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Mth3301 ch1
Mth3301 ch1
Prob Intro
1. Intro / Examples
2. Set Theory
3. Experiments and Sample Spaces
4. Definition of Probability
5. Finite Sample Spaces
6. Counting Techniques
7. Applications of Counting Techniques
8. Conditional Probability
9. Bayes’ Theorem
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1.1 Intro / Examples
• Deterministic
• Probabilistic
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1.1 Intro / Examples
Deterministic Models
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1.1 Intro / Examples
4
1.1 Intro / Examples
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1.1 Intro / Examples
6. Vietnam Lottery
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1.1 Intro / Examples
Working Definitions
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1.2 Set Theory
Notation:
A, B, C, . . . for sets; a, b, c, . . . for elements
∈ for membership, e.g., x ∈ A
∈
/ for non-membership, e.g., x ∈
/A
U is the universal set (i.e., everything)
∅ is the empty set.
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1.2 Set Theory
Examples:
A = {1, 2, . . . , 10}. 2 ∈ A, 49 ∈
/ A.
B = {basketball, baseball}
C = {x|0 ≤ x ≤ 1} (“|” means “such that”)
D = {x|x2 = 9} = {±3} (either is fine)
E = {x|x ∈ , x2 = −1} = ∅ ( is the real line)
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1.2 Set Theory
Properties:
∅ ⊆ A; A ⊆ U ; A ⊆ A
A ⊆ B and B ⊆ C ⇒ (implies) A ⊆ C
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1.2 Set Theory
Example:
Ā = {consonants}
A ∩ B = {a}
A ∪ B = {a, b, c, e, i, o, u}
Definitions:
Minus: A − B ≡ A ∩ B̄
A∆B ≡ (A − B) ∪ (B − A) = (A ∪ B) − (A ∩ B)
Examples:
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1.2 Set Theory
Laws of Operation:
¯=A
1. Complement Law: A ∪ Ā = U , A ∩ Ā = ∅, Ā
2. Commutative: A ∪ B = B ∪ A, A ∩ B = B ∩ A
3. DeMorgan’s: A ∪ B = Ā ∩ B̄, A ∩ B = Ā ∪ B̄
4. Associative: A ∪ (B ∪ C) = (A ∪ B) ∪ C,
A ∩ (B ∩ C) = (A ∩ B) ∩ C
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1.2 Set Theory
5. Distributive: A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C),
A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C)
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1.3 Experiments
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1.3 Experiments
Examples:
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1.3 Experiments
S3 = {t|t ≥ 0}.
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1.3 Experiments
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1.3 Experiments
Then
Probability Basics
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1.4 Probability
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1.4 Probability
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1.4 Probability
S = {H, T H, T T H, T T T H, . . .}.
Then
∞ ∞
1 = Pr(S) = Pr Ai = Pr(Ai).
i=1 i=1
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1.4 Probability
Theorem 1: Pr(∅) = 0.
Proof:
and so
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1.4 Probability
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1.4 Probability
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1.4 Probability
Pr(A ∪ B ∪ C)
= Pr(A) + Pr(B) + Pr(C)
−Pr(A ∩ B) − Pr(A ∩ C) − Pr(B ∩ C)
+Pr(A ∩ B ∩ C)
P (J ∪ I ∪ M )
= P (J) + P (I) + P (M )
−P (J ∩ I) − P (J ∩ M ) − P (I ∩ M )
+P (J ∩ I ∩ M )
= .75 + .20 + .40 − .15 − .30 − .10 + .05 = .85.
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1.4 Probability
P (J ∩ I¯ ∩ M̄ ) + P (J¯ ∩ I ∩ M̄ ) + P (J¯ ∩ I¯ ∩ M )
= .35 + 0 + .05 = .40.
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1.4 Probability
Proof:
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1.5 Finite Sample Spaces
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1.5 Finite Sample Spaces
Sum 2 3 4 5 6 7 8 9 10 11 12
1
Prob 36 2 3 4 5 6 5 4 3 2 1
36 36 36 36 36 36 36 36 36 36
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1.6 Counting Techniques
Multiplication Rule
Addition Rule
Permutations
Combinations
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1.6 Counting Techniques
Multiplication Rule
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1.6 Counting Techniques
Pr(C) = 1 − Pr(C̄)
= 1 − Pr(A ∪ B)
= 1 − Pr(A) − Pr(B) (A and B disjoint)
= 16/45.
