Advanced Engineering Mathematics Aman Kanshotia
Lecture Notes
Advanced Engineering Mathematics
Aman Kanshotia
Assistant Professor
Sekhawati Group of Institutes, Sikar
August 22, 2025
1 Probability and Statistics 1
Random Experiment
An experiment whose outcome or result can be predicted with certainty is called a De-
terministic experiment.
Although all possible outcomes of an experiment may be known in advance the out-
come of a particular performance of the experiment cannot be predicted owing to a
number of unknown causes. Such an experiment is called a Random experiment.
(e.g.) Whenever a fair dice is thrown, it is known that any of the 6 possible outcomes
will occur, but it cannot be predicted what exactly the outcome will be.
Sample Space
The set of all possible outcomes which are assumed equally likely.
Event
A sub-set of S consisting of possible outcomes.
Mathematical definition of Probability
Let S be the sample space and A be an event associated with a random experiment. Let
n(S) and n(A) be the number of elements of S and A. Then the probability of event A
occurring is denoted as P(A), is denoted by
n(A)
P (A) =
n(S)
Note:
1. It is obvious that 0 ≤ P (A) ≤ 1.
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Advanced Engineering Mathematics Aman Kanshotia
2. If A is an impossible event, P (A) = 0.
3. If A is a certain event, P (A) = 1.
A set of events is said to be mutually exclusive if the occurrence of any one of them
excludes the occurrence of the others. That is, set of the events does not occur simulta-
neously,
P (A1 ∩ A2 ∩ A3 ∩ . . . ∩ An . . .) = 0
A set of events is said to be mutually exclusive if the occurrence of any one then
excludes the occurrence of the others. That is, set of the events does not occur simulta-
neously,
P (A1 ∩ A2 ∩ A3 ∩ . . . ∩ An . . .) = 0
Axiomatic definition of Probability
Let S be the sample space and A be an event associated with a random experiment. Then
the probability of the event A, P(A) is defined as a real number satisfying the following
axioms.
1. 0 ≤ P (A) ≤ 1
2. P (S) = 1
3. If A and B are mutually exclusive events, P (A ∪ B) = P (A) + P (B)
4. If A1 , A2 , A3 , . . . , An , . . . are mutually exclusive events,
P (A1 ∪ A2 ∪ A3 ∪ . . . ∪ An . . .) = P (A1 ) + P (A2 ) + P (A3 ) + . . . + P (An ) . . .
Important Theorems
Theorem 1: Probability of impossible event is zero.
Proof: Let S be sample space (certain events) and ϕ be the impossible event.
Certain events and impossible events are mutually exclusive.
P (S ∪ ϕ) = P (S) + P (ϕ) (Axiom 3)
S∪ϕ=S
P (S) = P (S) + P (ϕ)
P (ϕ) = 0, hence the result.
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Advanced Engineering Mathematics Aman Kanshotia
Theorem 2: If A is the complementary event of A, P (A) + P (Ā) ≤ 1.
Proof: Let A be the occurrence of the event Ā be the non-occurrence of the event.
Occurrence and non-occurrence of the event are mutually exclusive.
P (A ∪ Ā) = P (A) + P (Ā)
A ∪ Ā = S ⇒ P (A ∪ Ā) = P (S) = 1
∴ 1 = P (A) + P (Ā)
P (Ā) = 1 − P (A) ⇒ P (A) ≤ 1.
Theorem 3: (Addition theorem) If A and B are any 2 events,
P (A ∪ B) = P (A) + P (B) − P (A ∩ B) ≤ P (A) + P (B).
Proof: We know, A = AB̄ ∪ AB and B = ĀB ∪ AB.
P (A) = P (AB̄) + P (AB), P (B) = P (ĀB) + P (AB) (Axiom 3)
P (A) + P (B) = P (AB̄) + P (AB) + P (ĀB) + P (AB)
= P (AB̄) + P (ĀB) + 2P (AB)
P (A ∪ B) = P (AB̄) + P (ĀB) + P (AB)
P (A ∪ B) = P (A) + P (B) − P (A ∩ B) ≤ P (A) + P (B).
Note: The theorem can be extended to any 3 events, A, B and C
P (A ∪ B ∪ C) = P (A) + P (B) + P (C) − P (A ∩ B) − P (B ∩ C) − P (C ∩ A) + P (A ∩ B ∩ C)
Theorem 4: If B ⊂ A, P (B) ≤ P (A).
Proof: A and AB̄ are mutually exclusive events such that B ∪ AB̄ = A.
