B.

TECH SECOND YEAR

ACADEMIC YEAR:

COURSE NAME: ENGINEERING MATHEMATICS IV

COURSE CODE : MA 2201
LECTURE SERIES NO :
CREDITS : 03
MODE OF DELIVERY :
FACULTY :
EMAIL-ID :
PROPOSED DATE OF DELIVERY:
 “TO DEVELOP THE UNDERSTANDING
SESSION OUTCOME OF THE COURSE’
ASSIGNMENT

ASSESSMENT CRITERIA
QUIZ
MID TERM EXAMINATION –I & II
END TERM EXAMINATION
 PROGRAM
OUTCOMES
MAPPING WITH
CO1

 Engineering Knowledge: Apply the knowledge of

mathematics, science, engineering fundamentals,
and an engineering specialization to the solution of
complex engineering problems.
Introduction about the course
 Introduction about the course

Course Name : Engineering Mathematics IV

Course Code : MA 2201

Course Credits: 3 Credits

LTPC: 2103
 INTRODUCTION
This course is offered by Dept. of Mathematics & Statistics as a regular course to
make the students acquainted with the subject of probability and statistics at an
early stage. Probability and statistics is an important foundation for computer
science fields such as machine learning, artificial intelligence, computer graphics,
randomized algorithms, image processing, and scientific simulations. In this
course, students will expand their knowledge of probabilistic methods and apply
them to diverse computational problems. The first part of the course offers in
depth knowledge of probability theory (random event, probability, characteristics of
random variables, probability distributions and moment generating functions)
which is necessary for simulation of random processes. In the second part,
sampling theory is discussed. Each concept is explained through various examples
and application-oriented problems.
Course Outcomes: At the end of the course, students will be able to

[2201. 1] Apply the concept of probability and related theorems in solving various real world problems.

Understand the key concept of random variable, its probability distributions including mean,
[2201.2] expectation, variance and moments.

Implement the variation and the relation between two random variables by using the concept of
[2201.3] correlation.

Comprehend the concept of random sample and its sampling distribution which will enhance the
[2201.4] logical & analytical skills.

Apply the statistics for testing the significance of the given large and small sample data by using
[2201.5] t-test, F-test and Chi-square test.
 ASSESMENT PLAN

Criteria Description Max.

Marks

Internal Assessment Sessional Exam 30

(Summative)
In class Quizzes and Assignments 30

End Term Exam End Term Exam 40

(Summative)

Total 100
 SYLLABUS
Basic Set theory, Axioms of probability, Sample space, conditional probability, total
probability theorem, Baye's theorem. One dimensional and two dimensional random
variables, mean and variance, properties, Chebyschev's inequality, correlation
coefficient, Distributions, Binomial, Poisson, Normal and Chisquare. Functions of
random variables: One dimensional and Two dimensional, F & T distributions,
Moment generating functions, Sampling theory, Central limit theorem, Point
estimation, MLE, Interval estimation, Test of Hypothesis: significance level, certain
best tests; Chi square test.
 REFERENCES BOOKS:

1. P. L. Meyer, Introduction to probability and Statistical Applications, (2e), Oxford

and IBH publishing, 1980.

2. Miller, Freund and Johnson, Probability and Statistics for Engineers, (8e), Prentice
Hall of India, 2011.

3. Hogg and Craig, Introduction to mathematical statistics, (6e), Pearson Education,

2012.

4. Sheldon M Ross, Introduction to Probability and Statistics for Engineers and

Scientists, Elsevier, 2010
WHAT IS A SET?
Almost everybody, regardless of mathematical background, has an intiutive idea of what a set is: a
collection of well-defined objects, sometimes called elements.

Sets can be finite or infinite.

1.Let S be the set consisting of 0 and 1. We write S = {0, 1}.
Examples of sets
2.Let S be the set of words in the dictionary.
3.Let S = ∅, the “empty set”.
4.Let S = {2, A, cat, {0,1}}.

Repeated elements in sets are not allowed. In other words, {1, 2, 3, 3} = {1, 2, 3}. If we want to allow
repeats, we can use a related object called a multiset.
We will usually denote a set by a capital letter.

If x is an element in A, we write x ∈ A. Otherwise, we write x ∉ A.

