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    19 views43 pages

    Chapter 1 - Prob Stat

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    Prob stat

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    Contents Ch. 1 Experiments, Models, and Probabilities Ch. 2 Discrete Random Variables Ch. 3 Continuous Random Variables Ch. 4 Pairs of Random Variables Ch. 5 Random Vectors Ch. 6 Sums of Random Variables Ch. 7 Stochastic Processes Ch. 1. Experiments, Models, and Probabilities QO Uncertain (random) situations are most often analyzed by using probabilities. QO Origin of probability theory: analysis of games of chance such as dice games and card games O Applications of probability theory ¢ Setting the payoffs for gambling such as roulette, slot machine, blackjack, race tracks, public lottery, etc. ¢ Cost of insurance « Weather forecast « Earthquake forec: uch as communication ing, etc. « Wide range of engineering theory, radar, signal proces 1.1 Set Theory O The mathematical basis of probability is the theory of sets. O A set is a collection of things and the things that together make up the set are e/ements. O We use capital letters to denote sets and usually use small letters for elements. For example, c={x"fr=1, 2,3, 4, 5} or D={x, y, z} xeD, weD Definitions of Sets « Universal set S the collection of all elements in the entire space « The complement of the set 4 is the collection of . cei elements not in A and is denoted by 4°. (4°) = ¢ The intersection of two sets A and B is the collection of all elements contained in both A and B, and is denoted by AB or ANB. e The union of two sets A and B is the collection of all elements in 4 or B or both and is denoted by AUB. « The difference of two sets A and B is the collection of elements in A but not in B and is denoted by 4-B. e A collection of sets A,, 42, ..., 4, is said to be mutually exclusive if 4,04, =¢ fori j. e A collection of sets Ai, 42, ..., 4n is said to be collectively exhaustive if 4,U 4,U--U4,=S. « For any two sets 4 and B, if all the elements in B are also in A, we say that B is contained in A or that Bis a subset of A, and we write Bc A. « For any two sets A and B, AxB is another set C with elements (4,6), a,¢4,b,¢B. AxB is called the cartesian product of 4 and B. Basic Properties of Sets ¢ Commutativity AUB=BUA, AB=BA ciativity AU(BUC)=(AUB)UC, A(BC =(4B)C + Distributivity A(BUC)=(AB)U(AC), AU(BC)=(AUB)(AUC) DeMorgan’s formulas: 0 (G5) fe Q) ( c 1) Suppose xe(Ue.) Then xéUé, and also m1 = >: ») =UEe. Proof) (1) sj”. Therefore 2) Suppose xef\Ef. Then xeE{, i=l, 2,...,n. And ial x#E,, 1, 2, ....m Therefore x¢UE, and hence a 1.2 Applying Set Theory to Probability O A physical proce: s that produces random outcomes, i.e., outcomes that cannot be predicted, is called a random experiment or experiment. O There are three basic elements of probability model, sample space, event, and probability. Definition: One of the possible outcomes from a random experiment is called a sample or sample point. Definition’ The set of all possible outcomes is called a sample space and is denoted as S. Example 1.1 Throwing a fair coin three times: the sample space contains eight sample points or possible outcomes, i.e., S = {HHH, HHT, HTH, ..., TTT}, where “H’ denotes heads and “7” tails. Example 1.2 Throwing two dice: outcome (d;, d;) ==> The sample space consists of 36 outcomes, ic., $= { (1D, (1,2),..., (1,6), (2,1), (2,2),..., (2,6), ..., (6,1), (6,2), ..., (6,6) }. Definition: An event is a set of outcomes of an experiment that satisfies a certain condition. Example 1.3 Throwing two dice: Event A: both rolls yield the same value. A= { (1,1), (2,2), (3,3), 