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Random Processes
Title : Probability Theory and Random Processes
Course Code : 07B41MA106 (3-1-0), 4 Credits
Pre-requisite : Nil
Objectives :
To study
● Probability: its applications in studying the outcomes of random experiments
● Random variables: types, characteristics, modeling random data
● Stochastic systems: their reliability
● Random Processes: types, properties and characteristics with special
reference to signal processing and trunking theory.
S = {(i, j) | i, j = 1, 2, 3, 4, 5, 6}
More Probability Definitions
• A subset (say E) of the sample space is
called an event. In other words, events
are sets of outcomes.
E = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)}
Union: EF
p(E) = n(E)/n(S)
number of heads
Pr( heads ) lim T
T
Probability as a Frequency
• Consider a random experiment with possible
outcomes w1, w2, …,wn. For example, we roll a
die and the possible outcomes are 1,2,3,4,5,6
corresponding to the side that turns up. Or we
toss a coin with possible outcomes H (heads) or
T (tails).
• We assign a probability p(wj) to each possible
outcome wj in such a way that:
p(w1) + p(w2) +… + p(wn) = 1
• For the dice, each outcome has probability 1/6.
For the coin, each outcome has probability ½.
Example
To find the probability that a spare part produced
by a machine is defective.
A B
Axioms (where A and B are events):
• 0 <= P(A) <= 1
AB
• P(S) = 1; P({}) = 0 B
• P(A B) = P(A) + P(B) – P(A B)
A
S
AB AB AB
A B
P( A ) P( B )
P( AB) P( AB ) P( AB) P( AB )
P( A B ) P( A B )
Hence proved.
S
AB AB AB
A B
Conditional Probability
pE1E2 E3 ...En
Define events
p(E1) = C(4,1)C(48,12)/C(52,13)
p(E2|E1) = C(3,1)C(36,12)/C(39,13)
p(E3|E1E2) = C(2,1)C(24,12)/C(26,13)
p(E1E2E3E4) 0.1055
Let E and F be events. We can express E as
E = EF EFc
Therefore, we have
p(EF)=p(E)p(F)
p(EFG) = p(E)p(F)p(G)
p(EF) = p(E)p(F)
p(EG) = p(E)p(G)
p(FG) = p(F)p(G)
Example.
p(F) = 1/6
p(G) = 1/6
p(EF) = 1/36
p(FG) = 1/36
p(EFG) = 1/36
Pr oof
Given B1 , B2 ,....Bk be a partition of the sample space S.
i.e., (i) Bi B j i j.
S
B1
B2
B4
B3 A
(ii ) Bi S(iii )P(Bi ) 0i.
k
i 1
Let A be the event associated with S. Then
(A B1 ) (A B2 ) ....... (A Bk )
A (B1 B2 ) (A B3 ) ....... (A Bk )
(by distributi ve law)
A (B1 B2 .... Bk ) A S A
Also all the events (A B1 ), (A B2 ),......., (A Bk )
are pairwise mutually exclusive. For,
(A B1 ) (A B2 ) ....... (A Bk ) A (Bi B j ), i j
A
Then P(A) P(A B1 ) P(A B2 ) ...
P( A B k )
However each term P(A B j ) may be expressed
as P(A/B j )P(B j ) & hence we obtain the theorem
on total probabilit y.
P(A) P(A / B1 )P(B1 ) P(A / B2 )P(B2 ) ...
P( A / B k ) P( Bk )
k
P( A / B j ) P( B j )
j1
P(Bi A) P(Bi ) P(A / Bi ) P(A) P(Bi / A)
P(Bi ) P(A / Bi )
P(Bi / A)
P( A)
P(Bi ) P(A / Bi )
k
P( B j ) P( A / B j )
j1
Example.
pC | K pK
p K | C
pC | K pK pC |~ K p~ K
p
p 1 p 1 / m
mp
1 m 1 p
Example.
C = coin B is chosen
H = both flips show head
pH | C pC
pC | H
pH | C pC pH |~ C p~ C
3 3 1
4 4 2
3 3 1 1 1 1
4 4 2 4 4 2
9
0.9
10
Example.
A laboratory test is 95 percent correct in detecting a certain
disease when the disease is actually present. However, the test
also yields a “false” result for 1 percent of the healthy people
tested. If 0.5 percent of the population has the disease, what is
the probability a person has the disease given that his test
result is positive?
Example.
A suspect is believed 60 percent guilty. Suppose now a new
piece of evidence shows the criminal is left-handed. If 20
percent of the population is left-handed,and it turns out that the
suspect is also left-handed, then does this change the guilty
probability of the suspect? By how much?
Solution:
p E | D p D
p D | E
pE | D pD pE |~ D p~ D
0.950.005
0.950.005 0.010.995
95
294
0.323
Example.
A suspect is believed 60 percent guilty. Suppose now a new
piece of evidence shows the criminal is left-handed. If 20
percent of the population is left-handed,and it turns out that
the suspect is also left-handed, then does this change the
guilty probability of the suspect? By how much?
Solution:
pLH | G pG
pG | LH
pLH | G pG pLH |~ G p~ G
1.00.6
1.00.6 0.20.4
60
68
0.88
Random Variable
Definition:
A random variable (RV) is a function X : S R
that assigns a real number X(s) to every element
s S,where S is the sample space corresponding to
a random experiment E.
(i)p i 0, i,&
(ii ) p i 1
i
Example of a Discrete PDF
• Suppose that 10% of all households have
no children, 30% have one child, 40%
have two children, and 20% have three
children.
• Select a household at random and let X =
number of children.
• What is the pmf of X?
Example of a Discrete PDF
• We may list each value.
– P(X = 0) = 0.10
– P(X = 1) = 0.30
– P(X = 2) = 0.40
– P(X = 3) = 0.20
Example of a Discrete PDF
• Or we may present it as a chart.
x P(X = x)
0 0.10
1 0.30
2 0.40
3 0.20
Example of a Discrete PDF
• Or we may present it as a stick graph.
P(X = x)
0.40
0.30
0.20
0.10
x
0 1 2 3
Example of a Discrete PDF
• Or we may present it as a histogram.
