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Probability Ross Notes

This document defines probability concepts and terms. It begins by defining combinations and permutations of experiments with multiple possible outcomes. It then defines events, sample spaces, unions and intersections of events. The axioms of probability are introduced, including that a probability is between 0 and 1, the probability of the sample space is 1, and the probability of a union of disjoint events is the sum of the individual probabilities. Properties of probability are also defined, such as the probability of the complement of an event being 1 minus the original probability, and the inclusion-exclusion principle for unions of events. Probability is defined as the limiting ratio of favorable outcomes to total possible outcomes.

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398 views

Probability Ross Notes

This document defines probability concepts and terms. It begins by defining combinations and permutations of experiments with multiple possible outcomes. It then defines events, sample spaces, unions and intersections of events. The axioms of probability are introduced, including that a probability is between 0 and 1, the probability of the sample space is 1, and the probability of a union of disjoint events is the sum of the individual probabilities. Properties of probability are also defined, such as the probability of the complement of an event being 1 minus the original probability, and the inclusion-exclusion principle for unions of events. Probability is defined as the limiting ratio of favorable outcomes to total possible outcomes.

Uploaded by

aronl10
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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A First Course in Probability (S.

Ross)

Notes

Chapter 1. Combinatorial Analysis


Definition 1.1.a. If one experiment can result in any of m possible outcomes and if another
experiment can result in any of n possible outcomes, then there are mn possible outcomes
of the two experiments.
Example Enumerate all the possible outcomes of the two experiments:
(1, 1),
(2, 1),
..
.,

(1, 2),
(2, 2),

...,
...,

(1, n)
(2, n)

(m, 1), (m, 2), ..., (m, n)


The set of possible outcomes consists of m rows,each containing n elements.
Definition 1.1.b.
If r experiments that are to be performed are such that the first one may result in any
of 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 n3 ... nr possible outcomes of the r experiments.
Definition 1.2. Suppose that we have n objects, there are
n (n 1) (n 2) ... 3 2 1 = n!
different permutations ofthe n objects.

Definition 1.3. We define nr , for r n, by
 
n
n!
=
r!(n r)!
r

and say that nr represents the number of possible combinations of n objects taken r at a
time, i.e. the number of different groups of size r that could be selected from a set of n
objects when the order of selection is not considered relevant.
Definition 1.4. A set containing n elements has 2n subsets.

A First Course in Probability (S. Ross)

Notes

Definition 1.5. A set ofP


n distinct items is to be divided into r distinct groups of respective
sizes n1 , n2 , ..., nr , where ri=1 ni = n.

there are nn1 possible choices for the first group;

1
there are nn
possible choices for the second group;
n2

for each choice of the first two groups there are nnn13n2 possible choices for the third
group;
there are...
It then follows there are


n n1 n2 ... nr1
n!
=
n1 !n2 !...nr !
nr
possible divisions.
Thus, if n1 + n2 + ... + nr = n, we define


n
n!
=
n1 , n2 , ..., nr
n1 !n2 !...nr !

A First Course in Probability (S. Ross)

Notes

Chapter 2. Axioms of Probability


Definition 2.1. = sample space = set of all possible outcomes of an experiment.
Sample space of flipping two coins: = {(H, H), (H, T ), (T, H), (T, T )}
Sample space of tossing two dice: = {(i, j) : i, j = 1, 2, 3, 4, 5, 6}
(I skipped the definitions for events, compliment, unions and intersections)
Definition 2.2.
Commutative Laws:
AB =BA
AB =BA
Associative Laws:
(A B) C = A (B C)
(A B) C = A (B C)
Distributive Laws:
(A B) C = (A C) (B C)
(A B) C = (A C) (B C)
Definition 2.3. DeMorgans Laws:
(ni=1 Ai )c = ni=1 Aci
(ni=1 Ai )c = ni=1 Aci
Definition 2.4. For each event A of the sample space , we define fn (A) to be the number
of times in the first n repetitions of the experiment that the event A occurs. Then P (A),
the probability of the event A, is defined as
fn (A)
n
n

P (A) = lim

(1)

That is, P (A) is defined as the (limiting) proportion of time that A occurs. It is thus the
limiting frequency of A.
Definition 2.5.
Axiom 1:
0 P (A) 1
Axiom 2:
P () = 1
Axiom 3:

P (i=1 Ai ) =
P (Ai )
i=1

A First Course in Probability (S. Ross)

Definition 2.6.
Proposition 4.1:
P (Ac ) = 1 P (A)
Proposition 4.2:
if A B, then P (A) P (B)
Proposition 4.3:
P (A B) = P (A) + P (B) P (A B)
Proposition 4.4:
n
X
XX
n
P (i=1 Ai ) =
P (Ai )
P (Ai Aj )
i=1

XX X

i<j

P (Ai Aj Ak ) + ... + (1)n+1 P (A1 ... An )

i<j<k

Definition 2.7.
P (A) =

number of outcomes in A
number of outcomes in

Notes

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