4,4), 6,5), (6,6) }. Table 1.1 The terminology of set theory and probability Set Algebra Probability Set Event Universal Set Sample Space Element Outcome or Sample O A collection of events is mutually exclusive if there is no sample point in $ that is in more than one event in the collection. = mS (a) (0) Figure 1.1 A, B, and C represent mutually exclusive events. O A collection of events is collectively exhaustive (CE) if each sample point in Sis in at least one event. (@) (b) Figure 1.2 A, B, and C represent collectively exhaustive events. Definition: An event space is a collectively exhaustive and mutually exclusive set of events. In Figs. 1.1(b) and 1.2(b), the set of 4, B, and C is an event space. There are three ways to describe a sample space, graphical, tree, and mathematical description. : Graphical description of the sample space and Example 1. events Throwing a die twice: The sample space consists of 36 sample points, (d,,d;) where d,, dy =1, 2,..., 6. 6 The union of these |< points is the event Fay +g) 2 10 ‘A typical outcome ~ (@,,a2) in #he. outcome Space. Those points represent tthe event "the sum of the numbers is seven.” Figure 1.3 A sample space for two throws of a six-sided dle. O Tree description Start ist Throw, ¢ Each point is of mo form (dd) There are a total of 86 points. ot Saco” = (du) 2nd Throw, d; Figure 1.4 A sample space for two throws of a six-sided die O Mathematical description S={(d,,d,)|dy,d, =1, 2, 3, 4, 5, 6}. * “the set of all points (d,,d)) where d,, d)=1,2. « Cartesian product of {d,} and {d,}. Example 1.5 Suppose we spin a wheel continuously calibrated from 0 to 1 twice and record two numbers, S; and S;. A mathematical description of the sample space is S={(S,,5,)|S,,5; €[0,1}}. Graphically we have the picture in Fig. 1.5. 52 4 1 <1 Event &,: "8, + 8, 2 30.” ies Each point (Sy, S,) is_a point "+ of the sample space §. Event &;: "S; <4 S: o 1 Figure 1.5 A sample space for (S,.82). 1.3 Probability Axioms Definition: A probability (or probability measure) is a function that a a real number P[4] to each event indicating the likelihood of any event 4 in a random experiment. O There are three axioms for probability: 1. For any event 4, P[4]20. 2. The probability measure of the sample space is unity, ie., P[S]=1. 3. For any mutually exclusive events Ay, Ay, “An P[A UA, UU A,] = PLA] + PLA] +--+ PLA]. O The probability of an event 4, cons outcomes, is sting of equally likely PA) n[4] ___ number of equally likely outcomes in A n[S] total number of equally likely outcomes in S” Example 1.6 Throwing two dice: What is the probability that the sum of the dots equals 7? Solution: The sample space con. assumed to be equally likely. Thus ts of 36 points, which are P[sum of the dots is =< + <+——— sample space — Event: “sum of dots Ce 7 +4+-+4++++ 5 1 2 3 4 5 6 Fig. 1.6 A sample space for the throw of two six-sided dice. Relative Frequency Definition 0 Another way to define the probability of an event 4 is to use the relative frequency of occurrence of the event. O The relative frequency definition on probability is ___ ny _ number of times A occurs P[A] = lim = ———— nian, total number of trials 0 The problem with this definition is that the limit in the above equation may not exist, and the outcomes of the experiment may not be independent. Example 1.7 Throwing a biased coin: in 1000 tosses, heads appeared 727 times. Estimate the probability of heads appearing on a single toss and the probability of tails appearing on a single toss. 727 —— =0.727. Since S=HUT and HT=¢, 000 Solution: P[H] P[HUT|=P[H]+P[T]=1 => P[T]=1-P[H]=1-0.727=0.273. Example 1.8 Selecting two marbles