INDUSTRIAL STATISTICS

I BSc Mathematics
UNIT I

Combinatorial methods are mathematical techniques used to count, arrange, and combine objects in
various ways. These methods are essential in many areas of mathematics, computer science, and statistics.

Key Concepts

1. Permutations: Arranging objects in a specific order.

2. Combinations: Selecting objects without considering order.
3. Binomial Coefficients: Used in combinations and probability theory.
4. Recurrence Relations: Equations that define a sequence recursively.
5. Generating Functions: Used to solve recurrence relations and counting problems.

Types of Combinatorial Problems

1. Counting Problems: Counting the number of objects in a set.

2. Arrangement Problems: Arranging objects in a specific order.
3. Selection Problems: Selecting objects from a set without considering order.

Combinatorial Formulas

1. Permutation Formula: n! = n × (n-1) × ... × 2 × 1

2. Combination Formula: C(n, k) = n! / (k!(n-k)!)
3. Binomial Coefficient Formula: C(n, k) = n! / (k!(n-k)!)

Example 1
Applications of Combinatorial Methods

1. Computer Science: Algorithms, data structures, and software engineering.

2. Statistics: Hypothesis testing, confidence intervals, and regression analysis.
3. Cryptography: Secure data transmission and encryption techniques.
4. Network Optimization: Optimizing network flow, scheduling, and resource allocation.

Real-World Examples
1. Scheduling: Scheduling tasks, meetings, and appointments.
2. Resource Allocation: Allocating resources, such as memory, CPU, and bandwidth.
3. Network Optimization: Optimizing network flow, scheduling, and resource allocation.
4. Cryptography: Secure data transmission and encryption techniques.

Binomial coefficients
Binomial coefficients are used in mathematics to calculate the number of ways to choose k objects from a
set of n objects, without regard to the order of selection. Here are some key concepts and formulas related
to binomial coefficients:

Definition
The binomial coefficient, often referred to as "n choose k", is calculated as:
C(n, k) = n! / (k!(n-k)!)where:
- n is the total number of objects
- k is the number of objects to choose
- ! denotes the factorial function (e.g., 5! = 5 × 4 × 3 × 2 × 1)
The formula for calculating binomial coefficients is:
C(n, k) = n! / (k!(n-k)!)
This formula can be simplified using the following identity:
C(n, k) = C(n, n-k)

Applications

Binomial coefficients have numerous applications in mathematics, statistics, and computer science,
including:

1. Probability theory: Binomial coefficients are used to calculate probabilities in binomial distributions.
2. Combinatorics: Binomial coefficients are used to count the number of ways to choose k objects from a
set of n objects.
3. Algebra: Binomial coefficients are used in the binomial theorem to expand expressions of the form (x +
y)^n.
 UNIT II

Probability is a measure of the likelihood of an event occurring. It's a fundamental concept in

mathematics, statistics, and science. Here's an introduction to probability, focusing on sample spaces:

What is Probability?
Probability is a number between 0 and 1 that represents the chance or likelihood of an event happening. A
probability of 0 means the event is impossible, while a probability of 1 means the event is certain.

Sample Space
A sample space is the set of all possible outcomes or results of an experiment or event. It's denoted by the
symbol S or Ω (omega). The sample space can be finite or infinite.

Types of Sample Spaces

1. Finite Sample Space: A sample space with a finite number of outcomes. Example: Rolling a die (6
possible outcomes).
2. Infinite Sample Space: A sample space with an infinite number of outcomes. Example: Measuring the
height of a person (infinite possible outcomes).

Events
An event is a subset of the sample space. It's a set of one or more outcomes of an experiment. Events can
be:
1. Elementary Events: Events with only one outcome. Example: Rolling a 6 on a die.
2. Compound Events: Events with more than one outcome. Example: Rolling an even number on a die (2,
4, or 6).

Notation
Here are some common notations used in probability:
1. S: Sample space
2. E: Event
3. P(E): Probability of event E
4. ∅: Empty set (impossible event)
5. S: Certain event (entire sample space)

Now that you've been introduced to the basics of probability and sample spaces, you're ready to explore
more advanced topics, such as probability measures, conditional probability, and independence.

In probability theory, an event is a set of one or more outcomes of an experiment or random trial. Here
are some key concepts related to events:

Types of Events
1. Elementary Event: An event with only one outcome.
Example: Rolling a 6 on a die.
2 Compound Event: An event with more than one outcome.
Example: Rolling an even number on a die (2, 4, or 6).
3 Simple Event: An event that can be described by a single characteristic.
Example: Rolling a number greater than 4 on a die.
4 Composite Event: An event that can be described by multiple characteristics.
Example: Rolling a number greater than 4 and less than 6 on a die.
1. Union: The union of two events A and B, denoted by A ∪ B, is the event that occurs
Event Operations

if either A or B occurs.
2. Intersection: The intersection of two events A and B, denoted by A ∩ B, is the event that occurs if both
A and B occur.
3. Complement: The complement of an event A, denoted by A', is the event that occurs if A does not
occur.

