PROBABILITY THEORY

Prof. Raluca VERNIC

1 Introduction
1.1 Short history
Appeared from gambling

De Méré knight’s problems (homework: look for these problems on the net; who solved
them? )

Quickly developed: Pascal, Bernoulli, Moivre, Laplace, Cebîşev, Leapunov, Markov,

Kolmogorov etc.

Applications in many …elds

1.2 De…nition of probability theory

De…nitions:

- Mathematical model - describes a phenomenon, process, experiment, event or object

using mathematical notions and formulas, for their research purpose.

- Random experiment - its results cannot be anticipated with certainty and possesses
the statistical regularity property. All possible results/outcomes of an experiment
are called possible cases and are denoted by :

Examples: rolling a die, = f1; 2; 3; 4; 5; 6g; tossing a coin, = fHeads; T ailsg; tossing
a coin two times, = fHH; HT; T H; T T g; tossing a coin until heads appears, =
fH; T H; T T H; T T T H; :::g; measuring the height of the students.

- Probability theory - studies mathematical models of random experiments (phenomena).

1.3 Random events

Def. A random event (or shortly event) attached to an experiment consists of any
situation that can happen during the experiment. We denote it by A; B; :::
Examples: when rolling a die, A =the occurrence of an even number; B =the occur-
rence of a number smaller than 5; C =the occurrence of 3.

Each event corresponds to a set of favorable cases, which is a subset of all possible
cases.
Examples: A = f2; 4; 6g ; B = f1; 2; 3; 4g ; C = f3g :

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Types of random events. The events having only one favorable case are called
elementary, the others are called compounded.
Examples: the above events A; B are compounded, while C is elementary.
Particular events:
- the certain event: it always occurs and corresponds to ;
- the impossible event: it never occurs and corresponds to ; (empty set).

Random events operations.

- Events union. The union of two events A and B is the event occurring when at
least one of the events A or B occurs; denoted A [ B.
- Events intersection. The intersection of two events A and B is the event occurring
when the events A and B simultaneously occur; denoted A \ B.
- Events di¤erence. The di¤erence of two events A and B is the event occurring
when the events A occurs, but B does not; denoted A B = A \ B.

Random events relations.

- Complementary event: the complement of A, or not A; it occurs i¤ A does not
occur. Denoted by A.
Example: from above, A = f1; 3; 5g =occurrence of an odd number.
- Equivalent events. Two events are equivalent if they always occur simultaneously.
Denoted A = B.
- Events implication. The event A implies B if the occurring of A means the
occurring of B; denoted A B.
Example: from above, C implies B:
- Incompatible events (mutually exclusive). The events A and B are called
incompatible if they can never occur simultaneously. We write A \ B = ;:
Example: from above, A and C are mutually exclusive.
- Compatible events. The events A and B are called compatible if they can occur
simultaneously. We write A \ B 6= ;:
Example: from above, A and B are compatible.

Language duality: events-sets:

Events language Sets language

- Event - Subset of
- Certain event -
- Impossible event - empty set, ;
- A implies B A B
- A or B A[B
- A and B A\B
- not A (complement of A) A
- A; B incompatible A\B =;
- Elementary event !2

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1.4 Measurable space of random events
De…nitions:

- Discrete measurable space: ( ; F) ; where is a discrete set and F = P ( ) consists

of all the subsets of .

- -algebra (…eld): Let be any set and F P ( ) : Then F is a -algebra over if:
(1) 2 F;
(2) 8A 2 F )A 2 F;
S
(3) 8 (An )n F ) An 2 F:
n
The elements of F are called events.

- Measurable space: ( ; F) ; where is any set and F is a -algebra over .

