a mhandom ocesses for Klectrical Engineering econd Edition Alberto Leon-GarciaSeo (0) nranl-p nap Oss) BI) =p VARIN = x1 -») Gye) =C@ + m=) Remar: The Bernoulli random variable isthe ale ofthe indicator function for some ferent. X'= Lif occurs and 0 otherwine. Seo ” n=(anert eet BU VAREX = a9 p) Gu) = 0 + er Remo: X i the numberof sccees nm Beroulils and ence the sum of » Independent, ental dsb ero den vate. Son nto ai Fins Voi: = (01,2, nah Se=(01,2,..) BAO. and ao EIX]=@ VARX]=a Gate) =m ‘Remarks: X iste numberof evens that cu a oe time wit when he tine erveen ‘evens is exponential disbuted with mean Ia SRProbability and Random Processes for Electrical Engineering Second Edition Alberto de \feon-Garcia University of Toronto vy Addison-Wesley Publishing Company Reading, Massachusetts Menlo Park, Califomia * New York Bon ils, Ontaso* Wokingham, Eagan ‘Amsterdam = Bona * Sydney * se a an n= Mla PalTo my mother and tothe memory of my father itary of Congress Cataloging in Publication Data La Gan, er ‘rotabilty and random processes for electrical engineering / ‘ken tn aia —and tom line ISBN 0201 S007 2. Probabilities. 3 Sade pee ne TRIS Las "os storie ens4en9 9.21126 Reprinted wit conection May, 198 Copyright © 1994 by Addon Wesey ec Preface a A Probably and Random Proceses for Electrical Engineering presents a caelly motivated, accessible, and interesting inoduction to probability and random processes. It is designed 10 allow the instrucior maximum ‘exibilty in the selection of topics. In addition to the standard topics aught in introductory courses on probability, random variables, and random processes, the book includes sections on modeling, basic statistical techniques, computer simulation, reliability, and entropy, a8 well as conc but relatively complet intodtions 10 ‘Markov chains and queueing theory. ‘The compleity of the systems encountered in electrical and computer engineering calls for an understanding of probability concepts anda facility in the ‘use of probability tools from an ineressing number of B.S. degree graduates. The introductory course should therefore teach the student not only the basi theoret- cal concepts but also how to solve problems that aise in engineering practic. ‘This course requires thatthe student develop problem-solving skills and un- ersiand how to make the transition from a rel problem 1 a probability model for that problem, ‘Relevance to Engineering Practice nea ten bee enya ic ey ie ae ‘Sepa ia Sgr ee dei iene heres Seon wee Sag te “Se ree per ectsFrom Problems to Probability Models rr i real data or ie, imporant cones are usualy devshped by preset Conputramsed det, Second, stone on base sata technigues re ict ra ie we. Th wos donate ow a meth ts provide the ink berwcen theory andthe el world. Fnalls, the significa aetna eat epee ered cll ading frrumens tha range om simple fo complex, For expe, in Chapters 2 and 3 texan prceds fm cin tossing to Bernoulli. It then continues wo the timmial and geometric dirbuions, ond finally process vi. liming !rguments the Passo, capone and Gavan dsibtions Exampes and Problems Numerous examples in every section ate used to demonstrate analytical and problem-solving techniques, develop concepts using simplified cases, and ilusrate applications. The txt includes over 700 problems, identified by section to help the insractor select homework problems. Additional sets of problems requiring cumulative knowledge ae provided atthe end ofeach chapter. Answers to selected problems are included at the end of the text. A Student Solutions ‘Manual accompanies this text 1 develop problem-solving skill A'sampling of 25% of carefully worked out problems has been selected to help. students lnderstand concep presented in the teat. An Instructor's Solu with complete solutions is also availble. Computer Metiods ‘methods introduced in the tex, Sections on computer methods have bee ave been integrated into the text rather than icant frst chante because performing the computer exerses dureg lesons helps students to learn basic probabil c ty concepts. It should be noted that te computer methods inoduced in Sections 27, ll ad le ge oe In Chapter crphust sped ow sole nee ec Indeed eal) ttl) tndon ae Chener Se th im oan i sequence pace ier aso ee Theoatou Canes and, cacstdowlpmeat a he eae by dvloping drei ad comma te ce Markov Chains and Queueing Theory Markov chains and queueing theory have become essential tol in communica: tion network and computer system modeling. Inthe introductory coune ‘on probability only a few changes need to be made to accommodate thse new requirements. The treatment of conditional probability and. conditional ‘expectation needs to be modified, and the Poisson and gamma random variales ‘ced to be given greater prominence. In an introductory coune on random Drocesses a new balance needs o be struck between the traitonal discussion of Wide sense stationary processes and liner systems and the discussion of Markou wins and queuing theory. The “optimum” balance between these two needs will surely vary from instructor to instucter, 90 the text includes mage mate than can be covered in one semester in order 1o give the instructor the leeway 10 strike a balance, Suggested ya ‘The fiat five chapters form the basis of a onceemeser introduction 10 probably. Tn addon tothe optional vcons on computer code, tess tuples to include optional scone on combinatorics, fab, confdenee mers, and basi results fom renewal cory. Ina onesemeser coune, ponuble to provide an intoducton to random procewes by oniting all the Barred scion inthe Sst five chapters and covering insted the st part of CChaper 6. The material in the fist five chapters has ben sed athe Unversity of Teron in an inediciory juniorlevel required. coune forces eA ctescaeec comm ca mabey proces wit furtey eee taught using Chapters 6 trough B.A quck introduction to Macoy hans ad cueing theory is posible by covering ony the isthe secon of Chae 8 fn then proceeing to the fst few sxtons in Chater 9. A one semester inoduction to queveing teoy can Be ght fam Chaps 6, 8, and 9 ‘Changes inthe Second Exon ‘The only changes in the second edition that alet the frst half ofthe book, and hence introductory courses on probability, involve the ation of more examples and problems, In keeping with our goal of giving the instructor fet in the felection of topics, we have expanded the optional section on reliably (Section 53:10) and introduced a new optional section on entropy (Section 3.12). Care hasa sete ot jt die vis quar aso ith enrony bu teen kn ot cing the nerpctaionof eTOPY ‘tec at nto. sigan hg to ma te ext more stile fe #6 avon 9 dam poses vin cher 4 enon the in share fnton hasbeen aed Jn Capes hin Guesan uno varbles has Been expanded god te dso fH Sous pes of convergence of Sequences of se SSR carly sete sc of came Is presented to ‘Teen he dieens inte varus peso convergence eon es thse els wo develop the notons of mean square Seren as and mega of random process, This section tre he none bere he Wer proce and white Gaussian noe, Se rcp the Orns Uleberk proceso the tease saluton fo ese car gtcn den yo Secon wes Feuer sis 1 inode the noon of representing a frodon pcos byt Ina combination of cena uncon weighed ty rade arable then proces to devi the Rarhunen-eve ‘Spann fr or ado yet and hen random process SS ee algorithm. Fay, Sesion 75 present dicuion ofthe Kalman tert complement the Wie Serna Seion 74 ‘Acknowledgments {would ike to acknowledge the help of several individuals in the preparation of| the second eon, Ft and foremost, | mus thank he user ofthe fist edition, Professors and studens, who provided many of the suggestions incorporated ito this edition. 1 would aso like to thank my graduate students for providing hiteck on arts of the manuscript, especially Masoud Khansari and Sameh Sovelam, who took a special interes [also thank Indra Widina for preparing RE ROEAME fo eter random variables. My colagues, Profesor, Frank achans, Fas Fasputy, and Dims Hatiakos, provided useful com- ‘The following reviewers sided me with their ae me Suggestions and comments in pmeaitin: Steven A. Treter, Universiy of Maryland-Collge Park; Sane vatct Usivesy of Wisonsn-Madison; Subhash Kak, Louisiana ion “uty Baton Rouge; Deniz. Sandhu; Ronald tis, University of SEGRE Sioa Baton De. Beara Devarin, Univers of Texas Arinpton! Shi-Chun Chang, George Mason University. ie "ke to thank my wife, Karen Carlyle, for her love and to the second edition is the ation of materi ourse that provides « more substantial Contents CHAPTER 1_ Probability Models in Electrical and Computer Engineering TLL Mathematical Models as Tools in Analysis and Design 12 Deterministic Models 13. Probability Models “Stara Replay Properties of Relais Pogue The Aromatic Approach to Theory of Probl Bua a Prob Mode 14 ADeuiled Example: A Packet Voie Transmission System, 15 Other Examples \Conmamication er UnebleChrels Presi of Rade Sale eace Shan Sens Relay of Syms 1.6 Overview of Book SUMMARY CHAPTER 2 Basic Concepts of Probability Theory 2.1 Specifying Random Experiments The Sample Space Even Set Options 2.2. The Axioms of Probability Disgere Samp Spas Connon Sample Spaces "23 Computing Probabiites Using Counting Methods “Sampling th Replacment and wth Ordre ‘Sampling that Relaemen and tk Ondring Permtain of» Dnt Ove Somplng esta Replacement and wot Ordering ‘Sampling eth Reason and ethan Orig 24 Conditional Probability ‘Bayer Ride 25 Independence of Eventswilt 26 Segtetl Experiments § Sm and pment Te Beal Pi edt Pay La 7h Groene Ptah La Se eee 27 A computer Method fr Sytesing Randomness: Random er