P(X = x)
0.40
0.30
0.20
0.10
x
0 1 2 3
Example
The pmf. of a random variable X is given by
ci
p(i) i 0,1,2,....., where is some positive
i!
value. Find (i) P(X 0)(ii)P(X 2)
Solution .
i
Since p(i) 1, we have c 1
i 0 i 0 i!
i
As e
, we have ce 1.
i 0 i!
- 0
e
Hence P(X 0) e
0!
P(X 2) 1 P(X 2)
e
2
1 e e
2
-
e x
P(X x)
x!
If X represents the total number of heads obtained,
when a fair coin is tossed 5 times, find the
probability distribution of X.
X :0 1 2 3 4 5
1 5 10 10 5 1
P:
32 32 32 32 32 32
Continuous Random Variable
If X is an RV which can take all values (i.e., infinite
number of values ) in an interval, then X is called
a continuous RV.
0, x 0,
X( x ) x,0 x 1,
1, x 1
Probability Density Function
If X is a continuous RV,then f is said to be the
probability density function (pdf) of X , if it satisfies the
following conditions:
(i)f ( x ) 0, x R x , and (ii ) f ( x )dx 1
a
P(X a ) P(a X a ) f ( x )dx 0
a
0 0
A random variable X has the density function
1 / 4 - 2 x 2
f(x)
0 elsewhere
Obtain (i) P(X 1)(ii)P( X 1)(iii )P(2X 3 5)
(¾,1/2,1/4)
Find the formula for the probability distribution
of the number of heads when a fair coin is
tossed 4 times.
Cumulative Distribution Function (cdf)
If X is an RV, discrete or continuous , then P(X<=x)
is called the cumulative distribution function of X
or distribution function of X and denoted as F(x).
If X is discrete , F(x) p j
j
X j x
X
If X is continuous , F(x) P(- X x) f(x)dx
-
Probability Density Function
0.6
0.5 0 if x 0
f X ( x) 1 x /
e if 0 x
0.4
f X (x ) 0.3
0.2
0.1
0.0
-3 0 3 6 9 12 15
x
Cumulative Distribution Function
1.2
1.0
0.8
F X (x ) 0.6
0.4
0.2
0.0
-3 0 3 6 9 12 15
x
0 if x 0
FX ( x) x /
1 e if 0 x
Probbility Density Function
0.0016
0.0012
f X (x ) 0.0008
0.0004
0.0000
-100 0 100 200 300 400 500 600 700 800
0 if x 0 x
1
f X ( x) if 0 x u
u
0 if u x
Cumulative Distribution Function
1.0
0.8
0.6
F X (x )
0.4
0.2
0.0
-100 0 100 200 300 400 500 600 700 800
0 if x 0 x
x
FX ( x) if 0 x u
u
1 if u x
If the probabilit y density of a random variable is
K(1 - x 2 ),0 x 1
given by f(x)
0 otherwise
Find (i) K, (ii) the cumulative distributi on function of
the random variable. 3 / 2[x x / 3] 0 x 1
3
0 otherwise
d
4.If X is a continuous RV, then F( x ) f ( x ), at all
dx
points where F(x) is differenti able.
Definition s
If X is a discrete RV, then the expected value or
the mean value of g(X) is defined as
E{g(X)} g(x i )p i , where p i P(X x i )
i
x E(X) x i p i , if X is discrete
i
xf(x)dx, if X is continuous
Rx
2
x
Var ( x ) E (X x ) 2
( x i x ) pi , if X is discrete
2
i
(x - x ) f ( x )dx, if X is continuous
2
Rx
The square root of variance is called the standard
deviation.
Example
Find the expected value of the number on a die when
thrown.(7/2)
x
r ' E(X )
r
x f ( x )dx if X is continuous
r
-
Since the first and second moments about the origin are
given by 11 E(X) & 12 E(X 2 ),
mean first moment about the origin
Var(X) E(X)
1
2
2 1
2 .
1 2
1
E{( X x ) n is called the nth order central moment
of X and denoted by n .
Pr[ x1 X x 2 , y1 Y y 2 ] x 2 y2
x1 y1 f ( x, y)dydx
Cumulative Distribution Function
F( x, y) p ij
j i
x y
f (u, v)dvdu
•Properties of joint PDF
0 F ( x, y ) 1, x y
F (, y ) F ( x,) F (,) 0
F ( , ) 1
F ( x, y ) is a nondecreas ing function as either x or y, or both, increase.
F (, y ) FY ( y ) F ( , x ) F X ( x )
F ( x, y ) Pr( X x, Y y )
2 F ( x, y )
f ( x, y )
xy
Examples
tossing two coins
X ... random variable associated with the first coin
Y ... random variable associated with the second coin
sample space {( 0,0), (0,1), (1,0), (1,1)} 0 for tail, 1 for head
F(x,y)
1
F(0,0)
4
2
F(0,1)
4
3
1/2 F(1,0)
1/4 4
x
F(1,1) 1
1
y
Example
Three balls are drawn at random without replacement
from a box containing 2 white,3red and 4 black balls.
If X denotes the number of white balls drawn and Y
denotes the no of red balls drawn, find the joint
probability distribution of (X,Y).
Solutions
As there are only 2 white balls in the box, X can take
the values 0,1,2and Y can take the values 0,1,2,3.
P(X=0,Y=0)=P(drawing 3 balls none of which is
white or red)=P(all the 3 balls drawn are black)
C3 / C3 1 / 21
4 9
P(X=0,Y=1)=3/14,P(X=0,Y=2)=1/7………
X Y
0 1 2 3
2
X Y
0 1 2 3
2 1/21 1/28 0 0
For the bivariate probabilit y distributi on of (X, Y)
given below, find P(X 1), P(X 1, Y 3), P(X 1/Y 3)
P(Y 3/X 1) & P(X Y 4).
