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Discrete and Continuous Probability

Set

A = {1, 2, 3, 4, 5}

Null or Empty Set

B = {}

Universal set

(also Universe of Discourse or Sample Space)

U or S

The Union of A & B

A or B = {x | x is a subset of A or x is a subset of B}

The Intersection of A & B

A and B = {x | x is a subset of A and x is a subset of B}

The Complement of A

Not A = {x | x is a subset of U but x is not a subset of A}

Commutative Property

  1. A or B = B or A
  2. A and B = B and A

Distributive Property

  1. A or (B and A) = (A or B) and (A or C)
  2. A and (B or A) = (A and B) or (A and C)

De Morgan’s Laws

  1. Not (A and B) = not A or not B
  2. Not (A or B) = not A and not B

Case 1

We flip a balanced coin three times (or flip three coin simultaneously). The sample space of this experiment is:

U = {HHH, HHT, HTH, THH, HTT, THT, TTH, TTT}

Let's define event A thus:

What is the probability of A?

We observe from the sample space that there are exactly three sample points that match event A (HHT, HTH, and THH). Hence, P(A) = 3/8. (The assumption, of course, is that all the sample points in the sample space are equally likely, since we are told that the coin is “balanced.”)

Case 2

We toss a pair of dice simultaneously. There are 36 events (or sample points) in the sample space of this experiment:

1,1 1,2 1,3 1,4 1,5 1,6
2,1 2,2 2,3 2,4 2,5 2,6
3,1 3,2 3,3 3,4 3,5

3,6

4,1 4,2 4,3 4,4 4,5 4,6
5,1 5,2 5,3 5,4 5,5 5,6
6,1 6,2 6,3 6,4 6,5 6,6

Let's define events A, B, C, D thus:

What are the probabilities of A, B, C, and D? What is P(C or D)

Case 3: Permutation

How many ways can we permute (or rearrange) the letters ABC? In other words, in how many ways can we permute ABC (3 letters) taken 3 at a time?

Formally, the number of permutation of m items taken n at at time is given as m!÷(m-n)!. So we have:

3!/(3-3)! = 3!/0! = 3! = 3 * 2 = 6 (0! is taken to be equal).

The 6 ways are: ABC, ACB, CBA, CAB, BAC, BCA.

How many ways can we permute (or rearrange) the letters ABC, taken 2 at at time?

3!/(3-2)! = 3!/1! = 3 * 2 = 6

The 6 ways are: AB, AC, BC, BA, CA, CB.

Case 4: Combination

There are 52 cards in a deck of cards. Let's define event A thus:

Find P(A) and P(B).

The number of combinations of m items taken n at at time is given as m!÷[n!(m-n)!]. So we have:

P(A) = 52! ÷ [5!(52-5)!] = 52! ÷ (5!47!) = 2,598,960.

2,598,960 represents the number of combinations of five cards that we could draw from a deck of card (52 cards).

P(B) = n(B) ÷ n(S) = [13! ÷ [5!(13-5)!]] ÷ 2598960 (that is, the number of combinations of 13 hearts taken 5 at a time over the number of combinations of five cards that could be drawn from a deck of 52 cards) =

Case 5

How many different ways can we rearrange the letters in the word, RADAR.

(Hint: While RADAR could be a permutation of RADAR (as in, we switch the first and last Rs), it does not constitute of distinct way of rearranging the word, and hence, is not a distinct combination of it).

The number of distinct way of rearranging the letters of the word RADAR is given by

5! ÷ (2!2!1!) = 30

Because we are interested in distinct arrangement, we must account for the repetitions. Specifically, there are 2 occurences of Rs and As and 1 occurence of D (hence the division by 2!2!1!).

§

So then, how many different (distinct) combinations are there of MISSISSIPPI?

Case 6: Conditional Probability

Our experiment is to toss a coin 3 times and observe the outcomes. The sample space of this experiement contains 8 sample points: HHH, HHT, HTH, HTT, THH, THT, TTH, TTT. So n(S) = 8. Let us define event A thus:

A: Observe exactly 2 Hs

n(A) = 3, n(S) = 8, so P(A) = 3/8 = .375

Suppose we are told that the first toss resulted in a H, and are asked to find the probability that we will observe a H on the second toss. Let's define event B thus

B: Observe a H on second toss given that a H was observed on the first

We will represent the preceding expression, called a conditional probability as P(A|B).

Because we know that an H was observed on the first toss, the sample space for event B is reduced to HHH, HHT, HTH, HTT, that is, to n(S) = 4. And of those 4 sample points, only 2 represent event B, so that

P(A|B) = 2/4 = .50

§

Let's define event C thus:

C: Observe T on first toss

Show that P(A|C) = 1/4 = .25

Case 7: Venn Diagram

 

P(A|B) = P(A and B) ÷ P(B)