from a bag containing four white and six red marbles: What is the probability that we select one of e ch color? Solution: Selecting two from 10 marbles: C;°=45 ways, selecting one white marble: C=4 ways, selecting one red marble: Cf=6 ways. Thus the probability is Cicf 24 Plone white,one red] =—Tib= 7 3 Alternatively, we may regard the event, “one white, one red” the event (w,r)U(r,w) and the probability is (ils}-Cia)s)-a Selecting an integer between 100 and 499: What is the probability of the events: (a) “the selected integer contains at least one 1” and (b) “the selected integer contains exactly two 2's”? Example 1.9 Solution: (a) The number of possible outcomes is _n(S)=400. E: the event “the selected integer contains at le one 1.” E‘: the event “the integer contains no I's.” The event E° can occur in 3-9-9 ways. (The first position can be 2, 3, or 4. The other two positions can be any number except 1.) Thus -" 243 P(E] =1-—==0.3925. 400 (b) The possible cases: x22, 22x, or 2x2. In each case, x is one of nine possible numbers except in the case of x22. Thus, the number of ways 1. Therefore PIE 21 P ly two 2's] = — = 0.0525. [exactly two 2's] 00 1.4 The Probability of Compound Events O One can use the set algebra and the three axioms to compute the probability of any compound event. Q For example, prove that P[AUB]=P[4]+ P[B]- PAB]. Proof: From Fig. 1.7, AUB=(4-B)UB and (4-B)nB=9. Thus P[AUB]=P[(4—B)UB]=P[A-B]+ P[B]. Also 4=(4-B)U(ANB), (A-B)A(ANB)=9 PlA]= P[A-B]+ P[AMB] ==> P[A-B]=P[A]-P[AB]. Finally, P[AUB]=P[4]+ P[B]-P[An 8]. ale Fig. 1.7 Computing the union of sets A and B. Example 1.10 Show that P[AUBUC]=P[4]+P[ AB] +P[ A°BCC]. Solution: From Fig. 1.8, we see that AUBUC=AB°CU(AUB) and ATB°CO(AUB)=4. Therefore, P[AUBUC]=P[AU B]+ PL ACB“ I. Also, AUB=A°BUA and ACBOA=¢. Thus, P[AvB]=P[A]+ PAB]. Finally, P[AUBUC]=P[A]+ PL AB] + PL AcBCC]. a ey Fig. 1.8 A Venn diagram from AU BUC. 1.5 Conditional Probability O Conditional probabilities are used to include partial information about the outcomes of some experiment. O Consider the problem, “What is the probability of obtaining more heads than tails in thi throws of a fair coin, given that the first throw is a head?” O The statement, “the first throw is a head,” is a partial information or condition about possible outcomes of this experiment. O It defines a new sample space $ that has fewer outcomes than the original sample space. Thus, the probability measure of the new sample space, P[S], is less than one. O Since § is also a sample space, we must renormalize the probability of the outcomes in the new sample space by P[S] to satisfy the second of the three axioms. Thus, the outcome sets (s,) on the conditional sample space have new probabilities given by P[(s,) ae O Suppose 4 is an event. Then the conditional probability of A is the sum of the conditional probabilities of the sample points in A; Example 1.11 What is the probability of obtaining more heads than tails in three throws of a fair coin, given that the first throw is a head? Solution: The probability of each event in the original sample space is 1/8. The given information is “the first throw is a head,” so that P[$]=1/2. Thus the conditional probability of each of the four elements in § is (/8)/(/2)=1/4. Thus, Ble ‘8: first throw is PS) = 48 Fig. 1.9 A sample space for three throws of a coin. Example 1.12 Throwing two four led dice: If one of the dice shows a 4, what is the probability that both show a 4? Solution: The original sample space contains 16 equally likely outcomes. The given information is “one of the dice shows a 4.” There are four sample points in § such that P[S]=1/4. Thus P[é8] 1 Vis - p(s] 4 ~ PL ale A co aes D+ A: both dice show 4's ct Cl fe one aie shows 4 | te as Fig. 1.10 A sample space for the throw of two four-sided dice. Sequential Trees and Conditional Probabilities O We often make use of tree description to depict the sample space of an experiment. O The nodes of the tree represent events that we consider sequentially from left to right. QO We can thus label the branches with the conditional probabilities, as shown in Fig. 1.11. O The conditional probability of the event B, given the event 4, is o[ala)= “Ai a> of] [4] O Thus the probability of the events 4B, 4,B,C, 4,B,C). A,B,, and A,B, may be obtained by multiplying the branch (conditional) probabilities leading to these events. [8/4 ]PL4)]- PIA,By] = PB, | Ay) PIA) PlB,1 Me A ele c | Ag,)_ 5 a8.c, _ le! ABs] C iL ries ATSB / TN PUA IBaGa) = PICs | A482) PB, | A.) PLA) FIA] ae PIC ABTS ___o a,c, 2 fo tea Poa Pad fe P(B, | Ay) ee 0 A,B, As o_o a, Fig. 1.11 A sample space represented as a tree. Example 1.13 Four white marbles and three red marbles in a cloth bag. Two marbles are drawn. What is the probability that both are red? Solution’ We can represent the sample space as a tree structure. We may define the events WW, WR, RW, RR, and draw an event space as in the figure. P[RR,]= P[R PLR, in ]-3 201 6 7 ary Sec OWR ORR PIAR|= 2-3-4 Fig. 1.12 A tree for the event space. Principle of Total Probability Let Aj, 42, ..., 4, denote mutually exclusive events whose union has probability one. That is, AOA, =6 for it j, ola) j=l. m4 Then, the probability of an event B, can be written as P[a]= Pla 4|=y?[Bl4 PLA]: Proof. The probability of B may be written as P[B]=P[BAs]=P[Ba(4U4°)]=P[(Bo 4) (@o4)] =P[BO A+ PL BOA ]=P[BO A]. Thus, P[B]=P[Bo a)-r[ao(Ua)]-"[Uiena ) Piao A]=3P(B\4 PLA) 0 In words, it says that for mutually Ap, ««-5 dn Whose union has probability one, the probability xclusive events, Ay, of an event B may be computed by summing over the probability of all grained events BO A, that constitute B. This is illustrated in Fig. 1.13. Fig. 1.13 Illustration of the principle of total probability. Example 1.14 A blood test is 98% accurate in detecting a certain disease if the disease is actually present. If a person does not have the disease, then 3% of the time the test indicates that the person has the dis Suppose that 0.5% of the population has the disease. A person is tested and the test is positive. What is the probability that the person actually has the disease? Solution: T*: the test is positive, T~: the test is negative. D: a person has the disease, D°: a person does not have the disease. Then we can sketch the tree structure, as shown in Fig. 1.14. Thus Pip’ | P[pr’ |+P[D°T"] _ Pir’ |p|P[D | P[r'|D|P[p]+P[r"|D° p[D°] _ (0.005)(0.98) ~ (0.005)(0.98) + (0.03)(0.995) =0.141. oe Sor: a a oor ' — Event: 7 oe oe. Ns x 7 a7 DDT Fig. 1.14 A sample space tree. Example 1.15 Send 75 Receive — qa -—0 JA a Ne oo A an 1 90 Channel Fig. 1.15 Abinary communications channel. P[0p|05 ]=0.95, P[lplls |=0.90 P[Ip|0s ]=0.05, P[Oglls]=0.10, P[0;]=P[1s]=1/2. Suppose we receive a 1, What is the probability that a 1 was actually sent, i.c., P[Is|lp ]? Solution’ The sample space is depicted as shown in Fig. 1.16. The conditioning event is “1,” as shown. Thus a Plls.ly PLshe)=Al PU “ARTA - PL tells ]PLs] - (0.5)(0.90) © PLTg|0s ]P[0s]+ PLlells JP[is] (0-5)(0.05) + (0.5)(0.90) = 0.947. 