Probability and Statistics

B Madhav Reddy

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B Madhav Reddy Probability and Statistics 1 / 17

Exercise: Consider a grid of points shown below. Suppose that,
starting at the point A, we can go one step to the right or one step up at
each move. This procedure is continued until the point B is reached. How
many different paths from A to B are possible?

B Madhav Reddy Probability and Statistics 2 / 17

To reach B from A, we need to take 7 steps
Of these 7 steps, 4 steps should be to the right and 3 steps should be
taken vertically up
Let us denote the right step by r and vertically up step by u
Any sequence, say, r r u u r u r , consisting of 4 r ’s and 3 u’s gives a
path from A to B
Thus, our problem boils down to arranging 4 r ’s and 3 u’s in 7 places
For this, first we need to choose 4 places to position r and then in the
remaining 3 places we will position u
Thus the number of ways of doing this is (74) × ((7−4)
3
) = 35
B Madhav Reddy Probability and Statistics 3 / 17
∎ What we essentially did in the last problem was, found the number of
ways of dividing 7 distinct objects into two distinct groups, of which, the
first group consisted of 4 objects and second group had 3 objects
Question: A police department in a small city consists of 10 officers. If
the department policy is to have 5 of the officers patrolling the streets, 2
of the officers working full time at the station, and 3 of the officers on
reserve at the station, how many different divisions of the 10 officers into
the 3 groups are possible?
Solution:
First step is to choose 5 officers from the whole of 10 officers, then
from the remaining 5 we need to choose 2 and finally from the
remaining 3 we need to choose 3
This can be done in (10 ) (5) (3)
5 × 2 × 3 = 2520
Thus there are 2520 many possible divisions!

B Madhav Reddy Probability and Statistics 4 / 17

∎ We will generalize this “grouping” problem
Problem: A set of n distinct items is to be divided into r distinct groups
of respective sizes n1 , n2 , . . . , nr , where n1 + n2 + ⋯ + nr = n. How many
different divisions are possible?
Solution:
There are (nn1 ) possible choices for the first group
For each choice of the first group, there are (n−n
n2
1
) possible choices for
the second group
For each choice of the second group, there are (n−nn13−n2 ) possible
choices for the third group;
and so on.
Thus, by basic principle of counting, the number of possible divisions
is
n n − n1 n − n1 − n2 − ⋯ − nr −1
( )( )⋯( )=
n!
n1 n2 nr n1 !n2 !⋯nr !

B Madhav Reddy Probability and Statistics 5 / 17

Notation
If n1 + n2 + ⋯ + nr = n, we define

( )=
n n!
n1 , n2 , . . . , nr n1 !n2 !⋯nr !

The numbers (n1 ,n2n,...,nr ) are known as multinomial coefficients

∎ Thus, (n1 ,n2n,...,nr ) represents the number of possible divisions of n

distinct objects into r distinct groups of respective sizes n1 , n2 , . . . , nr .
∎ When the number of groups, r , is 2 we get the binomial coefficients!

B Madhav Reddy Probability and Statistics 6 / 17

Back to probability

Recall:
Sample space S - set of all outcomes of the experiment
Event - any subset of S
We call an event E to be a simple event if E is singleton, i.e., E
consists of only one outcome/element
Example - Rolling pair of dice simultaneously.
Sample Space S = {(i , j) ∶ i , j = 1, 2, 3, 4, 5, 6}
E1 be the event that sum of dice equals 7 and E2 be the event that
the outcome is (1, 5)
That is, E1 = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)} and
E2 = {(1, 5)}
Then E2 is a simple event and E1 is NOT a simple event

B Madhav Reddy Probability and Statistics 7 / 17

 Union of events
For any two events E and F (of the same experiment!), we define the
new event E ∪ F to consists of all the outcomes that are either in E
or F
Set theoretically, E ∪ F is the union of sets E and F
The event E ∪ F will occur if either E or F occurs
We call the event E ∪ F to be the union of the event E and the event
F

B Madhav Reddy Probability and Statistics 8 / 17

Example:
Experiment is tossing two coins simultaneously
Here, S = {(H, H), (T , H), (H, T ), (T , T )}
Consider the events E = {(H, H), (H, T )} and F = {(T , H), (H, H)}
E is the event that first coin lands heads and F is the event that the
second coin lands heads
Then, E ∪ F = {(H, H), (H, T ), (T , H)} is the event that at least one of
the coins lands heads

B Madhav Reddy Probability and Statistics 9 / 17

 Intersection of events
For any two events E and F , intersection of E and F , E ∩ F is the
event that consists of all the outcomes that are both in E and F
Thus, the event E ∩ F will occur only if both E and F occur

