LESSON 2

SAMPLE SPACE & EVENTS

Experiment: action or process that generates an
observation (value of the outcome)
The sample space of an experiment, denoted by
S, is the set of all possible outcomes of an
experiment.
Examples?
An event is any collection of outcomes
contained in a sample space S. An event is a set.
Simple & compound events.
SAMPLE SPACE & EVENTS
Simple events consist of exactly one outcome
Compound consist of more than one outcome

Flip a quarter three times.

8 Simple outcomes
{HHH} {HHT} {HTH} {THH} {HTT}
{TTH} {THT} {TTT}

Many compound outcomes
At least 2 Tails
{HTT} {TTH} {THT} {TTT}
Many Others

RELATIONS FROM SET THEORY
The union of two events A & B (A B, A or B) is an event
consisting of all the outcomes that are either in A or in B
or in both events.
The intersection of two events A & B (A B, A & B) is the
event consisting of all outcomes that are in both A & B.
The complement of an event A (A) is the set of all
outcomes in S that are not contained in A.
If A & B have no outcomes in common, they are
mutually exclusive or disjoint.
EXAMPLE
Ex: Roll a die twice.






E1 = { sum of numbers is 10}
E2 = {sum of numbers is 12}
E3 = {sum of numbers is even}
E4 = {first outcome is 6}
Sample space
Outcome second roll
1 2 3 4 5 6
Outcome
first
roll
1 1,1 1,2 1,3 1,4 1,5 1,6
2 2,1 2,2 2,3 2,4 2,5 2,6
3 3,1 3,2 3,3 3,4 3,5 3,6
4 4,1 4,2 4,3 4,4 4,5 4,6
5 5,1 5,2 5,3 5,4 5,5 5,6
6 6,1 6,2 6,3 6,4 6,5 6,6
AXIOMS OF PROBABILITY
Probability aims at assigning each event A in a sample
space S a number P(A) that measures the chance or
likelihood of A to occur. P(A) is called the probability of
event A. To be consistent with this definition the
following axioms should hold:

Axiom 1:
For any event A, P(A) > 0

Axiom 2:
For any sample space S, P(S) = 1
Axioms ... (contd.)
Axiom 3:
If A
1
, A
2
, A
k
is a finite collection of mutually exclusive
events, then:




If A
1
, A
2
, is an infinite collection of mutually exclusive
events, then:





( ) ( )

=
=
k
i
i k
A P A A A P
1
2 1

( ) ( )

=
=
1
2 1
i
i
A P A A P
TWO INTERPRETATIONS OF
PROBABILITY
Objective Assessment
Limiting frequency of occurrence of a given
event as the experiment is repeated a large
number of times (e.g. tail after tossing a coin)

Subjective Assessment
The experience takes place only once, so the
probability depends on the prior information
or opinion, e.g. outcome of an election.

PROPERTIES OF PROBABILITIES
For any event A,
P (A) = 1- P (A)

If two events A & B are mutually exclusive ,
P (A B) = 0

For any two events A & B,
P (A B) = P (A) + P (B) P (A B)

For more than two events:
P (A B C) = P (A) + P (B) + P (C)
- P (A B) P (A C) P (B C)
+ P (A B C)
Pre-Example (will revisit)
Often it is easier to calculate P(A) using A

Take 3 machines connected in series.
If any fails, the overall system fails
Each machine has a .1 chance of failure
What is the chance of system failure?
A
1
is the event that machine 1 fails, and so on (all failures
are independent)
Denote A = A
1
A
2
A
2

P (A) = 1- P (A)
What is P (A) = .9 * .9 * .9 = .729
P(A) = .271

Venn Diagrams
Venn Diagrams
Venn Diagrams
COUNTING TECHNIQUES
If outcomes are equally likely, computing probabilities
relies on counting.



Ordered Pairs: a pair (O
1
, O
2
) is different from
(O
2
, O
1
), e.g. airline choice AUS-DFW-DCA

Product rule: if the first object of an ordered pair can
be selected in n
1
different ways, & the second object in
n
2
, then the number of possible pairs is n
1
n
2
N
A N
A P
) (
) ( =
TREE DIAGRAMS
Graphical representation of all possibilities when the
product rule applies, e.g. AUS-DFW (American,
Southwest, United), DFW-DCA (American, United)

n
1
first-generation branches (e.g. 3), each with n
2
second-generation branches (e.g. 2), then the total
second-generation branches is n
1
n
2
(e.g. 6)

Not necessarily the same number of second- generation
branches from each first-generation branch
TREE DIAGRAMS
A
S
U
Begin by drawing the first-generation branches (n
1
of them)

TREE DIAGRAMS
A
S
U
A
A
A
U
U
U
GENERALIZATION OF
PRODUCT RULE
Fly 5 legs: AUS-DFW-DCA-SFO-DFW-AUS
- Airline choices 3, 2, 4, 4, 3
- Each possible outcome is an ordered collection of five legs, a
5-tuple. In general, an ordered collection of k objects is a
k-tuple
Given a set consisting of an ordered collection of k
elements,
there are n
1
choices for the first element
for each choice of the first element, there are n
2
possible choices
of the second, & so on, then
there are n
1
n
2
n
k
possible k-tuples
PERMUTATIONS
So far, successive elements of a k-tuple were selected from
different sets. The selection of ith elements did not depend
on the selection of i-1th element (k-tuples were formed by
selecting with replacement).

Now, k-tuples will be formed by selecting without
replacement

An ordered collection of k elements taken from a set of n
objects is called a permutation of size k.

The number of permutation of size k that can be
constructed from n objects is denoted by P
k,n

Permutations (contd.)
How many permutations of length 2 can be
formed from the numbers {1,2,3,4} ?
What is n, what is k?
{1,2} {1,3} {1,4}
{2,1} {2,3} {2,4}
{3,1} {3,2} {3,4}
{4,1} {4,2} {4,3}

4 * 3 = 12
In general n (n-1) (n-2) ?
(n k + 1)
Permutations (contd.)
By applying the product rule



For any positive integer m, m! (m factorial) is defined
as: m! = m (m -1) (m -2) . . . (3) (2) (1)

Take P
5, 8 =





( ) ( ) ( ) 1 2 1
,
+ = k n n n n P
n k

8 7 6 5 4 3 2 1 8!
8 7 6 5 4
3 2 1 (8 5)!
- - - - - - -
- - - - = =
- -
Permutations (contd.)
Using this definition P
k,n
is given by:

)! (
!
,
k n
n
P
n k

=
COMBINATIONS
Given a set of n distinctive objects, any unordered
subset of size k is called a combination. The
number of combinations of size k that can be formed
from n distinctive objects is denoted by C
k,n
or

C
k,n
is smaller than P
k,n
, why?
Any permutation of size k is obtaining by ordering the k
unordered objects of a combination in one of k! ways,
so:

)! ( !
!
!
,
k n k
n
k
P
k
n
n k

= =
|
|
.
|

\
|
n
k
| |
|
\ .
Combinations
How many combinations of length 2 can be formed from the
numbers {1,2,3,4} ?
The 12 Permutations were:
{1,2} {1,3} {1,4}
{2,1} {2,3} {2,4}
{3,1} {3,2} {3,4}
{4,1} {4,2} {4,3}

But {1,2} ={2,1} and {2,3} ={3,2} and so on

We have 6 combinations (divide by 2! = 2)
{2,1} {2,3} {2,4}
{3,1} {3,4} {4,1}