Some commonly used sets
N: the natural numbers, {1, 2, 3, . . . }
Z: the integers, {. . . , −3, −2, −1, 0, 1, 2, 3, . . . }
Q: the rational numbers, {a/b | a, b ∈ Z, b is not equal to 0}.
R: the real numbers
C: the complex numbers, {a + bi | a, b ∈ R}, where i 2 = −1.
The vertical line, |, means “such that”, or “where”. We can also use a colon for this. Commas are read as

“and”.
There are often multiple ways to describe a set, e.g.,
{x ∈ R | x2− 5x + 6 = 0} = {x | x ∈ R, x2− 5x = −6} = {2, 3}.
A set is finite if it has a finite number of elements. Otherwise, it is an infinite set.

The number of elements in a set A is called its cardinality, denoted |A|. If A is infinite, we may write
|A| = ∞.

Definition
Let A and B be sets. We say that A is a subset of B if (and only if) every element of A is an element of B. We write
this as A ⊆ B, or B ⊇ A.

BASIC SET OPERATIONS

Definition
The intersection of sets A and B is the set of elements in both A and B, denoted
A ∩ B = {x | x ∈ A and x ∈ B}.
Two sets are disjoint if they have no elements in common, i.e., if A ∩ B = ∅. The union of sets A and B is the
set of elements in either A or B, denoted A ∪ B = {x | x ∈ A or x ∈ B or both}.
Examples
1. If A = {2, 5, 8} and B = {7, 5, 22}, then A ∩ B = {5} and A ∪ B = {2, 5, 8, 7, 22}.
2. Z ∪ Q = Q, and Z ∩ Q = Z.
3. A ∪ ∅ = A for any set A.

SET COMPLEMENTS

Frequently, we will need to establish the set of all elements U under consideration, which we
call the universal set.
Definition
The complement of a set A is the set of all elements in U that are not in A:
Ac = {x ∈ U | x ∉ A}.
RELATIVE COMPLEMENTS
Definition
For sets A and B, the complement of A relative to B is the set of elements that are in B but
not A:
B − A = {x | x ∈ B and x ∉ A}.
The symmetric difference of A and B is the set of elements that are in one of these sets, but
not the other:
A ⊕ B = (A − B) ∪ (B − A).
The complement of A relative to B can be denoted A \ B.
Exercises
Compute A − B, B − A, and A ⊕ B in the following cases:
1. A = {1, 3, 8} and B = {2, 4, 8}
2. Any set A, and B = ∅.
3. A = R and B = Q.
Venn diagrams
A useful way to visualize a small number of sets and their intersections, unions, and relative
complements, is with a Venn diagram.
Social media has caused these to become mainstream, though they are often used
incorrectly.
CARTESIAN PRODUCTS
Definition
The Cartesian product of sets A and B is the set of ordered pairs:
A × B = {(a, b) | a ∈ A, b ∈ B}.

Examples
Let A = {1, 2, 3} and B = {4, 5}. Then
A × B= B × A= A× A =

Similarly, we can define the Cartesian product of three (or more) sets. For example,

A × B × C = {(a, b, c) | a ∈ A, b ∈ B, c ∈ C}.
It is common to use exponents if the sets are the same, e.g.,
A2 = A × A, A3 = A × A × A, . . .
POWER SETS
Definition
The power set of A is the set of all subsets of A, denoted P(A). (Including both ∅ and A.)

Examples
1. P(∅) = {∅}
2. P({1}) = {∅, {1}}
3. P({1, 2}) = {∅,{1}, {2}, {1, 2}}.

SUMMATION NOTATION
Addition is a binary operation that is associative, which means that parentheses are
permitted anywhere but required nowhere.

As such, we may write

 and the last term is called summation notation.

A finite series is an expression such as

 the variable k is the index

 the expression ak is the general term of the series

the values below and above the summation symbol are the initial index and terminal
index, respectively.