Genero CHAPTER 3 Random Variables 31 The Novi oR Vrate 32. Thx Gama Dato Pacin Tito Tipo and Vor 32. ThePruby Deasty Function Coton ay 34 Som lpr Rds Vas ‘Bee Rode Yt, Cosine Ve 35 mcs ofaRasea Vac 36 The aged Valo Rnd Vatie The ted Va Tes ite = 63) 37 Teta nd Ctr acts 34 Testing the Fits Diba o Dos 39 Thane Ned 60 ol 61 65 66 66 69 B 7 92 93 98 9 Ho 119 126 17 130 13 137 138 144 M5 148 149) 130 150 153 155 155 158 161 162 162 162 167 170 mm, 174 CHAPTER 4 Multiple Random Variables 4.1 Vector Random Variables Hons an Prabal Indpendnc 2 Pairs of Random Variables Pais of Dice Random Variable, The Joe The Jot lof Tien Tomy Continues Random Veriales Random Varah Tha Difer in Type 43 Independence of Two Random Variables 44 Conditional Probability and Conditional Expectation Coulton Probl Candinonal Espn 45° Multiple Random Variables Town Disb: Independence 4.6 Functions of Several Random Variables ‘One Finconf Seal Rando Variable Tranfrmations of Random Vos ff Linear Transformations "pl of Gece Troma pected Value of Functions of Random Variables The Comlaton end Covarionof Tao Rano Vas “Fort Chater Function 4.8 Joialy Gaussian Random Variables ‘Jom Gausian Rondo Varaex “LincarTrasoraton of Gaus Random Varies “Foie Charan Function of Gs Ra Variables “49° Mean Square Estimation "Lina Prion *4.10 Generating Correlated Vecor Random Variables ‘Generating Vacs of Random Varah Saif Covarances Generating Vero Joly Gosion Rando Varies ‘PROBLEMS CHAPTER 5 Sums of Random Variables and Long-Term Averages 5.1 Sums of Random Variables “Mean and Varian of Sis of Random Varches ‘Mf of Sof Indcpennt Radon Vara "Sum of« Rando Number of Randi Varies 5.2. The Sample Mean and the Laws of Large Numbers 53. The Cental Limit Theorem ‘Gaus Appreimain for Binomial Probie, “Proof ofthe Conta Lit Thorn 225 2 232 233 2s 27 20 as 246, 21 21 2ss g Seenssyy 191*S44 Confidence Intervals : i amen Unk Moon ond Kroz Varince (Gi: Gus, Ma ond Vanome Uno (ae 328-4 New Gs; Moan and Vari Unb 5.5. Coavergence of Sequences of Random Variables *S16 Long-Term Arrival Rates and Associated Averages Te Ta Tine Borges 9°57 A Computer Method for Evaluating the Distribution of a Random Variable Using the Discrete Fourier Transform ‘Dt Ronson Verh Gnas Rann Varaes SCuMARY PROBLEMS APPENDIX 5.1: Subroutine FFT(A, M,N) CHAPTER 6 Random Processes 61 Definition ofa Random Process {62 Specifving a Random Process a pul ani Pas samples of Discrete-Time Random Proceses lRenn Pes Si Pre: Te Binal Coming ned Radon Wak Pn 64 Examples of Continuous Tine! Random Processes Random Tape edo ilar Sa other Pree Decl fete Pon Pa 65. Staimary inion Prose sxottionry Ranson 66 re (Continuity, Decivaives, and Integrals of Random Processes ‘Mean Sure Derisaes ‘Meo SsuareInrals eg eee Ge Li Syn Rondon of Random Proce nd Egat Kuhane-Lace ExpanceeS e 288 289 200 293 293 303 306 309 308 314 316 317 327 330 333 333 334 336 337 338 339 un 6 350, 354 256 38 373 omni HEsT Brivenore Proceeeee 54 ce ae CHAPTER 7 Analysis and Processing of Random Signals, 7.1. Power Spectral Density Comins Tine Random Pros Discrete-Time Random Pres 5 Par Steal Dens asa Time Average 7.2. Response of Linea Systems to Random Signals (Cominsus-Tine Sym Disrte-Time Sts 3 Amplitude Modulation by Random Signals 74 Optimum Linear Systems ‘The Ongena Condon Prediction Estimation Using th Ete Resin ofthe Ober Pras “Esai Ug Cau ies 2.5 The Kalman Filter °7.6 Esimating the Power Spectral Density Vann of Periodgram Estimate Smoothing of Peradgvam Estonae SUMMARY CHAPTER 8 Markov Chains 8.1 Marko Proceses 8.2. Discrete-Time Markov Chains ‘The sep Trorsition Prabalines The Site Preis Steady State Probabiis 8.3 Continuous Time Markov Chains State Oca Times ‘Tramition Rates ad Tie-Depenn Ste Probabiier ‘Steady State Proabiice and Global Balence Equations *8.4 Classes of States, Recurrence Properties, and Limiting Probabilities Cases of Sa ‘ecrence Propo: Liang Probabilities ong Probabiitifor Cntinaoas Time Mark Chas *8.5. Time Reversed Markov Chains ‘Time Revo Marko Chase Time Reverie Contos Tome Marko Chaba CHAPTER 9. Introduction to 99 9.1 The Elements of a Queueing System 9.2. Litle’s Formula a 43 43 49 41 5 ar 1 3 BS 488 SSeseakessssesaceas BaThe MIM/1 Queue Det riche Sion The MM Tso th Fine Capac 9.4 MultiServer Stems: M/MJc, MUMe/e, and MUM/= ‘Darian of Nir nthe MMS Wein Tine Dra Tea The MM = Qu Sse 95. Finie-Source Queneing Systems retin Catone Danton 9.6 M/G/I Queueing Systems "he Real Soe Tine Moo Delo 46/1 Syms Maa Dey M/G/1 Sven ith Pri °9:7-M/G/I Anulysis Using Embedded Markow The Enkllod Mark Chin The Number of Coma an M/G/1Syton aly and Was me Dib o a /1 Sem 98 Burke's Theorem: Departures from M/M/c Systems Prof of Bar's Them Using Toe Reversi 99) Newark of Queues Jacksons Theorem (Ope Near of Que “Pr of acs Them Clad Nero of ens Meo Value Anais ‘Prof of he Aral Therm suiuany PROBLEMS APPENDIXES 7 pees ————__ 1 ‘8 Tables of Fourier Transforms 8 Distion ins Compr rCnering Rann Vries i Awe Sse Palins 0 Indes se CHAPTER 1 Probability Models in Electrical and Computer Engineering Designers today mus often build systems that work in chaotic environment: + A large computer stem must say the diverse and uctuating processing ‘demands ofthe community it serves + Communication networks must be continually ready to meet the regular ‘demands ofthe customer for voice and data “information pipelines.” + Communication systems must provide continuous and erro-fee communica tion over channels that are subject to interference and noise + Word recognition systems must decode speaker inputs with high rib. Probability models are one of the tools that enable the designer to make sense out ofthe chaos and to successfully build systems that are efficent, reliable, and cost-effective, This book is an introduction to the theory underlying prob. ability models a well as 10 the basic techniques used in the development of such models ‘This chapter introduces probability models and shows how they dfer from the determine models tht re erase in nning, The ey proper the notion of probability are developed, and various examples from electrical ‘computer engincering, where probability models play a key role, are preseated, Section 1.6 gives an overview ofthe book2 Chaps) rs 1:1 MATHEMATICAL MODELS AS TOOLS IN ANALYSIS AND DESIGN rmadifcation of any complex system involves the making of choices The design fe alternatives. Choices are made on the basis of criteria such vcost reliability, and performance, The quantiative evaluation of these criteria i situs made rough i ocua implementation and experimental ealuaon et is eure ong aoe ccrieas te nde bacon wats ta, tte oben nde othe erative. ‘model sn sprosmate representation of phi tation. A model Deseret ree erecta wi nein nda Tues Thee res can be wed to pd he outcome of expeinentsinvelving the ten posal statin. Am model expan al reevamaspecs of sae Staton Sch mod can therefore be used instead of experiments to ance usm earig the sven station, Mods therefre allow the engines wo ‘vad the cos of exgerinension, namely, labor, equipment, and ne, Mathematical models are sed ‘shen the dbseratina phenomenon has aessabe properties. A mathematic mel const of ase af antampinn seat fo ain hcl prices works. Ths wimps std the form of mathemati retoes involving the important porsmac a ‘arabe of he stem. The condos under which an eperent alia hc system ica oot determine the “ves inthe mulhemaliel aon ce the solution of these relations allows us to predict the measurements that we rT ‘be obtained if the experiment were performed, ees egitim model are used exensvly by engineers in euding system kg and mdcon decison, Intuiion and rules of thumbs ne ae Ero rm cd ari gone oe Heal peenran einer Pera fel a met ee of mathematical models form ott Hs form the bass of many computer-aided analysis and eign =e Se [eee ‘of when to stop the madeling process depends on the immediate objectives of the investigator. Thus a model thats adequate fr one application may prove wo be completly inadequate in another setting "The predictions of a mathematical model should be weated as hypothetical until the ‘model has been validated through 2 comparison with experimental ‘measurements. A dilemma arses ina system design situation: The model eannot be validated experimentally because the real sytem does not ext. Computer simulation models play a useful role in this situation by presenting an alters- tive means of predicting system behavior, and thus a means of checking the predictions mide by a mathematical model. A computer simulation modet onsists of a computer program that simulies or mimics the dynamics of a ‘system, Incorporated into the program are insrucions tht “measure” the felevant performance parameters. In general, simulation models ate capable (Of representing systems in greater etal than mathematical models. However,they tend to be less fesble and usually require more computation time than ratheratical model. ‘rie follwing wo sections we discuss the 1wo basic types of mathematical models, deterministic models and probability models. 1.2_DETERMINISTIC MODELS Ts demic mods ihe condtions under ich an experienced on Sccmine te ac ukone ofthe exeinen, In determine mathematal odds, te olson of ot of athena union species te exc Gatcome ofthe epcinent Cc they an xample of dermis hens pote Gest thetry mods the ineronnectin of elestnic devices by ideal cia hat ont of dcr components wih Melzed votuge-curret chase tern The thery snes that he nracton Between tee ede com Fone conpiety decribed by Kitts volige and carte la Por Example, Ohm’ av ats that he vougecurent character of esr TV The volages ad catenin any cic conning of an ineronne, fo of bees an esr san be fund by saving a sytem ef snes Se is tnd ying Kia I an O's ‘h eerentiveling the mesure of tof wlags i repeated a nant of tne under te same cnn cut thoy pee ta the sbsraon wil avays be excl the same. In pracice thee wll be sone si 8 cin i mtn cd cae ae Serre Aerie md be adegane mong a he dna 13 PROBABILITY MODELS = Be and Ai mon einen, pp sa ced fmt a Segre crs ne Se ed en Mma 1,2). We call the set S of all Sernecoen ie oma ‘be predicted correctly. 