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Example 1 Toss a coin two times, the sample space is S = {HH, HT, T H, T T } 4
Definition 2 An event is a set outcomes form the sample space. The events are
usually denoted A, B, C, . . .. If we regard S as a set, then an event is a subset of S.
- The union of two events A and B, denoted A B, is the set of all outcomes that are
either in A or in B
- The intersection of two events A and B, denoted A B, is the set of all outcomes
that are both in A and in B
- The complement of an event A, denoted A, is the set of all outcomes that are not in A
1
2 Probability Basics
Axiom 1 A probability, denoted P is an application, P : S [0, 1], satisfying:
a. P () = 0, P (S) = 1, and
The proof of the above property is left as an exercise. Note that other basic rules of
probability can be expressed in terms of the the union and the complement rules.
Example 4 P (A \ B) = P (A) P (A B) 4
Inclusion-Exclusion formula:
More generally, if A1 , A2 , . . . , An are n events, then
X n Xn n
X
P (A1 A2 . . . An ) = P (Ai ) P (Ai Aj ) + P (Ai Aj Ak ) . . . +
i=1 i,j=1 i,j,k=1
n1
(1) P (A1 A2 . . . An )
Proof: Let B1 = A1 , B2 = A2 A1 , B3 = AS 3 A2 , . . ., S
Bn = An An1 . The events
Bn , n = 1, 2.3, . . . are mutually exclusive, and n=1 Bn = +
+
n=1 An . By axiom 1,b),
S+ P+ Pk S k
P ( n=1 An ) = n=1 P (Bn ) = lim n=1 P (Bn ) = lim P ( n=1 Bn ) = lim P (Ak ).
k+ k+ k+
2
3 Counting
Definition 6 A selection of k objects out of n objects without replacement and with-
n!
out order is called combination, denoted Cnk , and defined by: Cnk = k!(nk)!
Exercise 2 In how many different ways can a team of 2 men and 3 women be formed
if 5 men and 7 women are available ? In how many ways can this be done if one man
and one woman refuse to be together in the team ? 5
Exercise 3 In how many different ways can a group of 10 persons be seated in a row
if 3 of them insist to be next to each other ? 5
Property 4 The number of permutations of n objects, from which n1 are the same,
n2 are the same, ..., and nk are the same (n1 + n2 + . . . + nk = n) is
n!
2
n1 ! n2 ! . . . nk !
n2
Proof: There are Cnn1 choices for the first n1 objects, and Cnn 1
choices for the
nk
n2 objects, ..., and Cnn1 n2 ...nk1 choices for the nk objects. By the basic counting
rule, the total number of choices is
n2 nk n!
Cnn1 Cnn . . . Cnn 1 n2 ...nk1
=
1
n1 ! n2 ! . . . nk !
Example 6 How many different words can be formed by using the letters of the word
MISSISSIPPI ? 4
Exercise 5 In how many different ways can 15 students be seated in 3 classes of size
5 each ? In how many ways can this be done if two of the students, Asma and Maya,
want to be in the same class room ? 5
3
4 Conditional Probability
Definition 8 Let A and B be two events with P (B) > 0. The conditional probability
of A given B, denoted by P (A|B), is defined by
P (A B)
P (A|B) =
P (B)
Example 7 5 cards are drawn at random and without replacement from a deck of 52
playing cards. Find the probability that all 5 cards are spades if at least 3 cards are
spades. 4
Solution: Let A={event all 5 cards are spades}, and B={at least 3 cards are
spades}
5
P (A B) P (A) C13
P (A|B) = = = 3 2 4 1 5
P (B) P (B) C13 C39 + C13 C39 + C52
Proof:
P ( B) P () P (S B) P (B)
a. P (|B) = = = 0 ; P (S|B) = = =1
P (B) P (B) P (B) P (B)
b. Let A1 , A2 , A3 , . . . be mutually exclusive events,
P ((A1 A2 A3 . . .) B)
P (A1 A2 A3 . . . |B) =
P (B)
P ((A1 B) (A2 B) (A3 B) . . .)
=
P (B)
P (A1 B) P (A2 B) P (A3 B)
= + + + ...
P (B) P (B) P (B)
= P (A1 |B) + P (A2 |B) + P (A3 |B) + . . .
The previous proposition says that all rules of probability still apply to conditional
probability; for example, P (A|C) = 1 P (A|C)
b. P (A1 . . .An ) = P (A1 )P (A2 |A1 )P (A3 |A1 A2 ) . . .P (An |A1 A2 . . .An1 )
2
Example 8 Cards are drawn at random and without replacement from a deck of 52
cards. Find the probability that the sixth spade is drawn at the tenth draw. 4
4
Solution: Let A={event five spades in the first nine cards}, and B={sixth card is
spade}
5 4
C13 C39 8
P (A B) = P (A) P (B|A) = 9
C52 43
5 Independence
Definition 9 Two events A and B are independent if and only if P (A|B) = P (A) or
P (B|A) = P (B).
Proposition 3 Two events A and B are independent if and only if P (A B) =
P (A) P (B) 2
Property 6 If A and B are independent, then so are
a) A and B b) A and B c) A and B 2
Proof: a) P (B|A) = 1 P (B|A) = 1 P (B) = P (B)
parts b) and c) are left as an exercise.
6 Bayes Rule
Proposition 5 (Total probability formula) Let A1 , A2 , . . . , An be a set of mutually
exclusive and exhaustive events, with P (Ai ) > 0 for i = 1, 2, . . . , n. Then for any event
B,
X n
P (B) = P (Ai )P (B|Ai )
i=1
2
5
Proof: P (B) = P (B S) = P (B (A1 A2 . . . An ))
= P ((B A1 ) (B A2 ) . . . (B An ))
= P (B A1 ) + P (B A2 ) + . . . + P (B An )
A1 A2
B
A3
A4 ...
P (B|B3 )P (B3 )
P (B3 |B) =
P (B|B0 )P (B0 ) + P (B|B1 )P (B1 ) + P (B|B2 )P (B2 ) + P (B|B3 )P (B3 )
1 C43 3
= 3 1 1 2 2 2 1 3
=
0 C5 + 3 C4 C5 + 3 C4 C5 + 1 C4 28