AMS 507

Introduction to Probability
Fall Semester, 2021
LECTURE 1

Chapter One
Combinatorial Analysis

I will go over this chapter lightly because it covers material from combinatorics, and
many have taken classes in this area. For those of you taking the actuarial examinations,
combinatorial problems are a favorite type of question. When you study for that
examination, remember that there is almost always a quick way of calculating the answer
to their question.

1.2. The Basic Principle of Counting

Basic Principle of Counting:

Suppose that two experiments are to be performed. Then if experiment 1 can result in any
one of m possible outcomes and if for each outcome of experiment 1 there are n possible
outcomes of experiment 2, then together there are mn possible outcomes of the two
experiments.

Generalized Basic Principle of Counting:

If r that are to be performed are such that the first one may result in n1 possible outcomes,
and if for each of these n1 possible outcomes there are n2 possible outcomes of the second
experiment, and if for each of the possible outcomes of the first two experiments there are
n3 possible outcomes of the third experiment, and if …, then there is a total of n1× n2×
…× nr possible outcomes of the r experiments.

Remember that the generalized counting principle allows the set of objects from which
the k-th choice is made to depend on the choices made in stages 1, 2, …, k-1. Only the
number of possible choices must be fixed in advance. The relevance of this comment
occurs in dealing with sampling without replacement.

Example: How many different 7-place license plates are possible if the first 3 places are
occupied by letters and the final 4 by numbers? 26 × 26 × 26 × 10 × 10 × 10 × 10.

1.3. Permutations

Definition: An ordered arrangement of r objects from a set A containing n objects

(r=1,…,n) is called an r-element permutation of A, or a permutation of the elements of A
taken r at a time. The number of r-element permutations of a set containing n object is
denoted by nPr, where
n!
n Pr = n( n − 1)( n − 2) ( n − r + 1) = .
(n − r )!
Example: Ms. Jones has 10 books that she is going to put on her bookshelf. Of these, 4
are mathematics books, 3 are chemistry books, 2 are history books, and 1 is a language
book. She wants to arrange her books so that all of the books with the same subject are
together on the shelf. How many arrangements are possible? 4!4!3!2!1!.

1.4. Combinations

Definition. An unordered arrangement of r objects from a set A containing n objects (r#n)

is called an r-element combination of A, or a combination of the elements of A taken r at
a time.

There are ( ) combinations of r elements chosen from n objects, where

n
r

n n!
 = .
 r  (n − r )!r !

Sometimes the notation nCr is used instead of ( ). n

r

Example. In how many ways can two mathematics and three biology books be selected
from eight mathematics and six biology books? Answer 560.

Example. In Maryland’s lottery, players pick six different integers between 1 and 49,
order of selection being irrelevant. The lottery commission then selects six of these as
winning numbers. A player wins the grand prize if all six numbers that he or she has
selected match the winning numbers. He or she wins the second prize if exactly five, and
the third prize if exactly four of the six numbers chosen match with the winning ones.
Find the probability that a certain choice of a bettor wins the grand, the second, and the
third prizes respectively. Answer: first is 1/13,983,816; second is 258/13,983,816; and the
third prize probability is 13,545/13,983,816.

The binomial theorem: For any integer n=0,1,…

∑ ( nk )x n−k y k .
n
( x + y)n =
k =0

Proof by induction. Second proof by combinatorics.

∑( ) = 2 .
n
n n
For x=y=1, this theorem implies that k
k =0

Example. Evaluate the sum

( ) + 2( ) + 3( )+ + n( ).
n
1
n
2
n
3
n
n
Answer is n2n-1. Hint: observe that
 k ( nk ) = n ( nk −−11 )
and apply the binomial theorem with x=y=1

Pascal’s triangle ( http://en.wikipedia.org/wiki/Pascal's_triangle )

1
1 1
1 2 1
1 3 3 1
1 4 6 4 1
1 5 10 10 5 1
……………….

The elements of Pascal’s triangle are binomial coefficients. For example,

( x + y ) 4 =x 4 + 4 x 3 y + 6 x 2 y 2 + 4 xy 3 + y 4 .

( nk )
The Pascal’s triangle is based on the following identity: = ( ) + ( ).
n −1
k −1
n −1
k

1.5 Multinomial Coefficients

If n1 + n2 +  + nr = n, we define ( n
n1 , n2 ,, nr ) = n !n n!
!
n!
. It represents the number of
1 2 r
possible divisions of n distinct objects into r distinct groups of respective sizes
n1 , n2 ,  , nr . It is called a multinomial coefficient.

Example: Ten children are to be divided into an A team and a B team of 5 each. The A
team will play in once league and the B team in another. How many different divisions
10!
are possible? .
5!5!

Example: How many different letter arrangements can be formed using the letters P E P P
E R? Answer: 60.

Example:. How many different 10-letter codes can be made using three a’s, four b’s, and
three c’s? Answer 4200