13. Pray Mae 5 Statistica! Regularity In order 10 be useful a model must enable us to make predictions about the future behavior of a system, and in order tobe predictable, a phenomenon must techibit regularity in its Behavior. Many probebility models in engineering are thse on the fact that averages obvained in long sequences of repetions (rials) of random experiments consitenly yield approximately the same value, This propery is called statistical regulary "Suppose that the above urn experiment is repeated» times under identical conditions, Let N(n), Nin), and N,Q) be the number of times in which the Sutcomes ae balls 0, 1, and 2, respectively, and let the relative frequency of ‘outcome fe defined by Ain) = xe ay By sta rely we mean ht i) vrs et and es ato «constant wha as ns made are, ht i fin) = “The constant cle the probaly of he outcome A. Eguton (12) ses Ms cscre sth log proptin of times ates et ee “We will sce throughout the book that Eq. (1.2) provides an ‘Tong sequence of wi,1 Pty Me eee a a rao : 2 7 - = ommend Cocoon Pease. * [© eomne ae = ol psa | = \ Fos go, aa] Poy ei eta nae ene hn gua 6 he seca nomber betwen 2 od ne tne BUS 13 and 14 show the relive frequencies fr the thee outcomes in OSf0)S1 fork=1,2,.-0K- a3) eRe ee tis lear that. sum ofthe numberof occurrence fall posible outcomes must be the relative fequecics re converging othe al 1/3, The wins “The sum of the numberof. possi /3. This isin agreement with ‘fe divide both sides ofthe shove equation by n, we find that the sum of al the relative frequencies equals one: Z Sh = 1.This example shows thatthe relative Frequency of an event isthe sum of the Felaive frequencies ofthe associated outcomes. More generaly et C be the event there and 2 are two evens that cannot occur simulta Na(s) + Nai) 80 1 or B occurs, reousy then the number of times when Coxcurs is Ne) feta) = fd) + ff 1s) uations (1.3) (14), and (15 are the three asi properties of elative frequency from which we can derive many other useful resus The Axiomatic Approach to a Theory of Probability ution (1.2) supmets that we define the probability’ of an event hy is long: term relative frequency. There are problems wth using this definition of prob. ability to develop a mathematical theory of probability: Fist of all tis not ‘ear when and in what mathematical sense the limit in Bq, (1.2) exists. Second ‘we can never perform an experimen an infinite numberof times, so we can never know the probabltisp, exactly. Finally, the use of relative frequency to define probably’ would rule out the applicability of probablity theory to situations in hich an experiment cannot be repeated. Thus it makes practical sense to develop 2 mathematical they of probability that is not tied to any particular application orto any particular notion of what probability means. On the other hand, we must insist that, when appropriate, the theory should allow us to use ur inion and ner! potty a rive eqn In order to be consistent with the relative frequency interpretation, any efnition of “probability of an event” must satisfy the propery in Eg. (13) though (15). The modern theory of probability begins with a constuction of set of axioms that specify that probability assignments must saisly these [Properties Ic supposes that: (1) a random experiment has been defined, and a set of all possible outcomes has been identified; (2) a class of subsets of § called veas has been specified; and (3) each event A has been assigned a quer PA, in such a way thatthe following axioms are saisied i 1 0= Pale. 2 PIs}= 1. 3. HEA and B are events that cannot occur simultaneously, then PIA of B] = PLA) + {a} . Buliding a Probably Mode! ‘the real-world problem, - ae Asan example, suppose that we testa telephone conversation to determine whether a speaks curently speaking oF silem. We know that on the average the typical speaker is active only 1/3 of the time; the rest of the time he listening to the other purty or pausing between words and phrases. We can made this physical station as an urn experiment in which we select a ball rom an ra ‘containing two white tll (silence) and one back ball active speech). We ate ‘making great simplification here; not ll speakers ae the sare, no al languages have the sme silence-actvty behatir, and so forth, The usefulness and power ‘this simplification becomes apparent when we begin asking questions tht arise in system design, suchas: What the probability tht more than 24 speakers out of $8 independent speakers ae active at the same time? This question it equivalent to: What isthe probity that mote than 24 black bal re selected in 4 independent repetitions ofthe above urn experiment? By the end of Chapter 2 you wil beable 6 answer the laer question ad all the real-weed problems that fan be reduce to it 4.4 _A DETAILED EXAMPLE: A PACKET VOICE TRANSMISSION SYSTEM Ings cht ecient a tne dee stcesfly ag cnn hat must eet ta omens bt tha neve ie ei, rate snd er ae ncn we poss deel Sample such» aca: Out crate tis eatns ef the poe! and nce prob Se tala de pea yor mi. May of then vm may pen eg ow Be mae ee ae ee it 48 simulta ge hats commanistin sytem self wns ses iran om AH gc of ae nr, ss ec cnveed in voge saeoms tha ae Hegre ted into a sequence of binary numbers) and then bundled ian raion that crespond 1 T0-misecond (as) ements Spe Asura devin is uanemied (ee Fi 2 ination adres s appended teach voice packet before‘oun 15 0 Couper 1 Pity Mak a Bec and Computer Engine Mile sn itis kaon hat on the aeage sou 2/3 all uk cotin ene and face no pec infrmaon. nhs wots onthe serge te spain: aly dace abut 40/3 = 1 sre (nin) ues or Hoar pened We there cms sober sem that tan oly I = 48 pec ey Er 10, the nw sytem ich tem detsrmins which speakers have produced bust wih civ spec, Lethe econ oh nde capes fake inh)=p Oxn= 48 oom 1M A Dell Bample 4 Packt VTi Stem n ‘number of active pack & pe ple pickets produced per H0sms interval is given by the sa ‘mean of the numberof active packets =! Say i 1g =i Ze, a ‘The fist expression adds the number of ative packets produced in the Gest m Wal in the onder in which the observations were recorded. "The second ‘xpresion counts how many of these observations had k atve packets foreach Possible value off, and then computes the ttl" As m gets large the ratio [Nu(nn in the second expression approaches p,. Thus the average number of active packets produced per Ib-s segment approaches (a), — 3 in ea as) Te expression onthe right-hand side wil be dined asthe expected value of A in Seeton 3.6. Note that EA] i completely determined by the probabilities f. Equation (1.9) states that the longterm average number of active packets produced per I0-ms period i (4 The fraction of active packets that are cicard by the system in was apna) numberof active packets discarded _ 44a ‘number of active packets produced Sax) “The txm ( ~ M) in the numerator isthe numberof packets that ar discarded when k > M active packets are produced. If we divide the mumerator and, ‘Genominaor by and let gt large, we again obtain an expression in terms of the probabilities Py AON a Een cesion he Ht sd he gsm con of ae cts ht ‘ee omen a nd al of efomane mas 9 oe a A dete oi ert mane of peofitbed we 10m sam pose yo ga ou be ving ce om your ack: 1 gat | ie 1 uae, 1 Sere ot Fear dS 10 23 43 Sea Bg ae Bits + no 2125 = 6 es.oone v8 Faeroe fect peas ‘saenensteanst laut Sethe [Chapie1 Probuilty Models in Elovteal and Computer Engineering 2 In genera it igh be necessary to perform the experiment a large number er Sig ere mace ay eae te po probability theory allows us to derive these probabilities. We are then able eo Fs hg tom eg ur uaa one a the system design. = whens ue 170 Adley scons co aun 170 frre ae, 13. Oe Hamp B 1.5 _ OTHER EXAMPLES {a this section we present furtber examples from electrical and_ computer ogineering, where probability models ae wd 1 desig systems that wor in fandom envionment, Our intemon here i to show how probebiis and long-term averages arse naturally ae performance measures in many systems. We hasten toad owever, that this book is intended to present the basic concepts of Probability theory and not desaled applications. For the intrested. reader Tefeences for further reading ate provided a the end of this and ater chapters. ‘Communication over Unreliable Channels Many commnicaon stm operate in he lowing way. Evry T scons she anit cep bina np, namely 0 or 2, and amo § corresponting sg At the edo he acon, he ese! makes eon 2 what he inp s,s the it an eee. Mt commana tions seme are usc inthe sens tht the decison othe ese mt tlvay the ae the tenant input, Fae 1.7) modes yc which transmission errs ccc mundo wth prob AB died a he pce a oes et lect ae Ione proportion of bits delivered err by the eer. In stations Shes ths ero rte ot aceptaberor cnt techni re oe 0 Tedice the ener nt inthe dlveed information ‘One metodo eng the err rt the diver ination we erro cerectng coe 8 shown in Fig, 1.7) Ava Simpl cumple conser a ‘epeinn code whee cach infra rans thes es 0 00 1st If we suppose tat the decoder makes decison on the information bit by