INSTITUTE OF MATHEMATICAL SCIENCES

UNIVERSITY OF MALAYA
SIT1001 Probability and Statistics I
Week 1

Terminology

Random Experiments – experiments for which the outcome cannot be predicted with
certainty

Outcome space, 𝑆 (or sample space or space) – collection of every possible outcome that can
be described or listed for an experiment

Examples:

1. Two dice are cast and the total number of spots on the sides that are “up” are counted.

2. A ball is drawn from an urn consisting of 3 blue balls and 2 red balls. The colour of
the drawn ball is observed.

3. A fair coin is flipped successively at random until the first head is observed. Let 𝑥
denote the number of flips of the coin that are required.

4. To determine the percentage of body fat for a person, one measurement that is made is
a person’s weight under water. Let 𝑤 denote this weight in kilograms and we know
from experience that this weight does not exceed 7 kilograms.

Random variables – measurements on outcomes associated with random experiments (usually

denoted by capital letter toward the end of the alphabet such as X, Y and Z)

Other terms – population, sample, estimates, statistical inference

Describing Data

Counting or discrete data – for example, number of children in the family of each of your
classmates

Frequency, 𝑓 – the number of occurrences for an outcome in repeated experiments

Relative frequency, 𝑓/𝑛 – the ratio of number of occurrences 𝑓 over the 𝑛 trials

Frequency table – provides the number of occurrences of each possible outcome

Histogram – presents graphically the tallied data

Example: The following table gives the number of children in each family of 100 students in
two statistics classes.

Example: There are six chips of the same size in a bowl. The number one is placed on each
of three of the chips, the number two on each of two of the other chips, and finally the
number three on the last chip. The experiment is to select one chip at random and read the
number x on the chip.
Simpson’s Paradox

Illustration: It would be possible for footballer A to have a higher scoring average than
footballer B for each season during their careers and yet B could have a better overall average
at the end of their careers. This kind of result is often referred to as the Simpson’s Paradox
and it happens often in real life.

Properties of Probability

Let the collection of all possible outcomes of a random experiment be denoted by 𝑆 (the
outcome space). Let 𝐴 be a part of the collection of outcomes in 𝑆, that is 𝐴 ⊂ 𝑆. Then, 𝐴 is
called an event. When the random experiment is performed and the outcome of the
experiment is in 𝐴, we say that event 𝐴 has occurred.

Some terminology:

a. ∅ denotes the null or empty set;

b. 𝐴 ⊂ 𝐵 means 𝐴 is a subset of 𝐵;
c. 𝐴 ∪ 𝐵 is the union of 𝐴 and 𝐵;
d. 𝐴 ∩ 𝐵 is the intersection of 𝐴 and 𝐵;
e. 𝐴′ is the complement of 𝐴 (i.e., all elements in 𝑆 that are not in 𝐴);
f. 𝐴1 , 𝐴2 , … , 𝐴𝑘 are mutually exclusive events means that 𝐴𝑖 ∩ 𝐴𝑗 = ∅, 𝑖 ≠ 𝑗;
g. 𝐴1 , 𝐴2 , … , 𝐴𝑘 are exhaustive events means 𝐴1 ∪ 𝐴2 ∪ … ∪ 𝐴𝑘 = 𝑆.

Understanding Probability

What is meant by the probability of 𝐴, denoted by 𝑃(𝐴)? This probability is also called the
chance of 𝐴 occurring.
Example: A disk 2 inches in diameter is thrown at random on a tiled floor, where each tile is
a square with sides 4 inches in length. Let 𝐴 be the event that the disk will land entirely on
one tile. Assign a value to 𝑃(𝐴).

Definition:

Probability is a real-valued set function 𝑃 that assigns to each event 𝐴 in the sample space 𝑆 a
number 𝑃(𝐴), called the probability of the event 𝐴, such that the following properties are
satisfied:

a. 𝑃(𝐴) ≥ 0
b. 𝑃(𝑆) = 1
c. If 𝐴1 , 𝐴2 , 𝐴3 , … are events and 𝐴𝑖 ∩ 𝐴𝑗 = ∅, 𝑖 ≠ 𝑗, then
𝑃(𝐴1 ∪ 𝐴2 ∪ … ∪ 𝐴𝑘 ) = 𝑃(𝐴1 ) + 𝑃(𝐴2 ) + ⋯ + 𝑃(𝐴𝑘 )
for each positive integer 𝑘, and
𝑃(𝐴1 ∪ 𝐴2 ∪ 𝐴3 ∪ … ) = 𝑃(𝐴1 ) + 𝑃(𝐴2 ) + 𝑃(𝐴3 ) + ⋯
for an infinite, but countable, number of events.

Theorem 1: For each event 𝐴, 𝑃(𝐴) = 1 − 𝑃(𝐴′ ).

Proof:

Example: A fair coin is flipped successively until the same face is observed on successive
flips. Let 𝐴 = {𝑥: 𝑥 = 3,4,5, … }; that is, 𝐴 is the event that it will take three or more flips of
the coin to observe the same face on two consecutive flips. Find 𝑃(𝐴).

Theorem 2: 𝑃(∅) = 0.

Proof:
Theorem 3: If events 𝐴 and 𝐵 are such that 𝐴 ⊂ 𝐵, then 𝑃(𝐴) ≤ 𝑃(𝐵).

Proof:

Theorem 4: For each event 𝐴, 𝑃(𝐴) ≤ 1.

Proof:

Theorem 5: If 𝐴 and 𝐵 are any two events, then 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵).

Proof:

Theorem 6: If 𝐴, 𝐵 and 𝐶 are any three events, then

𝑃(𝐴 ∪ 𝐵 ∪ 𝐶)

= 𝑃(𝐴) + 𝑃(𝐵) + 𝑃(𝐶) − 𝑃(𝐴 ∩ 𝐵) − 𝑃(𝐴 ∩ 𝐶) − 𝑃(𝐵 ∩ 𝐶) + 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶).

Proof:

Example: A faculty leader was meeting three students in Paris, one arriving by train from
Amsterdam and the other arriving by train from Brussels at approximately the same time.
The third student is arriving from Cologne. Let 𝐴, 𝐵 and 𝐶 be the events that the trains are on
time, respectively. Suppose that 𝑃(𝐴) = 0.93, 𝑃(𝐵) = 0.89, 𝑃(𝐶) = 0.91, and 𝑃(𝐴 ∩ 𝐵) =
0.87, 𝑃(𝐵 ∩ 𝐶) = 0.85, 𝑃(𝐴 ∩ 𝐶) = 0.86 and 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶) = 0.81. Then,

Equally Likely

Example: Let a card be drawn at random from an ordinary deck of 52 playing cards.

Methods of Enumeration

Multiplication Principle: Suppose that an experiment (or procedure) 𝐸1 has 𝑛1 outcomes

and for each of these possible outcomes an experiment (procedure) 𝐸2 has 𝑛2 possible
outcomes. The composite experiment (procedure) 𝐸1 𝐸2 that consists of performing first 𝐸1
and then 𝐸2 has 𝑛1 𝑛2 possible outcomes.

Example: Let 𝐸1 denote the selection of a rat from a cage containing one female (F) rat and
one male (M) rat. Let 𝐸2 denote the administering of either drug A (A), drug B (B) or a
placebo (P) to the selected rat. The outcome for the composite experiment can be denoted by
an ordered pair.
Definition: Each of the 𝑛! arrangements (in a row) of 𝑛 different objects is called a
permutation of the 𝑛 objects.

𝑛! = 𝑛(𝑛 − 1) ⋯ (2)(1)

If only 𝑟 positions are to be filled with objects selected from 𝑛 different objects, 𝑟 ≤ 𝑛, the
number of possible ordered arrangements is

Definition: Each of the 𝑛𝑃𝑟 arrangements is called a permutation of 𝑛 objects taken 𝑟 at a

time, where

𝑛!
𝑛𝑃𝑟 = .
(𝑛 − 𝑟)!

