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Random events probability combinatorics

The document discusses the fundamentals of random events and probability, detailing statistical experiments, events, and their properties. It introduces axioms of probability, methods for estimating probabilities, and combinatorial applications, providing examples throughout. Key concepts include the algebra of events, classical probability determination, and various counting techniques for calculating probabilities.

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lidijarasic1307
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4 views

Random events probability combinatorics

The document discusses the fundamentals of random events and probability, detailing statistical experiments, events, and their properties. It introduces axioms of probability, methods for estimating probabilities, and combinatorial applications, providing examples throughout. Key concepts include the algebra of events, classical probability determination, and various counting techniques for calculating probabilities.

Uploaded by

lidijarasic1307
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Random Events and

Probability
Prof. Miloš Stanković
Statistical experiment
• We start from the definition of the statistical (or random) experiment
to better connect the axioms of probability theory with events in the
real world that we are modeling

• Properties:
• It can be repeated many arbitrary many times under the same conditions
• All of the possible outcomes are predefined
• The outcome of any single experiment is not known in advance

• For example, a coin toss


Events
• In describing the statistical experiment we use sets:
• Each possible outcome is called elementary event (only one can occur)
• The set of all elementary events is denoted with Ω (events are the elements
of that set)
• An event is each subset of Ω - a set containing some elementary events. An
event has occurred if one of the elementary events contained in the subset
occurred
• Ω is a sure event
• Empty set ∅ is impossible event
Examples
1. In one coin toss the outcomes are 𝐻 (head) and 𝑇 (tail)

Ω = {𝐻, 𝑇}

2. Tossing of two coins: Ω = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}


• An event is e.g. A = {𝐻𝐻, 𝐻𝑇} – head in first toss
• Elementary events can be defined differently : Ω = 𝜔1 , 𝜔2 , 𝜔3
𝜔1 : “zero tails” , 𝜔2 : “one tail” , 𝜔3 : “two tails”
- “head in first toss” is not an event!

3. The measurements in engineering and physics - each measurement gives slightly different value
• Set Ω is in this case infinite (countable or uncountable)
Algebra of events
• Algebra of events is the algebra of sets
• Event A or B is denoted by 𝐴 ∪ 𝐵
• Event A and B (simultaneously) is denoted by 𝐴 ∩ 𝐵 (or AB)
• Event A or not B is denoted by 𝐴\𝐵 (or 𝐴 − 𝐵)
• The opposite event to event: 𝐴𝑐 (complement)
• 𝐴 ⊂ 𝐵 – event A implies event B

• Events are exclusive if 𝐴 ∩ 𝐵 = 𝐴𝐵 = ∅


Example
• In a box we have
• 3 white balls denoted by 1,2,3
• 5 black balls denoted by 4,5,6,7,8
• 2 blue balls denoted by 9,10
• We pick one ball, set of elementary events is:
Ω = 1,2,3,4,5,6,7,8,9,10
• Let W,B,P be the events that white, black or blue ball is picked,
respectively
• Lets define events 𝐷even = {2,4,6,8,10}, 𝐷odd = 1,3,5,7,9
• Then, 𝑊𝐵 = ∅, 𝐷even 𝑐 = 𝐷odd , 𝑃 ⊂ 𝐷even ∪ 𝐷odd = Ω
Axioms of probability
• We assign specific probabilities to events
• The following three rules the probability function 𝑃() must satisfy (Kolmogorov 1933.):

A1) 𝑃 Ω = 1
A2) 0 ≤ 𝑃 𝐴 ≤ 1 , for 𝐴 ⊂ Ω
A3) 𝑃 𝐴1 ∪ 𝐴2 ∪ ⋯ = 𝑖 𝑃(𝐴𝑖 ) if events 𝐴𝑖 are mutually exclusive

• The developed powerful mathematical apparatus is applied regardless of the selected set
of events, as well as the selected probability distribution of events
• We see that the axioms are not tied to specific probabilities of events - this mathematical
apparatus "distanced itself" from the application to the specific problems in reality
Example
• Two coins tossing Ω = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}
• Lets define probabilities in the following way:
1 1 1 1
𝑃 𝐻𝐻 = ,𝑃 𝐻𝑇 = , 𝑃 𝑇𝐻 = , 𝑃 𝑇𝑇 =
4 12 2 6
• All axioms hold
1
• We can calculate, e. g. , 𝑃 𝐻1 = 𝑃 𝐻𝐻 ∪ 𝐻𝑇 = (according to A3)
3
• The selected probability function is legitimate, but it is not a good
model of fair coins tossing!
Statistical estimation of probability
• One way to determine the probability is to repeat the statistical experiment
n times
• We record the number of occurrences of an event 𝐴: it is m(n)
• Then, it holds that
𝑚(𝑛)
𝑃 𝐴 = lim
𝑛→∞ 𝑛

• This rule can be proved starting from axioms – the law of large numbers

• An important assumption is that the experiments are repeated under


identical conditions
Classical (a priori, theoretical) determination
of the probability space
• Laplace 18th century
• Based on the assumption that elementary events are equally likely

• Let n be the number of elementary events


• If event 𝐴 contains 𝑚 elementary events, then

𝑚 Favorable outcomes for event A


𝑃 𝐴 =
𝑛
• This can be derived starting from axioms and the assumption on equally
likely events
Example – dice roll paradox
• We are rolling two dice and we want to find probability that the sum is 9
and that the sum is 10
Number of outcomes giving the sum 9
• Hence 𝑃 𝐴9 = , similar for 𝑃 𝐴10
Total number of outcomes
• 9=6+3=4+5
• 10 = 4 + 6 = 5 + 5
• Are these events equally likely?