Another associative binary operation is multiplication. The product of elements a , . . . , a

1 n is
written in product notation, using a Π instead of a Σ:
ASSOCIATIVE SET OPERATIONS
Let A1, A2, . . . , An be sets, then

(a) A1 ∩ A2 ∩ · · · ∩ An = ∩ Ai
i =1
(b) A1 ∪ A2 ∪ · · · ∪ An = ∪ Ai
i =1

(c) A1 × A2 × · · · × An = × Ai
i =1
(d) A1 ⊕ A2 ⊕ · · · ⊕ An = ⊕ Ai .
i =1
DISTRIBUTIVE LAWS

See if you can find a general fomula for the following two expressions by looking at the
cases where n = 2 and drawing a Venn diagram:
 PROBABILITY THEORY
Basics

Probability theory deals with the study of random phenomena, which under
repeated experiments yield different outcomes that have certain
underlying patterns about them. The notion of an experiment assumes a
set of repeatable conditions that allow any number of identical repetitions.
When an experiment is performed under these conditions, certain
elementary events occur in different but completely uncertain ways. We
can assign nonnegative number as the probability of the event in various
ways:
Laplace’s Classical Definition: The Probability of an event A is defined a-
priori without actual experimentation as

Number of outcomes favorable to A

P( A) = , (1-1)
Total number of possible outcomes

provided all these outcomes are equally likely.

Consider a box with n white and m red balls. In this case, there are two
elementary outcomes: white ball or red ball. Probability of “selecting a
n
white ball” = .
n+m
We can use above classical definition to determine the probability that a
given number is divisible by a prime p.
If p is a prime number, then every pth number (starting with p) is divisible
by p. Thus among p consecutive integers there is one favorable outcome,
and hence 1
P a given number is divisible by a prime p = (1-2)
p
Relative Frequency Definition: The probability of an event A is defined as
nA
P ( A) = lim (1-3)
n→ n

where nA is the number of occurrences of A and n is the total number of

trials.
We can use the relative frequency definition to derive (1-2) as well. To do
this we argue that among the integers
1, 2, 3, , n, the numbers p, 2 p, are divisible by p.
Thus there are n/p such numbers between 1 and n. Hence
P a given number N is divisible by a prime p
1
= lim n/ p
n = p. (1-4)
n→
In a similar manner, it follows that
P  p divides any given number N 
1
2
= 2 (1-5)
p
and
1
P  pq divides any given number N  = . (1-6)
pq
The axiomatic approach to probability, due to Kolmogorov, developed
through a set of axioms (below) is generally recognized as superior to the
above definitions, (1-1) and (1-3), as it provides a solid foundation for
complicated applications.
The totality of all  i , known a priori, constitutes a set , the set of all
experimental outcomes.
 = 1 ,  2 ,,  k , (1-7)

 has subsets A, B, C,. Recall that if A is a subset of , then   A

implies   . From A and B, we can generate other related subsets
A  B, A  B, A, B, etc.
A  B =   |   A or   B
A  B =   |   A and   B
and
A =   |   A (1-8)
 A
A B A B A

A B A B A

• If A  B =  , the empty set, then A and B are said to be mutually

exclusive (M.E).
• A partition of  is a collection of mutually exclusive subsets of  such
that their union is .
Ai  Aj =  , and  A = .
i (1-9)
i =1

A1
A2
A B Ai
Aj An
A B = 
 De-Morgan’s Laws:
A B = A B ; A B = A B (1-10)

A B A B A B A B

A B A B A B

• Often it is meaningful to talk about at least some of the subsets of  as

events, for which we must have mechanism to compute their
probabilities.
Example 1.1: Consider the experiment where two coins are
simultaneously tossed. The various elementary events are
 1 = ( H , H ), 2 = ( H , T ), 3 = (T , H ), 4 = (T , T )
and
 = 1 ,  2 ,  3 ,  4 .

The subset A = 1 ,  2 , 3  is the same as “Head has occurred at

least once” and qualifies as an event.
Suppose two subsets A and B are both events, then consider
“Does an outcome belong to A or B” = A B
“Does an outcome belong to A and B” = A B
“Does an outcome fall outside A”?
 Axioms of Probability
For any event A, we assign a number P(A), called the probability of the
event A. This number satisfies the following three conditions that act the
axioms of probability.
(i) P ( A)  0 (Probabili ty is a nonnegativ e number)
(ii) P () = 1 (Probabili ty of the whole set is unity)
(1-12)
(iii) If A  B =  , then P ( A  B ) = P( A) + P ( B ).