king ot od i, ee" | ad ese riniartbs te ve Oe thc ofthe bis ae in ervor In Eagle ie won oe ny ry Se" 2e Thnk Bee 2.37, 9S dye the deliver Bt ror with he ae en eo Ucn tres cde of ngs oe ree Te oe of omens Oe ose tees rome Dy oie whys ie cee oe te wes SS ceactrn se neem irae the wrong des Processing of Random Signals “The outme of a random experiment need not be a single number, but ean aso the an ene function of time, For example, the outcome of an experiment could be a vllage waveform corresponding to speech or music, In these situations we ate interested in the proper of a signal and of processed versions ofthe signa ‘Ava specific example, suppose we ae given an observed voltage waveform, YY), which isthe sum of a voltage waveform of interest S(e) (signal), and an ‘unveanted voage waveform, N(¢) (noise). For example in magnetic recording, the signal may be a volige waveform corresponding 10 music, andthe noise may be the hiss inherent in the magnetic medium, The measure of quality in these ‘9pes of systems i the igna-to-nae ratio SNR), whichis defined as the ratio of the average power inthe signal and the average power inthe noise, The quality of the obseried signal improves as the SNR increases, because the nolse then produces smaller perturbations about the desired signal Fur 1S) dept ample in whith the obseried waveform isa sare wave signal plus a noise waveform. We will seein Chapter 7 thatthe observed save can be “fered” to produce a waveform tht has a higher SNR, Figue 1.80 shows the sus of fering the waveform in Fig. 1.83). Clea, fering Resource Sharing Systems {n many application, expensive resources such as computers and communication tps are subject to unsteady and random demand. Uses intersperse demand for short pies of service perm Delo of service between long idle periods, The demands of the uses can ‘command. In typical sa pana the user is waiting for the response 10 8 ‘penne comput sen ey arg proporon of 1 ll ess ee raveame 18 Tgwipeoracns sercepiryae. ———<—<— Be eel kOe foes “Queue ‘System Oe the time in the idle tate, For this reason, computers are usually set up to be shared among a group of users. A computer system could be made to handle 3 number of wsers by providing a que (line) in which commands wait service feom the computer as shown in Fig. 1.9. Atany given time instant, a number of users are inthe process of preparing a command (job), and the rest are ating a response from the system, ‘The performance measures of interest hee are the average response time that ‘lapses from the instant a user submits a job to the instant when the response is received, and the average rate at which the computer completes jobs (through put) These measures can be predicted using the queueing model discussed in Section 9.5 Figures 1.10) and 1.10) show the average response time and the | 07 Fesihet ° a ican 1308 sverage throughput asthe numberof uses inthe system is increased. The results areas expected: As the numberof uses increases, the computer sytem is BSS ore of the time, and hence completes moe jobs ee second, but the ie of fabs waiting for service increases as well, resting in higher average response times and increased ser dissatisfaction Reliability of Systems Realy is major concer inh eign of mar tems. A pine came Ete gum of compass tod commrkaine sewers dh spy the Slcroni wanser a nds between tke Io il imprance hat his ‘Shen conlaues opraing cen inthe fice af soem fue The bey osteo doc oe bul relate seems fam uretaesmpeens? huni’ moh prod us wh the ts to aes this queston in ana wa. * “The operation of a system requires the operation of some or all of it compen For camp Tig 1) hows nem tha ncn ly hen Sn peas a func and Pi. 111) show 2 sytem tat aan eee a est nt i omnes cing er compes {ame ied os cnbiatons ote two a enratons So om capercnec tt Hs a pote pred cacy when & I" beaiy theo alows ute eahte menures a ag tine the pb tt» ene un has cg. Furterare, we wl component ill fl Fela such a hea is sill funtoning afer a cerTn) 18 Cup [robetbiy Modes an Elect CChapers 2 and 3 that probability theory enables us to determine these averages and protbilities for an entire system in tems ofthe probabilities and averages of its components. Ths allows reliability, and thus to sleet 1.6 OVERVIEW OF 800K us o evaluate system configurations in terms oftheir sytem designs that are reliable. In this chaprer we have discussed the important role that probability models play ‘in the design of systems that involve randomness, The principal ojectoe of this took isto introduce the student tothe Basic concep of probability theory that are ‘eased to understand probabiliy models used in eecical and computer engincering ‘The book is not intend pplications, with each one ied to cover applications per se; there are far too many equiring its own detailed discussion. On the athe? find, we do atempt © kezp the examples relevant tothe intended audience Sy rowing from relevant application areas at lsc Chapter 2 19 their implications. Several basic probability models are inte in| tn general, probability theory does no require that he outcomes of random ‘experiments be mumbers. This the outcomes cn be objects ep, Dick o¢ white halls) or conditions (es. computer system up or down). However we a usully intrested in experiments where the outcomes ae numbers The oti of a random vanable addeeses this discuss experiments where the tation, Chapters 3 and 4 ome isa single number, anda vector of ‘umber, respectively, In these 1Wo chapters we develop several extemey ‘ful problem solving technics. Chapter 5 presents mathematical results (mit theorems) that answer the ‘question of what happens in avery long sequence of independent repetitions ff an experiment The results prevented will justify ou extensine use of felaive frequency to motivate notion of probably hapte 6 intoues the nion of random or stochastic process, which simply an experiment in which the outcome i function of tine. Chapter 7 introduces the notion ofthe power spectral density and is se in the analysis and processing of random signals + Chapter # discusses Markov ch ‘hich ate random proses that allow 15 10 model sequences of nonindependen experiments * Chapter 9 presems an introduction to qucucing theory and various applications. 3 AY + Meme! models rete important sytem parm ters and vars whine mathematical lations They yuna equine when experimentation rot eee orto cy + Computer simulation model are an aiernatve means of prdiing system perormance. They an be wo {oat mathemati mode Tn determinate det the coins under which an experiment perormed determine the ext me The gusto: in deterministic mols pect. ‘Tm prokuity dels tbe conditions under which (CHECKLIST OF IMPORTANT TERNS 2rd experiments pesormeddetcmie te ‘babies of te pee tates: Te ease tesa tc sel ers a wel x int pes 4+ The probate an averages for 2 endo exper ‘ment can be found experimentally by computing {ete Irquenier and vamp serge nt Ie unr epson inet + Theperirmincemanurer in many sens ra intron mole reste frequencies amd Tog seragetrobaiy des ave used in the den she tems Deterministic mode Probability model Somple cu Beat Random experinent ‘Some pace Expected ale Relative fegoens Sau resulaity ProdiPy ‘Chae OS Se Secon 1.8 in efence [1] disses the proceso ‘ig inte coment fect. References (2) trough [dc probity models ina ening tenet. Reletences [8] a (9) ae case works, ad they comin exelent csins onthe oudatons of ebb inode References (10) and (1) are Fedncons to ror crt, Reference (12 seuss ‘indo ml eats the ote of communion Sens and references [13] and (14) dics various Apes of andor sonal anys. References [15] though 17] a ntradctans o perormance pests of compar communications, 1M, Van Vakeabrg, Nn Anai, Prete Hal, Englewood Cis 1974, 2 L, Breiman, Polly and Stachac Presse: Wiha Vies Toad Appt, Hxhion Mifin, Basen, 1958 3. PLL. Meyer, Jamar Probaiy ad Sail Appa, Addison Wesley, Rating, Mas 4B Dena, Pty and Radon Pr ene: Aw Induction for Appid Seems and Engours, Mero, New York, 1970 5. A Papal, Probably, Random Vario, en Sw ‘taxi Pras, MeGeew-Hil, New York. 1968 © AB, Click and ROL. Diss, Poly and PROBLEMS ee den oa pa ‘ice tr, 1 EW tae ei nf Sh Pn fo igen, Nor Ys ye Nadel alec Sia poor ee aren 9. Fr. dhe Pig on, Todt Wey, New Yrs 18 We 6 Caran. ln or Comin Clg for Dil Gmina, Penne he fen 1 Lh ed Cnt, tC Ca: an. sens on pln Penola errant 12.5 Ht, Come Sw, Wey, Ney ts 13. N"Toaman ol, iil ale atoms Pea, ape Cs Ne MOAN" Oppbcin nd RW Sd Die Sioa Pong, Prema, Eleven Ci, Sun 13. Sat, Teme Nts: Pt, Moding nd faa, Nica Wey, Renae, ier 16D, Bens and R.G. Gage, Data Nests, op rote als ce fr nes Mati on Ach Coane tnt Neo, Pens Pron, Now Yak 1. A random eperisent consis of selecting wo balls in succession from an urn enti two blk alls and and one white tall Speci the spe space for this experimen, Suppo thatthe experi ‘nthe ur ser te " ue Timeat has sample space § = A draw from a deck of 52 distinct cards, 8,6) and probs p, = 1/7 “— a Ps 207 ang, = 4/7, Describe a um experiment ca be wed he 2. The ett often a leconic evs in an sembly ie 1. The sbsewaton ef the binty ouput lor 0) produced by an eectoie Information sure (ea computer or ax machine. 5. Leta bean even sox with outcomes of random experiment ap et the cen Be dened as "even Ades ot cur.” Show that fin) = = Sdn) = fda) + fn) + 7. The sample mean for a series of numerical ascomes XU0),XID),..