4 Event: 1), “one received" 20o- Olsta Fig. 1.16 A tree sample space. Bayes’ Theorem C Let A be the event obtained from the first experiment and B the event from the next experiment. Then P[4] is called a priori probability. O From the definition of conditional probability, we have fala) P[4B]=P[B|4]P[ 4]. Therefore, Plas] _ Pl BA] P[4] of aa) APP at . O The above equation is called Bayes’ rule. The conditional probability P[4|B] is called a posteriori probability of A given B or inverse probability. Q We can generalize the Bayes’ rule to the case where Ai, Ay, «4 A, are disjoint events such that )P[4]=1, as ia depicted by the shaded area in Fig. 1.17. Then, ~ P| BA, |PIA, pLale]- Pilla) i=l, 2, 0,0 PLB] From the principle of total probability, Pla]=S[ 54, ]°[ 4} Thus raje]- 244 dP[a4,][4)] jal — , ol Fig. 1.17 A Venn diagram for Ai, Az, ..., As, ME and CE. Example 1.16 Consider the digital communications example (Example 1.15). We again seek the probability of a ls, given a Ip. From Bayes’ rule, we have PUlalls Ht Pile] Pls|e J= Using the principle of total probability, we have (a) =P[COseta) ]+ PLOsete)]= PLL lOs ]PL0s]+ PLtelts JP tts) ‘Thus - PEtelts JPlis] "Osta Pea i Teh ss PT] (0.9)(0.5) ~Teay(os)+(00syasy 4” 1.6 The Independence of Events Definition: Two events, A and B, are called statistically independent if the occurrence of one event is not affected by the other. O This means that conditional probabilities for two independent events may be written as P[A|B]=P[4] or P[B|4]=P[B]. ==> P[4B]=P[4|B]P[B]= Pl 4] p(B]. Definition’ Two events, A and B, are led independent on the conditional sample space § if and only if they satisfy S|>[as}. 1 The above equation may be true whether or not A and B are independent on the original sample space S. PL aBls]=P[ A Example 1.17 Consider two mutually exclusive events, E, and £, with P[z,]#0 and P[B,]¥0. Check their independency. Solution’ From mutually exclusive condition, we have P[E,E,]=P[¢]=0. However, P[E,]P[E,]*0. Thus, P[E,E,]# P[E,|P[Z,] ==> not independent G In fact, mutually exclusive events are highly dependent of each other since the occurrence of one precludes the occurrence of the other. Example 1.18 Throwing a fair four-sided die twice: Let E be the event that “the sum of the dice is 4,” F the event that “the first has value 2,” and G the event that “die 2 has the value 4.” Check the independency between E and F, and F and G. di Solution: A sample space consists of 16 equally likely outcomes. From the figure, pler|=4, Pe|=3. P[F]=4 ==> PleF]*P[e]P[F]. 1 16 Thus, the events E and F are not independent. Also, 1 PlFG]=<-, die 2 a ss 7 a . <—_—Event F: “die 1 has value 2 at : 4 Event E: “sum of dice is 4” it. : . ff} + ao 1 2 3 4 Fig. 1.18 A sample space for two throws of a four-sided die. Example 1.19 Suppose the events 4 and B are independent. Are A and B‘ independent events? Solution: A= AS = A(BU B°)= ABU AB‘. Also, ABO ABS =$ mutually exclusive. Thus, P[A]= P[ 4B] + P[ 4B |= Pl 4]P[B] + P[ 48° |. ==> pL Abe |=P[A](1-P[B])=P[4]P[ 8° |. Therefore, A and B® are independent. O Although events 4 and B are independent on the original sample space, they may not be independent on the conditional sample space. Example 1.20 Throwing two four-sided dice: The sample space consists of 16 points. 4 is the event that “die 1 has values 1 or 2” and B is the event that “die 2 has values 3 or 4.” 