Montpellier University. MOMA- L2 Sciences de Gestion 2020-2021. Statistics 2. Course. Djamal Echikr.

STATISTICS 2 – complement au
zoom du 14/01
1.4. Word problems involving permutations :

Anagramms with RADAR , CONSTITUTION, MISSISSIPPI

see youtube for the answer /

…………………………………………………………………..

and now : if the order doesn’t matter ?

1.5. Unordered Sampling without Replacement : Combinations

Now, ordering does not matter and repetition is not allowed.

For example if A={1,2,3} and p=2, there are 3 different possibilities:
1. {1,2} leaving 3
2. {1,3} leaving 2
3. {2,3} leaving 1
remark : { 1,2 } : no order
(1,2) different from (2,1)
We see here tht there is exactly 3 ways to choose 2 among 3 combinations .
n
We’ll note the number of p-element subsets of A by !p$ (𝑏𝑖𝑛𝑜𝑚𝑖𝑎𝑙 𝑛𝑜𝑡𝑎𝑡𝑖𝑜𝑛), 𝑜𝑟 𝐶34

Here we have a set with n elements A={1,2,3,....n} and we want to draw p samples from the set such that
ordering does not matter and repetition is not allowed.
Basically, in fact, we want to choose a p-element subset of A, which we also call a p-combination of the set A.
This is read "n choose p"
A typical scenario here is that we have a group of n people (students …), and we would like to choose p
of them to serve on a committee.
A simple way to find Anp is to compare it with Pnp. Note that the difference between the two is
ordering. In fact, for any p-element subset of A={1,2,3,....n}, we can order the elements in p! ways, thus
we can write
𝑃34 = 𝐶34 ∗ 𝑝!
4 3!
Therefore, 𝐶3 = 4!(3:4)! for p=0, 1 , … n

Just note that it corresponds to the idea of taking, at once, a p-subset from a n set

taking simultaneously /

For example :
;! ;∗>∗=∗<∗?
Taking 2 among 5, without order, nor repeatition : 𝐶;< = <!(=)! = (<∗?)∗(=∗<∗?) = 10
Let's list them :
set = { A, B, C, D, E }
1
 Montpellier University. MOMA- L2 Sciences de Gestion 2020-2021. Statistics 2. Course. Djamal Echikr.

Solutions : AB, AC, AD, AE, BC, BD, DE, CD, CE, DE
B
With the calculator 𝐶?B = ⋯ . = 𝑤𝑖𝑡ℎ 𝑐𝑎𝑠𝑖𝑜 𝐹𝐶100 ∶
17 / CTLG / C / EXE / 7 / EXE find : 19 448

A group of 17 student are on the beach, in summer time, taking the sun ...
They rent a boat, with 7 seats : there is 19 448 ways to choose the ones who goes on the trip ....

COMBINATIONS (Combinaisons) : menu « CTLG » (Catalog), select « C » :

Example, n=20 and p=4 do: 20 / CTLG / C / EXE / 4 / EXE find : 4845

1.6. Properties of the coefficients Cnp

They are also called the binomial coefficient. This is because the coefficients in the binomial theorem
are given by (nk). In particular, the binomial theorem states that for an integer n≥0, we have
p=n
NEWTON formula (Isaac Newton, 1642-1727) : (a + b) = ∑ Cnp a n− p b p
n

p=0

(a+b)2 = 1a2 + 2ab + 1b2

(a+b)3 = 1a3 + 3a2b + 3ab2 +1b3
(a+b)4 = 1a4 + 4a3b + 6a2b2 +4ab3 + 1b4
etc ...

remember : it's th way to take a p-part of a n-set

Ö Cno =Cnn = 1 and Cnp =Cnn− p et Cnp =Cn−1

p−1 p
+Cn−1 !

These formulas allows to calculate these coefficients using the : Triangle de PASCAL ( 1623-1662) :

p=0 1 2 3 4 ...
n=0 1
1 1 1
2 1 2 1
3 1 3 3 1
4 1 4 6 4 1
... 1 ... ... ...

Calculatrice CASIO-FC-100 :

PERMUTATIONS (Arrangements) : menu « CTLG » (Catalog), select « P » :

Example : n=20 and p=4 , do: 20 / CTLG / P / EXE / 4 / EXE find : 116280

COMBINATIONS (Combinaisons) : menu « CTLG » (Catalog), select « C » :

Example, n=20 and p=4 do: 20 / CTLG / C / EXE / 4 / EXE find : 4845

In french :

On effectue maintenant un tirage sans remise et sans ordre. Le résultat est donc
une partie à p éléments non ordonnée de p éléments, puisqu’on s’intéresse à quels sont les p objets
tirés, quel que soit l’ordre dans lequel ils ont été tirés
Dans les arrangements, une même partie à p éléments avait été comptée autant de fois qu’il y a de
permutations des p objets entre eux, soit p!.

