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p2 Combinatorial Probability

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19 views8 pages

p2 Combinatorial Probability

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jeffsiu456
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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§2 Combinatorial probability

§2.1 Selection of distinguishable objects


2.1.1 A simple rule:

total k jobs 


n1 ways to do job 1 



n2 ways to do job 2 ⇒ n1 × n2 × · · · × nk ways to do the k jobs
.. 

. 



nk ways to do job k

2.1.2 Definition. For any integer n ≥ 0, define the factorial of n, written n!, by
(
1, n = 0,
n! =
n(n − 1) · · · 1, n ≥ 1.

2.1.3 Theorem. (Binomial Series Theorem)


For any real number α and for any |x| < 1,

α(α − 1) 2 α(α − 1)(α − 2) 3


(1 + x)α = 1 + α x + x + x + ··· .
2! 3!
In particular, if α = n is a positive integer, we have
       
n n n n 2 n n
(1 + x) = + x+ x + ··· + x ,
0 1 2 n
 
n n!
where = is known as a binomial coefficient.
r r!(n − r)!
2.1.4 Ordered selection without replacement
Problem: n distinguishable objects, choose r from them without replacement in an ordered
sequence.
Example: Beauty Contest, 15 candidates, how many ways to award Winner, 1st and 2nd
runners-up?
Answer: 15 × |{z}
|{z} 14 × |{z}
13 = 2730
Winner 1st 2nd

3
n!
General case: n(n − 1) · · · (n − r + 1) = .
(n − r)!
Equivalent problem: allocate r distinguishable objects into n distinguishable cells, with no
cell containing > 1 objects.

2.1.5 Unordered selection without replacement


Problem: n distinguishable objects, choose r from them without replacement in an unordered
sequence.
Example:
 Beauty
 Contest, 15 candidates, how many ways to select 3 to enter final round?
15
Answer: = 455
3
General case: Consider a product of n terms
     
n n n 2 n n
(1 + x)(1 + x) · · · (1 + x) = (1 + x) = 1 + x+ x + ··· + x .
1 2 n

No. of ways to select r from n objects in an unordered sequence


= no. of ways to select r x’s from the n brackets above
= coefficient of xr in expansion of (1 + x)n .
 
n
By the Binomial Series Theorem, the answer is .
r
Alternatively, we have n!/(n − r)! ways to pick r objects in an ordered sequence. To each
particular ordered sequence corresponds r! permutations of the r selected
 objects. They should
n
be counted as ONE single way in unordered selection. So there are ways of unordered
r
selection.
Equivalent problem: allocate r indistinguishable objects into n distinguishable cells, with
no cell containing > 1 objects.

2.1.6 Ordered selection with replacement


Problem: n distinguishable objects, choose r from them with replacement in an ordered
sequence.
Example: Number lock with 4 digits, each digit may be set to 0, 1, . . . , 9. There are
104 = 10000 different settings.
n × |{z}
General case: |{z} n = nr .
n × · · · × |{z}
1st 2nd rth

4
Equivalent problem: allocate r distinguishable objects into n distinguishable cells, with no
restriction on no. of objects allocated in each cell. [e.g. allocating 1st and 2nd objects into jth
cell is equivalent to selecting jth object at 1st and 2nd times.]

2.1.7 Unordered selection with replacement


Problem: n distinguishable objects, choose r from them with replacement in an unordered
sequence.
Example: 4 distinct food items (burger, fries, cake, ice cream), how many different ways to
order a pack of 3 items?
Answer: 20

General case: Consider a product of n terms

(1 + x + x2 + · · · )(1 + x + x2 + · · · ) · · · (1 + x + x2 + · · · ) = (1 + x + x2 + · · · )n = (1 − x)−n .

Picking jth object s times in our selection is equivalent to picking the term xs in the jth
bracket in above expansion of (1 − x)−n .

No. of ways to select a total of r objects (possibly with repetition)


= coefficient of xr in expansion of (1 − x)−n .

By the Binomial Series Theorem, the answer is


 
(−n)(−n − 1) · · · (−n − r + 1) n+r−1
(−1)r = .
r! r

Equivalent problem: allocate r indistinguishable objects into n distinguishable cells, with


no restriction on no. of objects allocated in each cell.
Consider a sequence of n − 1 vertical bars and r circles:

◦ ◦ | ◦ | | ◦ ◦ | ··· | ◦ ◦ ◦

Each such sequence may be regarded as an allocation of r objects into n cells (2 in 1st cell, 1
in 2nd, 0 in 3rd etc.) Thus,

no. of ways of allocation


= no. of permutations of the bars and circles
= no. of ways to select r positions out of n − 1 + r positions to place the circles.

