Joe Blitzstein (Harvard University, Department of Statistics), Statistics 110: Probability ",

available at https://projects.iq.harvard.edu/stat110.

H. Pishro-Nik, "Introduction to probability, statistics, and random processes",

available at https://www.probabilitycourse.com, Kappa Research LLC, 2014.

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 Ω = Set of all
Elementary
Outcomes

exclusive and exhaustive.

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All possible Outcomes (Sample Space):

Ω = 1,2,3,4,5,6

Ω = 𝑟𝑒𝑑, 𝑏𝑙𝑢𝑒, 𝑔𝑟𝑒𝑒𝑛

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Event is a set of outcomes of an experiment. (a subset of Ω)
Elementary event is an element of Ω =single outcome.

Experiment1: Roll a dice.

a) What are elementary events?
Outcome=number on the upper face Ω = 1,2,3,4,5,6 .
b) Can the events 1 and 2 happen at the same time?
c) Describe events 𝐴1 = number is even, and 𝐴2 = number is prime.
Can 𝐴1 and 𝐴2 happen at the same time? (disjoint YES/NO)

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Experiment2: Roll 2 dice.
a) Describe Ω
Outcome=pair of numbers on upper faces, Ω = 1,1 , 1,2 , 2,1 , … .
b) Describe the event that the sum of numbers on upper faces is 4.
Ω= 𝑥, 𝑦 : 𝑥, 𝑦 = 1,2 … , 6
𝑆= 𝑥, 𝑦 : 𝑥, 𝑦 = 1,2 … , 6, 𝑥 + 𝑦 = 4
𝑆= 𝑥, 𝑦 : 𝑥 = 1,2,3, 𝑦 = 4 − 𝑥

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 - Intuitive Definition of Probability

Repeat an experiment 𝑛 times and count the number 𝑛(𝐴) of

occurrence of an event 𝐴.

𝑛(𝐴)
𝑃 𝐴 = lim
𝑛→∞ 𝑛

If Ω is finite, and all outcomes have equal probability, then

# of favorable outcomes
𝑃 𝐴 =
# of all outcomes
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Examples

1. Assume we roll two dice.

a) Define a set of all possible outcomes.
Outcome=pair of numbers on upper faces, Ω = 1,1 , 1,2 , 2,1 , … .
Ω = 6 ∙ 6 = 36
b) What is the probability the sum of numbers on their upper faces is 5?
Favorable: 𝑆 = 𝑥, 𝑦 : 𝑥 = 1,2,3,4; 𝑦 = 5 − 𝑥
𝑃(𝐸) = #favorable/#all = 4/36
c) What is the probability the sum of numbers on their upper faces is odd?
Favorable: 𝑆 = 𝑥, 𝑦 : 𝑥 = 1,2,3,4,5,6; y is of opposite parity
𝑃(𝑆) = #favorable/#all = (6x3)/36

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Examples (Cases)

2. A magician holds one dice in his left hand and two in his right.
What is the probability the number on the dice in his left hand is equal to the sum of
the dice in his right?
Outcome=a triple of numbers. Ω = 𝑎, 𝑏, 𝑐 , 𝑎, 𝑏, 𝑐 = 1, … , 6
Ω = 6 ∙ 6 ∙ 6 = 216
Favorable outcome 𝑎 = 𝑏 + 𝑐 disjoint cases covering all favorable outcomes

case 𝑎 = 1, there are 0 possible values for 𝑏 (and therefore for 𝑐)

case 𝑎 = 2, there is 1 possible value for 𝑏, 𝑏 = 1 (𝑐 is unique as 𝑐 = 𝑎 − 𝑏)
case 𝑎 = 3, there are 2 possible values for 𝑏, 𝑏 = 1,2 (𝑐 is unique as 𝑐 = 𝑎 − 𝑏)
case 𝑎 = 4, there are 3 possible values for 𝑏, 𝑏 = 1,2,3 (𝑐 is unique as 𝑐 = 𝑎 − 𝑏)
case 𝑎 = 5, there are 4 possible values for 𝑏, 𝑏 = 1,2,3,4 (𝑐 is unique as 𝑐 = 𝑎 − 𝑏)
case 𝑎 = 6, there are 5 possible values for 𝑏, 𝑏 = 1,2,3,4,5 (𝑐 is unique as 𝑐 = 𝑎 − 𝑏)
𝑃(𝐸) = #favorable/#all = 15/216 9
Examples (Permutations 𝑛!)
Standard deck of French playing cards: 52 cards in 13 ranks and 4 suits.

Suits
Diamonds, Clubs, Hearts, Spades
Ranks: 2,3,…10, Jack(12), Queen(13), King(14), Ace(1,11)

3. Assume you shuffle 5 different cards Ace, King, Queen,

Jack and 10. order Positions: 1st ,…,5th

a) Define a set of all possible outcomes.

𝐶 = Ace, King, Queen,Jack, 10 ;
Ω= 𝑎, 𝑏, 𝑐, 𝑑, 𝑒 , 𝑎, 𝑏, 𝑐, 𝑑, 𝑒 ∈ 𝐶, 𝑎, 𝑏, 𝑐, 𝑑, 𝑒 all different
Read: 5 factorial
Ω = 5 ∙ 4 ∙ 3 ∙ 2 ∙ 1 = 5! Excel: fact(5)

b) What is the probability that the obtained ordering of cards

is exactly Ace, King, Queen, Jack, 10? 𝑛! = 𝑛 ∙ (𝑛 − 1) ∙ 1
𝑃 𝐸 = 1/5!
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Examples (Variations 𝑉𝑛𝑘 )

4. A group of 11 students is leaving a classroom one by one. What is the probability that
the first 5 of them are also the first ones in the alphabetical order for the whole group?