2
 Montpellier University. MOMA- L2 Sciences de Gestion 2020-2021. Statistics 2. Course. Djamal Echikr.

On a donc , en notant Cnp , ou !𝑛𝑝$ (attention ! deux écritures possibles) le nombre cherché, :

p Anp n!
C =
n = : nombre de combinaisons de p objets parmi n.
p! p!(n − p)!
Noter que ce nombre correspond au nombre de parties à p éléments dans un ensemble à n
éléments.
Exemples :
- Dans un lot de production contenant 20 produits, on prélève un échantillon de 5 d’entre eux pour
une analyse de conformité. Combien d’échantillons différents sont possibles ?
REPONSE : On en tire 5 parmi 20, sans ordre ni remise, donc C520 = 15 504 choix
- Dans un groupe de 30 personnes, on doit en choisir 5 pour faire une équipe de basket. Combien y a
t-il de choix possibles ?
REPONSE : On en tire 3 parmi 30, sans ordre ni remise, donc C330 = 4060 choix

A video for you .....

https://www.youtube.com/watch?v=hJRXKq2GEo8

Chapter 2 : Elementary probabilities

First intuitive definition: a probability is a number, meaning a measure of chance : it estimates,

by a value on a scale from 0 to 1 (1 (100%) corresponding to the maximum confidence or
certainty, 0 (0%) to the minimum confidence or impossibility), if the result of a random
experience (experience whose outcome is unknown a priori) will be such given value.

2.1. Some technical terms : VOCABULARY

Random experience:
experience whose outcome is not known a priori (issue inconnue a priori)
(example: roll a 6-sided die).

Results (or outcomes) of a random experiment :

Any obtainable value.
example of the die : the possible results are 1, 2, 3, 4, 5, 6.

Universe :
It is the set of all the results, noted W ("Omega"). In the example W = {1, 2, 3, 4, 5, 6}

Event :
"is the result odd ?" (ODD = Impair / EVEN : pair)
This generalize the notion of result : an event is quit any question you can imagine, involving the issues
of the random experience …
It then classifies the results of W into two kinds : those that are favorable to it, and those that are not
favorable to it.

For example : "obtain an odd number" is an event, it consists in three results: 1, 3 and 5.

3
 Montpellier University. MOMA- L2 Sciences de Gestion 2020-2021. Statistics 2. Course. Djamal Echikr.

A : "obtain an even number" is an event, it consists in three results: 2, 4 and 6.

B : " obtain a result superior to 4" is an event, it is constituted of the results : 5 and 6.
C : " obtain a result that is written with less than four letters". C consists (in english !) in the results :
= 1, 2, 6.
D : "obtain a result superior to 40" is an event, it is constituted of no result : it's the empty set.

An event can therefore be associated to a part of W (a subset),

This is taken as the mathematical definition : an event is a subset of W
Conversely: any subset of W is an event.

So there are as many events as parts of W.

Exercise : For an universe W = {a, b, c } how many subset are possible ?
Let’s list them, from the smallest to the biggest :

empty set : Æ : C(3,0)

set with one result : {a} , {b} , {c} : C3,1
sets with two results : {a,b} {a,c} {b,c} : C(3,2)
with 3 : {a,b,c} : C(3,3)

Exercise : For an universe W = {a, b, c, d } how many subset are possible ?

Exercise : list them , they are 16

We can count them: if W is a finite set, with n elements, this makes : 2n subsets

Contrary of an event A:
it is the event that is realized when A is not realized.
It is formed of all the results that are not in A.
Contrary (A) = A= W \ A (read "omega without A")
From the point of view of sets, it is the complementary part of A in the universe.

W = my students (29) random experiment : choose one

A : "having blue eyes"

Famous example : the contrary of "all my horses are white" is :

"all are from an other color" = "all are from are not white"
"Noone of them is white"
"all are black"

look for the sentence making the first one UNTRUE :

the contrary is "one of them (at least) is not white"

Incompatible (or disjointed) events :

These are two events that can not occur simultaneously, for example "having an odd number" and
"having a 6" are incompatible.

4
 Montpellier University. MOMA- L2 Sciences de Gestion 2020-2021. Statistics 2. Course. Djamal Echikr.

From the point of view of sets, this corresponds to the situation where parts A and B have an empty
intersection

Union (or sum, or disjunction) of two events A and B: "A or B", noted AÈB
It is the event that is realized when one of the two (or both) is realized:
It is composed of the union of the results forming A and those forming B.
From the point of view of sets, it is therefore the union of A and B.

Intersection (or product, or conjunction) of two events A and B: "A and B", noted AÇB
It is the event that is realized when A and B are realized simultaneously:
It is composed of the results belonging to both A and B:
From the point of view of sets, it is the intersection of parts A and B

Next time : Partition of W, or "Complete System of Events":

A partition, or complete system of events is a family of events C1, C2, ... Ck:
- non-empty, two by two disjointed, and whose meeting forms the whole universe :
∀ 𝒊 = 𝟏 . . 𝒌,, 𝑪𝒊 ≠ ∅
∀ 𝒊, 𝒋 , 𝑪𝒊 ∩ 𝑪𝒋 = ∅ 𝒊𝒇 𝒊 ≠ 𝒋
𝑪𝟏 ∪ 𝑪𝟐 ∪ … ∪ 𝑪𝒌 = 𝜴

The language of probabilities is therefore the language of the sets:

- An event is described by a sentence.
- Combine events by combining simple sentences, logical connectors "NO", "AND", "OR".
- An event is a part of the set “universe”.
- Events are combined by combining the corresponding parts by the set operators
"COMPLEMENTARY", "INTERSECTION" and "UNION".