Y 1 2 3 4 5 6
X
0 0 0 1/32 2/32 2/32 3/32
2
F( x, y) e ( x y)
x, y 0
f ( x , y)
xy 0otherwise
e x x 0 e y y 0
f1 ( x ) f 2 ( y)
0otherwise 0otherwise
0x 0 0 y 0
F1 ( x ) x
F2 ( y) x
1 e x 0 1 e y 0
x y
F1 (x)F2 ( y) (1 e )(1 e ) F(x, y)
Example
Let X and Y be the lifetimes of two electronic devices.
Suppose that thei r joint pdf is given by f(x, y) e -(x y) , x 0, y 0
then X and Y are independen t
Example
Suppose that f(x, y) 8xy,0 x y 1.
Check the independen ce of X and Y.
Expectation of Product of random variables
E X E Y x j p x j , yk yk p x j , yk
j ,k j ,k
x j yk p x j , yk
j ,k
E X Y
Example
What is the mathematical expectation of the sum of
points on n dice?
Ans. (7/2)n
n n
A box contains 2 tickets among which Cr
tickets bear the number r (r = 0,1,2,…,n). A group of m
tickets is drawn . Let S denote the sum of their
numbers. Find E(S) and Var S.
Ans. (n/2)m
E XY x j yk px j , yk
j ,k
x j yk f x j g yk
j ,k
E X EY
Example
If the joint pdf of (X, Y) is given by f(x, y) 24y(1 - x),0 y x 1
Find E(XY)
y
11
E(XY ) xyf ( x, y)dxdy
0y
Ans. 4/15
0 x
Binomial Distribution (re-visit)
E(Xk) = 0 q + 1 p = p
Since
Sn = X1 + X2+…+ Xn
We have
F x M PrX x M
Prx x , M
Pr( M ) 0
Pr( M )
f ( x, y) or f ( x , y)
f (y | x) f ( x | y)
fX ( x ) f Y ( y)
- the continuous version of Bayes’ theorem
f ( x | y ) fY ( y )
f ( y | x)
f X ( x)
- another expression of the marginal pdf
f X ( x) f ( x, y )dy f ( x | y ) fY ( y )dy
fY ( y ) f ( x, y )dx f ( y | x) f X ( x)dx
For the bivariate probabilit y distributi on of (X, Y)
given below, find P(X 1), P(X 1, Y 3), P(X 1/Y 3)
P(Y 3/X 1) & P(X Y 4).
1 2 3 4 5 6
Y
X
0 0 0 1/32 2/32 2/32 3/32
(ans.7/8,9/32,18/32,9/28,13/32)
Suppose that p(x,y) the joint probability mass
function of X and Y , is given by p(0,0) =.4
p(0,1)=.2,p(1,0)=.1,p(1,1)=.3 Calculate the
conditional probability mass function of X given
that Y = 1
Ans. 2/5,3/5
Example
Suppose that 15 percent of the families in a certain
community have no children, 20% have 1, 35% have
2, & 30% have 3 children; suppose further that each
child is equally likely (and independently) to be a
boy or a girl. If a family is chosen at random from this
community, then B, the number of boys, and G , the
number of girls, in this family will have the joint
probability mass function .
j 0 1 2 3
i
0 .15 .10 .0875 .0375 P(B 1, G 1) P(BGorGB )
P(BG ) P(GB)
1 .10 .175 .1125 0 1 1
.35 2 .175
2 2
2 .0875 .1125 0 0
3 .0375 0 0 0
Ans.8/31,14/31,9/31,0
Example
The joint density of X and Y is given by
12
x 2 x y ,0 x 1,0 y 1
f(x, y) 5
0otherwise
compute the conditiona l density of X , given that
Y y , where 0 y 1
f ( x , y) 6x 2 x y
f ( x | y) ans
f Y ( y) 4 3y
Example
The joint pdf of a two - dimensiona l RV is given by
2
x
f(x, y) xy ,0 x 2,0 y 1.
2
8
1 1 1
Compute P(X 1), P(Y ), P(X 1/Y ), P(Y / X 1)
2 2 2
P(X Y) & P(X Y 1)
(ans. 19/24,1/4,5/6,5/19,53/480,13/480)
Variance of a Sum of random variables
E X X E Y Y 2EX X Y Y
2 2
Var(Sn) = np(1-p)
Example
Compute Var(X) when X represents the outcome
when we roll a fair die.
Solution
Since P(X=i)=1/6, i = 1,2,3,4,5,6, we obtain
6
E(X ) i P[X i]
2 2
i 1
1 2 1 2 1 2 1 2 1 2 1
1 ( ) 2 ( ) 3 ( ) 4 ( ) 5 ( ) 6 ( )
2
6 6 6 6 6 6
=91/6
Var (X) E(X ) E(X)
2 2
2
91 7
35 / 12
6 2
Ans 175/6
xy 1 or C xy x y
Example
Calculate the correlation coefficient for the following
heights (in inches) of fathers (X) & their sons (Y):
X Y
65 67 (Ans .603)
66 68
67 65
67 68
68 72
69 72
70 69
72 71
C xy
xy
xy
xy x y
n n n
2 2
x y
2 2
x y
n n n n
Example
Let the random variables X and Y have the
x y 0 x 1,0 y 1
joint pdf f(x, y)
0 elsewhere
Find the correlatio n coefficien t between X and Y.
(ans. - 1/11)
Example
If X,Y and Z are uncorrelated RVs with zero means
and standard deviations 5, 12 and 9 respectively
and if U=X+Y and V=Y+Z find the correlation
coefficient between U and V.
