Chapter one

1. Introduction

1.1 Axiom of probability

Probability is:
 A quantitative measure of uncertainty
 A measure of the strength of belief in the occurrence of an uncertain event
 A measure of the degree of chance or likelihood of occurrence of an uncertain
event
 Measured by a number between 0 and 1 (or between 0% and 100%)
Types of Probability
 Objective or Classical Probability
 based on equally-likely events
 based on long-run relative frequency of events
 not based on personal beliefs
 is the same for all observers (objective)
 examples: toss a coin, throw a die, pick a card
 Subjective Probability
 based on personal beliefs, experiences, prejudices, intuition - personal judgment
 different for all observers (subjective)
 examples: Super Bowl, elections, new product introduction, snowfall.
We now introduce the notion of a probability function. Given a random experiment, a finite number P(A) is assigned
to every event A in the sample space S of all possible events. The number P(A) is a function of set A and is assumed
to be defined for all sets in S. It is thus a set function, and P(A) is called the probability measure of A or simply the
probability of A. It is assumed to have the following properties (axioms of probability):

 For example:
 Throw a die
 Six possible outcomes {1,2,3,4,5,6}
If each is equally-likely, the probability of each is 1/6 = 0.1667 = 16.67%
Probability of each equally-likely outcome is 1 divided by the number of possible outcomes

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  Event A (even number)
 P(A) = P(2) + P(4) + P(6) = 1/6 + 1/6 + 1/6 = ½

Basic Rules for Probability (axioms of probability)

 Range of Values for P(A):

 Complements - Probability ofnot A

 Intersection - Probability of both Aand B

 Mutually exclusive events (A and C) :

 Union - Probability of A or B or both (rule of unions)

 Mutually exclusive events: If A and B are mutually exclusive, then

Example2.4.

Solution:
a) P(A') = 1- P(A) = 0.7
b) P ( A ∪B ) = P(A) + P(B) - P( A ∩B ) = 0.3+0.2 - 0.1 = 0.4
c) P( A′ ∩B ) + P( A ∩B ) = P(B). Therefore, P( A′∩B ) = 0.2 - 0.1 = 0.1
d) P(A) = P( A ∩B ) + P( A ∩B′ ). Therefore, P( A ∩B′ ) = 0.3 - 0.1 = 0.2
e) P(( A ∪ B )') = 1 - P( A ∪B ) = 1 - 0.4 = 0.6
f) P( A′ B ) = P(A') + P(B) - P( A′ ∩B ) = 0.7 + 0.2 - 0.1 = 0.8

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1.2 Set operation
 Set - a collection of elements or objects of interest

 Empty set (denoted by )

 a set containing no elements

 Universal set (denoted by S)

 a set containing all possible elements

 Complement (Not). The complement of A is

 a set containing all elements of S not in A

Complement of a Set

S
A

A
Venn Diagram illustrating the Complement of an event

 Intersection (And)



A B 
– a set containing all elements in both A and B

 Union (Or)



A  B 

– a set containing all elements in A or B or both

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A Union B A Intersecting with B

• Mutually exclusive or disjoint sets

– sets having no elements in common, having no intersection, whose

intersection is the empty set

• Partition

– a collection of mutually exclusive sets which together include all possible

elements, whose union is the universal set

1.3 Random experiment, Sample space, Events, Sampling with replacement

and without replacement

Random Experiments
An experiment that can result in different outcomes, even though it is repeated in the same manner
every time.
Our goal is to understand, quantify, and model the type of variations that we often encounter. When
we incorporate the variation into our thinking and analyses, we can make informed judgments
from our results that are not invalidated by the variation.

Sample Spaces

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To model and analyze a random experiment, we must understand the set of possible outcomes
from the experiment.
The set of all possible outcomes of a random experiment is called the sample space of the
experiment. The sample space is denoted as S.
A sample space is often defined based on the objectives of the analysis.

EXAMPLE 2-1 Consider an experiment in which you select a molded plastic part, such as a
connector, and measure its thickness. The possible values for thickness depend on the resolution
of the measuring instrument, and they also depend on upper and lower bounds for thickness.
However, it might be convenient to define the sample space as simply the positive real line.

S= R+ ={x/x>0}, because a negative value for thickness cannot occur.

 If it is known that all connectors will be between 10 and 11 millimeters thick, the sample
space could be , S= {x/10<x<11}
 If the objective of the analysis is to consider only whether a particular part is low, medium,
or high for thickness, the sample space might be taken to be the set of three outcomes:S=
{Low, Medium, High}

Two types of sample spaces

Discrete if it consists of a finite or countable infinite set of outcomes.

Continuous if it contains an interval (either finite or infinite) of real numbers.
In random experiments in which items are selected from a batch, we will indicate whether or not
a selected item is replaced before the next one is selected. For example, if the batch consists of
three items {a, b, c} and our experiment is to select two items without replacement, the sample
space can be represented as.

If items are replaced before the next one is selected, the sampling is referred to as with
replacement. Then the possible ordered outcomes are

Exercise A sample of two items is selected without replacement from a batch. Describe the
(ordered) sample space for each of the following batches:

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(a) The batch contains the items {a, b, c, d}.
(b) The batch contains the items {a, b, c, d, e, f, g}.
(c) The batch contains 4 defective items and 20 good items.
(d) The batch contains 1 defective item and 20 good items.
Definition, an event is a subset of the sample space of a random experiment.