< 5X) af a sequence fran experient deined by 0, ‘Show ta he sample mean sss the eur forma X= (Xe Xo= es, 4, 4-1 snl men squab lhe nar ues XU). XC, Dio a cn oon priate 0). =O. Xe ota 00), = LE) ‘a What would you eet thi expreson converge to she numberof epetiions srtecomes ey hr? Fat con rea fr (Xs sna toe ow in re 7 VAoan tae coe ee vee tBu) ea! ee ae eee sete buen sent ft een oS ns ca aera ‘se cance pent si si ee eh! a nan seer ine ie = 5) = Oe (Wie comomary replace he that wl be dscused fa2 corer 1 Poa Mods in Hetil and CompatrEineing 10, The flowing dat obtained by sampling voltage waveform: 7,3, ~9, 4,7, -2, Ta tS bbb Tobe 1 Find herent frequen ofthe even "voltae is postive 1 Pind hese mean and vance f the dt © Stich the onal drt ton, whichis ened by ube fetcomes Kes than eal 9 tol umber of euteomes 1, Consider the foning ta for jo interarival ines (in milisconds) o 4 computer spre: 14, 3, Hy 4 129 1,2, 3,7, 8 U4, 1, 5 16, 14 1, 2,3, 20, 12 2 Find he sample mean and ariace ofthe dat 1 Find the rete fegoeny ofthe event “the itrarrival time is greater than om” «Sketch the empiri distribution function defined in the previous problem. 12 A repirman i responsible for the reps of machines in shop. Explain how Fg 1.9 may be wed to model the repaima’s performance 13, Suppose devices ae place in series and in par! cofgurtions a shown in Fg LIL Esplin why the parle configuration will function longer than the sere configura, CHAPTER 2 Basic Concepts of Probability Theory ‘This chapter presents the basic concepts of probability theory. In the reminder of the book, we will usualy be further developing or elaborating the basic ‘concepts presented here. You willbe well prepared to deal with the rst of the book if you have a good understanding of these baie concepts when you complete the chap “The following basic concepts willbe presented. First, set theory i wed 10 specify the sample space and the events of «random experiment, Second, the axioms of probability specily ules for computing the probable of evens. ‘Third, the notion of conditional probability allows us wo determine how paral information about the outcome of an experiment acts the probabilities of vents. Conditional probability abo allows us to formulate the notion of “independence” of evens and of experiments. Finally, we consider “sequentia”” random experiments that consist of performing a sequence of simple random subexperiments. We show how the probabilities of events in these experiments ‘an be derived from the probabiles ofthe simpler subexperiments. Throughout the book itis shown that complex random experiments can be analyzed by decomposing them into simple subexperiments.exawrLe21 4 " Faperimen Ey. Selec «ball rom an urn containing balls numbered 1 w 50, Note the numberof the bal Experiment I: Select ball fom an urn containing balls numbered 1 to 4 Suppose that balls 1 and 2 are lack and that balls 3 and 4 are white, Note the ‘number and coor of the ball you select. Experiment By: Toss coin thrce times and note the sequence of heads and tails. Experomont Ey: ‘Toss a coin three times and note the number of heads. Experiment Es: Count the number of voice packets containing only silence [produced from a group of N speakers in a 10m period Experimat EA block of information is tansmtted repeatedly over a noisy ‘channel until an error-free block arives at the receiver. Count the number of transmissions required Experiment Ey Pick a number at random between zero and one Experiment Ey: Measure the time berwcen to message arrival at @ message Experiment Ey: Measure the lifetime of a given computer memory chip in a specie envionment Experiment Ey: Determine the value ofa voltage waveform at time fy Experiment Ey: Determine the values ofa voluage waveform at times, and f. Experiment Es: Pick two numbers at random between zero and one, Esperinent Ey: Pick a number X at random between zero and one, then pick ‘number ¥ at random between zero and X. Experiment Ey: A system component is installed at time ¢ = 0. For t = 0 let (0 = 1 as ong asthe component is functioning, and let X(¢) = 0 after the component fi SS Ee Thc secon of + random exeimen mus ial an unambiguos faemetof cacly whats measured or obec eee eee ‘Arandom cxsrinent may involve more than one measurement o ober Inches saat 8Y Es, Es» Eu, Es, and Ey. A tandom experimen mer en meena ri By 1 Be Bs, Eas By, and By att aE nd Ey at examples of sequential erimens Yiewed as consisting of & sequence of uimple out Sean laa cen ene pends on the outcome of the fest sb: exawrte 22 % ‘ther results. When we perform a random experiment, one and only one outcome ‘xcs. Ths out ‘mutualy exclusive in the sense that they Cano ecu Simullancouy, The sample space random experi selina will denote an outcome ofan experiment by ¢, where & isan element or Frint in S. ach performance of «random experiment can then be viewed othe Selection at random of «single point (outcome) from The sample space Scan be specied compactly by sing set notation, It an be sia y drawing tae, grams, terval he ine ein a the plane The sample spaces corresponding to the experiments in Example 21 are given below using set nna Sy (1,2... ,50) Sy= (11,842,030), 20) Sy = (HMM, HHT, HTH, THE, PTH, THT, AEE, TTT) S.= (0,1,2,3) $.= (0,1,2,...5N) Se 2,300) Sy=(0 0 8 the time when the component ial experiments acing the sane experimen procedure may hve dierent spe pce shown by Expres nd ET he pps Fire ete pba rhe ab of sunrle sce sre ies polis foie ni of oucaesa» . -A sample spc can be fine, cma infin or uncon nine, We wll Caan samp pce sama: en. Pt Stn onctconecorepondece withthe pave iatcge We wil call § « Coninuosvampe mace 15 onl Egret By Ey nd he edn ple pcs Experiment Ha a oun‘Chapter 2 Basic Concepts of Probebility Theory 26 Spesing Ranken Ey ernena a 7 - SPO cam bs writen ts the Caren product of ther ses! Fo exam = : Sigh AF ee Hite tlhe n nF same eer i eee < E; 1 ie tmetimes convenient to It the sample space include outcomes that are sre a syF% ample, in Experinen Ey its conveiet to dene te eope spa te pote rel Ine cen thee & Se aye te lifetime. s ‘ = 1) Sipe xe or Esprinen ly oo incre in the oscarence of pci oucomes, bu athe ence of me cent ie, whether the oem as eee dito). For ample, in Experinent Em, shih inset 4 alae we might be intersted in the eve "olage 6 area of Conditions of stern defic 4 aubuctothe sample eget TM Doin & from 5 that sais the gen condoms. For came se ‘eptve cresponds wo the set {¢'~= <= 0), The cvem oe eats k ifthe outcome ofthe experiment En this ibys, Fer hs tenoa ese event asa sist of ‘Two events of species are the certain event, 5; wich comists fl ‘outcomes and hence always cis, and the impose ul ere 2 fe Contains no outcomes and hence never acare (Sample spe for Expeinent Ea * pak WOU CS o e PUMPED Te de boning carly js pal reg S SES in Example 21 “An even-numbered bl i selese” Ay = (245.8, 50) “he balls white and even-numbered,” Ay ~ (4,1) “The tree ses give the same outome," Ay = {HL TTT}, “The numberof heads equals the numberof ta” A, ~ 2. “No active packet are proced” ay = (0) wer than 10 transmision fe required” Ag = “The number selected is nonnegative,” cy = S. “Lest than fy seconds elapse Between message arias,” Ay = (1:0. Ete) = 50) 4 15 “pe mre thn 1000 hous but foe an 180 bus y= (e 1000 = «= 1500} ~ (100,150) i Eye “The abvolte value of the volage is Ios than 1 vol” Ay = weteve ly =ChD. £5: “tm we vou tre opie plan” Ay = (eu :01<0 and v, > 0) or(ey > Oand 4, <0}. 1 To am iby tb V8" A = (5959) Su and = 9 < 1/10). 9) te 1 The Cen rad he et ca oe a rr pa in cb wen A ae ed fnhe wo numbers fer by les than 1/10," Ans = (,9):G9) in S,, and jx — ¥1 < 1/10). s The sysiem is functioning at time 6," Ay Xi) =1 ubset of S for which By e,as in A and As. An event from ‘An event may consist ofa single outcome doce sample space that consists of a single outcome is called an elementary vent, Evens Az and Ay ate clementary events. An event may also consist of the ‘entre sample space, as in Ay. The null event, @, arises when none of the ‘outcomes stsy the conditions that specify a given event, as in A, Set Operations ‘We can combine events using set operations to obtain other events. We can also express complicated events as combinations of simple events. ‘The union of two events and B is denoted by A U B and is defined as the set of outcomes that ae either in Aor in B, or both. The event A U B occurs if either A, or B, or both A and B occu. The intersection of two events A and B is denoted by AA 1B and is defined 45 the set of outcomes that are in both A and B. The event A NB occurs when both A and # occur. ‘Two events are said 10 be mutually exclusive if their imersection is the null event, AB = @. Mutually exclusive events cannot occur simultaneously. ‘The complemeat of an event A is denoted by A° and is defined as the set of all outcomes not in A. The event A“ occurs when the event A does not occur and Figures 2.2%), 2.2(b), and 2.2(¢) show the bas 10W the basic set operations using Venn disgrams In these diagrams the recangle represents the sample space S, and the ‘eke! sions represen the various events. Figure 22d) shows two muta Ian event is a subset of an event B, that is, A a. an that is, AC B, then event B will Fa aes cvet A occurs Because all the outcomes in A ate also in B ee Son fm he dag or Le Amin erent shoul cer mites pa ee and 2.20) that A 78 imps bth A vents A and B are equal, A = B, if th A = B, if they contain the same outcomes. wg, tire bese operations can be combined to form ther evens, The EXAMPLE 24 » xv ZO anal Dies Prope AUBNO=AVHAAO and ANBUC)*AnBHUANO, > DeMtonan’ Ral (anBr=AUe mi AUBy=A08" an aa ; ‘For Experiment Ey, let the evens A, B, and C be defined by “magnitude of is greater than 10 vols,” A= (u:lol > 10), B= (viv <-5), “wv isess than ~5 volts” and C= {usw > 0}, “vis positive ‘You should then verify that AUB= (viv <~Sorv> 10), ANB=(v:v<-10), C= (v0 50), AUB)NC = [w: > 10), ANBNC=@,andexaurus 2s ‘Sen ey Py eer 2 ke Comet Protas Thay Sa 3 ws te em fis components Ci Cx an Pre 23 Siem in whch he tem anton oi Da spell” stem in Re ee ae oncoming FE Sone a nconing ng nat ast oe of the thee com sh ang ue 20 sete yen nh en fenton ago ow components ae functioning the sen ante roms fs fnconing.” or each of the thee 1a se he cape he event vein stom functioning” ia terms of the evens Ay "the ics tem is functioning sf and only if all components functioning Thus the event D,, system ais functioning,” is given by D.