(ans 48/65)
Conditiona l Expected Values
(X, Y) p ij
g ( X, Y )
E{g(X, Y) / Y y j} g(x i , y j )P(X x i / Y y j )
i
P{X x i Y y j} p ij
g( x i , y j ) g( x i , y j )
i P{Y y j} i p* j
E{g(X, Y) / Y} g( x, y)f ( x / y)dx
E{g(X, Y) / X} g( x, y)f ( y / x )dy
Conditiona l means
y/x E(Y / X) yf ( y / x )dy
Example
The joint pdf of (X,Y) is given by f(x,y)=24xy, x>0,y>0,
x+y<=1,and 0, elsewhere, find the conditional
mean and variance of Y, given X.
var 1 / 18(1 x ) 2
conditiona l density
f(x 1 , x 2 , x 3 )
f(x 1 , x 2 / x 3 )
f( x 3 )
f(x 1 , x 2 , x 3 )
f(x 1 / x 2 , x 3 )
f(x 2 , x 3 )
Definition
Let X denote a random variable with probability
density function f(x) if continuous (probability
mass function p(x) if discrete)
Then
M(t) = the moment generating function of X
E etX
tx
e f x dx if X is continuous
etx p x if X is discrete
x
Example
xe x ( y 1)
x 0, y 0
If f ( x, y)
0otherwise
Find the moment - generating function of XY.
x ( y 1)
Solution : M XY e xe xyt
dydx
00
x xyt x ( y )
xe { e e dy}dx
0 0
x xy (1 t )
xe { e dy}dx =1/1-t
0 0
M X (t) e f (x) tx
Properties
(1 tx
tx
2
.....)f ( x )
2!
MX(0) = 1
2
2tx
M 'X ( t ) ( x ...)f ( x )
2!
M'X ( t ) t 0 xf ( x ) E(X) 1
3
6tx
M X ( t ) (x
2 2
...)f ( x )
3!
M X ( t ) t 0 x f ( x ) 2
2 2
mX 0 k derivative of mX t at t 0.
k th
2 3 k
mX t 1 1t t
2
t
3
t
k
.
2! 3! k!
f x dx
k
x X continuous
k E X k
x p x
k
X discrete
Let X be a random variable with moment
generating function MX(t). Let Y = bX + a
Then MY(t) = MbX + a(t) = E(e [bX + a]t) = eatMX (bt)
1 t 2 2 t 3 3t 4 4 t
M( t ) e e e e
10 10 10 10
Find p.d.f.
1 t 2 2 t 3 3t 4 4 t
M( t ) e e e e
10 10 10 10
M( t ) e f ( x )
tx
x
1 t 2 2 t 3 3t 4 4 t
e e e e f (a )e f (b)e ...
at bt
10 10 10 10
x
, x 1,2,3,4
f ( x ) 10
0, otherwise
1
2 ,1 x
If X has the p.d.f f(x) x
0, otherwise
find the mean of X.
The characteri stic function of a random variable X is defined by
X ( w ) E(eiwx )
e iwx
cos wx i sin wx
1/ 2
cos wx sin wx
2 2
1/ 2
1 1
x ( w ) E(e iwx
) e f ( x)dx
iwx
e iwx
f (x)dx f (x)dx 1
X ( w ) E (e iwx
) e f (x) iwx
x
1 iwx
iwx iwx
2
3
...f ( x )
x
2! 3!
f ( x ) iw xf ( x )
iw
2
x f ( x ) .....
2
x x 2! x
1 d n
2.'n n n ()
i d 0
3.If the characteri stic function of a RV X
is x () and if Y aX b, then y () eib x (a)
4. If X and Y are independen t RVs, then
x y () x () y ().
5. If the characteri stic function of a continuous RV X with
1 ix
density function f(x) is (), then f(x) ( ) e d.
2
6.If the density function of x is known , the
density function of Y g(X) can be found from the
CF of Y, provided Y g(X) is one - one.
The characteri stic function of a random variable X is
given by
1 w , w 1
x (w )
0, w 1
Find the pdf of X.
The pdf of X is
1 iwx
f(x) x ( w )e dw
2
1 1 iwx
(1 w )e dw
2 1
1 0 iwx
1
iwx
(1 w )e dw (1 w )e dw
2 1 0
(2 e e ) 2 1 cos x
1 ix 1
ix
2x 2
x
1 sin x / 2
2
, x
2 x / 2
Show that the distributi on for which the
-
characteri stic function is e has the density
1 1
function f(x) , x
1 x 2
1 ix
f (x) ()e d
2
If X1 & X 2 are two independen t RVs that
follow Poisson distributi on with parameters
1 & 2 , prove that (X1 X 2 ) also follows a
Poisson distributi on with parameter (1 2 ).
Reproductive property of Poisson distribution
1 ( e i 1)
x1 ( t ) e
2 ( e i 1)
x 2 ( t ) e
since X1 & X 2 are independen t RVs,
1 2 ( e i 1)
x1 x 2 ( t ) e
Joint Characteristic Function
If (X, Y) is a two - dimensiona l RV, then
i1X i2 Y
E(e ) is called the joint characteri stic
function of (X, Y) and denoted by xy (1 , 2 ).
i1x i2 y
xy (1 , 2 ) e f ( x, y)dxdy
i1x i2 y
e p( x i , y j )
i j
(i) xy (0,0) 1
1 mn
(ii )E{X Y } m n m
m n
xy (1 , 2 )
1 2
n
i 1 0,2 0
(iii ) x () xy ( ,0) & y () xy (0, )
(iv )If X and Y are independen t
xy (1 , 2 ) x (1 ) y (2 )
and conversely .
Compute the characteri stic function of the
discrete r.v.' s X and Y if the joint PMF is
1 / 3, x y 0
1 / 6, x 1, y 0
PXY
1 / 6, x y 1
0, else .
1 1 i ( w 1k w 2 l )
XY ( w1 , w 2 ) e PXY
k 1 l 1
cos w1 cosw1 w 2
1 1 1
3 3 3
Example
Two RVs X and Y have the joint characteri stic
function xy (1 , 2 ) e 2 8 2 2 . Show that
2
1
e
2 1
2
8 2
2
4i
1 1 0,2 0 0
E(Y) e 2
1
2
8 2
2
16i
2 1 0,2 0 0
1 2 12 8 2 2
2
E(XY) 2 e
i 12 1 0,2 0
2 12 82 2
e 162
1 1 0,2 0
{64 e 2 1
2
8 2 2 }
1 2 1 0 ,2 0
0
C xy E(XY ) E(X) E(Y) 0
Compute the joint characteristic function of X and Y if
1 1 2 2
f xy exp ( x y )
2 2
Ans .
1 2 2
1 (x y )
i1x i2 y
xy ( w1 , w 2 ) e 2
e dxdy
2
Random Variable
Binomial Distribution
The Bernoulli probability mass function is the density
function of a discrete variable X having 0 and 1 as
the only possible values
Pr oof
Getting exactly r successes means getting r
successes and (n - r) failures simultaneo usly.