41 L 1 P[4B]=—=-, P[A]=—, P[B]=— [as]=4-1, plal-5, Pla]=-4 ==> independent on the original sample space. Let § be the event that “the sum is greater than or equal to 6.” On the conditional sample space §, we have 1 g Pi 4Bs|-—, Pals ==> P[aB|s | PL 4s |P[ aI Thus, the events A and B are not independent on the conditional sample space 8. <— Event &: the conditional ‘eamplo epaco Fig. 1.19 A sample space for the throw of two four-sided dice. Example 1.21 The event A is independent of B and also of the event C. Is A independent of E=BAC? Let’s look at a particular example of throwing two four- sided dice. Pic|=5 ==> Plac|=PLajr(c] . independent Plac]=, P[4l= i 1 4 PlaB]=2, Pla]=4, P[B]=4 ==> Pla] P[4}P(a] ol 16° “4 ’. independent From the figure, ANE=¢ ==> P[AE]=0. But, P[A]P[E]=1/4x1/16 ==> P[AE]# P[A] PLE]. Therefore, A and E are not independent. a oe 4c : ° a> + Event B:"die 2 has 1 value 4” 3. . Event C:"both dice have at . same value” t+ YY. « J |+—_—_————_____— Event A:"‘die 1 has value 1" a 1 die 1 1 2 3 4 Fig. 1.20 A sample space for the throw of two dice. Definition: The n events K,, Ey,-,E, are called statistically independent if and only if the probability of all possible intersections of &,, £),--,£, equals the product of the individual event probabilities. That is, PLEE, |= P[E PLE; | forall pairs i# 7 P[EE,E, |= P[E)|PLE, |P[E,] for all triples i# j +k 1B,]= PLE PLE PLE For three events, ££), and £, to be independent, the following should hold, PIE, PLE\E:)= PEPE: PEE: ]= P(E] P(4s] P[E,E;|=P[E,]P[E;] PLEELEs]= P(E] P[E|P[B)- Example 1.22 Suppose events 4, B, C are independent. Prove that C is independent of E= AUB. Proof: We need to prove P[(AUB)C]=P[AUB]P[C]. P[(AUB)C]=P[ACUBC] = P[AC]+ P[BC] - P[ ABC] =P[4]P[C]+ P[B] P[c]- PL 4] PB] P[c] = Plc](PL4}+ Ps] P[4]?[8)) =P[C]P[AvuB] =P[c]P[E]. O In actual, if N events E,, E,,~,E, are independent, then any one of them is independent of any event formed by unions, intersections, and complements of the othe Example 1.23 Consider the set of switches. Let 4, be the event “switch k is closed” and P[4,]=q=1-p. Assume that these events are independent. What is the probability that current will flow? Solution: Let B be the event that current will flow. Then, B=4,0[4,U(4,94,)]. Therefore, P[B]=P[4,9(4, 4.4) ] =P[A]P[4 v4.4] = PLAN PLA] + [AA] P44 A]} =qlata-@ |=a +a -a'. a Input output Fig. 1.21 Switch circuit. 1.7 Applications to System Reliability Serial Connections 0 Consider the situation of two subsystems connected in series. Assume that the probability of failure of the subsystems is p and that the subsystem failures are independent. Input A >) B > Output Fig. 1.22 A serial connection of subsystems. O Let 4° and B® represent the events that subsystems A and B fail, respectively, and F the event that the overall stem fails. Then, F = AC UBS =(ANB) s) and PLF}=P[ (Ana) |=1-P[4n8] =1-P[4]P[B]=1-(1-p) =2p-p’. C In serial connections, it is always easier to calculate the probability that the system works than to find the probability that the system fails directly. Parallel Connections O Consider the case of parallel connections as shown in the figure. Input $——> output Fig. 1.23 A parallel connection of subsystems. Let A® and B® represent the events that subsystems 4 and B fail, respectively, and F the event that the overall system fails. Then, F= ABC and P[F]=P[ AB] = PLA ]P[B° =p’. O For parallel connections, it is easier to compute the probability of system failure directly. Example 1.24 Consider the system consisting of six subsystems as shown in the figure. Let p be the probability of subsystem failure and assume that these events are independent. Find the probability that the overall system fails. Inpute-m) Output Fig. 1.24 A system composed of six subsystems. Solution: Let A® be the event that “S, or S, or S, fails” and B® the event that “S, and S, and S, fail.” The probabilities of the events A° and B® are PLA ]=1- Pl] The failure event is F=A° UBS =(AnB). (I-p)’ and PBS J=p , respectively. Finally, the probability of failure is PF] Pl(Any =P[AnB] PLajp[s]=1-(1-r)\(1-P°). 