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STA247H1F Lecture notes

Chunyi Wang
Department of Statistics,
University of Toronto

• Course outline

– Lectures: Mondays 3-5pm, Fridays 3-4pm in SS2135


– Office Hours: Thursdays 5-6pm in SS6025. There are also New College Stat Aid Centre
(located at WE68A) hours available to help 200-level STA courses.
– Course Website: http://chunyi.info/247f10
– Textbook: Concepts in Probability and Stochastic Modeling by Higgins and Keller-
McNulty, Duxbury Press.
We plan to cover the following sections of the textbook:
∗ Chapter 1: all sections
∗ Chapter 2: all sections
∗ Chapter 3: all sections except 3.3
∗ Chapter 4: 4.1, 4.2, 4.3, 4.5
∗ Chapter 5: all sections
∗ Chapter 6: 6.1, 6.2, 6.3, 6.5
∗ Chapter 7: 7.1, 7.4 (if time permitting)
∗ Chapter 8: 8.1, 8.2
– Evaluation: two tests (in class on Oct 15th and Nov 19th) 20% each, two homeworks 8%
and 12% (Due in class on Nov 1st and Nov 29th) and a final exam 40%. Late homeworks
will not be accepted. Should you miss a test due to a valid reason, the weight will be
shifted to the final.
– Software: R (http://r-project.org). R is a free, open-source statistical software pack-
age. It is available for MS Windows, Linux and Mac OS X. You can also use R in the
C-quest lab (http://www.cquest.utoronto.ca).

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Lecture 1 (3-5pm Monday, Sep 13, 2010)

• Introduction

– “Probability” in everyday life. Gambling, weather forecasting, decision making, ...


– “Probability” as a measure of uncertainty, usually is thought of as frequency of occur-
rence. i.e.
N (A)
P (A) = ,
N
where N is the number of repetition of experiments, and N (A) is the number of occur-
rences of the event A. If we could believe that all outcomes in S are equally likely to
happen then
#A
P (A) =
#S
This is an example of using a mathematical model to assign probabilities.
– Probabilities can also be assigned empirically (by experimentation) or subjectively (ac-
cording to personal belief).
– It appears that people would agree with certain things about probability:
∗ If something is definititely going to happen then we say the probability is 1 or 100%.
If something is absolutely not going to happen then we say the probability is 0.
∗ If the probability of a certain event going to happen is p, then the probability of
that event not going to happen is 1 − p.
∗ If an event with probability p can be broken down to several mutually exclusive
P
events, each with probability pi , then i pi = p.

• Sample Spaces and Events

– 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.

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– 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

– The assignment of probabilities has to satisfy the following probability axioms:


Let S be a sample space and A, E1 , E2 , ... be events in S, then
1. 0 ≤ P (A) ≤ 1
2. P (S) = 1
3. If E1 , E2 , ... are mutually exclusive, then

[ ∞
X
P( Ei ) = P (Ei )
i=1 i=1

– 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

1. The card is an ace?

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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.

Lecture 2 (3-4pm Friday, Sep 17, 2010)

• Last time:

– Sample space: set of outcomes of an experiment;


– Event: (measurable) subset of sample space;
– Things about set: cardinality, countability, power set ...;
– Axioms of assignment of probability;
#A
– If all the outcomes of an experiment are equally likely to happen, then P (A) = #S
,
”frequncy of occurence”.

• More on Sets:

– A set is a collection of elements: S = {1,2,3,4,5,6}, T = {H, T}, Z = {all integers}.


– Notations:
∗ Write a set as{enumeration of elements} or {typical element: requirements of the
element}, e.g. E = {2z : z ∈ Z}

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∗ 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.

• Basic Combinatorics : counting techniques.

– Multiplication principle: If a procedure can be done in n distinct steps, for each i =


1, 2, ..., n, step i can be done in mi ways, then this procedure can be done in m1 m2 ...mn
ways.
– Addition principle: If a procedure can be done in n kinds of methods, for each i =
1, 2, ..., n, method i can be done in mi ways, then this procedure can be done in m1 +
m2 + ... + mn ways.
– Permutation: An ordered arrangement of r items selected from n distinct items is called
a permutation of n distinct items taken r at a time, or “permute r from n”, denoted as
Pnr . By applying the multiplication principle we can see that

n!
Pnr = n(n − 1)...(n − r + 1) =
(n − r)!

– An unordered arrangement of r items selected from n distinct items is called a combina-


tion or n distinct items taken r at a time, or “choose r from n”, denoted as Cnr or nr .


The proof of the above two formulae is easily done by induction.

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).

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(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: