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Combinatorial Analysis Probability and its laws Random variable and Probability Distribution Discrete Probability Distributions Continuous Probability Distributions

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Probability Probabilit

Combinatorial Analysis Anal sis

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Basic Rule Permutations Distinguishable Permutations Combinations Examples and Exercises

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Basic la law of counting co nting

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How many three digit numbers can be made using the digits 1,2,3,,7 if each digit is used only once (a) all numbers (b) odd number (c) even numbers (d) less than 500 (e) more than 600

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Basic la law of counting co nting

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How many four digit numbers can be made using the digits 0,1,2,,7 if each digit is used only once (a) all numbers (b) odd number (c) even numbers (d) less than 500 (e) more than 600

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Basic la law of counting co nting

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How many four digit numbers can be made using the digits 0, 4, 5, 6, 7 if each digit is used only once (a) 4 and 5 are next to each other (b) 4 and 5 are not next to each other

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Basic la law of counting co nting

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How many permutations can be obtained from the letters in ARTICLE, if (a) Consonants occupy the odd places (b) R and T occupy the ends (C) T and C come together?

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Basic la law of counting co nting

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How many permutations can be obtained from the letters in ARTICLE, if (a) Consonants occupy the odd places (b) R and T occupy the ends (C) T and C come together?

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Basic law of counting

How many y four letters p permutations can be obtained from the letters in SOCIETY, how many of them (a) contain only consonants (b) begin and end in a consonant (c) begins with a vowel (d) contain letter E (f) begins with Y and end with a vowel (g) begins g with Y and also contain T (h) contain one vowel

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How many ways can you order the 3 letters A, B, and C?

There are 3 choices for the first letter, 2 for the second, and 1 for the last, so there are 3*2*1 = 6 possible ways to order the three l tt A, letters A B B, and dC C.

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How many y ways y are there to order the 6 letters A, , B, , C, , D, , E, , and F? (6*5*4*3*2*1 = 720) Factorial: For any positive integer n, we define n factorial as: n(n-1)(n-2)...(1). We denote n factorial as n!. The number n! is the number of ways in which n objects can be ordered. ordered By definition 1! = 1 and 0! = 1. 1

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Factorial

Perm tations (Order is important) Permutations

What if we chose only 3 out of the 6 letters A A, B B, C C, D D, E E, and F? There are 6 ways to choose the first letter, 5 ways to choose the second letter, and 4 ways to choose the third letter (leaving 3 letters e e su unchosen). c ose ). That makes es 6*5*4=120 possible poss b e o orderings de gs o or permutations.

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Permutations are the possible ordered selections of r objects out of a total of n objects. The number of permutations of n objects taken r at a time is denoted by nPr, where

For example: 6! 6! 6 *5* 4 * 3* 2 *1 P= = = = 6 *5* 4 = 120 (6 3)! 3! 3* 2 *1

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n! P = n r (n r)!

Distinguishable Permutations

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n ! D = n n ,n ,... n !n !... 1 2 1 2

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Combinations (Order is not Important)

Suppose that when we pick 3 letters out of the 6 letters A, A B, B C, C D, D E, E and F we chose BCD, or BDC, or CBD, or CDB, or DBC, or DCB. (These are the 6 (3!) permutations or orderings of the 3 letters B, C, and D.) But these are orderings of the same combination of 3 letters. How many combinations of 6 diff different letters, l taking ki 3 at a time, i are there? h ?

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n Combinations are the possible selections of r items from a group of n items regardless of the order of selection. The number of combinations is denoted r and is read as n choose r. An alternative notation is nCr. We define the number of combinations of r out of n elements as: n! n = C = n r r r!(n r)! For example: 6! 6! 6 * 5 * 4 * 3 * 2 * 1 6 * 5 * 4 120 n = = = = = 20 = 6 C3 = r 3!( 6 3)! 3!3! (3 * 2 * 1)(3 * 2 * 1) 3 * 2 * 1 6

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Combinatorial Concepts

Consider a pair of six-sided dice. There are six possible outcomes from throwing the first die {1,2,3,4,5,6} and six possible outcomes from throwing the second die {1,2,3,4,5,6}. Altogether, there are 6*6=36 6 6 36 possible outcomes from throwing the two dice. In general, if there are n events and the event i can happen in Ni possible ways, then the number of ways in which the sequence of n events may occur is N1N2...Nn.
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Pick 5 cards from a deck of 52 - with replacement
9 52*52*52*52*52=525 380,204,032 different possible outcomes

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Pick 5 cards from a deck of 52 - without replacement

9 52*51*50*49*48 = 311 875 200 different possible 311,875,200 outcomes

More on Combinatorial Concepts (Tree Diagram)

Order the letters: A, , B, , and C B C ABC ACB BAC

A B C

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A B

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C B A C C A B CAB A CBA BCA

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Combinatorial Concepts p z Basic Definitions: Events, Sample Space, and Probabilities z Basic Rules for Probability z Conditional Probability z Independence of Events z The Law of Total Probability and Bayes Theorem z Summary and Review of Terms
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Probability

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A quantitative i i measure of f uncertainty i A measure of the strength of belief in the occurrence of f an uncertain i event A measure of the degree of chance or lik lih d of likelihood f occurrence of f an uncertain i event M Measured d by b a number b between b 0 and d 1 (or ( between 0% and 100%)

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Probabilit is: Probability

Set - a collection of elements or objects of interest

9Empty E t set t (denoted (d t d by b )
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a set containing no elements

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9Universal Uni ersal set (denoted b by S)

9Complement (Not). (Not) The complement of A is ( A)

a set containing all elements of S not in A

a set containing all possible elements

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Basic Definitions

Complement of a Set

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S

Basic Definitions (Contin (Continued) ed)

9Intersection (And) ( A B )

a set containing i i all ll elements l in i both b h A and dB a set containing all elements in A or B or both

9Union (Or) ( A B )

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Sets: A Intersecting with ith B

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S A B

A B

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Sets: A Union B
S A B

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Basic Definitions (Contin (Continued) ed)

Mutually exclusive or disjoint sets

sets having g no elements in common, having g

no intersection, whose intersection is the empty set

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Partition

a collection of mutually exclusive sets which

together include all possible elements, whose union is the universal set

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M t all E Mutually Exclusive cl si e or Disjoint Sets

Sets have nothing in common

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S A B

A1

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A2

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Sets: Partition
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A3 A4 A5

 Process that leads to one of several p possible

outcomes *, e.g.:
9 Coin toss 9 Throw die 9 Pick a card
Heads,Tails Heads Tails

1, 2, 3, 4, 5, 6

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9Introduce a new product
AH, KH, QH, ...

Each trial of an experiment has a single observed outcome. The precise outcome of a random experiment is unknown before a trial.

* Also called a basic outcome, elementary event, or simple event

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E periment Experiment

E ents : Definition Events

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Sample Space or Event Set

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9 Set of all possible outcomes (universal set) for a given experiment

E g : Throw die E.g.:
S = {1,2,3,4,5,6}
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Event
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E.g.: Even number
A = {2,4,6}
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9 Collection of outcomes having a common characteristic Event A occurs if an outcome in the set A occurs 9 Sum of the probabilities of the outcomes of which it consists
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Probability of an event

P(A) = P(2) + P(4) + P(6)

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Equally likely Probabilities Equally-likely (Hypothetical or Ideal Experiments)

For example:

9 Throw a die Six possible outcomes {1,2,3,4,5,6} If each is equally-likely, equally-likely the probability of each is 1/6 = .1667 1667
= 16.67% 1 P ( e ) = n( S ) Probability of each equally-likely outcome is 1 over the number of possible outcomes 9 Event A (even number) P(A) = P(2) + P(4) + P(6) = 1/6 + 1/6 + 1/6 = 1/2 P( A) = P( e) for e in A n( A ) 3 1 = = = n( S ) 6 2

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Basic Rules R les for Probabilit Probability

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Range of Values 0 P ( A ) 1

Complements - Probability of not A

P( A ) = 1 P( A)

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Intersection - Probability of both A and B

P ( A B ) = n( A B ) n( S )

9 Mutually exclusive events (A and C) : P( A C) = 0

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Basic R Rules les for Probabilit Probability (Contin (Continued) ed)

Union - Probability b bili of f A or B or both b h( (rule l of f unions) i )

P ( A B ) = n( A B ) = P ( A) + P ( B ) P ( A B ) n(S )

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

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P ( A B ) = 0 so P ( A B ) = P ( A ) + P ( B )

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Sets: P(A Union B)

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S A B

P( A B)

Basic R Rules les for Probabilit Probability (Contin (Continued) ed)

Conditional Probability - Probability of A given B

P(A B) = P(A B) , where P ( B ) 0 P(B)

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9 Independent events:

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P( AB) = P( A) P( B A) = P( B)

Conditional Probability Probabilit

Rules of conditional probability:

P( A B) = P( A B) so P( A B) = P( A B) P( B) P( B) = P( B A) P( A)

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P ( A D ) = P ( A) P ( D A) = P ( D )

If events A and D are statistically independent: so

P( A D) = P( A) P( D)

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Independence of E Events ents

Conditions for the statistical independence of events A and B:

P ( A B ) = P ( A) and P ( B A) = P ( B )

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P ( Ace H eart ) = P ( Ace I H eart ) P ( H eart ) 1 1 = 52 = = P ( Ace ) 13 13 52

P ( Ace I Heart ) =

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P ( A I B ) = P ( A) P ( B )
P ( H eart Ace ) = P ( H eart I Ace ) P ( Ace ) 1 1 = 52 = = P ( H eart ) 4 4 52

4 13 1 = = P ( Ace ) P ( Heart ) 52 52 52

Prod ct R Product Rules les for Independent E Events ents

The probability of the intersection of several independent events is the product of their separate individual probabilities:
P( A A A L An ) = P( A ) P( A ) P( A )L P( An ) 1 2 3 1 2 3

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The probability of the union of several independent events is 1 minus the product of probabilities of their complements:

P( A A A L An ) = 1 P( A ) P( A ) P( A )L P( An ) 1 2 3 1 2 3

Example 2-7: (Q Q Q LQ ) = 1 P(Q ) P(Q ) P(Q )L P(Q ) 1 2 3 10 1 2 3 10 = 1.9010 = 1.3487 =.6513

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