P (B ∪ AB̄) = P (A)
P (B) + P (AB̄) = P (A) ⇒ P (B) ≤ P (A).
Conditional Probability
The conditional probability of an event B, assuming that the event A has happened, is
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Advanced Engineering Mathematics Aman Kanshotia
denoted by P (B/A) and defined as
P (A ∩ B)
P (B/A) = , provided P (A) ̸= 0
P (A)
Product theorem of probability
Rewriting the definition of conditional probability, We get
P (A ∩ B) = P (A)P (B/A)
The product theorem can be extended to 3 events, A, B and C as follows:
P (A ∩ B ∩ C) = P (A)P (B/A)P (C/A ∩ B)
Note: 1. If A ⊂ B, P (B/A) = 1, since A ∩ B = A. 2. If B ⊂ A, P (B/A) ≥ P (B),
P (B)
since A ∩ B = B, and ≥ P (B). As P (A) ≤ P (S) = 1. 3. If A and B are
P (A)
mutually exclusive events, P (B/A) = 0, since P (A ∩ B) = 0. 4. If P (A) > P (B),
P (B) < P (A)P (B). 5. If A1 ⊂ A2 , P (A1 /B) ≤ P (A2 /B).
Independent Events
A set of events is said to be independent if the occurrence of any one of them does not
depend on the occurrence or non-occurrence of the others.
If the two events A and B are independent, the product theorem takes the form
P (A ∩ B) = P (A) × P (B)
Conversely, if P (A ∩ B) = P (A) × P (B), the events are said to be independent (pairwise
independent).
The product theorem can be extended to any number of independent events. If
A1 , A2 , A3 , . . . , An are n independent events, then
P (A1 ∩ A2 ∩ A3 ∩ . . . ∩ An ) = P (A1 ) × P (A2 ) × P (A3 ) × . . . × P (An )
Theorem 4:
If the events A and B are independent, the events Ā and B are also independent.
Proof: The events A ∩ B and Ā ∩ B are mutually exclusive such that
(A ∩ B) ∪ (Ā ∩ B) = B
∴ P (A ∩ B) + P (Ā ∩ B) = P (B)
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Advanced Engineering Mathematics Aman Kanshotia
P (Ā ∩ B) = P (B) − P (A ∩ B)
= P (B) − P (A)P (B) (∵ A and B are independent)
= P (B)[1 − P (A)] = P (Ā)P (B)
Hence proved.
Theorem 5:
If the events A and B are independent, the events Ā and B̄ are also independent.
Proof:
P (Ā ∩ B̄) = P (Ā ∪ B) = 1 − P (A ∪ B)
= 1 − [P (A) + P (B) − P (A ∩ B)] (Addition theorem)
= [1 − P (A)] − P (B)[1 − P (A)]
= P (Ā)P (B̄)
Problem 1:
From a bag containing 3 red and 2 black balls, 2 balls are drawn at random. Find the
probability that they are of the same colour.
Solution:
Let A be the event of drawing 2 red balls. Let B be the event of drawing 2 black balls.
∴ P (A ∪ B) = P (A) + P (B)
3
C2 2 C2 3 1 2
= 5C
+5 = + =
2 C2 10 10 5
Problem 2:
When 2 cards are drawn from a well-shuffled pack of playing cards, what is the probability
that they are of the same suit?
Solution:
Let A be the event of drawing 2 spade cards. Let B be the event of drawing 2 club cards.
Let C be the event of drawing 2 hearts cards. Let D be the event of drawing 2 diamond
cards.
13
C2 4
∴ P (A ∪ B ∪ C ∪ D) = 4 · 52 C
=
2 17
Problem 3:
1
When A and B are mutually exclusive events such that P (A) = 2
and P (B) = 31 , find
P (A ∪ B) and P (A ∩ B).
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Advanced Engineering Mathematics Aman Kanshotia
Solution:
P (A ∪ B) = P (A) + P (B) = 65 , P (A ∩ B) = 0
Problem 4:
If P (A) = 0.29, P (B) = 0.43, find P (A ∩ B̄), if A and B are mutually exclusive.
Solution:
We know A ∩ B̄ = A
P (A ∩ B̄) = P (A) = 0.29
Problem 5:
A card is drawn from a well-shuffled pack of playing cards. What is the probability that
it is either a spade or an ace?
Solution:
Let A be the event of drawing a spade. Let B be the event of drawing an ace.
