Professional Documents
Culture Documents
Chunyi Wang
Department of Statistics,
University of Toronto
• Course outline
1
Lecture 1 (3-5pm Monday, Sep 13, 2010)
• Introduction
– Sample space: a set of all possible outcomes of an experiment. e.g. A = {H, T} for coin
tossing, B = {1,2,3,4,5,6} for rolling a die.
– Event: a subset of the sample space. e.g. {H} “head”, B1 = {1,3,5} “odd number”, B2
= {1,2,3} “small”.
– Cardinality of a set S: denoted as#S is the number of elements in the set. e.g. #A =
2, #B = 6.
2
– Power set of a set S: is the set of all subsets of S, denoted as 2S . Note #2S = 2#S , hence
the notation. Finite sets are countable. The set of integers Z is countable.
– Intersection and union of sets: B1 ∩ B2 = {1,3}, A ∩ B = ∅ (mutually exclusive), B1 ∪ B2
= {1,2,3,5}.
– Complement of a set A: denoted as Ac , contains all the elements in the sample space
that are not in A, i.e. Ac ∪ A = S, Ac ∩ A = ∅, where S is the sample space.
– De-Morgan Law: (A ∩ B)c = Ac ∪ B c , (A ∪ B)c = Ac ∩ B c .
– Venn-Diagrams of sets.
Example: An experiment consists of tossing a coin twice. The sample space is S = {HH,
HT, TH, TT}. Let A be the event “at least one head is observed” and B be the event “at
least one tail”. Then A = {HH, HT, TH}, B = {TT, TH, HT}. Ac = {TT}, B c = {HH},
A ∩ B = {HT, TH} so A and B are not mutually exclusive, however Ac ∩ B c = ∅ so Ac and
B c are mutually exclusive.
• Assignment of Probabilities
– From the above axioms we immediately have the following probability laws:
For events A, B in sample space S,
1. P (A) = 1 − P (Ac ).
Proof: A and Ac are mutually exclusive and A ∪ Ac = S, so 1 = P (S) = P (Ac ∪ A) =
P (Ac ) + P (A).
2. P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
Proof: exercise.
Exercise. One card is selected from a deck of 52. What’s the probability that
3
2. The card is a diamond?
3. The card has a face on it?
4. The card is an diamond ace?
5. The card is a diamond without a face?
6. The card is an ace, or the card has a face on it?
Solution:
#A
1. Let this event be A, P (A) = #S
= 4/52.
#B
2. Let this event be B, P (B) = #S
= 13/52.
#C
3. Let this event be C, P (C) = #S
= 12/52.
4. P (A ∩ B) = 1/52
5. P (B ∩ C c ) = 10/52
6. P (A ∪ C) = P (A) + P (C) = 4/52 + 12/52 = 16/52.
• Last time:
• More on Sets:
4
∗ Write s ∈ S if s is an element of S; A is a subset of S if ∀a ∈ A, a ∈ S, denoted as
A ⊂ S. Note ∅ ⊂ S, S ⊂ S.
∗ The intersection of sets A and B, denoted as A ∩ B = {x : x ∈ A, and x ∈ B};
the union of A and B, A ∪ B = {x : x ∈ A, or x ∈ B}, the complement of A,
Ac = {s : s ∈ S, s ∈
/ A}.
∗ De-Morgan Law: (A ∩ B)c = Ac ∪ B c , (A ∪ B)c = Ac ∩ B c .
∗ Venn-Diagrams of sets.
n!
Pnr = n(n − 1)...(n − r + 1) =
(n − r)!
Exercises:
1. What’s the number of ways to choose 3 letter sequences using ‘a, b, c, d, e,f’ ?
(a) allow repetition;
(b) no repetition;
(c) no repetition and must contain ‘a’;
(d) with repetition and must contain ‘a’.
Solution:
(a) 6 × 6 × 6 = 63 (multiplication principle).
5
(b) 6 × 5 × 4(P36 ).
(c) 5 × 4 + 5 × 4 + 5 × 4 (multiplication principle and addition principle).
(d) 63 − 53 .
2. A box contains 7 distinct balls numbered 1 through 7. Balls 1,2,3 are blue, 4,5 are red
and 6,7 are green. Find the number of selections of three balls which contain at least
two blue balls.
Solution 1: Choose the two blue balls in 32 = 3 ways, then choose the remaining ball in
5
1
= 5 ways. By the multi. principle, the answer is 3 × 5 = 15.
Solution 2: Each selection is one of the following:
(a) Three blue balls: 1 way;
(b) Blue balls (1,2) plus one ball of another color: 4 ways;
(c) Blue balls (2,3) plus one ball of another color: 4 ways;
(d) Blue balls (3,1) plus one ball of another color: 4 ways;
1+4+4+4 = 13 (addition principle).
So, Which is correct?
3. Find the nubmer of ways to sit n people at a table. What if there’s one couple that must
sit next to each other? (Seats are undistinguishable)
Solution: