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A P A A A P
1
2 1
( ) ( )
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2 1
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A P A A P
TWO INTERPRETATIONS OF
PROBABILITY
Objective Assessment
Limiting frequency of occurrence of a given
event as the experiment is repeated a large
number of times (e.g. tail after tossing a coin)
Subjective Assessment
The experience takes place only once, so the
probability depends on the prior information
or opinion, e.g. outcome of an election.
PROPERTIES OF PROBABILITIES
For any event A,
P (A) = 1- P (A)
If two events A & B are mutually exclusive ,
P (A B) = 0
For any two events A & B,
P (A B) = P (A) + P (B) P (A B)
For more than two events:
P (A B C) = P (A) + P (B) + P (C)
- P (A B) P (A C) P (B C)
+ P (A B C)
Pre-Example (will revisit)
Often it is easier to calculate P(A) using A
Take 3 machines connected in series.
If any fails, the overall system fails
Each machine has a .1 chance of failure
What is the chance of system failure?
A
1
is the event that machine 1 fails, and so on (all failures
are independent)
Denote A = A
1
A
2
A
2
P (A) = 1- P (A)
What is P (A) = .9 * .9 * .9 = .729
P(A) = .271
Venn Diagrams
Venn Diagrams
Venn Diagrams
COUNTING TECHNIQUES
If outcomes are equally likely, computing probabilities
relies on counting.
Ordered Pairs: a pair (O
1
, O
2
) is different from
(O
2
, O
1
), e.g. airline choice AUS-DFW-DCA
Product rule: if the first object of an ordered pair can
be selected in n
1
different ways, & the second object in
n
2
, then the number of possible pairs is n
1
n
2
N
A N
A P
) (
) ( =
TREE DIAGRAMS
Graphical representation of all possibilities when the
product rule applies, e.g. AUS-DFW (American,
Southwest, United), DFW-DCA (American, United)
n
1
first-generation branches (e.g. 3), each with n
2
second-generation branches (e.g. 2), then the total
second-generation branches is n
1
n
2
(e.g. 6)
Not necessarily the same number of second- generation
branches from each first-generation branch
TREE DIAGRAMS
A
S
U
Begin by drawing the first-generation branches (n
1
of them)
TREE DIAGRAMS
A
S
U
A
A
A
U
U
U
GENERALIZATION OF
PRODUCT RULE
Fly 5 legs: AUS-DFW-DCA-SFO-DFW-AUS
- Airline choices 3, 2, 4, 4, 3
- Each possible outcome is an ordered collection of five legs, a
5-tuple. In general, an ordered collection of k objects is a
k-tuple
Given a set consisting of an ordered collection of k
elements,
there are n
1
choices for the first element
for each choice of the first element, there are n
2
possible choices
of the second, & so on, then
there are n
1
n
2
n
k
possible k-tuples
PERMUTATIONS
So far, successive elements of a k-tuple were selected from
different sets. The selection of ith elements did not depend
on the selection of i-1th element (k-tuples were formed by
selecting with replacement).
Now, k-tuples will be formed by selecting without
replacement
An ordered collection of k elements taken from a set of n
objects is called a permutation of size k.
The number of permutation of size k that can be
constructed from n objects is denoted by P
k,n
Permutations (contd.)
How many permutations of length 2 can be
formed from the numbers {1,2,3,4} ?
What is n, what is k?
{1,2} {1,3} {1,4}
{2,1} {2,3} {2,4}
{3,1} {3,2} {3,4}
{4,1} {4,2} {4,3}
4 * 3 = 12
In general n (n-1) (n-2) ?
(n k + 1)
Permutations (contd.)
By applying the product rule
For any positive integer m, m! (m factorial) is defined
as: m! = m (m -1) (m -2) . . . (3) (2) (1)
Take P
5, 8 =
( ) ( ) ( ) 1 2 1
,
+ = k n n n n P
n k
8 7 6 5 4 3 2 1 8!
8 7 6 5 4
3 2 1 (8 5)!
- - - - - - -
- - - - = =
- -
Permutations (contd.)
Using this definition P
k,n
is given by:
)! (
!
,
k n
n
P
n k
=
COMBINATIONS
Given a set of n distinctive objects, any unordered
subset of size k is called a combination. The
number of combinations of size k that can be formed
from n distinctive objects is denoted by C
k,n
or
C
k,n
is smaller than P
k,n
, why?
Any permutation of size k is obtaining by ordering the k
unordered objects of a combination in one of k! ways,
so:
)! ( !
!
!
,
k n k
n
k
P
k
n
n k
= =
|
|
.
|
\
|
n
k
| |
|
\ .
Combinations
How many combinations of length 2 can be formed from the
numbers {1,2,3,4} ?
The 12 Permutations were:
{1,2} {1,3} {1,4}
{2,1} {2,3} {2,4}
{3,1} {3,2} {3,4}
{4,1} {4,2} {4,3}
But {1,2} ={2,1} and {2,3} ={3,2} and so on
We have 6 combinations (divide by 2! = 2)
{2,1} {2,3} {2,4}
{3,1} {3,4} {4,1}