P(getting r successes and n - r failures)
n r
p q r
The trials, from which the successes are obtained
are not specified. There are nC r ways of choosing
r trials for successes. Once the r trials are chosen
for successes, the remaining (n - r) trials should
result in failures.
These nC r ways are mutually exclusive. In
each of these nC r ways, P(getting exactly
r successes ) p r q n r .
5 2 1 5 2 1 5 2
3 2 4 1 5
3 3 3
4 3 3
5 3
64
81
Example.
n k
p 1 p
(b) nk
k
Assuming that p remains the same for all repetitions,
if we consider n independent repetitions (or trials) of
E and if the random variable X denotes the
number of times the event A has occurred, then
X is called a binomial random variable with
parameters n and p
x 1 x!(n x )!
n
n (n 1)!
x x 1
pp (1 p) n x
x 1 x ( x 1)!(n 1) ( x 1)!
n
(n 1)!
np x 1
p (1 p) n x
x 1 ( x 1)!( n 1) ( x 1) !
n
np n 1C x 1p x 1 (1 p) ( n 1) ( x 1)
x 1
np (p (1 p)) n 1
, sin cep (1 p) n C x p x (1 p) n x
n n
x 0
np
n
Second moment 12 E(X 2 ) x 2 nC x p x (1 p) n x
x 0
(1 (3 / 4) ) .9899
16
Poisson Distributi on
The probabilit y density function of the poisson va riate can
be obtained as a limiting case of the Binomial probabilit y
density function under the following assumption .
(i) The number of trials is increased indefinite ly (n )
(ii) The probabilit y of success in a single trial is very small(p 0)
(iii) np is a finite constant say np .
Cosider the probabilit y density function of a Binomial random
variable X as
n x n!
P(X x) nC x p (1 p)
x
p x (1 p)n x
x!(n x )!
n x
n (n 1)...( n x 1)
x
1
x! n n
n
1
n (n 1)....( n x 1) x n
x x
x!n
1
n
n
n (n 1) (n x 1)
.... 1
n n n x n
x
x!
1
n
For given x, as n , the terms 1 - 1/n,1 - 2/n,...1 - x - 1/n,
(1 - /n) x tends to 1.
Also , Lt n (1 / n ) e .
n
x
Hence , Lt n P(X x ) e .
x!
Poisson random variable
A random variable X taking on one of the values 0,1,2,...
is said to be a Poisson random variable with parameter
e - x
if for some 0, P(x) P(X x) x 0,1,2,....
x!
e x
x
x 0
P ( x )
x 0 x!
e
x 0 x!
e
e 1
e x e x
Mean E(X) xP (X x) x
x 0 x 0 x! x 1( x 1)!
x 1
e
e 1 ...
x 1 ( x 1)! 1! 2!
e e
Var (X)
Example
The average number of radioactive particles passing
through a counter during 1 millisecond is in a
laboratory experiment is 4. What is the probability that
6 particles enter the counter in a given millisecond?
4 6 4 4
e 4 4 e
,
6! 4!
Example
At a busy traffic intersection the probability p of an
Individual car having an accident is very small say
p=0.0001. However, during a certain peak hours of
the day say between 4 p.m. and 6 p.m., a large
number of cars (say 1000) pass through the
intersection. Under these conditions what is the
probability of two or more accidents occurring during
that period.
In a component manufacturing industry, there is a small
probability of 1/500 for any component to be defective.
The components are supplied in packets of 10. Use
Poisson distribution to calculate the app no of packets
containing (i) no defective (ii)one defective components
in a consignment of 10,000 packets..9802 10000,.0196 10000
Binomial Distribution
n r
P( X r ) C r p q
n r
; r 0,1,2,..., n
If we assume that n trials constitute a set and if we
consider N sets, the frequency function of the
binomial distribution is given by f(r)=N p(r)
n r
N Cr p q
n r
Example
Fit a binomial distribution for the following data and
hence find the theoretical frequencies:
x:0 1 2 3 4
f: 5 29 36 25 5
y 6 20 28 12 8 6 0 0 0 0 0
Ans. 7,26,37,34,6
6.89,19.14,23.94,17.74,8.63,2.88,0.67,0.1,0.01,0,0
Fit a Poisson distribution for the following distribution:
x: 0 1 2 3 4 5
f: 142 156 69 27 5 1
p[1 2t 3t 4t ....]
2 3
(sin ce t 1)
2 p 1
2
p[1 t ] p[1 (1 p)] 2
p p
n 1 2 n 1
E(X ) n (1 p)
2 2
p n t p
n 1 n 1
n 1
[n (n 1) n ]t p
n 1
n 1 n 1
[n (n 1)]t p nt p
n 1 n 1
n 2
pt [n (n 1)]t 1/ p
n 2
pt[2 3.2t 4.3t 5.4t ....] 1 / p
2 3
3
2pt[1 3t 6t ...] 1 / p 2pt[1 t ] 1 / p
2
2p(1 p) 2 p
3
2
p p
1 p
Var (X) 2
p
Negative Binomial Distribution
Trials repeated until a fixed number of success occur.
( y r 1)
C( r 1) p q r y
Example
2 10 2 3
1 5 4 1 3
11
C1 , C1
6 6 4 4
The probability that an experiment will succeed is 0.8.
If the experiment is repeated until four successful
outcomes have occurred, what is the expected number
of repetitions required?
Ans. 1
g(y)
y 0
y 0
( y r 1) r
C( r 1) p q y
y r 1! r y
pq
y 0
r 1! y!
y 0
( y r 1)
Cy p q p
r y
r
y 0
( y r 1)
Cyq y
y r 1! y
r
p q
y 0
r 1! y!
r 1! r! r 1! 2
p
r
q q ...
r 1! r 1! r 1!2!
r r 1 2
p 1 rq
r
q ...
