37]
Ͷ
15. Show that the mean deviation about the mean for a Normal Distribution is ߪ.
ͷ
16. If ܺͳ ǡ ܺʹ ǡ ǥ Ǥ ܺ݊ are Poisson variates with parameter ߣ ൌ ʹǡ use the central limit theorem
to estimate ܲሺͳʹͲ ൏ ܵ݊ ൏ ͳ͸Ͳሻ where ܵ݊ ൌ ܺͳ ൅ ܺʹ ൅ ‫ ڮ‬൅ ܺ݊ and ݊ ൌ ͹ͷǤ
17. The lifetime of a certain brand of electric bulb may be considered a random variable with
mean 1200 hrs. and standard deviation 250 hrs. Using central limit theorem, find the
probability that the average life time of 60 bulbs exceeds 1250 hrs.
18. In a distribution exactly normal 7% of items are under 35 and 89% of the items are under
63. Find probability of items lies between 45 and 55
19. Given a normal distribution with ߤ ൌ ͷͲǡ ߪ ൌ ͳͲ Find the value of x that has
(i) 13% of area to the left (ii) 14% of the area to the right.
20. The marks obtained by students in a college are normally distributed with mean 65 and
variance 25. If 3 students are selected at random from this college what is probability that
at least one of them would have scored more than 75 marks?
PROBABILITY
1. Three urns contain respectively 3 green and 2 white balls, 5 green and 6 white balls, 2
green and 4 white balls. One ball is drawn from each urn. Find the expected number of
white balls drawn out.
2. If 'X' denotes the outcome when a fair die is tossed. Find M.G.F. of 'X' and hence, find
the mean and variance of 'X'.
3. Let 'X' be a continuous random variable with ‫݌‬Ǥ ݀Ǥ ݂Ǥ ݂ሺ‫ݔ‬ሻ ൌ ‫ݔܭ‬ሺͳ െ ‫ݔ‬ሻǡ Ͳ ൑ ‫ ݔ‬൑ ͳǤ Find
'K' and determine a number 'b' such that ܲሺ‫ ݔ‬൑ ܾሻ ൌ ܲሺܺ ൒ ܾሻǤ
4. For a special security in a certain protected area it was decided to put three lighting bulbs
on each pole.
5. If each bulb has probability 'p' of burning out in the first 100 hours of service, calculate
the probability that atleast one of them is still good after 100 hours, given p = 0.3.
6. If 'X' is binomially distributed with parameter n and p i.e. ̱ܺ‫ܤ‬ሺ݊ǡ ‫݌‬ሻ.
ܺ ʹ ‫ݍ݌‬
Show that ‫ ܧ‬ቀ െ ‫݌‬ቁ ൌ .
݊ ݊

7. If M.G.F. of a discrete random variable X is ݁ Ͷ ሺ݁ ͳ െ ͳሻǡ find ܲሺܺ ൌ ߤ ൅ ߪሻ, where

ߤܽ݊݀ߪ are mean and standard deviation of X.
8. Fit a Poisson Distribution to the following data :

x: 0 1 2 3 4 5 6 7 8
f(x) : 56 156 132 92 37 22 4 0 1
 PROBABILITY | 25

Ͷ
9. Show that the mean deviation about the mean for a Normal Distribution is ߪ.
ͷ

10. Let X, Y be the numbers obtained on two dice when thrown. Find the expectations of:
(i) X (ii) XെY (iii) 2Xെ3Y
11. To show that the mean and variance of the Poisson's distribution are both equal to m.
12. A communication system consists of n components, each of which functions
independently with probability P. The total system will be able to function effectively if
at least one half of its components are functioning. For what value of P is a 5-component
system more likely to operate effectively than a 3- component system?
13. A continuous random variable X has the probability distribution
Ͷ
ൈ ሺͻ െ ‫ ʹ ݔ‬ሻǢ Ͳ ൑ ‫ ݔ‬൒ ͵
݂ሺ‫ݔ‬ሻ ൌ ቐͳͺ 
ͲǢ ܱ‫݁ݏ݅ݓݎ݄݁ݐ‬
Find the first four moments about the origin and the mean.
14. If X is normal variate with mean 10 and standard deviation 4. Find :
(a) ܲሺȁ‫ ݔ‬െ ͳͶȁ ൏ ͳሻ
(b) ܲሺͷ ൑ ‫ ݔ‬൑ ͳͺሻ
(c) ܲሺ‫ ݔ‬൑ ͳʹሻ
15. The P.D.F. of random variable X is given by :

x 0 1 2 3 4 5 6

P(x) K 3K 5K 7K 9K 11K 13K

Find: (i) K (ii) ܲሺ‫ ݔ‬൏ Ͷሻ (iii) ܲሺ͵ ൏ ‫ ݔ‬൑ ͸ሻ

16. A fair coin is tossed till a head appears. What is the expectation of no. of tosses required.
17. A random variable X has a following P.D.F.