To represent that :
VENN DIAGRAMS
https://www.youtube.com/watch?v=uR70knMr2Hg

Note that : at first glance, probabilities are frequences

Going back to my example student / eyes

If 10 of the 29 student have blue eyes :

STATISTIQUE (On conSTATe) : le caractère "avoir les yeus bleux" apparait 10 fois sur 29 : sa
fréquence est 10/29

PROBA : expérience aléatoire : choisir un etudiant (au hasard)

l'évenement "il a les yeux bleus" a une probabilité : 10/29
(rêgle de trois : tous (29) -> proba nombre 1
10 -- > x ???? x*29 = 10*1 donc x = 10/29 = 0,34 soit 34 %
aucun --> nombre 0

5
 Montpellier University. MOMA- L2 Sciences de Gestion 2020-2021. Statistics 2. Course. Djamal Echikr.

That'is all for the course : you have to do :

- see the videos
- look to the tutorial "tutorial 1"
- Good luck

2.2. Probability definition , a first attempt

To define a probability P on W, is finding a way to associate to any event A (part of W) a value between
0 and 1, noted P (A), while respecting two intuitive conditions :

- P(W) = 1
- For incompatible events, the probabilities are just added :
P(A or B) = P(A) + P(B)

Consequences :
• P(Æ) = 0
• P(Ā) = 1 - P(A)
• If A et B are compatibles : P(A or B) = P(A) + P(B) – P(A et B) (general case

Equiprobability :
This is when there is no way to distinguish a result from the others : they all have the same ability to be
the next issue of the random experiment.
Then :
𝟏 |𝐀|
for any result {a}, 𝑷({𝒂}) = | For any event A : 𝑷(𝑨) =|
𝛀| 𝛀|
here, |E| note the size (how many elements) of the set E.

Example :

Probability is then just the rapport between two numbers : the size of the event, the size of the universe.
It is exactly what we named a frequency : the frequency of the positive issues.

Remind : |AÈB| = |A| + |B| - |AÇB|

Exercise : |AÈBÈC| = ??

(French)
2.3. Définition générale : Espace probabilisable, Mesure de probabilité
Lorsque W n’est plus un ensemble fini, il n’est pas nécessaire de prendre TOUTES ses parties pour
parler d’événements et de probabilités : on peut se contenter d’une famille F de parties, pourvue qu’elle
soit assez « consistante » : c’est la notion de « Tribu ».

6
 Montpellier University. MOMA- L2 Sciences de Gestion 2020-2021. Statistics 2. Course. Djamal Echikr.

Etant donné un ensemble W quelconque (discret fini ou discret infini, ou continu). Une
collection F de parties de W est une tribu, ou s–algèbre, si elle vérifie les propriétés
suivantes :
- WÎ F
a Î F (stabilité par passage au complémentaire)
- Si A Î F , 𝑨
- Si A1, A2, … est une suite d’événement de F, leur réunion, notée ⋃e
df? 𝐴d ,
est aussi un élément de F
F correspond à l’ensemble des événements.
On dit que le couple (W , F) est un espace probabilisable
Une mesure de probabilité P est une fonction qui associe à tout événement A de F un nombre P(A)
compris entre 0 et 1, en respectant les seules conditions suivantes :
- P(W) = 1
- si AÇB = Æ (A et B incompatibles) : P(A È B) = P(A) + P(B)

Pour le cas d’un univers W discret infini, cette condition devient :

Pour une suite (An), n³0 d’événements deux à deux disjoints : 𝑷(⋃𝒏h𝟎 𝑨𝒏 ) = ∑𝒏h𝟎 𝑷(𝑨𝒏 )
Il s’agit d’une somme infinie, et il faudrait donc aborder la notion de série numérique.
On en déduit, comme dans le cas élémentaire :
* P(Æ) = 0
* P(Ā) = 1 - P(A)
* P(A ÈB) = P(A) + P(B) – P(A Ç B) (quels que soient A et B)

Bien remarquer qu’il y a d’une part la construction de l'univers (ensemble des résultats), puis l’espace
des « événements » F, et, ensuite seulement, la définition d’une fonction P : « probabilité » leur
associant une mesure de probabilité.
Il y aura ainsi différentes fonctions « probabilité » associables à la même modélisation.
Le triplet ( W, F, P ) est un espace probabilisé.
Dans le cas d’un univers fini, on prend en général pour famille F celle de toutes les parties de W, et
l’espace probabilisé se note juste (W,P).