Example: The number of possible four-letter code words, selecting from the 26 letters of the
alphabet, in which all four letters are different is

Suppose that a set contains 𝑛 objects. Consider the problem of drawing 𝑟 objects from this
set. The order in which the objects are drawn may or may not be important. In addition, it is
possible that a drawn object is replaced before the next object is drawn.

Definition: If 𝑟 objects are selected from a set of 𝑛 objects, and if the order of selection is
noted, the selected set of 𝑟 objects is called an ordered sample of size 𝑟.

Definition: Sampling with replacement occurs when an object is selected and then replaced
before the next object is selected.

Example: A die is rolled 5 times. What is the possible number of ordered samples?
Definition: Sampling without replacement occurs when an object is not replaced after it has
been selected.

Example: The number of ordered samples of five cards that can be drawn without
replacement from a standard deck of 52 playing cards is

Often the order of selection is not important and interest centers only on the selected set of 𝑟
objects.

Definition: Each of the 𝑛𝐶𝑟 unordered subsets is called a combination of 𝑛 objects taken 𝑟
at a time, where

𝑛 𝑛!
𝑛𝐶𝑟 =( )=
𝑟
.
𝑟! (𝑛 − 𝑟)!

Example: The number of possible five-card hands (hands in five-card poker) drawn from a
deck of 52 playing cards is

Let 𝐴 be the event of a five-card hand with all spades. What is the probability of an all-spade
five-card hand?

Suppose now that the event 𝐵 is the set of outcomes in which exactly three cards are kings
and exactly two cards are queens. What is the probability of event 𝐵?
Suppose now that a set contains 𝑛 objects of two types, 𝑟 of one type and 𝑛 − 𝑟 of the other
type. The number of permutations of 𝑛 different objects is

However, in this case, the objects are not all distinguishable. To count the number of
distinguishable arrangements, first select 𝑟 out of the 𝑛 positions for the objects of the first
type. How many ways can this be done?

Then, fill in the remaining positions with the objects of the second type. Thus, the number of
distinguishable arrangements is

Definition: Each of the 𝑛𝐶𝑟 permutations of 𝑛 objects, 𝑟 of one type and 𝑛 − 𝑟 of another
type, is called a distinguishable permutation.

Example: A coin is flipped 10 times and the sequence of heads and tails is observed. The
number of possible 10-tuplets that result in four heads and six tails is

Example: Students on a boat send signals back to shore by arranging seven coloured flags
on a vertical flagpole. If they have four orange and three blue flags, how many different
signals can they send?

Extending, suppose now that in a set of 𝑛 objects, 𝑛1 are similar, 𝑛2 are similar, …, 𝑛𝑠 are
similar, where 𝑛1 + 𝑛2 + ⋯ + 𝑛𝑠 = 𝑛. The number of distinguishable permutations of the 𝑛
objects is

𝑛 𝑛!
(𝑛 , 𝑛 , … , 𝑛 ) = .
1 2 𝑠 𝑛1 ! 𝑛2 ! ⋯ 𝑛𝑠 !
Example: If the students on the boat have three red flags, four yellow flags and two blue
flags to arrange on a vertical pole, the number of possible signals is

Notes: When selecting 𝑟 objects out of 𝑛 objects, the number of possible outcomes

1. When sampling with replacement:

2. When sampling without replacement:
3. When sampling without replacement and the order is not important (unordered
samples):

Each of the outcomes above is equally likely provided the experiment is performed in a fair
manner.

Remark: It is interesting to count the number of possible samples of size 𝑟 that can be
selected out of 𝑛 objects when the order is irrelevant and when sampling with replacement.
For example, if a six-sided die is rolled 10 times (or 10 six-sided dice are rolled once), how
many possible unordered outcomes are there?