X -2 3 1

F(x) ͳΤ͵ ͳΤʹ ͳΤ͸

Find M.G.F. and hence find First four central moments.

18. If ܺͳ ǡ ܺʹ ǡ ǥ Ǥ ܺ݊ are Poisson variates with parameter ߣ ൌ ʹǡ use the central limit theorem
to estimate ܲሺͳʹͲ ൏ ܵ݊ ൏ ͳ͸Ͳሻ where ܵ݊ ൌ ܺͳ ൅ ܺʹ ൅ ‫ ڮ‬൅ ܺ݊ and ݊ ൌ ͹ͷǤ
19. The mean and the variance of a binomial distribution are 4 and 4/3 respectively. Find the
distribution and hence find probability of at least 1 success.
26 | APPLIED MATHEMATICS - IV

20. In a examination, the marks obtained by students in Mathematics, Physics and Chemistry
normally distributed with means 40, 46, 44 and with standard deviation 15, 12, 16
respectively. Find the probability of a student securing total marks:
(a) 180 or above
(b) 90 or below
21. The ratio of the probability of 3 successes in 5 independent trials to the probability of 2
successes in 5 independent trials is 1/4. what is the probability of 4 successes in 6
independent trials?
22. If the mean of the following distribution is 16, find m, n and variance :

ܺ ‫׷‬ 8 12 16 20 24

ܲሺܺ ൌ ‫ݔ‬ሻ ‫׷‬ ͳΤͺ m n ͳΤͶ ͳΤͳʹ

͵
23. If a random variable has the moment generating function ‫ ݐܯ‬ൌ , obtain the mean and
͵െ‫ݐ‬
the standard deviation.
24. Find the mean and variance of Poisson Distribution.
25. A manufacturer knows from his experience that the resistance of resistors he produces is
normal with ߤ ൌ ͳͲͲ ohms and standard deviation ߪ ൌ ʹ ohms. What percentage of
resistors will have resistance between 98 ohms and 102 ohms?
26. A sample of 100 students is taken from a large population, the mean heights of students in
this sample is 160 cm. Can it be reasonably regarded that is the population, the mean
height is 165 cm and standard deviation 10 cm.
27. The first four moments of a distribution about the value 4 of a variable are െͳǤͷǡͳ͹ǡ െ͵Ͳ
and 108. Find the first four central moments.
28. A car hire firm has two cars which it hires out day by day. The number of demands for a
car on each day is distributed as Poisson variate with mean 1.5. Calculated the proportion
of days on which (i) neither car is used (ii) some demand is refused.
29. If on an average on ship in every 10 is wrecked. Find probability that out of 5 ships
expected to arrive, 4 at least will arrive safely.
30. The lifetime of a certain brand of electric bulb may be considered a random variable with
mean 1200 hrs. and standard deviation 250 hrs. Using central limit theorem, find the
probability that the average life time of 60 bulbs exceeds 1250 hrs.
31. In a distribution exactly normal 7% of items are under 35 and 89% of the items are under
63. Find probability of items lies between 45 and 55.
32. The diameter say X of an electric cable is assumed to be a continuous random variable
with ‫݌‬Ǥ ݀Ǥ ݂Ǥ Ǣ ݂ሺ‫ݔ‬ሻ ൌ ͸‫ݔ‬ሺͳ െ ‫ݔ‬ሻǢ Ͳ ൑ ‫ ݔ‬൑ ͳǤ
(a) Is it probability distribution function ?
 PROBABILITY | 27

(b) Obtain cumulative distribution function.