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1.6 Counting Techniques
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1.6 Counting Techniques
Addition Rule
Permutations
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1.6 Counting Techniques
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1.6 Counting Techniques
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1.6 Counting Techniques
n = 9 players, r = 4 positions.
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1.6 Counting Techniques
Combinations
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1.6 Counting Techniques
n
n n n n n
= ,
= = 1, = = n.
r n−r 0 n 1 n−1
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1.6 Counting Techniques
Binomial Theorem:
n
n
(x + y)n = xiy n−i
i=0 i
This is where Pascal’s comes from!
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1.6 Counting Techniques
R B R R B B R R R B R B
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1.7 Counting Applications
Hypergeometric problems
Birthday problem
Poker probabilities
Multinomial coefficients
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1.7 Counting Applications
Hypergeometric Distribution
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1.7 Counting Applications
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1.7 Counting Applications
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1.7 Counting Applications
|B| 240 1
Pr(B) = = = .
|S| 720 3
(a) Since the W’s must occupy the end slots in order
for A to occur, |A| = 1 ⇒ Pr(A) = |A|/|S| = 1/15.
(b) Pr(Ā) = 14/15.
(c) |B| = 5 ⇒ Pr(B) = 5/15 = 1/3.
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1.7 Counting Applications
Birthday Problem
(365)(364) · · · (365 − n + 1)
Pr(A) =
(365)n
364 363 365 − n + 1
= 1· · ···
365 365 365
We want
364 363 365 − n + 1
Pr(Ā) = 1 − 1 · · ···
365 365 365
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1.7 Counting Applications
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1.7 Counting Applications
Poker Problems
Terminology:
rank = 2, 3, . . . , Q, K, A,
suit = ♣, ♦, ♥, ♠
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1.7 Counting Applications
123, 552
Pr(2 pairs) = ≈ 0.0475.
2, 598, 960
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1.7 Counting Applications
3744
Pr(full house) = ≈ 0.00144.
2, 598, 960
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1.7 Counting Applications
5148
Pr(flush) = ≈ 0.00198.
2, 598, 960
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1.7 Counting Applications
Select
a starting point for the straight (A, 2, 3, . . . , 10).
10
ways.
1
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1.7 Counting Applications
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1.7 Counting Applications
Multinomial Coefficients
Example:
n1 blue sox, n2 reds. # of assortments is
n + n2
1 (binomial coefficients).
n1
k
Generalization (for k types of objects): n = i=1 ni
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1.7 Counting Applications
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1.8 Conditional Probability
Conditional Probability
Definition
Properties
Independence
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1.8 Conditional Probability
Conditional Probability
|A ∩ B| |A ∩ B|/|S| Pr(A ∩ B)
Pr(A|B) = = = .
|B| |B|/|S| Pr(B)
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1.8 Conditional Probability
(1’) 0 ≤ Pr(A|B) ≤ 1.
(2’) Pr(S|B) = 1.
B = Pr(Ai|B).
i=1 i=1
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1.8 Conditional Probability
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1.8 Conditional Probability
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1.8 Conditional Probability
95
1.8 Conditional Probability
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1.8 Conditional Probability
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1.8 Conditional Probability
∞
Pr(H eventually) = pn = 1.
n=1
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1.9 Bayes’ Theorem
Bayes’ Theorem
Partitions
Bayes’ Theorem
Examples
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1.9 Bayes’ Theorem
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1.9 Bayes’ Theorem
In any trial,
Pr(Jury acquits if defendent is innocent) = 0.95.
Pr(Jury convicts if defendent is guilty) = 0.95.
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1.9 Bayes’ Theorem
(0.01)(0.95)
=
(0.01)(0.95) + (0.99)(0.05)
= 0.161.
(0.5)(0.02)
=
(0.5)(0.02) + (0.25)(0.02) + (0.25)(0.04)
= 0.4.
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