Probability Notes Math 309 Some Definitions Experiment means

Probability Notes Math 309

Some Definitions Experiment - means of making an observation Sample Space (S) - set of all outcomes of an Event - subset of a sample space Simple Event - an event which can only happen in experiment listed in a mutually exclusive and exhaustive manner one way; (or can be thought of as a sample point a one element subset of S)

Since events are sets, we need to understand the basic set operations Intersection Union Complement - everything in A and B - everything in A or B or both - everything not in A

You should be able to sketch Venn diagrams to describe the intersections, unions, & complements of sets. Note that these set operations obey the commutative, associative, and distributive laws

De. Morgan’s Laws Convince yourself that these are reasonable with Venn diagrams!

Another definition A and B are mutually exclusive iff A B=

Axioms of Probability (these are FACT, no proof needed!) Let E represent an event, S the sample space, Axiom 1: Axiom 2: Axiom 3: For pairwise mutually exclusive events, the probability of their union is the sum of their respective probabilities, i. e.

Sample Spaces with Equally Likely Outcomes In an experiment where all simple events (sample points) are equally likely, one can find the probability of an event by counting two sets.

Combinatorial Methods Math 309

Combinatorics Basic Principle of Counting (a. k. a. Multiplication Principle) Permutations Combinations with indistinguishable objects

Basic Counting Principle If a choice consists of 2 steps where the first m outcomes and the second has n outcomes, then there are m*n outcomes for the whole choice. The principle can be generalized for r steps. The number of outcomes of a choice with r steps is the product of the number of outcomes of each step.

Permutations # of arrangements of one set, order matters application of the basic counting principle where we return to the same set for the next selection P(n, r) = n!/(n-r)!

Combinations the number of selections, order doesn’t matter C(n, r) = n!/[(n-r)!r!] the number of arrangements can be counted by selecting the objects and then ordering them i. e. P(n, r) = C(n, r)*r!

Observations about Combinations C(n, r) = C(n, n-r) C(n, n) = C(n, 0) = 1 C(n, 1) = n = C(n, n-1) C(n, 2) = n(n-1)/2

Permutations with Indistinguishable Objects Order the objects as if they were distinguishable Then “divide out” those arrangements that look identical.

Combinations with Repetition Select r objects from n objects when where each item can be selected more than once. Add n-1 dividers to the r objects to be selected. In the r+n-1 “slots” select the location of the r items, C(r+n-1, r). The blank spaces will denote division of two types of objects.

Combining Counting Techniques If we are careful with language, when we say “AND”, we multiply “AND” multiplication intersection when we say “OR”, we add “OR” addition union

Complements Unions Intersections

Theorems (You should be able to prove these using the axioms and definitions. ) Let A and B be any two events. . Thm 7. 1 If , then

Unions get complicated if events are not mutually exclusive! P(A B C) = B A P(A) + P(B) + P(C) - P(A B) - P(A C) - P(B C) + P(A B C) C

However, recall For mutually exclusive events the probability of their union is just the sum of their probabilities.

It is sometimes helpful to get mutually exclusive events by intersecting an event with another event and its complement. For example, so that Another helpful observation is that results in mutually exclusive events is:

Conditional Probability P(A|B) is read, “the probability of A given B” B is known to occur.

Intersections & the multiplication rule Apply the multiplication rule to probabilities so that: P(A B) = P(A)*P(B|A) = P(B)*P(A|B) P(B|A) is read, “the probability of B given A” Tree diagrams may be helpful in visualizing this.

Intersections and intersection multiply In general intersections get more complicated when there are more events, e. g. P(A B C D) = P(A)* P(B|A)*P(C|A B)*P(D|A B C)

Independent Events A and B are independent if any of the following are true: P(A B) = P(A)*P(B) P(A|B) = P(A) P(B|A) = P(B) You need to check probabilities to determine if events are independent. If A, B, C, & D are pairwise independent, P (A B C D) = P(A)*P(B)*P(C)*P(D)

Conditional Probability P(A|B) Formula P(A|B) = P(A B) / P(B), if P(B) > 0 (Note that this is an algebraic manipulation of the formula for the probability of the intersection of 2 events. ) i. e. the conditional probability is the probability that both occur divided by what is given occurs