(Note that (iii) states that if A and B are mutually exclusive (M.E.)
events, the probability of their union is the sum of their probabilities.)
The following conclusions follow from these axioms:
a. Since A  A =  , we have using (ii)
P( A  A) = P() = 1.
But A  A   , and using (iii),
P( A  A) = P( A) + P( A) = 1 or P( A) = 1 − P( A). (1-13)
b. Similarly, for any A, A    =  .
Hence it follows that P( A   ) = P( A) + P( ) .
But A    = A, and thus P  = 0. (1-14)
c. Suppose A and B are not mutually exclusive (M.E.)?
How does one compute P( A  B ) = ?
To compute the above probability, we should re-express A  B in terms of
M.E. sets so that we can make use of the probability axioms. From Fig. we
have A  B = A  AB, (1-15)
where A and AB are clearly M.E. events. A AB
Thus using axiom (1-12-iii)
A B
P ( A  B ) = P ( A  AB ) = P ( A) + P ( AB ).
B = B   = B  ( A  A) (1-16)

= ( B  A)  ( B  A) = BA  B A (1-17)

To compute P ( AB ),we can express B as

Thus P( B ) = P( BA) + P( B A), (1-18)
 BA = AB since B A = AB and are M.E. events.

P( AB ) = P ( B ) − P( AB)

(1-19)

From (1-19), P( A  B ) = P( A) + P( B ) − P( AB). (1-20)

and using (1-19) in (1-16)

Conditional Probability and Independence
In N independent trials, suppose NA, NB, NAB denote the number of
times events A, B and AB occur respectively. According to the frequency
interpretation of probability, for large N
NA NB N AB
P( A)  , P( B )  , P( AB)  . (1-21)
N N N

Among the NA occurrences of A, only NAB of them are also found among
the NB occurrences of B. Thus the ratio
N AB N AB / N P( AB) (1-22)
= =
NB NB / N P( B )
1
is a measure of “the event A given that B has already occurred”. We
denote this conditional probability by
P(A|B) = Probability of “the event A given that B has occurred”.
We define
P( AB)
P( A | B ) = , (1-23)
P( B )

provided P( B)  0. As we show below, the above definition

satisfies all probability axioms discussed earlier.

2
We have

(i) P( AB)  0
P( A | B ) =  0, (1-24)
P( B )  0
P(B ) P( B )
(ii) P ( | B ) = = = 1, since  B = B. (1-25)
P( B ) P( B )

(iii) Suppose A C = 0. Then

But AB  AC =  , hence P( AB  CB) = P( AB) + P(CB).
P(( A  C )  B ) P( AB  CB)
P( A  C | B ) = = . (1-26)
P( B ) P( B )
P( AB) P(CB)
P( A  C | B ) = + = P( A | B ) + P(C | B), (1-27)
P( B ) P( B )

satisfying all probability axioms in (1-12). Thus (1-23) defines a

legitimate probability measure. 3
Properties of Conditional Probability:
a. If B  A, AB = B, and
P ( AB) P( B)
P( A | B) = = =1 (1-28)
P( B) P( B)
since if B  A, then occurrence of B implies automatic occurrence of
the event A. As an example, but
A = {outcome is even}, B={outcome is 2},
in a dice tossing experiment. Then B  A, and P ( A | B ) = 1.
b. If A  B, AB = A, and

P( AB) P( A)
P( A | B ) = =  P( A). (1-41)
P( B ) P( B )
4
(In a dice experiment, A = {outcome is 2}, B={outcome is even},
so that A  B. The statement that B has occurred (outcome is even)
makes the odds for “outcome is 2” greater than without that
information).
c. We can use the conditional probability to express the probability of a
complicated event in terms of “simpler” related events.
 Total Probability Theorem

Let A1, A2 ,, An are pair wise disjoint and their union is . Thus
and Ai A j =  ,
n
Thus A i = . (1-29)
i =1

B = B( A1  A2    An ) = BA1  BA2    BAn . (1-30)

But Ai  Aj =   BAi  BA j =  , so that from (1-43)
n n
(1-31)
P( B ) =  P( BAi ) =
i =1
 P( B | Ai ) P( Ai ).
i =1

With the notion of conditional probability, next we introduce the notion

of “independence” of events.
Independence: A and B are said to be independent events, if
P( AB) = P( A)  P( B ). (1-32)