=A0AN AL “The panel sytem is functioning as long sat last one of the components i fanctonng, tht is if component I or component 2 or component 3 or any ‘ombinatsm tere is functioning, Thus the event Dy, “parallel system b is ancioning,” i given by Dy=AUALU Ay Finally, the wo-out-fthee system is functioning as long as no more than ‘one component has fie. Thus the event D,, “two-ou-oF-three system es functioning,” is given by D.= ADAM ADUAN AAD ULNA, AD UA, 04:43). ‘The union and intersection sumer of cass Thane cen rains canbe repeated for an arbitrary Uamauaue-ua, ‘ecurs ifome or more of the evens A, occur. The event = a (Pea tem (9 Troctoteiee gum 2.2 THE AXIOMS OF PROBABILITY2 Cher nt with sample space S. A probability les forthe ded oe cms to ech ret As mone PLA ele the Freethy ofA, that aii the following axioms: Asim 1 o=Pul fom 71 Ps}=1 : sum [if ITAD B= O,then PIA U B] = PLA] + PLB) tito [1 ey ay- 8 sequence of evens such th 4.0.4, = © forall), then p[oa)- 5 pia. Axioms and I ar enough w dl with experiments wth ie sample sya. In oder to nde xprments with infin sarple spaces, Axo I Tek obs replaced by Acon Tl No at Aco il inode Aa I at ‘Pec cae, by letng Ay = 2 for b= 3, Ths we really ony ced Axio [I and I, Neves we wil gin gen insght by stating with Avion I I oa The sos alow ost vow crs a obec poncang a propery (i. thi probability) at has atte smart pclae, om I sats tha the probaly (nas) is ance, and Axiom Il sates tht there i 2 fed foal amount of publi (mis), namely I unt. ANiom I stats thatthe ttl roby (asin wo dint bet he sm fhe individual probs The axioms provide us with 4 set of constency rues that any valid protbliyasignment must sts. We will now develop several popcriet, Stemming rom te aioms hat are te inthe vomputainn of probatns Theis res testa i we partition the sample pe io to mally excuse evens, anda then the probabil of these wo event ald up ConOULARY PLA") = 1 = Pay ‘Prof: Since an event A and its complement A‘ are mutually exclusive, ANA’ = 2, we have fom Axiom Il that PauAT Since S = AU A, by Axo I, PA) + PA ‘The nal allows afer sling er PUA") The next collar sates that the probabil robability of an event is always less than oF equ problem wes, olin 2 combinc with Axiom I proves pod ches Tare made sag KE Probables are negative or ate gresteriban ees, you 3 COROLLARY. 14) = 1 Proof: From Corollary PUAL=1— Pty = ee PLAY Corollary 3 stats thatthe impossible event has probebility zero. COROLLARY. Pic) ~ 0 Proof: Let A = S and A* = © in Coral | PI2)= 1 - AIS) = 0 Corotary 4 provides us with the sanded method for computing the Probably of a complied event A. The method imalves Uecrpoane he ‘vent into the union of disjoint ents Ay, 4 The prota of Ae the sum of the prokalitis othe y's [COROLLARY 4. 1FAs,As,. A, are pairwise mutually exclusive, then ela] Seir sewer Prof: We use mathematical induction. Axiom IH implies that the result i rue form = 2. Next we nes to show that ifthe result tue for some m, then fis also true form + 1. This, combined withthe fat thatthe result tc for = 2 implies that che result i re for m Suppose that the result i true for some n > 2; tha is, olya]= Sra, es | Wwhete we have applied Axiom IIL wo the second expression aftr noting that the union of events A, to A, i mutually exclusive with dy.y. The deaebutie Property then implies eltia]-e(Ga}van]-e[ga]+nan eo {QA} ran Dvnan=Yore Sutton of 25) ne By 2.4) ge hen + Lome [fa] - Soa Corollary 5 gives an expression forthe union of two events that are not seswly tly cau -_Eo Sa ae UB, Ac and Bis of jit es From Xeon dag m2 PAUB)= MADE) + PBOAL+ PAO) pul Pann + Pane) Fis) = PBN A+ PIA) Dysaiing PA 9 BJand PUB A) fom the two lowe Guts nto the wp etunon ne eae coal 2.4, you will see that the sum By ooking at the Venn diagram in Fig. 24, 9 P{A] + P{B] counts the probability (mass) of the set AB twice. The ‘expression in Corollary makes the approprite correction. Corollary 5is easily generalized to three events, PIA UB LU C= Pla) + PIB) + PIC) ~ Plan 8} -PIANC]-PIBNC)+PIANBNG), — 2.7) and in general © nevents, a shown in Cooly 6 como. ly A] -3 PUAN ~ PIA, 0 ad +> + CIPI 4, ‘Presb induction (ee Probes 18 and 19) Since probabilities are nonnegative, Corollary $ implies thatthe probability of the union of eo events is no greater than the sum of the individual event probabilities PIA UB) = PUA) + PIB 28) oun as 212 The Ast 0 Paaby 35 cinta ineuaity i special ae of he fat tht set of sath et Faun gttte stall robabiliy. This result is frequently tsed wo abn ape bounds for probabilities of intrest Inthe typical situation, we are nen an.event A whose probabiliy i dificult to find; x0 we Sind an evew B oe ebay ‘the probability can be found and that includes A asa subses COROLLARY. 1.4 < B, then PLA} = PU Proof: To ig. 2.5, Bis the union ofA and A 1B, thus PIB) = PIA] + PU B= Pry, since PIA" B= 0. ‘The axioms together with the corollaries provide us with «set of rules for computing the probability of certain events in tw sill need an inital probability assignment for some basic set of evens heat hich the probability ofall other events ean be computed This probe dele With in the next two subsections Discrete Sample Spaces In this section we will show that che probably lw for an experiment with a untae sample space can be specied by giving the probaiiies of the clomentary cent, Pits, suppose thatthe simple space is finite, S = {ayya%y_<-ae), All distinct elementary events are mutually exclusive, so by” Covallary the probability of any event B = {ai,a!..-. a2) is given by PUB) = PU{eis ai, ...,a5)] PUlai}) + PUlaiH) +--+ + Pleads as that is, the probability ofan event is equal to the sum of the probabilities of the ‘outcomes inthe event. If i countably infinite, then Axiom IE impli that the probability of an event such as D = (6;,,... } is given by PID) = PLUG) + PED + 21 Again, the probability of an event is determined from th potas cgEME 26 a Caper? tae Cane fProtiy Then ‘outcomes. Thus we conclude thatthe probability fa fora random experimen th a discrete sample spaces specified by giving the probabilies of ae ementary events. TE the sample space has clments, $= (a),...,d,}, a probability assignment of particular interest the case of equally likely outcomes, ‘Tie probity of the elementary events is PUiay)) = Pita) = Pllen)l = 2 ‘The probably of any event hat consists of & outcomes, say B= (a PUB] = Paley) +--+ Patay) = 4 an ‘Thu if entcomes are equally ily, then the probity of am event is equa to the mob of eum nthe een cided by the total ruber of eatcome: inthe sale fae Section 23 discusses counting methods that are useful in finding poke. Iie in experiments that have equally ikelyouteornes, ‘asm cnn 10 tal ah num 1,9 Andon ee? et ivi ang al om he us ag ne ‘Find the probability of the following events. . oe = Smumir of al see od" 8 = “name f al led «maple of > C= Sumber a kee srs 5 ~4sUB AUB UC ses 8 (0,1, ‘pot the ato eas 9 490035795, B= 6.69, ay cu 50 the sets of outcomes corre- PAL PON + PLN + PUSH + PIO) + PE = 5. io PUBL ~ PUG) + PLUG) + Prioyy = 3. 0 PCI= PON + PEAY) + Pray) 4 PUB) + Pray) = 5 From Corollary 5, au PAB Pa) + mB) — A 9 py cee 0°10 i0~ io? NIA’ ll 22. The Axo of Poitiy a ieee have wid the fact that A.A B = (3,9), s0 PLA 9 B= 2/10 PIU BUC) = PIAL + PIR} + P{C} — tA By ~ PIANC} PEN CI+ PAN Ene aes test io tio 9 “i You should verify the answers for P[A U B] and P(A U B UC] by enumer- ting the outcomes inthe evens ‘Many probability models ean be devised for the same sample space and «vents by varying the probability assignment; i the case of finite same opaces all we need todo is come up with » nonnegative numbers that add upto one for the probabilities ofthe elementary evens, Of cours, in any paricuarsiuaton, the Probability asignment should be selected to refet experimental observations to the extent posible. The following example shows that situations can arse ‘where there is more than one “reasonable probaly assignment and Were ‘experimental evidence is required to decide on the appropriate wsignmet Suppose that a coin is tossed three dimes If we observe the sequence of| heads and ils, then there are eight "posible outcomes, Sy = (HHH, HHT, HTH, THH, TTH, THT, HTT, TTT). If we assume that the ‘outcomes of S, are equiprotable, then the probability of each of the eight slementary events is 1/8. This probability asignment implies that the Drobebiity of obtaining two heads in thee tose is, by Corallary 3, PU*2 heads in 3 tosses") = P((HHT, HTH, THE) ((HINT)) + PECHTH)) + PEETHED) Now suppose that we toss 2 coin dee times but we count the number ‘of heads in three tases instead of observing the sequence of heeds ad tails. ‘The sample space is now S, = (0,1,2,3). If we arsume the outcomes of ‘Sq t0 be equiprobuble, then'cach ofthe elementary events of Sy has probe ability 1/4, This second probably assignment predic thatthe probably of ‘obtaining two heads in thre tosses is PUD heads in 3 oss") = PHC) = 2 “Theft potablty