ͳ ͳ ʹ
(c) Compute ܲሼܺ ൑ ൗ ൑ ܺ ൑ ሽ
ʹ ͵ ͵

(d) Determine K, so that ܲሺܺ ൏ ‫ܭ‬ሻ ൌ ܲሺܺ ൐ ‫ܭ‬ሻǤ

33. A random variable x has a following P.D.F.

‫׷ ݔ‬ െʹ ͵ ͹

ͳ ͳ ͳ
݂ሺ‫ݔ‬ሻ ‫׷‬
͵ ʹ ͸
Find M.C.F. and hence find first four central moments.
34. If the variance of the Poisson distribution is 3. Find the probability that :
(a) ܲሺ‫ ݔ‬ൌ ʹሻ
(b) ܲሺ‫ ݔ‬൒ ͶሻǤ
35. In a normal distribution 7% of the items are under 35 and 89% are under 63. Find its
mean and standard deviation.
36. Probability of 'A' hitting a target is ʹൗͷ , Probability of 'B' hitting a target is ͳൗͷ ,
Probability of 'C' hitting a target ͶൗͷǤ If they fire the target what is the probability that at
least two shots hit the target?
37. An irregular 6 faced dice is thrown. The probability that in 10 throws it will give 5 even
numbers is twice as likely that it will give four even numbers. How many times in 10,000
sets of throws, would you expect to no even number?
38. Derive the pdf of Possion's distribution as a limiting case of Binomial distribution and
hence find its means.
39. Fit the Binomial distribution for the following data and test goodness of fit.

No. of boys 0 1 2 3 4 5

No. of families 8 40 88 110 56 18

40. Given a normal distribution with ߤ ൌ ͷͲǡ ߪͳͲ Find the value of x that has
(a) 13% of area to the left
(b) 14% of the area to the right.
41. The first four moments of a frequency distribution about the value 4 are -1.5, 17, -30 and
108. Calculate the moments about the mean.
42. A pair of fair dice is rolled once. Let X be the random variable whose value for any
outcome is the sum of two numbers on dice.
28 | APPLIED MATHEMATICS - IV

(a) Find the probability function for X and construct the probability table.
(b) Find the probability that X is an odd number.
(c) Find the probability that X lies between 3 and 9.
43. A skilled typist on routine work kept a record of mistakes made per day during 300
working days. If she made 1 mistake on 143 days, 2 mistakes on 110 days.
Find the number of days on which she made 3 mistakes using Poisson distribution.
44. For a Poisson distribution ܲሺ‫ ݔ‬ൌ ʹሻ ൌ ͻܲሺ‫ ݔ‬ൌ Ͷሻ ൅ ͻͲܲሺ‫ ݔ‬ൌ ͸ሻǡ then find means and
variance of distribution.
45. The PDF of random variable X is given by
݇‫ ʹ ݔ‬ሺʹ െ ‫ݔ‬ሻǢ Ͳ ൑ ‫ ݔ‬൑ ʹ
݂ሺ‫ݔ‬ሻ ൌ ൝ 
Ͳ‘–Š‡”™‹•‡
Find: (i) k, (ii) Mean, (iii) Variance
46. A factory turns out an article by mass production method from past experience it appears
that 20 articles on an average are rejected out of every batch of 100. Find variance of the
number of rejected articles. What is the probability that the number of rejects in a batch
exceed 30?
(Given: Area ሺ‫ ݖ‬ൌ Ͳ‫ ݖ݋ݐ‬ൌ ʹǤͷሻ ൌ ͲǤͶͻ͵ͺሻ
47. A fair coin is tossed till head appears. What is the expectation of the number of tosses
required?
48. If p.d.f. of a random variable is given by,
‫ݔ‬Ǣ Ͳ ൑ൈ൑ ͳ
݂ሺ‫ݔ‬ሻ ൌ ൝ʹ െ ‫ݔ‬Ǣ ͳ ൑ ‫ ݔ‬൑ ʹ
ͲǢ ‫݁ݏ݅ݓݎ݄݁ݐ݋‬
Find the m.g.f. and hence find mean and variance.
49. If ‫ ͳݔ‬and ‫ ʹݕ‬are independent normal variates with mean 30 and 25 and variance 16 and 12
respectively and ‫ ݕ‬ൌ ͵‫ ͳݔ‬െ ‫ ʹݔ‬Ǥ Find ܲሺ͸Ͳ ൑ ‫ ݕ‬൑ ͺͲሻ
50. Let x be random variable with p.d.f.

ܺ െ͵ ͸ ͻ

ܲሺ‫ݔ‬ሻ ͳൗ ͳൗ ͳൗ
͸ ʹ ͵
Find
(a) Mean
(b) variance
(c) ‫ܧ‬ሺʹ‫ ݔ‬൅ሻʹ
 PROBABILITY | 29

51. How many tosses of coin are needed so that the probability of getting at least one head is
87.55%?
52. Two unbiased dice are throw find expectation of sum
53. The probability that a managed 60 will live upto 70 is 0.65. What is the probability that
out of 10 such men now at 60 atleast 7 will line upto 70?
54. The following mistakes per page were observed in a book.