5
 
n+r−1
Answer is .
r
2.1.8 Summary

No. of ways to select subsets of size r from a set of n distinguishable objects:


with replacement without replacement
Ordered nr n(n − 1) · · · (n − r + 1)
   
n+r−1 n
Unordered
r r

2.1.9 Partition of distinguishable objects


Problem: n distinguishable objects, let n = n1 + · · · + nk , partition them into k groups of
sizes n1 , n2 , . . . , nk respectively.
Example: consider word “PEPPER”. How many ways to rearrange letters P, E, P, P, E, R
into a 6-letter word?
Problem equivalent to partitioning the n = 6 letter positions into k = 3 groups, labelled by ‘P’, ‘E’
and ‘R’ respectively. The 3 groups have sizes n1 = 3, n2 = 2, n1 = 1 respectively. Answer: 60.

General case: Consider a product of n terms

(p1 + · · · + pk )(p1 + · · · + pk ) · · · (p1 + · · · + pk ) = (p1 + · · · + pk )n .

Putting ith object into group j is equivalent to picking pj from the ith bracket.

No. of ways of partitioning = coefficient of pn1 1 pn2 2 · · · pnk k in above expansion.

The answer is  
n n!
= ,
n1 , . . . , n k n1 ! n2 ! · · · nk !
which is known as a multinomial coefficient.

2.1.10 Exercises (∗ → more challenging)

(a) In a peace talk on the Middle East, 4 delegates come from the UN, 3 from USA, 5 from Russia
and 2 from Syria. They are to be seated in a row. Americans, Russians and Syrians must be
separated by the UN delegates, and delegates representing the same country must be seated
next to each other. How many ways to seat them?
Answer: 4! 3! 5! 2! × (5 · 4 · 3) = 2, 073, 600.

6
∗(b) Similar to (a), but with the 14 delegates seated around a circular table. How many ways to
seat them?
Answer: 4! 3! 5! 2! × (3 · 2) × 14 = 2, 903, 040.

(c) A lift can reach 5 different floors. How many exit patterns are there for 8 persons inside the
lift?    
5+8−1 12
Answer: 58 = 390, 625, or = = 495 if the persons are identical robots!
8 8
∗(d) Mary has 5 dresses, 3 skirts, 4 blouses, 3 pairs of shoes, and 2 hats. She always wears shoes
and either a dress or a blouse and a skirt. She may or may not wear a hat.
(i) How many different combinations can she wear?
(ii) Suppose Mary can afford to buy either an extra dress or an extra hat (but not both).
Which should she buy if she decides to maximise the number of different combinations
that she can wear?
(iii) Suppose Mary’s yellow shoes do not match her black or green dress, and that the black
dress does not match her two hats. How many matching combinations can she wear?

§2.2 Definitions
2.2.1 Definition. Consider an experiment with a finite number of different possible outcomes. The
set Ω of all possible outcomes is called the sample space.

2.2.2 An event A is a subset of Ω. It occurs if and only if the outcome of the experiment belongs to
the subset A.

2.2.3 Definition. Assume that each outcome in Ω has EQUAL chance of occurring. The probability
of event A is defined by
no. of outcomes in A
P(A) = .
no. of outcomes in Ω
2.2.4 Example.
If we roll a dice, possible outcomes are Ω = {1, 2, 3, 4, 5, 6}.
The event A = {2, 4, 6} refers to that “an even score turns up”.
The probability of getting an even score is
3 1
P(A) = = .
6 2

7
2.2.5 In the above definition, it is important that all outcomes in Ω must be equally likely, such that
for each ω ∈ Ω,
1
P({ω}) = .
no. of outcomes in Ω
Counter-example. When we toss a coin, it can land on a head, a tail OR on its edge. We
may define Ω = {H, T, Edge}. The above definition instructs that

P({H}) = P({T}) = P({Edge}) = 1/3,

which is clearly not sensible.