2!
p 1 q p p 1.
r r r r
rq rq
Mean E(X) Variance 2
p p
PROBABILITY
DISTRIBUTIONS
Discrete Distributions
Binomial Distribution
n r
P( X r ) C r p q
n r
; r 0,1,2,..., n
If we assume that n trials constitute a set and if we
consider N sets, the frequency function of the
binomial distribution is given by f(r)=N p(r)
n r
N Cr p q
n r
Example
Fit a binomial distribution for the following data and
hence find the theoretical frequencies:
x:0 1 2 3 4
f: 5 29 36 25 5
y 6 20 28 12 8 6 0 0 0 0 0
Ans. 7,26,37,34,6
6.89,19.14,23.94,17.74,8.63,2.88,0.67,0.1,0.01,0,0
Fit a Poisson distribution for the following distribution:
x: 0 1 2 3 4 5
f: 142 156 69 27 5 1
Ans. 7/10,3/10,5/10,4/10
b b 1
mean E(X) xf ( x )dx x dx
a a ba
1
mean (b a )
2
If X has uniform distributi on in (-3,3), find P( X - 2 2)
Ans. 1/2
If X has uniform distributi on in (-a, a), a 0, find
a such that P( X 1) P( X 1)
a=2
Buses arrive at a specific stops at 15min. Intervals
starting at 7 A.M., that is , they arrive at 7,7:15,7:30
and so on. If a passenger arrives at the stop at a
random time that is uniformly distributed between
7 and 7:30A.M., find the probability that he waits
(a) less than 5 min (b) at least 12 min. for a bus.
Ans. 1/3,1/5
Example:
0 3 5 7
a 4 6.5 b
1
P (3 x 4) ( 4 3)( ) .25
73
What is the probability that it will take more than 6.5 days?
1
P (6.5 x 7) (7 6.5)( ) .125
73
var iance E(X 2 ) E(X) 2
ab
E(X)
2
2
b
E(X ) x f ( x )dx
a
2 1
3(b a )
x3
b
a
b a b ab a
3
3 2 2
3(b a ) 3
a ab b a 2ab b
2 2 2 2
var
3 4
a b 2ab b a
2 2 2
12 12
n 1 n 1
b a
moments E(X ) n
n 1(b a )
central moments r E{(X - E(X)) } r
a b
r
1 b
x dx
ba a 2
r 1 b r 1 r 1
a b ba a b
x
1 2 2 2
ba r 1 b a r 1
a
0 if r is odd
1 b a if r is even
r
r 1 2
1 ba
2n
2 n 1 0, 2 n for n 1,2,3,..
2n 1 2
2.(1) e t dt 1
0
3.put x n
(n) n - 1n - 1 n 1n 2(n 2) ......
(n 1)( n 2)....2.1
(n 1)!
(1) 0! 1
Exponential Distribution
If the occurances of events over nonoverlapping
intervals are independent, such as arrival times of
telephone calls or bus arrival times at a bus stop,
then the waiting time distribution of these events
can be shown to be exponential
1 r y (r 1) r!
r y e dy
0 r
r
Example
Let X have an exponential distribution with mean of
100 . Find the probability that X<90
Ans. 0.593
Customers arrive in a certain shop according to an
approximate Poisson process at a mean rate of 20
per hour. What is the probability that the shopkeeper
will have to wait for more than 5 minutes for his first
customer to arrive?
-15
ans . e
Memoryless Property of the Exponential Distribution
x x k
P(X k) e dx e k e
PX s t & X s
k
Now P(X s t/X s)
PX s
PX s t e (s t )
t
e P(X t ).
s
PX s e
If x represents the lifetime of an equipment then
above property states that if the equipment has
been working for time s, then the probability that it
will survive an additional time t depends only on t
(not on s) and is identical to the probability of survival
for time t of a new piece of equipment.
0.368
Suppose that the amount of waiting time a customer
spends at a restaurant has an exponential distribution
with a mean value of 5 minutes Then find the
probability that a customer will spend more than
10 minutes in the restaurant
0.1353
Example
Suppose that the length of a phone call in minutes is
an exponenetial random variable with parameter
1
10.
If A arrives immediately ahead of B at a public
telephone booth, find the probability that B will have
to wait (i) more than 10 minutes, and (ii) between
10 and 20 minutes.
(ans. 0.368,0.233)
Erlang distribution or General Gamma distribution
f ( x )dx 1
0
1,
k 1 x
x e
pdf , x 0; k 0.
(k )
Gamma distributi on or simple gamma distributi on
with parameter k.
2 x e 6
2 x
P(X 3) 2 e dx 2 e
3 2
Suppose that an average of 30 customers per hour
arrive at a shop in accordance with a Poisson Process
That is, if a minute is our unit , then 1 / 2. What
is the probability that the shopkeeper wait more than
5 minutes before both of the first two customer arrive?
Solution.
If X denotes the waiting time in minutes until the
second customer arrives, then X has Erlang(Gamma)
distribution with k = 2, 1 / 2
x x
k 1
P(X 5) e dx
5 ( k )
=0.287
Mean and Variance of Erlang Distribution
k r 1 x
k
x e dx
0 ( k )
k
1 k r 1 t 1 ( k r )
t e dt r
k r
( k ) 0 ( k )
k k
mean E(X) var (X) 2
m.g.f . M X (t ) E(e ) tx
k
k 1 x tx k
x e e dx k 1 ( t ) x
x e dx
0 ( k ) (k) 0
k
1 k 1 y k
k
y e dy
(k ) t 0 t k
k
t
1
Reproductive Property
M ( X1 X 2 ... X n ) ( t ) M X1 ( t )M X 2 ( t ).....M X n ( t )
M X1 ( t )M X 2 ( t ).....M X n ( t )
k1 k 2 k n
k k k
1 1 .....1
k1k 2 ...k n
t
1
M ( X1 X 2 ... X n ) ( t )
The sum of a finite number of Erlang variables is also
an Erlang variable.