No. of mistakes per page: 0 1 2 3 4 Total

No. of Page: 17167 1861 124 2 1 19155

Fit a poisson distribution and test the goodness fit.

55. Ten individuals are chosen at random from population and they are found to be 63, 63,
64, 65, 66, 69, 70, 71 inches. Discuss the suggestion that mean height of universe is 65
inches.
56. If the probability density function is given by,
݇‫ ʹ ݔ‬ሺͳ െ ‫ ͵ ݔ‬ሻͲ ൑ ‫ ݔ‬൑ ͳ
݂ሺ‫ݔ‬ሻ ൌ ൝ 
Ͳ݈݁‫݁ݎ݄݁ݓ݁ݏ‬
Find
(a) ‫ܭ‬
ͳ
(b) ܲ ቀͲ ൏ ‫ ݔ‬൏ ቁ
ʹ

(c) ‫ݔ‬ҧ
(d) ߪʹ
57. Using passion distribution find approximate value of ͵ͲͲ‫ ʹܥ‬ሺͲǤͲʹሻʹ ሺͲǤͻͺሻʹͻͺ ൅
͵ͲͲ‫ ͵ܥ‬ሺǤͲʹሻ͵ ǫ ሺǤͻͺሻʹͻ͹
58. The marks obtained by students in a college are normally distributed with mean 65 and
variance 25. If 3 students are selected at random from this college what is probability that
atleast one of them would have scored more than 75 marks?
59. If mean of the following distribution is 16. Find min and variance:
ܺ‫׷‬ ͺ ͳʹ ͳ͸ ʹͲ ʹͶ
ͳ ͳ ͳ
ܲሺܺ ൌ ‫ݔ‬ሻǣ ͺ ݉ ݊ Ͷ ͳʹ

60. Find mean and variance of Binomial distribution.

Area Under Standard Normal Curve

The table give the area under the Standard normal curve form ‫ ݖ‬ൌ Ͳ to ‫ ݖ‬ൌ ‫ ͳݖ‬wich is the
probability that z will lie between ‫ ݖ‬ൌ Ͳand ‫ ݖ‬ൌ ‫ ͳݖ‬.
z .00 .01 .02 .03 .04 .05 .06 0.7 .08 .09
0.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239. .0279 .0319 .0359
0.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0753
0.2 .0793 .8832 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141
0.3 .1179 .1217 .1255 .1293 .1331. .1368 .1406 .1443 .1480 .1517
0.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879

0.5 .1915 .9150 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224
0.6 .2257 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2517 .2549
0.7 .2580 .2611 .2642 .2673 .2703 2734 .2764 .2794 .2823 .2852
0.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133
0.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389

1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554 .3577 .3599 .3621
1.1 .3643 .3665 .3686 .3708 .3729 .3749 .3770 .3790 .3810 .3830
1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962 .3980 .3997 .4015
1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131 .4147 .4162 .4177
1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279 .4292 .4306 .4319

1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429 .4441
1.6 .4452 .4463 .4474 .4484 .4495 .4505. .4415 .4525 .4535 .4545
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608 .4616 .4625 .4633
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686 .4693 .4699 .4706
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767

2.0 .4772 .4778 .4783 .4788 .4793 .4798 .4803 .4808 .4812 .4817
2.1 .4821 .4826 .4830 .4834 .4838 .4842 .4846 .4850 .4854 .4857
2.2 .4861 .4864 .4868 .4871 .4875 .4878 .4841 .4884 .4887 .4890
2.3 .4893 .4896 .4898 .4901 .4904 .4906 4909 .4911 .4913 .4916
2.4 .4918 .4920 .4922 .4925 .4927 .4929 .4931 .4932 .4934 .4936

2.5 .4938 .4940 .4941 .4943 .4945 .4946 .4948 .4949 .4951 .4952
2.6 .4953 .4955 .4956 .4957 .4959 .4560 .4961 .4962 .4963 .4964
2.7 .4965 .4966 .4967 .4968 .4969 .4970 .4971 .4972 .4973 .4974
2.8 .4974 .4975 .4976 .4977 .4977 .4978 .4979 .4979 .4980 4981
2.9 .4981 .4982 .4982 .4983 .4984 .4984 .4805 .4985 .4986 .4986

3.0 .4987 .4987 .4987 .4988 .4988 .4989 .4989 .4989 .4990 .4990
2 | APPLIED MATHEMATICS - IV

Percentage Points of t-distribution

Example: For ߔ = 10 d.o.f; ܲሺȁ‫ݐ‬ȁ ൐ ͳǤͺͳʹሻ ൌ ͲǤͳ

‫݌‬Ȁߔ 0.20 0.10 0.05 0.02 0.01

1 3.078 6.314 12.706 31.812 63.657
2 1.886 2.920 4.303 6.965 9.925
3 1.638 2.353 3.182 4.541 5.841
4 1.533 2.132 2.776 3.747 4.604
5 1.476 2.015 2.571 3.365 4.032