assign imps tha the probity fo eas in ae one's 7, an th tec pel aigamct pcs te * aeuurseas 38 probability is 1/4, Ths the two asignments are not consistent with each iter As far asthe theory is concerned, either one of the assignments i seceplable It is up #0 us to decide which asignment is more appropriate The inthe chapeer we wl see that only the frst assignment is consistent with tn assumption tat the coin ffir and thatthe tosses are independent.” This asignment correctly predicts the relative frequencies that would be observed in an actual coin tosing experiment Fiaally we consider an example witha countably infinite sample space. A fair coin is tossed repeatedly until the first heads shows up; the outcome of " the eprinent i the numberof tse equted unt te frat heads sets Find probabil forts exeimen Te cncable at an arity lge numberof ses wil be reauired nal beds ecu, 20 the pe space 8 $= (1.2.30). Seopete ne ‘xpeinet is epee mince Let Nb te umber of wie i eck RE 1 oss retin the st he t's ery lage, we cape Ne te snowy 2st thin a. Tis mp ht 9 ocd ss ccs abou n ~~ 1/2 tines, and again we expt tha abo alc ‘hese 9/4 res in heads, and 50 on shown evince Ths for gem the elie oquence ae Say ant) 2 2, 213 ‘We can verify that these robabiltis add up to one by uss Bega a te ‘add up to one by using the geometric 8 consist of intervals of the cae Ft his eon, ob oes ee seh mt i BaNPLE29 Consider the random experiment “pick a number x at random between 2 and one." The sample space S for this experiment i the unt interval [0,1], Which is uncountably infinite. If we suppose that all the outcomes S are ‘quay likely to be selected, then we would gues thatthe probity that the ‘outcome is in the interval (0, 1/2] is the same as the probability that the ‘outcome isin the imerval 1/2, 1]. We would also guess thatthe probability of the outcome being exaely equal o 1/2 would be zero since there are an ‘uncountaby infinite number of equally ikely outcomes, Consider the following probably la: “The probability thatthe outcome subinteval of Ss equal tothe length ofthe subinterval,” that is, Pile, =e) for0sa=b=1, aw ere by Pf bl] we mean the probability ofthe event corresponding to the terval [a 6). Cealy, Axiom 1s satisfied since b = a = 0. Axiom IL follows from S = (a, 6] with @ = Oand 6 ‘We now show that the probability law is consistent with the previous suesses about the probabilities ofthe events (0, 1/2} [1/2, ll and (1/2): Po, 0.5) = 05 - 0= 5 Pio, 1] =1-05=.5 In addition, if is any point in S, then Pf, zl] = O since individual pints Ihave zero width« ‘Now suppose that we ae interested in an event thatthe union of several inte fo ample “the ome at ss 3 away rm the center ofthe tin itera’ that, A= (0, 02] U (08,1), Since the tW0 inervals are Aion neve by Aon HE Pra) = PAD, 0.21) + PAO, The net example shows that an inital probability assignment that specifies the pofublity of semi-infinite intervals also Slices to specify the probabilities of _ 22 The Adams Pt a that cxcurs ony once namie numb fi wil have reine regueney ro ence the fc that a event route hassle fegueney tone Ses a ‘mpl that cnoot cu, but ater tha cers ty opty Inte of continuous sample gus, hese of pombe ocomes i we taal uu occur inequenlycaoh hth eave equeniy mee ‘We end this secon wih an eae whee the evens ae ego in the plane ai eens fires. BUMPER [— — —————=: Consider Experiment, where we picked two numbers x andy at random See concen zeo and one. The sample space then the unt square shown im Fa, 2) ry 2.8). 1 we suppve that all pis of numbers the anit square ate ely es eae me ace ces likely w be selected then its reasonable to use «probity assignment in atarate a” Find an appropiate probably I hich the probability of any region A ini the unt squate eal he neo Sayin teen aca of R. Find the probabity of the flowing events A ~ (x > 03)y above finding 4s “the probability that a chip’s lifetime exceeds 1 decreases dee Oat). aReee ere 7 a ally at arate a," we then obain the fillowing assignment acon aee ore ia we Sch tae the obtain the follwing snignent of ‘vents A, 8, and C, Clearly cach ofthese replons has are 1/2 Thun Ma=1=e" fore 0, 218) pui=5, Pint, ricy=t whee @ > 0. Note thatthe exponential is a number between 0 and for — a {> 0,90 Atom Lis sie. Ante lysate since PIS|= P10.) = 1 ‘be protaity thatthe imei in the interval , sis found by noting ioe , 5 Fig, 27 that 7,5] U (s, =) = (7-2), 90 by Anos i l Wy noting in Awosnencealsrpesone : i P21 = Pl 5+ PU, =) ‘iy rearangng the above equation we obtain Pls =~ Pls.) = ew = em, ° ei eee aan . Lio JSS ea 0 ae eshne mainhis 29 s04 Example 2.10, the probably thatthe outcome ask: If an outcome (or event) has e , ‘occur? And you may then ask: How 1 Probability 2to? We can explain this 3 ‘tepreaon of probability. An event 5 es : fe orm? Bem O31 |a Ey ening Potbies Uig Coming Mead, oo We miterate how to proced from a problem statement 10 its probability The. pe explicitly defines 4 random met car nbd clas on cprinenel pclae tart of mstrenet, ‘Slavin. The menremens an obserwatons determine thes ofa possble outcomes and hence the sample space ‘An inital probability assignment that species the probability of certain noes = evens must be determined next. This probability assignment must Satisfy the nes > ‘tm of poe. IFS dart, en sul to pel the probabies een ren 15 nine Ce CRY he pcos eee eee ie ecg te crea icra can then be dered or he lal protobty segment and the : ‘Sm of prot atc craic May probably scgaments se Poni, ao the ike of protaity sasgnmeat tus rec experimented Sheraton ane pein ape ‘2.3 COMPUTING PROBABILITIES USING COUNTING METHODS? Sampling with Replacement and with Ordering tn many experiments wih ft sample spaces, the outcomes canbe assumed a te equate. The probably a an een hen the rato ofthe number of Suppose we choose # objects fom a et A that has distinct objet, with etcomes in the erent of interest to the total number of outcomes in the tape replcement—tat is flr selecting an abst and noting ity idety in an space (Ea. 2.12). The clusion of probabilities reduces to counting the nenicg ‘ered lst he object is placed bac in these Before the nex cbuce made ef uicmes in an eve. In this scion, we develop several taal counes Wei eet to the set Aas the “popultin.” The exerient produces an dered tuple (combinatorial) formals Suppo tha a mulile-choice test has quesions and that for question i Gy the ae must select one of n possible answers. What is the total number of 4 E ays of answering the ene teat? The answer to question { can be veel cs arb 15 lire adie ea aa tis et somone of ups he above quesion sequent to ee fen sca) AE POE an ene umber of distinct ordered tapes en nie the = 2 cave. If we arrange all possible choices f ng all possible choices for x, and for xs Suites ce hownin P93 cro tg SMREN Ty nti eh inborn we ‘ate Sheva Sa ets Sel wang he peal pus seg Thc pooslly bas fo eon ac ee ‘Gea the umber of possible ripe is mang? NOME MN horizontal side, "uation (17) aes ha the nue fered pa 89 2S, Fue on SR een of tit as, wth compe 21%) shows the 25 possible pis. Five of the 25 outcomes have the two % fom ast with m dine eloment go mk copomen «draws yielding the same number; if we suppose that all pairs are equiprobable, sent fii dor rg = cea then the probaly thatthe two avs ied the same umber i333 = 2. Many counting problems can “balls” fom “ume! oe eae sanbling problems where we select ‘Sampling without Replacement and with Ordering (2.16) to develop combinatorat for or vents Wl now se Ea ‘Suppose we choose bjects in suceston without replacement from a population aol, A of n distinct objects. Cleary, k= n. The number of possible outcomes in the 2 Ties md ties, frst draw is m = 15 the number of possible outcomes in the second draw is eer std wih mi mbt! ett of sy. ny = m = 1, namely all objects except the one selected in the frst dra; and 89“ Caper 2 ase Concept of Protebiliy They wi eran im Portas aes eteeeaae ea ree 31) a4) 3,5) a 8 (0 Pa or mpi vot pce ot ning cess 10m = =~ inte fl ew. anton 2.16 en ge amber iin edsed Maple = nin). tab 4) umes 6 ze Jon (18 ates that the number of ordered paris 54) = 20, ordered pairs is S(4) = 20. The ZO) eerie pls are shown in Fig 2.100) Ten eres oe, Fig 2.10) have the fst number lnc tha the acind ma ‘Probability of this event is 10/20 — V2, a oe Bune 5. Suppose we draw three balls” “ge nt ay Pa awe, Te mani thes oncom hat i ‘ha ail ce Be ten by Ea (2.18): $43) = 60, ne dierent is 6/125 = gg,” °* TM the probability Parutatons ot sine objects ose sing win : Men With =m. "Thi ig Mes fem eng tre TM coe The Brats 215 EXAMPLE 2.16 I ne, 24 emp Pb Using Couting Meade “6 numberof posible oresings ling (aragemens, ermttons) of din obec is {tule numberof ontered rapes taping Pahoa Sone es Wn From Ba 218) we he umber of permatations of object min 1)..QKD 2m! 9) We refer to ata m factorial, We will see that m! appears in ,Stsing’s formula is very set, n= Vir p many of the combinatorial formulas Fo tage i 2.2 where the sign ~ indicates thatthe rato ofthe two sides tends to unity asm —> so (eler,p. 52, Find the number of permutations of thee distinct obec 2.19) gives 31 = 30210) = 6. The six permutations am mz 23a. 2,3). Equation” pps that 12 al ar placed a random ino 12 cl, where more da 1 balls allowed wo ocupy'a cell. What i he probly tata ee we cent? “he licen of ch lino alc ved he section of call umber betnen and 12. Egunion 2.17) implies tht tec ae 12 Presi paca ofthe 12 balls nthe eels. Toe loca le Occup thes bls nyo the 12 ely the ad a a remaining 1 cells, and wo on. Ths the umber of pacers the oy Cel 12. Ir we suppoe that 