Notice that the above definition is a probabilistic statement, not a set

theoretic notion such as mutually exclusiveness.
Suppose A and B are independent, then
P( AB) P( A) P( B ) (1-33)
P( A | B ) = = = P( A).
P( B ) P( B )
Thus if A and B are independent, the event that B has occurred does not
shed any more light into the event A. It makes no difference to A
whether B has occurred or not. An example will clarify the situation:
Example 1.2: A box contains 6 white and 4 black balls. Remove two balls
at random without replacement. What is the probability that the first one
is white and the second one is black?
Let W1 = “first ball removed is white”
B2 = “second ball removed is black”
We need P(W1  B2 ) = ?We have W1  B2 = W1B2 = B2W1. Using
the conditional probability rule,
P(W1B2 ) = P( B2W1 ) = P( B2 | W1 ) P(W1 ). (1-34)

But
6 6 3
P (W1 ) = = = ,
6 + 4 10 5
and 4 4
P ( B2 | W1 ) = = ,
5+4 9
and hence
5 4 20
P(W1B2 ) =  =  0.25.
9 9 81
Are the events W1 and B2 independent? Our common sense says No. To
verify this, we need to compute P(B2). Of course, the fate of the second ball
very much depends on that of the first ball. The first ball has two options:
W1 = “first ball is white” or B1= “first ball is black”. Note that W1  B1 =  ,
and W1  B1 = . Hence W1 together with B1 form a partition. Thus (see (1-
23)-(1-25))
P( B2 ) = P( B2 | W1 ) P(W1 ) + P( B2 | R1 ) P( B1 )
4 3 3 4 4 3 1 2 4+2 2
=  +  =  +  = = ,
5 + 4 5 6 + 3 10 9 5 3 5 15 5

and 2 3 20
P( B2 ) P(W1 ) =   P( B2W1 ) = .
5 5 81

As expected, the events W1 and B2 are dependent.

 Baye’s Theorem
(1-35)
From (1-22), P( AB) = P( A | B ) P( B ).

P( BA) P( AB)
Similarly, from (1-22) P( B | A) = = ,
P( A) P( A)

P( AB) = P( B | A) P( A). (1-36)

or

From (1-35)-(1-36), we get

P ( A | B ) P ( B ) = P ( B | A) P ( A).
or P( B | A)
P( A | B ) =  P( A) (1-37)
P( B )
Equation (1-37) is known as Bayes’ theorem.
A more general version of Bayes’ theorem involves partition of . From
(1-37)
P ( B | Ai ) P ( Ai ) P ( B | Ai ) P ( Ai )
P ( Ai | B ) = = n
, (1-38)

 P( B | A ) P( A )
P( B )
i i
i =1

where we have made use of (1-31). In (1-38), Ai , i = 1 → n, represent a

set of mutually exclusive events with associated a-priori probabilities

P( Ai ), i = 1 → n. With the new information “B has occurred”, the

information about Ai can be updated by the n conditional probabilities
P( B | Ai ), i = 1 → n, using (35)
(1 - 47).
Example 1.3: Two boxes B1 and B2 contain 100 and 200 light bulbs
respectively. The first box (B1) has 15 defective bulbs and the second 5.
Suppose a box is selected at random and one bulb is picked out.
(a) What is the probability that it is defective?
Solution: Note that box B1 has 85 good and 15 defective bulbs. Similarly
box B2 has 195 good and 5 defective bulbs. Let D = “Defective bulb is
picked out”.
Then P ( D | B1 ) =
15
= 0.15, P ( D | B2 ) =
5
= 0.025.
100 200
Since a box is selected at random, they are equally likely.
1
P ( B1 ) = P ( B2 ) = .
2
Thus B1 and B2 form a partition as in (1-30), and using
(1-31) we obtain
P( D) = P( D | B1 ) P( B1 ) + P( D | B2 ) P( B2 )
1 1
= 0.15  + 0.025  = 0.0875.
2 2
Thus, there is about 9% probability that a bulb picked at
random is defective.
(b) Suppose we test the bulb and it is found to be defective. What is
the probability that it came from box 1? P( B1 | D) = ?
P( D | B1 ) P( B1 ) 0.15  1 / 2
P( B1 | D) = = = 0.8571. (1-39)
P ( D) 0.0875

Notice that initially P( B1 ) = 0.5; then we picked out a box at random

and tested a bulb that turned out to be defective. Can this information
shed some light about the fact that we might have picked up box 1?

From (1-39), P( B1 | D) = 0.857  0.5, and indeed it is more likely at

this point that we must have chosen box 1 in favor of box 2. (Recall
box1 has six times more defective bulbs compared to box2).