Packet1
Packet1
Pn n
c. For a non-negative integer n (≥ k), k=0 k
xk y n−k =
P∞
Find i=1 qi =
P∞ 1 i
b. i=0 ( 2 ) =
P∞
c. When |q| < 1, find i=0 iq i =
P∞ xn
d. n=0 n! =
1
3. For a positive constant λ (> 0), evaluate the following integrals:
Rx
a. 0 λe−λt dt =
R ∞ k−1 −x
b. For k > 0, 0x e dx =
R∞
c. 0 xλe−λx dx =
R ∞ 2 −λx
d. 0 x λe dx =
R∞ R∞ x2 +y 2
−
e. −∞ −∞ e
2 dxdy =
R∞ x2
f. −∞ x2 e− 2 dx =
2
Probability and Statistical Inference: An Overview
How accurate is ___ in estimating ___? The first step for its uncertainty quan-
tification is to describe the randomness of the sampling procedure. For example, what is the
probability of sampling 65 people (getting the specific data, 65 GPAs) from the population?
This question represents all about this course. In the subsequent class, Math/Stat 415, we
learn how to convert this probability to uncertainty in inferring θ by X̄.
Statistical inference is a procedure for making informed decisions using data. For example,
let’s say we observe 70 Heads after flipping a coin 100 times.
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Sample Space, Events, and Probability
The mathematical framework for probability is built on sets.
Example:
Example:
Example:
Note:
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_______________: Any collection of outcomes from the sample space denoted by
Figure 1: A sample space as Pebble World, with two events A and B spotlighted.
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Example: A coin is flipped 10 times. Writing Heads as H and Tails as T , a possible outcome
(one pebble) is HHHT HHT T HT . Let Ai be the event that the i-th flip is Heads. For
example, A1 = {(H, s2 , s3 , . . . , s10 ) : sj ∈ {H, T } for j =
̸ 1}. Using the set notation and
these events (A1 , . . . , A10 ), denote event B that at least one flip was Heads.
Example (Taking 3 free throws): Let A and B be defined as on the previous page.
Example (Flipping a coin 10 times): Using the notation A1 , A2 , . . . , A10 defined above, denote
event C that all the flips were Heads, and event D that there were at least two consecutive
Heads.
Distributive Laws
• A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C)
• A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C)
DeMorgan’s Law
• (A ∪ B)c = Ac ∩ B c
• (A ∩ B)c = Ac ∪ B c
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Figure 2: A mini-dictionary for converting between English and sets. Let S be a sample
space and sactual be the actual realization (outcome) of the experiment.
Example: Referring to the pebble world below, where all pebbles are equally likely (i.e., same
size), find the probability of A, B, A ∪ B, A ∩ B, Ac , B c , (A ∪ B)c , and (A ∩ B)c .
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Counting rules are ways to count the number of pebbles in A and the number of pebbles in
the sample space S. Often the sets we need to count are extremely large. In this case, some
fundamental counting rules become useful.
It can be easily generalized into r experiments; the first experiment has n1 possible outcomes,
and there are n2 outcomes of the second experiment for each of these n1 outcomes, etc., then
there are n1 n2 · · · nr possible outcomes of the r experiments.
Example: If you can choose between putting your ice cream and topping in a cup or a cone,
how many different choices do you have?
Example: How many possibilities are there in rolling two coins? How many possibilities are
there in rolling two dice? What if we roll six-sided and four-sided dice?
Sampling with replacement when order matters: Consider n objects and making k
choices from them, one at a time with replacement (i.e., choosing a certain object does not
preclude it from being chosen again). If order matters, e.g., choosing object 3 and then object
7 is counted as a different outcome from choosing object 7 and then object 3, how many
possible outcomes are there?
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Example (Birthday problem): Suppose there are 70 students in one course. Assume
each student’s birthday is equally likely to be any of the 365 days of the year, and that
students’ birthdays are independent (we assume there are no twins in the room). How many
possibilities are there to assign birthdays to the students in the room?
Sampling without replacement when order matters: Consider n objects and making
k choices from them, one at a time without replacement (i.e., choosing a certain object
precludes it from being chosen again). If order matters, how many possible outcomes are
there?
Example: Suppose that 10 people are running a race. Assume that ties are not possible and
that all 10 will complete the race, so there will be well-defined first place, second place, and
third place winners. How many possibilities are there for the first, second, and third place
winners?
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For any nonnegative integers k and n (k ≤ n), the binomial coefficient is defined as
!
n n(n − 1) · · · (n − k + 1) n!
= = .
k k! k!(n − k)!
Note that the binomial coefficient is sometimes called a combination, but we do not use
that terminology here
since “combination” is such a useful general-purpose word. Also,
keep in mind that nk is 0 if k > n, even though the factorial of a negative number is undefined.
Example: Let us select two numbers from {1, 2, 3}. How many possibilities are there when
the order matters? How many when the order does not matter?
Example: Suppose one class has 50 students enrolled. Suppose I need to select three students
without replacement for a question. How many possible combinations of 3 students could be
chosen from the class?
Example: The local lottery picks five numbers without replacement from a pool of 42 numbers.
When reporting the results of the lottery, the numbers are always stated in increasing order.
How many different ways can the lottery numbers be selected?
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Example: How many ways are there to permute the letters in the word LALALAAA?
Example (Bose-Einstein): In 1920s, the physicists Satyendra Nath Bose and Albert Einstein
studied problems about indistinguishable particles, using their ideas to successfully predict
the existence of strange state of matter known as a Bose-Einstein condensate. The
key question is to find the number of ways to put k indistinguishable particles into n
distinguishable boxes. That is, swapping the particles in any way is not considered a separate
possibility. All that matters are the counts for how many particles are in each box.
Example: How many ways are there to permute the letters in the word STATISTICS?
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Example (Full house in poker): A 5-card hand is dealt from a standard, well-shuffled 52-card
deck. The hand is called a full house in poker if it consists of three cards of some rank and
two cards of another rank, e.g., three 7’s and two 10’s (in any order). How many full house
hands do exists?
Counting toolbox: How many ways to draw k balls out of a bag with n balls numbered
1, 2, . . . , n (meaning distinguishable balls, e.g. {B1 , B2 , B3 , B4 , B5 } for n = 5) under different
scenarios?
2.
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3. For any sequence of disjoint (mutually exclusive) events A1 , A2 , . . . (that is, events for
which Ai Aj = ϕ for i ̸= j),
Together, these imply that Axiom 3 also holds for a _______ collection of disjoint events.
Propositions:
1. For any event A:
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Practice Problems
Example: How many ways are there to select a president, a vice president, a secretary and a
treasurer from a club of 10 members?
Example: Suppose a committee of four is needed from the club of ten members. How many
committees of four people are possible?
Example (Birthday problem): There are 70 students in this course. Assume each student’s
birthday is equally likely to be any of the 365 days of the year, and that students’ birthdays
are independently determined (we assume there are no twins in the room). What is the
probability that at least one pair of students in this course have the same birthday?
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Example: In how many ways can 6 people be seated in a row if
• there are no restrictions on the seating arrangement?
• there are 3 men and 3 women and no 2 men or 2 women can sit next to each other?
• there are 3 married couples and each couple must sit together?
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