12" pou pleemens me equip, ‘find thatthe probebiy thc al eb ae cupid wpa (4 . ~ (lag) () =33700- ‘his answer is surprising if we reinterpret the question as fellows. Given that 12 airplane crashes occu at random in a year, what ste probity that there is exactly 1 crash each month? The above result shows. that this probability is very small. Thus a madel that assumes tha crasher occur andomly in ime does not predict thatthe tend to occur uniformly overtime (Peles, p. 32). SE, oe ee ‘Sampling without Replacement and without Ordering ‘Suppose we pick & objets from a set of distinct objects without replacement and that we record the result without regard to order. (You can imagine patting cach selected objet into another ja, so that when the A selections are completed“% cee ined ears ceotinaton of ef Haare 219) tere ae H pose orders in which the & objects in the fir eaald have teen sokted. ‘Thus if CY denotes the mumber of Sas Sc frm ast of Siem thee C3! must he the total numberof nunc cedred comps of objets, which is ven by Eq (2.18). Thus Ga Deeb D @2n combinations of ie frm ast of sie R= 8 ken an the mum fi a a aw (a) am Th coven (cles tno coin ot ed“ coe" ca ee ee ee eee Chae a eae eerie pers uns eet ()-(2,) Eat ae MEN Find the number of wap of sling wo obets from A= (1,2,3,4,5) without regard o order, Equation (2.22) gives Figure 210(¢) gives the 10 pars Teena eye ere 298 Find of distinct permuta Fin the sumber of distinc permutations of white balls and n —k black ‘This problem is equivalent wo oti the following sampling problem: Put in an ur, where cach token represents a position in (2et08) and 2 blacks (ones) are bas Si Oh 910015 s010. ox; pune euane A bch of 8 cms sins 10 deve tems. Sane 1 gems a eed Xan ands. Wha the bly tha ety Se sha a are defective? a The numberof way fang 1D items out of acho i the number of combinations of size 10 from a set of 50 objects ao () 38 The number of ways of selecting 5 defective and Snondefctive items rom the batch of 50s the produet Ni, where Nis the numberof ways of electing the Stems from the set of 10 defective items, and Nis the numberof ways of sling 5 items fom the 49 nondcecive tems. Thus he probly at ‘vac $ tested tems are defective is Ger Te) * Sstasistsor~ 018 (io) Example 2.18 shows that sampling without replacement and without ‘ordering is equivalent o partoning these of dines objects into two sts By containing the items that are picked ffom the un, and B, containing then — left behind. Suppose we partion a set of m distinct objects into 7 subets By, Ba, By, where By is assigned b elements and hy + hy 4 <=" + by =m In Problem 47, ts shown tat the numberof distinct partons is Bias) Equation 2.23) is called the mukinomial coefficient. The binomial coetcient is the J = 2 case of the multinomial coeicint, ee BUMPER TS Sesided die i waved 12 times. How many dininct sequences of faxes (cumbers from the set (1, 2,3,4,5,6)) have each number appearing exactly twice? What isthe probability of obtaining sucha sequence? "The number of distinct sequences in which each fae of the die appears cexacly twice isthe same asthe number of partition ofthe et (1,2, 512) into 6 subsets of size 2, namely nemo raraiai ~~ 22 z 84,400 From Eg. (2.17) we have tat there are 6" posible outcomes in 12 tosses ofa die. If_we suppose that all of these have equal probailies, then the ‘probebity of obtaining a Sequence in which each face appears exactly twice WU 784400 a9, GE > 2176 702,336ee 4s Chapter 2 Rac Cnc of Prbiy They 24 Conon ebtey a Sampling with Replacement and without Ordering Se Suppose we pick Kobe fm a et om dstinc objets with replacement ang ume 1 a we recur he result witout rear to order. This can be done By filing var . . eae fem which hs cls, one foreach ein object. Each time an bien a sel an "x" pled nthe corresponding columa. For example, if eae / icin bjs from 4 dstint objets, one possible erm Would Tok like te (a Objet 1 Objet 2 Obine 3 Ober 4 Ne 5 ser the sash symbol i used o separate the ents or ifeent columns Noe that this form canbe summarized By the sequence Bre, we interpret probability a relative frequency, then shes the 2 =) int the tes bomen columns, and where nothing ‘Bhat Pecen consecutive /' if the corenponding abet mar et sect Hct ifceaarangenent of 5 sand 3s leads toa dsinc ore ees ‘enix wth "white all” and swith “lack als en thes probed Bega Buample 218, and the number of cifrem srangemens fos macul_ PAO B) gr meal case the frm will involve & xs and n — 1 7's. Thus the oF sean rca ae of Pking ait fom a st of nds obey Juhate we have implicitly assumes that [3] > 0, This is in agreement with Eq, reolaoment and without dcr pven bs 225, M14) m1 4m (io) =( a-1} — — Bait Ch tal binleed fools aaa E bull, numbered I and 2, sand two white balls, numbered 3 and 4. The number and calor ofthe ball noted, so the sample space is (1,8), (2,8), (3,2), (4, w)). Astuming thatthe four outcomes are equally likely, find P{A |] and P{A |}, where By ond CC are the following events (1,0)4(2,0))s “lack ball selected, (2,),(4se2)), “even-numbered ball selected,” and (3st), 4,8), “numberof balls greater than 2." 12, 6) and PLAN C]= PIE) = 0, Eq. 2.21) Since PIA NB} Biv rua) = 2402 5g Meee 12] we can therefore view the Paste = P4288 9 ay 3 now having ie ‘Theeven dec gamle spe 2 a shown in Py Aa Retin 2nd ad ere 2 mr jen i 8, Swe = Bc 4) aby of events tac ocar In the frst ease, Knowledge of B did not air the probability of A. In the Fr UAT, PT = eg second cae, knowledge of © implied that A bad not ecare (See Problem 4) ‘axioms of probabilityaMPLE222 Chae 2 Base Cops of Probably Theory Ire multiply bo sides ofthe dfinion of PA |B] by PLB) we obtain PIA 0 B) = PIA) BIPIBL 2.258) Similar we also ave that PLA. B) = PIB | AIPIAL tion is useful in finding in the next example we show how this equa _ babies a scquenal operinens. The eample abo isuaduces 8 wee iagram ta facitates the calculation of probabil. 2.25) Gatea casinos Wert baed ernie Ty lee ecm erent Find te pebby that bth alae Hack Ths cxperines cons quence of two sabexerimens. We can Inwpn wring cnt wey dora te tos sown in i, 2.13 om he tpn ods ne ofthe breads: We rach nce interest xnonne ot theft rw i Back al then the nest ubeeperimet conus af selecting 4 al om ana contig one ck tal and ee white balls, Om th xe and ifthe str ofthe sda is whi, then me each ne 3 th te andthe rsd sshesperiment consis of selecting 1 tll ony an ag thr cna Dc balan wo whe tll Thus we kaow och nace is reached afi the frst dra, then we can state th pecbaites ore futcme inthe not abexperinat 1 By and Bb he event tha he outcome ia ack alin he st snd ssnd dew, rapecively. Prom By (2180) we hae PAB, 0B) = P| 2.1. 4a xem of the tre dram in Fig. 2.12, Ps the potbilty of aching ode 1 and P{Bs| By the probably of reaching te lftmon bores rae Som mode Now PB,| = 2/5 sce the frst daw i fan eneo ra (mo black balls and thes white bali; PIB,|B,] = 1/4 since, gives By tke Sond row i fom , Gen By a un conning ene Mack ballad thie whic hae exawPLe 223 one 213 Presse monge 0 4 Cibo Prtatiny st rH, 0 ny= 12a 1 {In general the probability of any sequence of colori obtained by muliplying the probabilities corespondig to the node transitions inthe tee ie Fig 2 Many communication systems an he modeled inthe flowing way. Fis, abe User inputs @ 0 or aL into the sjsem, and a coreponding sped ‘ransmitted, Second, the receiver makes a decison about what wat the input to ‘the system, based onthe signal it received. Suppose thatthe user sends Or with ‘Probability 1 — p and 1s with probability p, and suppose thatthe fecever ‘makes random decision errors with probably #. Fort 0,1, le, be the {vent “input was "and let, be the event “receiver decison ws Pip the probabilities PLA, 0B] for = 0, Tandy = 0,1 ‘The tree diagram for this experiment i shown in Fig. 2.13. We then readily obiain the desire probabilities PIAL Bd = (1 px = 0), Plas 0 Bil = (1 poe PA, PEA, Bil = 901 =e), Let BBs, ty be mutually exclusive evens whose union equals the sample space Sas shown in Fig. 2.14, We refer to thee sets as partion of ‘Any event A can be represented athe union of mutually exclusive evens in the following way Aw ANS =A0@,URU-- UB) (ANB) UANB)U--UANBy. tip ry hn peo dope re atoChar Bsc Cnr of Pb Thy (See Fig, 2.14) By Corl 4, the probity of Ais PIAL = PIA DB) + PLA Ba) + + PLA AB. By apisng Eg, (2.2) w cach ofthe terms on the right-hand side, we obin ‘the theorem on total probability: PIAL = PIA | BP) + PUA | B.IPIB, + «= + PLA|BLIPLEA. 2.25 ‘This rut is parielaly useful when the experiments can be viewed as ‘comsiting of a sequence of two subexperimens as shown in the tree diagram in Fig. 212 1s pein dicaned in ume 222, dhe probably af om ‘Ws that the second ball is white. fee” Tee evens By ~ (0,),(6,29) and Wy = {(@,8), (com) form 2 panto ofthe spe cm seg Ba. 228) Se ne PW = POW, |B,3PIB + Pow, |W PLT 32 3 EXAMPLE 226, Bay Coneuicatien Sen Pay = ls lows the exponen la, the inning OF SEER ew, but the rate offal is 1000. Suppose the thar rdyey 2008 chips is 1~ p and of tad hips pe Pet te eset omy selected chip iss fanctoning ter Vato Let C be the event “chip still m $e chi ok." and Be ee na tal Probability we have a PICI = PIC arte + mre mem =Pclon Sp) emciey bety> see 9 las ler for a set of m events wo be independent, the probability ofan event sou be unchanged when we ate given the joint ecurrene of any set othe oer events. This requirement naturally leds to the following dcSson of Independence. The evens Ay, Ass... ee seid o be tndepeadeot i fe PIAA 9A = PIAJPIA.. PLA, ex wee 1 i

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