Event Properties
1. Mutually Exclusive Events: Two events are mutually exclusive if they cannot occur together. Example:
Rolling a 6 and rolling a 5 on a die.
2. Independent Events: Two events are independent if the occurrence of one event does not affect the
probability of the other event. Example: Rolling a die twice.
3. Exhaustive Events: A set of events is exhaustive if at least one of the events must occur. Example:
Rolling a number between 1 and 6 on a die.

Event Examples
1. Coin Toss: The event of getting heads or tails.
2. Rolling a Die: The event of rolling a number between 1 and 6.
3. Drawing a Card: The event of drawing a specific card from a deck.

Rules of Probability
1. Probability of an Impossible Event: P(∅) = 0, where ∅ is the empty set (impossible event).
2. Probability of a Certain Event: P(S) = 1, where S is the sample space (certain event).
3. Probability of a Single Event: 0 ≤ P(E) ≤ 1, where E is an event.

5. Addition Rule: P(A ∪ B) = P(A) + P(B) - P(A ∩ B), where A and B are events.
4. Complement Rule: P(E') = 1 - P(E), where E' is the complement of E.

6. Multiplication Rule: P(A ∩ B) = P(A) × P(B), where A and B are independent events.
7. Mutual Exclusivity: If A and B are mutually exclusive events, then P(A ∩ B) = 0.
8. Conditional Probability: P(A|B) = P(A ∩ B) / P(B), where A and B are events.

Probability Formulas
1. Probability of an Event: P(E) = Number of favorable outcomes / Total number of outcomes
2. Conditional Probability: P(A|B) = P(A ∩ B) / P(B)
3. Bayes' Theorem: P(A|B) = P(B|A) × P(A) / P(B)

UNIT III

Conditional probability is a measure of the likelihood of an event occurring given that another event has
occurred. It's a fundamental concept in probability theory and is used to update the probability of an event
based on new information.

Definition
The conditional probability of an event A given an event B is denoted by P(A|B) and is defined as:
P(A|B) = P(A ∩ B) / P(B)
where:
P(A ∩ B) is the probability of both events A and B occurring
P(B) is the probability of event B occurring
Properties
Conditional probability has several important properties:
1. Multiplication Rule: P(A ∩ B) = P(A|B) × P(B)
2. Division Rule: P(A|B) = P(A ∩ B) / P(B)
3. Chain Rule: P(A|B ∩ C) = P(A|B) × P(B|C) / P(C)
4. Bayes' Theorem: P(A|B) = P(B|A) × P(A) / P(B)

Examples
1. Coin Toss: What's the probability of getting heads given that the coin landed on its edge? P(Heads|
Edge) = P(Heads ∩ Edge) / P(Edge) = 0 / 0.01 = 0
2. Medical Diagnosis: What's the probability of having a disease given a positive test result? P(Disease|
Positive Test) = P(Disease ∩ Positive Test) / P(Positive Test)

Conditional probability has numerous applications in:

1. Medical Diagnosis: Updating the probability of a disease based on test results
2. Weather Forecasting: Updating the probability of weather events based on current conditions
3. Finance: Updating the probability of investment returns based on market conditions
4. Artificial Intelligence: Updating the probability of outcomes based on new data and evidence
Independent events are events that do not affect the probability of each other occurring. In other words,
the occurrence or non-occurrence of one event does not influence the probability of the other event.

Definition
Two events A and B are said to be independent if and only if:
P(A ∩ B) = P(A) × P(B)
This means that the probability of both events occurring is equal to the product of their individual
probabilities.

Properties
Independent events have several important properties:
1. Multiplication Rule: P(A ∩ B) = P(A) × P(B)
2. Independence: P(A|B) = P(A) and P(B|A) = P(B)
3. Symmetry: If A and B are independent, then B and A are also independent.

Examples
1. Coin Toss: Tossing two coins, the outcome of one coin does not affect the outcome of the other coin.
2. Rolling Dice: Rolling two dice, the outcome of one die does not affect the outcome of the other die.
3. Drawing Cards: Drawing two cards from a deck, the outcome of the first card does not affect the
outcome of the second card (assuming the first card is not replaced).

Real-World Applications
Independent events are used in many real-world applications, such as:
1. Insurance: Calculating the probability of multiple events occurring, such as a car accident and a house
fire.
2. Finance: Calculating the probability of multiple stocks performing well or poorly.
3. Engineering: Calculating the probability of multiple components failing or succeeding.
4. Medical Research: Calculating the probability of multiple treatments being effective or ineffective.

Bayes' theorem
Bayes' theorem is a fundamental concept in probability theory and statistics. It describes the probability of
an event occurring based on prior knowledge and new evidence.
Statement of Bayes' Theorem
Bayes' theorem states that the posterior probability of an event A given new evidence B is proportional to
the product of the prior probability of A and the likelihood of B given A.