Example:
Experiment is tossing two coins simultaneously
Here, S = {(H, H), (T , H), (H, T ), (T , T )}
Consider the events E = {(H, H), (H, T ), (T , H)} and
F = {(H, T ), (T , H), (T , T )}
E is the event that at least one head occurs and F is the event that
at least one tail occurs
Then E ∩ F = {(H.T ), (T , H)} is the event that exactly one head and
one tail occur

B Madhav Reddy Probability and Statistics 10 / 17

The empty set ∅ is also a subset of the sample space
We call this event ∅ to be the Null event
Since there is always an outcome for every experiment, the null event
never occurs!
Two events E and F are said to be mutually exclusive if E ∩ F = ∅
i.e., both the events cannot happen at the same time!
Example:
Rolling a pair of dice
E = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)} - sum of two dice is 7
F = {(1, 5), (2, 4), (3, 3), (4, 2), (5, 1)} - sum of two dice is 6
E and F are mutually exclusive

B Madhav Reddy Probability and Statistics 11 / 17

 For any event E , the event E c , referred to as the complement of E ,
is the event that consists of all outcomes in the sample space S that
are not in E
E c will occur if and only if E does not occur

Example:
1. Tossing a coin
If E is the event that the coin lands heads, then E c is the event that coin
shows up tails
2. Rolling a pair of dice
If E = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)} - sum of two dice is 7,
then E c is the event that sum of dice is not equal to 7

For any event E and E c are always mutually exclusive!

B Madhav Reddy Probability and Statistics 12 / 17

Graphical representation

E ∪F E ∩F

Ec
B Madhav Reddy Probability and Statistics 13 / 17
Some useful identities:
Commutative laws - E ∪ F = F ∪ E & E ∩ F = F ∩ E
Associative laws - (E ∪ F ) ∪ G = E ∪ (F ∪ G ) &
(E ∩ F ) ∩ G = E ∩ (F ∩ G )
Distributive laws - (E ∪ F ) ∩ G = (E ∩ F ) ∪ (F ∩ G ) &
(E ∩ F ) ∪ G = (E ∪ G ) ∩ (F ∪ G )
DeMorgan’s laws - For any sequence of events E1 , E2 , . . . , En
c
( ⋃ Ei ) = ⋂ Eic
n n

i =1 i =1
c
( ⋂ Ei ) = ⋃ Eic
n n

i =1 i =1

B Madhav Reddy Probability and Statistics 14 / 17

Problem: A, B and C take turns flipping a coin. Assume that A flips first,
then B, then C , then A and so on. The first one to get a head wins.
(a) Describe the sample space S
(b) Let A denote the event of A winning and B denote the event of B
winning
(i) Describe A and B as subsets of S
(ii) Find (A ∪ B)c

B Madhav Reddy Probability and Statistics 15 / 17

Let 1 denote the coin showing up heads and 0 if the coin shows tails
Then the sample space S = {1, 01, 001, . . . , 0000⋯}
A = {1, 0001, 0000001, . . .} i.e., the first 1 appears in the (3i + 1)th
position for i = 0, 1, 2, . . .
B = {01, 00001, 00000001, . . .} i.e., the first 1 appears in the
(3i + 2)th position for i = 0, 1, 2, . . .
A ∪ B = {1, 01, 0001, 00001, . . .}, i.e., the first 1 can appear in
(3i + 1)th or (3i + 2)th position for i = 0, 1, 2, . . .
Thus, (A ∪ B)c = {001, 000001, 000000001, . . . , 00000⋯} i.e., either 1
doesnot appear at all or the first 1 appears at (3i )th position for
i = 1, 2, 3, . . .

B Madhav Reddy Probability and Statistics 16 / 17

Problem: A system is composed of 5 components, each of which is either
working or failed. Consider an experiment that consists of observing the
status of each component, and let the outcome of the experiment be given
by the vector (x1 , x2 , x3 , x4 , x5 ), where xi is equal to 1 if the i th component
is working and is equal to 0 if the i th component is failed
1 How many outcomes are in the sample space of this experiment?
2 Suppose that the system will work if the components 1 and 2 are
both working, or if components 3 and 4 are both working, or if
components 1, 3 and 5 are all working. Let W be the event that the
system will work. Specify all the outcomes in W .
3 Let A be the event that components 4 and 5 are both failed. How
many outcomes are contained in the event A?
4 Write out all the outcomes in the event A ∩ W .

(S Ross book, page - 50, Problem-5)

B Madhav Reddy Probability and Statistics 17 / 17