P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
13 4 1 4
= + − =
52 52 52 13
Problem 6:
If P (A) = 0.4, P (B) = 0.7 and P (A ∩ B) = 0.3, find P (Ā ∩ B̄).
Solution:
P (Ā ∩ B̄) = 1 − P (A ∪ B)
= 1 − [P (A) + P (B) − P (A ∩ B)]
= 0.2
Problem 7:
If P (A) = 0.35, P (B) = 0.75 and P (A ∪ B) = 0.95, find P (Ā ∪ B̄).
Solution:
P (Ā ∪ B̄) = 1 − P (A ∩ B) = 1 − [P (A) + P (B) − P (A ∪ B)] = 0.85
Problem 8:
A lot consists of 10 good articles, 4 with minor defects and 2 with major defects. Two
articles are chosen from the lot at random (without replacement). Find the probability
that (i) both are good, (ii) both have major defects, (iii) at least 1 is good, (iv) at most
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Advanced Engineering Mathematics Aman Kanshotia
1 is good, (v) exactly 1 is good, (vi) neither has major defects, (vii) neither is good.
Solution: 10
C2 3
(i) P (both are good) = 16 =
C2 8
2
C2 1
(ii) P (both have major defects) = 16 C
=
2 120
10C1 6C1 + 10C2 7
(iii) P (at least 1 is good) = =
16C2 8
10C0 6C2 + 10C1 6C1 5
(iv) P (at most 1 is good) = =
16C2 8
10C1 6C1 1
(v) P (exactly 1 is good) = =
16C2 2
14C2 91
(vi) P (neither has major defects) = =
16C2 120
6C2 1
(vii) P (neither is good) = =
16C2 8
Problem 9:
If A, B and C are any 3 events such that P (A) = P (B) = P (C) = 41 , P (A ∩ B) =
P (B ∩ C) = P (C ∩ A) = 0, P (A ∩ B ∩ C) = 18 . Find the probability that at least 1 of
the events A, B and C occurs.
Solution: Since P (A ∩ B) = P (B ∩ C) = 0; P (A ∩ B ∩ C) = 0
P (A ∪ B ∪ C) = P (A) + P (B) + P (C) − P (A ∩ B) − P (B ∩ C) − P (C ∩ A) + P (A ∩ B ∩ C)
3 1 5
= −0−0−0+ =
4 8 8
Problem 10:
A box contains 4 bad and 6 good tubes. Two are drawn out from the box at a time. One
of them is tested and found to be good. What is the probability that the other one is
also good?
Solution: Let A be a good tube drawn and B be another good tube drawn.
6
C2 1
P (both tubes are good) = P (A ∩ B) = 10 C
=
2 3
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Advanced Engineering Mathematics Aman Kanshotia
1
P (A ∩ B) 3 5
P (B|A) = = 6 = (By conditional probability)
P (A) 10
9
Problem 11:
In a shooting test, the probability of hitting the target is 1/2 for A, 2/3 for B and 3/4
for C. If all of them fire at the target, find the probability that (i) none of them hits the
target and (ii) at least one of them hits the target.
Solution: Let A, B and C be the events of hitting the target.
P (A) = 12 , P (B) = 32 , P (C) = 3
4
P (Ā) = 12 , P (B̄) = 31 , P (C̄) = 1
4
1
P (none hits) = P (Ā ∩ B̄ ∩ C̄) = P (Ā) × P (B̄) × P (C̄) =
24
1 23
P (at least one hits) = 1 − P (none hits) = 1 − =
24 24
Random Variable:
A random variable is a real valued function whose domain is the sample space of a random
experiment taking values on the real line R.
Discrete Random Variable:
A discrete random variable is one which can take only finite or countable number of values
with definite probabilities associated with each one of them.
Probability Mass Function:
Let X be discrete random variable which assuming values x1 , x2 , . . . , xn with each of the
values, we associate a number called the probability
P (X = xi ) = p(xi ), (i = 1, 2, . . . , n)
this is called the probability of xi satisfying the following conditions:
1. pi ≥ 0 ∀i, i.e., pi ’s are all non–negative
Pn
2. i=1 pi = p1 + p2 + · · · + pn = 1, i.e., the total probability is one.
Continuous Random Variable:
A continuous random variable is one which can assume every value between two specified
values with a definite probability associated with each.
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Advanced Engineering Mathematics Aman Kanshotia
Probability Density Function:
A function f is said to be the probability density function of a continuous random variable
X if it satisfies the following properties:
1. f (x) ≥ 0, −∞ < x < ∞
R∞
2. −∞
f (x)dx = 1