Mathematically, Bayes' theorem can be expressed as:

P(A|B) = P(B|A) × P(A) / P(B)where:
- P(A|B) is the posterior probability of A given B
- P(B|A) is the likelihood of B given A
- P(A) is the prior probability of A
- P(B) is the prior probability of B

Examples
1. Medical diagnosis: A doctor uses Bayes' theorem to update the probability of a patient having a disease
based on the results of a medical test.
2. Image recognition: A computer vision system uses Bayes' theorem to update the probability of an
image being a certain object based on the features extracted from the image.
3. Financial forecasting: An investor uses Bayes' theorem to update the probability of a stock performing
well based on new economic data.
Probability distributions are a fundamental concept in probability theory and statistics. They describe the
probability of each possible outcome of a random experiment.

Types of Probability Distributions

1. Discrete Probability Distribution: A distribution where the random variable can take on only specific,
distinct values. Examples include the binomial distribution and the Poisson distribution.
2. Continuous Probability Distribution: A distribution where the random variable can take on any value
within a given interval or range. Examples include the normal distribution and the uniform distribution.

Characteristics of Probability Distributions

1. Probability Mass Function (PMF): A function that describes the probability of each possible outcome
for a discrete random variable.
2. Probability Density Function (PDF): A function that describes the probability of each possible outcome
for a continuous random variable.
3. Cumulative Distribution Function (CDF): A function that describes the probability that a random
variable takes on a value less than or equal to a given value.

Common Probability Distributions

1. Normal Distribution: A continuous distribution commonly observed in natural phenomena, with a bell-
shaped PDF.
2. Binomial Distribution: A discrete distribution modeling the number of successes in a fixed number of
independent trials.
3. Poisson Distribution: A discrete distribution modeling the number of events occurring in a fixed
interval of time or space.
4. Uniform Distribution: A continuous distribution where every possible outcome has an equal
probability.

1. Non-negativity: f(x1, x2, ..., xn) ≥ 0 for all (x1, x2, ..., xn)

2. Normalization: ∫∫...∫ f(x1, x2, ..., xn) dx1 dx2 ... dxn = 1
3. Joint Probability: The probability of the joint event (X1, X2, ..., Xn) ∈ (A1, A2, ..., An) is given by P((X1,
X2, ..., Xn) ∈ (A1, A2, ..., An)) = ∫∫ f(x1, x2, ..., xn) dx1 dx2 ... dxn

Applications of Probability Distributions

1. Statistical Inference: Probability distributions are used to make inferences about populations based on
sample data.
2. Risk Analysis: Probability distributions are used to model and analyze risks in finance, insurance, and
other fields.
3. Engineering: Probability distributions are used to model and analyze complex systems, such as
communication networks and transportation systems.

ontinuous random variables are a type of random variable that can take on any value within a given
interval or range. Here are some key concepts and properties of continuous random variables:

Properties of Continuous Random Variables

1. Continuous Range: Continuous random variables can take on any value within a given interval or
range.
2. Infinite Number of Outcomes: Continuous random variables have an infinite number of possible
outcomes.
3. Probability Density Function (PDF): A PDF is a function that describes the probability of each possible
outcome for a continuous random variable.
4. Cumulative Distribution Function (CDF): A CDF is a function that describes the probability that a
continuous random variable takes on a value less than or equal to a given value.

Types of Continuous Random Variables

1. Uniform Distribution: A continuous distribution where every possible outcome has an equal
probability.
2. Normal Distribution: A continuous distribution commonly observed in natural phenomena, with a bell-
shaped PDF.
3. Exponential Distribution: A continuous distribution that models the time between events in a Poisson
process.
4. Gamma Distribution: A continuous distribution that models the sum of exponential random variables.

Multivariate Probability Density Functions

A multivariate probability density function is a function that describes the joint probability distribution of
two or more continuous random variables. The PDF is denoted by f(x1, x2, ..., xn) and satisfies the
following properties:

1. Non-negativity: f(x1, x2, ..., xn) ≥ 0 for all (x1, x2, ..., xn)

3. Joint Probability: The probability of the joint event (X1, X2, ..., Xn) ∈ (A1, A2, ..., An) is given by P((X1,
2. Normalization: ∫ f(x1, x2, ..., xn) dx1 dx2 ... dxn = 1

X2, ..., Xn) ∈ (A1, A2, ..., An)) = ∫∫ f(x1, x2, ..., xn) dx1 dx2 ... dxn

Types of Multivariate Distributions

1. Multivariate Normal Distribution: A distribution that is commonly used to model the joint distribution
of multiple continuous random variables.
2. Multivariate Uniform Distribution: A distribution that is used to model the joint distribution of multiple
continuous random variables that are uniformly distributed.
3. Multivariate Exponential Distribution: A distribution that is used to model the joint distribution of
multiple continuous random variables that are exponentially distributed.

Properties of Multivariate Distributions

1. Marginal Distributions: The marginal distribution of a single random variable is obtained by integrating
the joint PDF over all other variables.
2. Conditional Distributions: The conditional distribution of a random variable given the values of other
variables is obtained by dividing the joint PDF by the marginal PDF of the conditioning variables.
3. Independence: Two or more random variables are said to be independent if their joint PDF can be
factorized into the product of their marginal PDFs.