6 1.440 1.943 2.447 3.143 3.707

7 1.415 1.895 2.365 2.998 3.499
8 1.397 1.860 2.306 2.896 3.355
9 1.383 1.833 2.262 2.821 3.250
10 1.372 1.812 2.228 2.764 3.169

11 1.363 1.796 2.201 2.718 3.106

12 1.356 1.782 2.179 2.681 3.055
13 1.350 1.771 2.160 2.650 3.012
14 1.345 1.761 2.145 2.624 2.977
15 1.341 1.753 2.131 2.602 2.947

16 1.337 1.746 2.120 2.583 2.921

17 1.333 1.740 2.110 2.567 2.898
18 1.330 1.734 2.101 2.552 2.878
19 1.328 1.729 2.093 2.539 2.861
20 1.325 1.725 2.086 2.528 2.845

21 1.323 1.721 2.080 2.518 2.831

22 1.321 1.717 2.074 2.508 2.819
23 1.319 1.714 2.069 2.500 2.807
24 1.318 1.711 2.064 2.492 2.797
25 1.316 1.708 2.060 2.485 2.287

26 1.315 1.706 2.056 2.479 2.779

27 1.314 1.703 2.052 2.473 2.771
28 1.313 1.701 2.048 2.467 2.763
29 1.311 1.699 2.045 2.462 2.756
30 1.310 1.697 2.042 2.457 2.750

40 1.303 1.684 2.021 2.423 2.704

60 1.296 1.671 2.000 2.390 2.660
120 1.289 1.658 1.980 2.358 2.617
λ 1.282 1.645 1.960 2.325 2.576
 APPLIED MATHEMATICS - IV | 3

Percentage Points of ࢞૛ -distribution

Example: For ߔ = 10 d.o.f
ܲሺ‫ ʹ ݔ‬൐ ͳͷǤͻͻሻ ൌ ͲǤͳͲ

ߔȀ‫݌‬ 0=.99 0.95 0.50 0.10 0.05 0.02 0.01

1 .000157 .00393 .455 2.706 3.841 5.214 6.635
2 .0201 .103 1.386 4.605 5.991 7.824 9.210
3 .115 .352 2.366 6.251 7.815 9.837 11.341
4 .297 .711 3.357 7.779 9.488 11.668 13.277
5 .554 1.145 4.351 9.236 11.070 13.388 15.086
6 .872 1.635 5.348 10.645 12.592 15.033 16.812
7 1.339 2.167 6.346 12.017 14.067 16.622 18.475
8 1.646 2.733 7.344 13.362 15.507 18.168 20.090
9 2.088 3.325 8.343 14.684 16.919 19.679 21.666
10 2.558 3.940 9.340 15.987 18.307 21.161 23.209

11 3.053 4.575 10.341 17.275 19.675 22.618 24.725

12 3.571 5.226 11.340 18.549 21.026 24.054 26.217
13 4.107 5.892 12.340 19.812 22.362 25.472 27.688
14 4.660 6.571 13.339 21.064 23.685 26.873 29.141
15 4.229 7.261 14.339 22.307 24.996 28.259 30.578
16 5.812 7.962 15.338 23.542 26.296 29.633 32.000
17 6.408 8.672 16.338 24.769 27.587 30.995 33.409
18 7.015 9.390 17.338 25.989 28.869 32.346 34.805
19 7.633 10.117 18.338 27.204 30.144 33.687 36.191
20 8.260 10.851 19.337 28.412 31.410 35.020 37.566

21 8.897 11.591 20.337 29.615 32.671 36.349 38.932

22 9.542 12.338 21.337 30.813 33.924 37.659 40.289
23 10.196 13.091 22.337 32.007 35.172 38.968 41.638
24 10.856 13.848 23.337 32.196 36.415 40.270 42.980
25 11.524 14.611 24.337 34.382 37.652 41.566 44.314
26 12.198 15.379 25.336 35.363 38.885 41.856 45.642
27 12.879 16.151 26.336 36.741 40.113 44.140 46.963
28 13.565 16.928 27.336 37.916 41.337 45.419 48.278
29 14.256 17.708 28.336 39.087 42.557 46.693 49.588
30 14.953 18.493 29.336 40.256 43.773 47.962 50.892