1.4 Counting Techniques

A.. Factorial
Definition: If n is a natural number, the symbol n! (read \n factorial") denotes the product of all
the natural numbers from n down to 1. If n = 1, this formula is understood
to give 1! = 1.

The following table gives the values of some factorials.

The definition of n! could be used to show that n*[(n-1)]! = n! for all natural numbers n ≥1. So
for example, 7! = 7 * 6!:
This fact can be extended to see that n! = n * (n - 1) * [(n - 2)]!; for all natural numbers n ≥ 2;
Or n! = n * (n - 1) * (n - 2) * [(n - 3)]!; for all natural numbers n ≥ 3; and so on.
For example, 10! = 10 * 9 * 8 * 7! = 10 * 9 * 8 * 7 * 6 * 5!:

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Example:
a). If

b).

Solution:
a).

b).

B. Permutation

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 Suppose 4 pictures are to be arranged from left to right on one wall of an art gallery. How many
arrangements are possible? Using the multiplication principle, there are 4 ways of selecting the
first picture. After the first picture is selected, there are 3 ways of selecting the second picture.
After the first 2 pictures are selected, there are 2 ways of selecting the third picture. And after the
first 3 pictures are selected, there is only 1 way to select the fourth. Thus, the number of
arrangements possible for the 4 pictures is

In general, we refer to a particular arrangement, or ordering, of n objects without repetition as a

permutation of the n objects. How many permutations of n objects are there? From the reasoning
above, there are n ways in which the first object can be chosen, there are n - 1 ways in which the
second object can be chosen, and so on. Applying the multiplication principle, we have Theorem
1:

Theorem 1: Permutations of n Objects

The number of permutations of n objects, denoted by Pn,n, is given by

Pn,n = n *(n -1) *. . . * 1 = n!
Now suppose the director of the art gallery decides to use only 2 of the 4 available pictures on
the wall, arranged from left to right. How many arrangements of 2 pictures can be formed from
the 4? There are 4 ways the first picture can be selected.
After selecting the first picture, there are 3 ways the second picture can be selected. Thus, the
number of arrangements of 2 pictures from 4 pictures, denoted by P4,2, is given by

Theorem 2: Permutation of n Objects Taken r at a Time

The number of permutations of n objects taken r at a time is given by

Note that if r = n, then the number of permutations of n objects taken n at a

time is

The permutation symbol Pn,r also can be denoted by or P(n, r). Many calculators use
nPr to denote the function that evaluates the permutation symbol.

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A permutation of a set S of objects is a sequence containing each object once. An ordered
arrangement of r distinct elements of S is called an r -permutation.

Example1: From a committee of 8 people, in how many ways can we choose a chair and a vice
chair, assuming one person cannot hold more than one position?

Solution: We are actually asking for the number of permutations of 8 objects taken
2 at a time that is, P8,2:

Example2: Find the number of permutations of 25 objects taken 8 at a time. Compute the
answer to 4 significant digits using a calculator.

Solution:

C. Combination
A combination of a set of n objects taken r at a time is an r-element subset of the n objects. The
number of combinations of n objects taken r at a time, 0 ≤ r ≤ n, denoted by Cn,r, can be
obtained by solving for Cn,r in the relationship

If we start with n distinct objects, each selection, or combination, of r of these objects, with no
reference to order, corresponds to r! Permutations of size r from the n objects. Thus the number
of combinations of size r from a collection of size n is

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A word to the wise! When dealing with any counting problem, we should ask ourselves about the
importance of order in the problem, when order is relevant, we think in terms of permutations
and arrangements and the rule of product. When order is not relevant, combinations could play a
key role in solving the problem.

Example1: A hostess is having a dinner party for some members of her charity committee.
Because of the size of her home, she can invite only 11 of the 20 committee members.

Solution: Order is not important, so she can invite “the lucky 11” in C (20, 11)

ways

Example 2:

a) A student taking a history examination is directed to answer any seven of 10 essay questions.
There is no concern about order here, so the student can answer the examination in

b) If the student must answer three questions from the first five and four questions from the last

five, three questions can be selected from the first five in ways, and the other

four questions can be selected in Hence, by the rule of product, the

student can complete the examination in 50 ways.

c) Finally, should the directions on this examination indicate that the student must answer seven
of the 10 questions where at least three are selected from the first five, then there are three cases
to consider:

i) The student answers three of the first five questions and four of five: by the rule of product this
can happen in

ii) Four of the first five questions and three of the last five questions are selected by the student:
this can come about in

iii) The student decides to answer all five of the first five questions and two of the last five: The
rule of product tells us that last

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 = 1 X 10 = 10 ways.

Combining the results for cases (i), (ii), and (iii), by the rule of sum we find that
the student can make
= 50 + 50 + 10 = 110 selections of seven (out of 10) questions where each
selection includes at least three of the first five questions.
Example 3:
a) At Minlik High School, the gym teacher must select nine girls from the junior and senior
classes for a volleyball team. If there are 28 juniors and 25 seniors.

Solution: she can make the selection in C(53, 9)= 4,431,613,550 ways.

b) If two juniors and one senior are the best spikers and must be on the team, then the rest of the
team can be chosen in
Solution: Since 3 of them did not incorporate in the choice C(50,6) = 15,890,700 possible ways

c) For a certain tournament that team must comprise four juniors and five seniors.

Solution:
The teacher can select the four juniors in C(28,4) ways. For each of these selections she has ways
to choose the five seniors C(25,5).
Consequently, by the rule of product, she can select her team in C(28,4) *C(25,5) =
1,087,836,750 ways for this particular tournament.

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