Stat 88, Spring 2016

A. Adhikari
Probability and Mathematical Statistics in Data Science

Material from lecture 02/09/2016, not in text

Almost all of the material from the lecture on Tuesday 2/9 is on pages 4-11, 14, and 16 of the
text. It should also be easy for you to follow Examples 2, 3, and 4 on pages 17-18.
There was one calculation in the lecture thats not in the text. Its the exponential approximation to the answer to the birthday problem. Here it is.
The goal. To approximate P (Bn ), the chance that there is at least one matching birthday in
a class of n students (under assumptions stated in class and in the text). We know that
P (Bn ) = 1

n1
Y
i=0

365 i
365

Step 1. We will just approximate the product and then subtract from 1 at the end. That
means we will be approximating P (Dn ), the chance that all n students have different birthdays.
P (Dn ) =

n1
Y
i=0

365 i
365

Step 2. Take log to convert the product to a sum, since sums are easier to work with than
products. Notice that each term in the sum is the log of a number that is near 1, and that the
term for i = 0 is 0.
log(P (Dn )) =

n1
X

log

i=0

 365 i 

365

n1
X

log 1

i=1

i 
365

Step 3. Use the approximation log(1 + x) x for small x; this was explained in class and is
P
on page 14 of the text. Then carry out the sum, using the formula ki=1 i = k(k + 1)/2 for positive
integer k.
n1
X i
X
(n 1)n
1 n1
log(P (Dn ))
i =
=
365
365 i=1
730
i=1
Step 4. Invert the log by exponentiation, and subtract from 1.
P (Dn ) e

(n1)n
730

P (Bn ) 1 e

In class we showed graphically that this approximation is excellent.

(n1)n
730