1 x
f (x) x e ,x 0
parameter , , 0
when 1, Weibull distributi on reduces to
the exponentia l distributi on with parameter .
r 1 x
r ' E(X ) x
r
e dx
0
r 1 1
1 1
y
y
y
e dy
0
1
1
Mean E(X) '1 1
2 1 2
Each of the 6 tubes of a radio set has a life
length(in years) which may be considered as
a RV that follows a Weibull distributi on with
parameters 25 and 2. If these tubes
function independen tly of one another, what is
the probabilit y that no tube will have to be replaced
during the first 2 months of service?
p(X 1 / 6) 50xe
1/ 6
25 x 2
dx e 25 x 2
1
6
25 / 36
e
1 1
2( )
f (x) e
2
x , , 0
N(, )
2
1 x 7
f (x) (
1
e 2 )
32 4
x , , 0
N(7,4)
f ( x )dx 1
Standard Normal Distribution
N(0,1)
z2
1
(z) e 2
, z .
2
0, 1 & by changing x and f respective ly
into z and .
X -
If X has distributi on N(, ) and if Z ,
then Z has distributi on N(0,1)
z
values of (z), (z)dz are tabulated .
0
X N (, )
E(X) xf (x)dx
1 x 2 / 22
xe dx
2
1
t 2
2t e dt
t
x
2
t 2 2 t 2
e dt te dt
.
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0190 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2969 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3513 0.3554 0.3577 0.3529 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981
2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990
3.1 0.4990 0.4991 0.4991 0.4991 0.4992 0.4992 0.4992 0.4992 0.4993 0.4993
3.2 0.4993 0.4993 0.4994 0.4994 0.4994 0.4994 0.4994 0.4995 0.4995 0.4995
3.3 0.4995 0.4995 0.4995 0.4996 0.4996 0.4996 0.4996 0.4996 0.4996 0.4997
3.4 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4998
Determining the probability of any Normal Random
Variable
Interpreting Z
• In figure Z = -0.8 means that the value 360 is
.8 standard deviations below the mean.
• A positive value of Z designates how many
standard deviations () X is to the right of the
mean ().
• A negative value of Z designates how may
standard deviations () X is to the left of the
mean ().
Example: A group of achievement scores are
normally distributed with a mean of 76 and a
standard deviation of 4. If one score is randomly
selected what is the probability that it is at least 80.
4
76 80
x 80 76
Z 1
4
P( x 80) P(z 1) .5 P(0 z 1)
.5 .3413 .1587
4
76 80
xu 80 76
Z 1
4
P ( x 80) P ( z 1) .5 P (0 z 1)
.5 .3413 .1587
.3413
.1587
0 1
Continuing, what is the probability that it is less than 70.
70 76
xu 70 76
Z 1.5
4
P ( x 70) P ( z 1.5) .5 P (1.5 z 0.0)
.5 .4332 .0668 .4332
.0668
-1.5 0
What proportion of the scores occur within 70 and 85.
.4332
.4878
-1.5 0 2.25
xu 70 76
Z 1.5
4
xu 85 76
Z 2.25
4
P (70 x 85) P ( 1.5 z 2.25)
P ( 1.5 z 0.0) P (0.0 z 2.25)
.4332 .4878 .9210
Time required to finish an exam is known to be normally
distributed with a mean of 60 Min. and a Std Dev. of 12
minutes. How much time should be allowed in order for
90% of the students to finish?
.9 12
60 x
x
z
z x
z x
1.28(12) 60 x
x 75.36
An automated machine that files sugar sacks has an adjusting device to
change the mean fill per sack. It is now being operated at a setting that
results in a mean fill of 81.5 oz. If only 1% of the Sacks filled at this
setting contain less than 80.0 oz, what is the value of the variance for this
population of fill weights. (Assume Normality).
.01
-2.33 0
81.5 x 80 PROB .01
xu
Z
80.0 81.5
2.33
(80.0 81.5)
.6437
2.33
.4144
2
Moment generating function of N(0,1)
M Z ( t ) E(e ) e (z)dz
tZ tz
1 tz z 2 / 2 1
2 tz / 2
dz 2
e e e
z
dz
2 2
z t 2
1
22
z t t / 2 1
dz e
t2 / 2
e
e 2
dz
2 2
1
1 u du e t2 / 2
(1 / 2) e t2 / 2
e t2 / 2
e
2 2u
The moment generating function of N(, )
M X ( t ) M Z ( t )
t ( z ) t tz
E(e ) e E(e )
t
e M Z (t )
e et 2 t 2 / 2
e
t 2 t / 2
t t t 2
t 2 2 2
1 ( ) ( ) .....
1! 2 2! 4
If X has the distributi on N(, ) then Y aX b
has the distributi on N(a b, a)
MX ( t ) e
t 2 t / 2
M Y ( t ) M aX b ( t )
e M X (at )
bt
bt t a a 2 2 t / 2
e e
e
t a b a 2 2 t / 2
X—B(n,p)
s tan dard binomial variable Z is given by
X - np
Z
npq
as X varies from 0 to n with step size 1, Z varies
- np np 1
from to with step size .
npq npq npq
1 t 2 / 2
P(z) F(z) e dt, z
2
Let X be the number of times that a fair coin, flipped 40
times, land heads. Find P(X=20). Use normal
approximation and compare it to the exact solution.
P(X=20)=P(19.5<X<20.5)
19.5 20 X 20 20.5 20
P
10 10 10
(.16) (.16) .1272
0 1 2 3 4 5 6 7 8 9 10 11 12
01 2 3 4 5 6 7 8 9 10 11 12
If 20% of the momory chips made in a certain plant
are defective, what are the probabilities that in a
lot of 100 randomly chosen for inspection
(a) at most 15 will be defective?
(b) exactly 15 will be defective ?
100(.20) 20, 4
15.5 20
F( ) 0.1292
4
15.5 20 14.5 20
F F 0.0454
4 4
Fit a normal distribution to the following distribution
and hence find the theoretical frequencies:
Class Freq
60-65 3
65-70 21
70-75 150
75-80 335
80-85 336
85-90 135
90-95 26
95-100 4
-------------
1000
1 x
f (x) x e ,x 0
The special case of Weibull with 1/ & 2 2
0 x0
Ans.0.95
0.831, 12.8
Beta Distribution
The random variable x is said to have beta
distributi on with nonnegativ e parameters &
1 1 1
if f(x) x (1 x ) ,0 x b
B( , )
0 otherwise
1
-1 1
where B( , ) x (1 x ) dx
0
2
2 sin cos
2 1 2 1
d
0
when 1, beta distributi on is uniform distributi on
on (0,1)
1
2
In a certain country, the proportion of highway
requiring repairs in any given year is a random
variable having the beta distributi on with 3 and
2. Find
(a) on the average what percentage of the highway
sections require repairs in any given year :
(b) the probabilit y that at most half of the highway
sections will require repairs in any given year.