§2.3 Examples
2.3.1 If we roll 2 dice, what is the probability that the total is 6?
Here Ω = {(1, 1), (1, 2), . . . , (1, 6), (2, 1), . . . , (6, 6)} contains 6 × 6 = 36 outcomes. The event of
interest is
A = {(1, 5), (2, 4), (3, 3), (4, 2), (5, 1)},

which contains 5 outcomes. Thus


5
P(A) = .
36
2.3.2 (Capture-recapture problem)
There are N fish in a lake. Capture k fish, mark them and return them to the lake. Later,
come back and recapture n fish. What is the probability that r out of the n fish recaptured
are marked?  
N
Set Ω = collection of all subsets of size n of the N fish. Then Ω contains outcomes.
n
Take
 A = collection
 of subsets of size n of the N fish containing r marked fish. Then A contains
k N −k
outcomes.
r n−r
Thus,    
k N −k N
P(A) = .
r n−r n

A problem of statistical inference: N unknown, k known and r observed; pick N such that
P(A) is maximum; this is an example of maximum likelihood estimation of the total number
of fish in the lake.

8
2.3.3 In a game of bridge, what is the probability that North and South each gets 2 aces?
Take
 Ω =collection of partitions of 52 cards into 3 sets of sizes 13, 13, 26. Then Ω contains
52
outcomes.
13, 13, 26
Take A = collection of partitions of 52cards
 into 3 sets
 of sizes 13, 13, 26 such that the first 2 sets
4 48
contain 2 aces each. Then A contains outcomes. Thus,
2 11, 11, 26
   
4 48 52
P(A) = .
2 11, 11, 26 13, 13, 26

2.3.4 (de Méré’s game)


Roll a dice 4 times. You win $1 if no 6 is found in the 4 throws, otherwise you pay $1 to de
Méré. What is the probability that de Méré wins?
Take Ω = {(1, 1, 1, 1), (1, 1, 1, 2), . . . , (6, 6, 6, 6)}, which contains 64 = 1296 outcomes.
The event that you win is A = {(1, 1, 1, 1), (1, 1, 1, 2), . . . , (5, 5, 5, 5)}, which contains 54 = 625 out-
comes. Thus
P(de Méré wins) = 1 − (625/1296) ≈ 0.5177 > 1/2,

and the game favours de Méré.

An alternative game is suggested as follows. de Méré wins if at least one double six appears
in 24 throws of a pair of dice. Who has the better chance to win?
Now Ω contains 3624 outcomes. The event that you win has 3524 outcomes. Thus

P(de Méré wins) = 1 − (35/36)24 ≈ 0.4914 < 1/2.

This time the game favours you.

Remark:
de Méré argued that in the first game he would experience 4 out of 6 (i.e. 2/3) of all possible outcomes,
one of which (“6”) is favourable. In the second game, again one of the 36 possible outcomes is favourable
and with 24 throws he would experience 24 out of 36 possible outcomes, the proportion is again 2/3. He
thus concluded that the second game is equally favourable to him. Do you think that de Méré was right?

2.3.5 Toss 2 coins; we can get either 2 heads, 2 tails, or 1 head and 1 tail. So,

P(2 heads) = P(2 tails) = P(1 head & 1 tail) = 1/3.

Correct?

9
§2.4 Deficiencies
2.4.1 Toss a drawing pin. Can you say what P(pin lands point up) should be?
Physicists would say
no. of occurrences of “point up” among first n tosses
P(point up) = ,
n
for a very large n.

2.4.2 Difficulties:

• This changes as n increases.


• If we improve the definition by taking limit as n → ∞, this presupposes that such a limit
exists.
10
• After 1010 tosses the drawing pin has worn away.
• P(SARS returns to HK in April 2019) = ? An “experiment” that CANNOT (and should
not) be repeated!

§2.5 ∗ ∗ ∗ More challenges ∗ ∗ ∗


2.5.1 (a) One fork, two identical chopsticks and three identical spoons are to be put into two baskets,
made of bamboo and plastic respectively, such that each basket contains exactly three objects.
Show that there are altogether six different ways of distributing the objects.
(b) One Communist, two Socialists and three Democrats are forming a coalition government in
the form of a legislative council and an executive council, such that each council consists of
three members. Suppose that the assignment of members to the two councils is completely
random, so that each member has the same chance of sitting in either council. An observer
wants to calculate the probability that no Communists and Democrats sit in the same council.
He argues as follows.
“According to result (a), there are 6 different ways of distributing government people
to two councils. The Communist and the Democrats can be separated in exactly 2
ways. Therefore the probability required is given by the proportion 2/6 ... ”
Is his argument valid? If not, what is the correct answer?

2.5.2 If n people are seated randomly in a row of 2n seats, what is the probability that no two persons
will sit on adjacent seats?

10

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