1.8 Independent Trials OQ There are many applications where independent sub- experiments are repeated to form the experiment of interest. O If each sub-experiment has the same sample space, the sub-experiment is called the trial. Example 1.25 Throwing a coin three times: P[H]=p, P[T]=q=1-p. What is the probability of obtaining exactly & heads in three tosses? Solution: Because of independence, we have P[H,T,H]= P[H]P[T]P[H]= p°¢ From the figure it follows that Plk=0]=q°, P[k=1]=3pq’, Plk=2]=3p’q, P[k=3]=p’. In general, since the number of sequences containing k H's in any of three positions is Cj -(}) 3) 43 P[The number of heads isl-(p ota Event Probability HHH , HHT oo ATH oo » arr pa \ ~< THH ao THT op 1TH oD TT ¢ Fig. 1.25 A sample space for three tosses of a coin. Example 1.26 Bernoulli Independent Trials Consider an experiment with n independent trials. Two events, A and 4‘, on each trial. Let P[4]=p and Pac] occurrences of 4 in» trials? Solution: Consider a particular sequence with k 4’s and n-k A°'s ¢ p=q. What is the probability of exactly k The probability of occurrence of this particular sequence is p‘q"*. Also, the number of ways we can place k 4’s into n (n positions is ci=|, . Thus, ad P[k A's inn was] =[/}oto™ =b(ksn,p). 1.9 Principles of Counting Q It is sometimes necessary to count how many outcomes an experiment can have and to determine how many outcomes are included in a particular event. O There are a few principles that can aid our understanding of how to count in complex problems Composition of Experiments Experiment Experiment n possible outcomes k possible outcomes Combined experiment of the two: nk possible outcomes. 1 Outcomes. aos Outcomes Start + k Outcomes The total number of points is nk for the combined experiment, * k Outcomes Experiment 13 Experiment 2 Fig. 1.26 The basic principle of counting. O This basic principle can be extended to any number of sub-experiments. Multiplication Principle Consider m sub-experiments with m, m, ..., mm outcomes, respectively. The total number of possible outcomes for the combined experiment is n=[ In. Example 1.27 Printing auto license plates: The first three places are alphabet letters and the last three places are numbers. How many ways? Solution: Six sub-experiments. Each letter can be selected in 26 ways and each number in 10 ways. Therefore, n=(26)'(10)°. Example 1.28 Suppose 16 binary digits are used to represent each datum. How many possible values of the data? Solution’ Each binary data can represent two values. Thus, 2'6 = 65,536 values. Permutations O Suppose we have » distinguishable objects and we wish to arrange them in a sequential order. O How many ways can we arrange these n objects into distinguishable sequences? C In the first position, we have n choices, in the second position (v-1) choices, in the third position (7-2) choices, etc. Thus The total number of sequences = (n)(n-1)(n-2) (1)=n! a6 O This kind of counting is called permutations of n objects. Example 1.29 How many arrangements of (x,y,z) are possible? ==> O Another variation in counting permutations occurs when we have several classes of objects and we wish to group the classes. O In this case we can permute the objects within each class and then permute the classes. Example 1.30 Twenty books are to be arranged on a shelf: Eleven on travel, five on cooking, and four on gardening. The books in each category are to be grouped together. How many arrangements are possible? Solution: 11! arrangements for travel books, 5! for the cooking books, and 4! for the gardening books. Also there is a permutation of the three different cla . Therefore, total = (11!)(5!)(4!)(31). O Suppose we have n distinct objects and we select k objects, k

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