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Chunyi Wang

Department of Statistics,

University of Toronto

• Course outline

– 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).

1

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

• Introduction

– “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 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

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

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:

– 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:

– Notations:

∗ Write a set as{enumeration of elements} or {typical element: requirements of the

element}, e.g. E = {2z : z ∈ Z}

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.

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)!

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

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:

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