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Statistic Tutorial
Statistic Tutorial
1. Set operation:
Union: A [ B, denotes a set containing all the elements of A and B.
Intersection: A \ B, denotes a set containing the elements in both A
and B.
Complement: A0 , denotes a set containing those elements in but
not in A.
De Morgans Law:
(A [ B)0 = A0 \ B 0
(A \ B)0 = A0 [ B 0
Generalized Form:
0
1
0
([1
i=1 Ai ) = \i=1 Ai
1
0
1
(\i=1 Ai ) = [i=1 A0i
3. Probability
Common Sense: the chance of getting an event which is a subset of the
sample space.
Kolmogorov Axioms:
Probability is a real valued function P : S ! < , s.t.:
1. P (A) 0, for A 2 S
2. P (S) = 1
3. If A1 , A2 , ... 2 S and Ai \ Aj = ; for i 6= j, then
P ([ni=1 Ai ) =
P ([1
i=1 Ai ) =
Pn
i=1
i=1
P1
](A)
](S)
4. Counting
Permutation vs. Combination
Select 4 letters from the 26 letters without replacement,
The number of possible four-letter code words is
The number of possible four letters selected is
Exercise: The University Students Union council will elect a new Executive Committee, including one president, two vice presidents, three
secretaries from fifteen candidates. How many arrangements are possible?
2
5. Conditional Probability
For any two events A and B, the conditional probability of B
given A is defined as:
P (B | A) =
P (B\A)
,
P (A)
Interpretation:
Exercise:Smith has 2 children. We denote a boy as B and a girl as G.
(a) What is the sample space in terms of their children as 2-tuples,
agreeing, for example, that BG indicates that the younger one
is a girl and the older one is a boy?
(c) Given that the older child is a girl, what is the probability the
younger is also a girl? What is the event now?
6. Independent Events
Definition: Two events, say A and B, are said to be independent if
P (A | B) = P (A), P (B) > 0
A more general definition : A and B are independent i.f.f
P (A \ B) = P (A)P (B)
Independence vs. Mutually Exclusive: A pair of events A and B
cannot be simultaneously mutually exclusive and independent.
Pairwise Independence 6) Independence
Exercise: Suppose a fair coin is tossed twice. Let A = {The first toss
is a head}; B = {The second toss is a head}; C = {The first toss has
the same result with the second toss}. Show that A, B, and C are
pairwise independent but not independent.