• No! because 9 = 6 + 3 = 4 + 5 = 5 + 4 = 3 + 6 (4 equally likely


elementary events)
• 10 = 4 + 6 = 5 + 5 = 6 + 4 (3 equally likely elementary events! – 5+5
can happen in only one way!)
Properties of probability
• Derived from axioms!
• 𝑃 𝐴𝑐 = 1 − 𝑃(𝐴) B
• 𝑃 ∅ =1−𝑃 Ω =0 𝐴
B\A
• 𝑃 𝐴\B = 𝑃 𝐴 − 𝑃(𝐴𝐵) 𝐴\B
𝐴 ∩ B =AB

• ⇒ 𝑃 𝐴𝑈B = 𝑃 𝐴 + 𝑃(𝐵) − 𝑃(𝐴𝐵)

• 𝐴 ⊂ 𝐵 ⇒ 𝑃 𝐴 ≤ 𝑃(𝐵)
Properties of probability
• General equation for the probability of union of 𝑛 events:

𝑃 𝐴𝑛1 ∪ 𝐴2 ∪ ⋯ 𝐴𝑛
𝑛+1
= 𝑃(𝐴𝑖 ) − 𝑃 𝐴𝑖 𝐴𝑗 + 𝑃 𝐴𝑖 𝐴𝑗 𝐴𝑘 + ⋯ + −1 𝑃 𝐴1 𝐴2 … 𝐴𝑛
𝑖=1 1≤𝑖<𝑗≤𝑛 1≤𝑖<𝑗<𝑘≤𝑛

• Boole’s inequality 𝑛

𝑃 𝐴1 ∪ 𝐴2 ∪ ⋯ 𝐴𝑛 ≤ 𝑃(𝐴𝑖 )
𝑖=1
Example
• What is the probability that, when rolling a dice, we get a number
that is divisible by 2 or 3?
• Let A be the event that the obtained number is divisible by 2, and B
the event that the obtained number is divisible by 3. Events A and B
are not mutually exclusive - 6 is divisible by both 2 and 3

3 2 1 2
• Hence, 𝑃 𝐴𝑈B = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴𝐵 = + − =
6 6 6 3
Application of combinatorics
• To obtain probabilities when dealing with experiments with equally likely
outcomes, counting the outcomes is needed
• Sometimes we can use computer, but combinatorial equations give precise
answers
• All equation are derived from two rules:
• Rule of summation: If an object of type 1 can be chosen in 𝑛1 ways, an object of type
2 in 𝑛2 ways, ... , object of type 𝑘 in 𝑛𝑘 ways, then an object of any type can be
chosen in 𝒏𝟏 + 𝒏𝟐 + ⋯ + 𝒏𝒌 ways.

• Product rule: If an object of type 1 can be chosen in 𝑛1 ways, after that an object of
type 2 in 𝑛2 ways, ... , and at the end object of type 𝑘 in 𝑛𝑘 ways, then, k objects one
by one can be chosen in 𝑛1 𝑛2 ⋯ 𝑛𝑘 ways.
Example
• In a box we have 2 red balls, 3 white and 6 blue, number of ways to
choose one ball (of any type) is 10

• We toss 3 coins one by one. What is the probability of obtaining


exactly 2 tails?

• Product rule: total number of outcomes is 2 ⋅ 2 ⋅ 2 = 8


• Number of favorable outcomes id 3 – HHT, HTH, THH
3
• Hence, the probability is
8
Example
• In a box we have 5 white, 3 black and 2 red balls. 3 balls are taken
randomly with return. What is the probability that first ball is white
and second black?

• Total number of outcomes 103 = 1000


• Number of favorable outcomes: first white ball can be chosen in 5
ways, second black in 3, and third doesn’t matter - 10 ways. Hence,
5 ⋅ 3 ⋅ 10
5⋅3⋅10
• The wanted probability is = 0.15
1000
Variations
• Variations with repetition:
• From a box of 𝑛 balls we take 𝑘 with return. What is the number of ways of
doing this?

• Solution: 𝑛𝑘

• Variations without repetition (k-permutations):


• From a box of 𝑛 balls we take 𝑘 without returning. What is the number of
ways of doing this?
𝑛!
• Solution: 𝑛 𝑛 − 1 … 𝑛 − 𝑘 + 1 =
(𝑛−𝑘)!
Permutations
• Permutations without repetition:
• In how many ways we can place n different objects to n places?

• Solution: 𝑛! = 𝑛 𝑛 − 1 𝑛 − 2 ⋯ 2 ⋅ 1

• Permutations with repetition:


• We have r types of objects, 𝑛𝑖 objects of type 𝑖. Total number of objects is n. In how
many ways we can place them to n places?

• Solution: If objects were different - 𝑛! ways. Since objects of the same type do not
differ – their permuting doesn’t change the outcome. Number of these permutaions
is 𝑛1 ! 𝑛2 ! … 𝑛𝑟 ! .
𝑛!
• Hence, the solution is
𝑛1 !𝑛2 !…𝑛𝑟 !
Combinations without repetitions
• In how many ways we can choose k elements from a set of n
elements?

• Solution: The same as variations without repetitions, but the order is


irrelevant. Hence, 𝑘! ways in which we can permute k elements are
treated as the same outcome:
𝑛 𝑛−1 … 𝑛−𝑘+1 𝑛! 𝑛
= =
𝑘! 𝑛 − 𝑘 ! 𝑘! 𝑘
Example
• In a wardrobe we have 10 different pairs of shoes. We randomly take
4 shoes. What is the probability that among them there is at least one
pair of the same shoes?

10 4
2 99
4
• Solution: 1 − 20 =
323
4

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