𝑆 = St1,St2,..., St11 ;
Positions: 1st ,…,5th
The set of all possible outcomes is:

Ω= 𝑎, 𝑏, 𝑐, 𝑑, 𝑒 , 𝑎, 𝑏, 𝑐, 𝑑, 𝑒 ∈ 𝑆, 𝑎, 𝑏, 𝑐, 𝑑, 𝑒 all different

5 6!
Ω = 11 ∙ 10 ∙ 9 ∙ 8 ∙ 7 = 𝑉11 = 11 ∙ 10 ∙ 9 ∙ 8 ∙ 7 ∙
= 11!/6!
6!
Excel: fact(11)/fact(6)

𝑃 𝐸 = 1/ 11 ∙ 10 ∙ 9 ∙ 8 ∙ 7

𝑉𝑛𝑘 = 𝑛!/ 𝑛 − 𝑘 !
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Examples (Variations with repetition 𝑉ത𝑛𝑘 )

4’. A key box has a security code consisting of 4 digits 0-9.

What is the probability to guess this code?

𝑆 = 0,1,..., 9 ;
Positions: 1st ,…,4th
The set of all possible outcomes is:

Ω= 𝑎, 𝑏, 𝑐, 𝑑 , 𝑎, 𝑏, 𝑐, 𝑑, 𝑒 ∈ 𝑆

Ω = 10 ∙ 10 ∙ 10 ∙ 10 = 𝑉ത10
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𝑃 𝐸 = 1/104
𝑉ത𝑛𝑘 = 𝑛𝑘
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Examples (Combinations 𝑛
𝑘
)

5. Assume you choose randomly 5 students from a class with 32 students.

a) Define the set of all possible outcomes. How many are there?
𝑆 = P1,P2,..., P32 ; NOT Ordered

The set of all possible outcomes is: Ω = 𝑎, 𝑏, 𝑐, 𝑑, 𝑒 , 𝑎, 𝑏, 𝑐, 𝑑, 𝑒 ∈ 𝑆, 𝑎, 𝑏, 𝑐, 𝑑, 𝑒 all different

1st step: Ω𝐨𝐫𝐝𝐞𝐫𝐞𝐝 = 32 ∙ 31 ∙ 30 ∙ 29 ∙ 28 = 𝑉32

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.

32∙31∙30∙29∙28 32 …∙27! 32!

2nd step: Ω = Ω𝐨𝐫𝐝𝐞𝐫𝐞𝐝 /𝟓! = = 5 =
5! …∙27! 5!∙27!
b) What is the probability that there are 3 boys and 2 girls in your choice if there are
18 girls and 14 boys?
𝑃(𝐸) = 14
∙ 18
/ 32 𝑛 𝑛!
3 2 5 =
𝑘 𝑘! ∙ (𝑛 − 𝑘)!
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Examples (Combinations 𝑛
𝑘
)

6. Assume you choose 5 cards simultaneously (out of a standard deck of 52 French

playing cards).
a) Define the set of all possible outcomes. How many are there?
b*) What is the probability that you get 4 aces?
c*) What is the probability that you get 3 cards of one rank and 2 cards of
another rank (“full house”)?

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Given a sample space Ω, and the probability function P on the set of
events, the following three properties must hold:

1) For every event 𝐸 ⊂ Ω, 𝑃 𝐸 ≥ 0.

2) 𝑃 Ω = 1.

3) If 𝐸1 , 𝐸2 , 𝐸3 , … are disjoint events, then

𝑃 𝐸1 ∪ 𝐸2 ∪ 𝐸3 … = 𝑃(𝐸1 ) + 𝑃 𝐸2 + 𝑃 𝐸3 + ⋯

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Probability: main definitions
Disjoint events:
𝑃 𝐴 ∪ 𝐵 = 𝑃(𝐴) + 𝑃 𝐵

Independent events:
Two events 𝐴 and 𝐵 are independent if
𝑃 𝐴 ∩ 𝐵 = 𝑃(𝐴) ∙ 𝑃 𝐵

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Probability: main definitions
𝑝 𝐴∪𝐵 =𝑝 𝐴 +𝑝 𝐵 −𝑝 𝐴∩𝐵
𝐴𝑐
𝑝 𝐴𝑐 = 1 − 𝑝 𝐴
Ratio of “areas” of
𝐴 ∩ 𝐵 and 𝐵
Conditional Probability:
probability of the event A under condition that B happened
𝑝 𝐴 | 𝐵 = another notation 𝑝𝐵 𝐴 = 𝑝 𝐴 ∩ 𝐵 / 𝑝(𝐵)

Independent Events: 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 ∙ 𝑃 𝐵 → 𝑝𝐵 𝐴 = 𝑃 𝐴
Occurring of B does not affect the probability of A
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7. Assume we roll a dice. Let E1, E2, E3, E6 are events that the upper face
is an odd number, an even number, a number divisible by 3, a number
divisible with 6 respectively.
a) Are E1 and E2 independent, or disjoint, or neither of these two?
b) Are E2 and E3 independent, or disjoint, or neither of these two?
c) Are E2 and E6 independent, or disjoint, or neither of these two?

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