3
(a ) 0.60, i.e.60% of the high way
3 2
sections require repairs in any given year.
1/2
(b)P(X 1/2) 12x (1 x )dx 5 / 16
2
0
The lognormal distribution
1 1 t
2
5101hours,1030hours
R (3000) f ( t )dt 1
(z)dz
3000
3000 log( )
0.2 5000
(z)dz 0.9946
2.55
3598.2
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.000 0.004 0.008 0.012 0.016 0.019 0.023 0.027 0.031 0.035
0.0
0 0 0 0 0 0 9 9 9 9
0.039 0.043 0.047 0.051 0.055 0.059 0.063 0.067 0.071 0.075
0.1
8 8 8 7 7 6 6 5 4 3
0.079 0.083 0.087 0.091 0.094 0.098 0.102 0.106 0.110 0.114
0.2
3 2 1 0 8 7 6 4 3 1
0.117 0.121 0.125 0.129 0.133 0.136 0.140 0.144 0.148 0.151
0.3
9 7 5 3 1 8 6 3 0 7
0.155 0.159 0.162 0.166 0.170 0.173 0.177 0.180 0.184 0.187
0.4
4 1 8 4 0 6 2 8 4 9
0.191 0.195 0.198 0.201 0.205 0.208 0.212 0.215 0.219 0.222
0.5
5 0 5 9 4 8 3 7 0 4
0.225 0.229 0.232 0.235 0.238 0.242 0.245 0.248 0.251 0.254
0.6
7 1 4 7 9 2 4 6 7 9
0.258 0.261 0.264 0.267 0.270 0.273 0.276 0.279 0.282 0.285
0.7
0 1 2 3 4 4 4 4 3 2
0.288 0.291 0.293 0.296 0.299 0.302 0.305 0.307 0.310 0.313
0.8
1 0 9 9 5 3 1 8 6 3
0.315 0.318 0.321 0.323 0.326 0.328 0.331 0.334 0.336 0.338
0.9
9 6 2 8 4 9 5 0 5 9
0.341 0.343 0.346 0.348 0.350 0.351 0.355 0.357 0.352 0.362
1.0
3 8 1 5 8 3 4 7 9 1
0.364 0.366 0.368 0.370 0.372 0.374 0.377 0.379 0.381 0.383
1.1
3 5 6 8 9 9 0 0 0 0
0.384 0.386 0.388 0.390 0.392 0.394 0.396 0.398 0.399 0.401
1.2
9 9 8 7 5 4 2 0 7 5
0.403 0.404 0.406 0.408 0.409 0.411 0.413 0.414 0.416 0.417
1.3
2 9 6 2 9 5 1 7 2 7
0.419 0.420 0.422 0.423 0.425 0.426 0.427 0.429 0.430 0.431
1.4
2 7 2 6 1 5 9 2 6 9
0.433 0.434 0.435 0.437 0.438 0.439 0.440 0.441 0.442 0.444
1.5
2 5 7 0 2 4 6 8 9 1
0.445 0.446 0.447 0.448 0.449 0.450 0.451 0.452 0.453 0.454
1.6
2 3 4 4 5 5 5 5 5 5
0.455 0.456 0.457 0.458 0.459 0.459 0.460 0.461 0.462 0.463
1.7
4 4 3 2 1 9 8 6 5 3
0.464 0.464 0.465 0.466 0.467 0.467 0.468 0.469 0.469 0.470
1.8
1 9 6 4 1 8 6 3 9 6
0.471 0.471 0.472 0.473 0.473 0.474 0.475 0.475 0.476 0.476
1.9
3 9 6 2 8 4 0 6 1 7
0.477 0.477 0.478 0.478 0.479 0.479 0.480 0.480 0.481 0.481
2.0
2 8 3 8 3 8 3 8 2 7
0.482 0.482 0.483 0.483 0.483 0.484 0.484 0.485 0.485 0.485
2.1
1 6 0 4 8 2 6 0 4 7
0.486 0.486 0.486 0.487 0.487 0.487 0.488 0.488 0.488 0.489
2.2
1 4 8 1 5 8 1 4 7 0
0.489 0.489 0.489 0.490 0.490 0.490 0.490 0.491 0.491 0.491
2.3
3 6 8 1 4 6 9 1 3 6
0.491 0.492 0.492 0.492 0.492 0.492 0.493 0.493 0.493 0.493
2.4
8 0 2 5 7 9 1 2 4 6
0.493 0.494 0.494 0.494 0.494 0.494 0.494 0.494 0.495 0.495
2.5
8 0 1 3 5 6 8 9 1 2
0.495 0.495 0.495 0.495 0.495 0.496 0.496 0.496 0.496 0.496
2.6
0.496 0.496 0.496 0.496 0.496 0.497 0.497 0.497 0.497 0.497
2.7
5 6 7 8 9 0 1 2 3 4
0.497 0.497 0.497 0.497 0.497 0.497 0.497 0.497 0.498 0.498
2.8
4 5 6 7 7 8 9 9 0 1
0.498 0.498 0.498 0.498 0.498 0.498 0.498 0.498 0.498 0.498
2.9
1 2 2 3 4 4 5 5 6 6
0.498 0.498 0.498 0.498 0.498 0.498 0.498 0.498 0.499 0.499
3.0
7 7 7 8 8 9 9 9 0 0
0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499
3.1
0 1 1 1 2 2 2 2 3 3
0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499
3.2
3 3 4 4 4 4 4 5 5 5
0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499
3.3
5 5 5 6 6 6 6 6 6 7
0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499
3.4
7 7 7 7 7 7 7 7 7 8