Examples of -algebras:
- The trivial -algebra F = f;; g
- The "richest" -algebra: F = P ( )
- The Borel -algebra, BR , is generated by M = f(a; 1) ja 2 R g :
- The Borel -algebra over Rn , BRn , is generated by
M = (a1 ; b1 ) ::: (an ; bn ) ai ; bi 2 R; i = 1; n :

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 Seminar
2 Combinatorics elements
2.1 Addition principle or rule of sum
2.1.1 Disjunction case:
The sum of the sizes of a …nite collection of pairwise disjoint sets is the size of the union of
these sets.
In other words, suppose that we have a number of elements, each element being of a
certain type of r distinct types. Let Ni denote the number of elements of type i; i = 1; r.
Then the total number of elements is N = N1 + ::: + Nr :
Example. A student who has won a math contest can choose his prize as follows: either
a math book from n di¤erent books or a computer book from m di¤erent books. In how
many ways can the student choose the prize? R: n + m.

2.1.2 General case (inclusion–exclusion principle):

It can be thought of as a generalization of the rule of sum in that it too enumerates the
number of elements in the union of some sets, but does not require the sets to be disjoint.
More precisely, consider a set of di¤erent objects, each object having at least one of the
characteristics numbered 1; :::; r (an object can have several characteristics simultaneously).
Let:
Ni = the number of objects having the characteristic i;
Nij = the number of objects simultaneously having the characteristics i and j;
Nijk = the number of objects simultaneously having the characteristics i; j and k;
...
N12:::r = the number of objects simultaneously having all r characteristics.
Then the total number of objects is
X
r X X
N= Ni Nij + Nijk ::: + ( 1)r+1 N12:::r :
i=1 1 i<j r 1 i<j<k r

Example. In a research institute, every researcher knows at least one foreign language.
Thus, 47 researchers know English, 35 German and 20 French; of them, 23 speak English
and German, 20 speak English and French, 11 speak German and French, and 5 people speak
all 3 languages. How many researchers are in the institute?
R: N = 47 + 35 + 20 (23 + 20 + 11) + 5 = 53:
Homework. The total number of employees of the institute, including the auxiliary sta¤, is
100. Find out how many members the auxiliary sta¤ has.

2.2 Multiplication principle or rule of product

In order to di¤erentiate between the situations in which the addition principle is applied
and those in which the multiplication principle is applied, we mention that the …rst applies

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to the choice of a single element, while the second refers to the successive choice of several
elements. We formulate the multiplication principle in two ways:

1. In the language of choosing the elements: let n1 be the number of type 1 elements,
n2 the number of type 2 elements,..., nk the number of type k elements. We select k
elements, one of each type. This can be done in n1 ::: nk di¤erent ways.

2. In the language of actions: suppose that an action can be decomposed into k suc-
cessive subactions, such that the subaction 1 can be performed in n1 di¤erent ways,
subaction 2 in n2 di¤erent ways, while subaction k can be performed in nk di¤erent
ways. Then the initial action can be done in n1 ::: nk di¤erent ways.

Examples. a) Playing cards: there are 4 types, each type having 13 values; so in total
there are 4 13 = 52 playing cards.
b) Dice: when rolling a die we have 6 possible cases; when rolling 2 dice we have 6 6 = 36
possible ways; when rolling 3 dice we have 6 6 6 = 63 possible ways; ... when rolling n
dice we have 6n possible cases.
c) Distribution of k distinct balls in n boxes: we decompose this action into k subactions,
one subaction consisting of choosing a box for a ball. Thus, the …rst ball can be placed in
any of the n boxes, hence in n possible ways; similarly, the second ball can also be placed
in n possible ways; ... the kth ball can be placed in n possible ways, so in total we have
n ::: n = nk ways of distributing the k balls into the n boxes.
Problem 1. (the problem of sending letters I ) A secretary has to send 3 di¤erent letters
on 6 di¤erent addresses. In how many ways can she do this if several letters can be sent to
each address?
R: the letters can be associated with the k balls above (k = 3), and the addresses with the
n boxes (n = 6), hence in total there are 63 di¤erent ways.

2.3 Permutations, arrangements, combinations

2.3.1 Ordered sets:
Def. An ordered set is a set of elements together with a well-determined order of its
elements.
Therefore, two ordered sets di¤er from each other if: either they have at least two di¤erent
elements, or the order of their elements di¤ers. E.g., f1; 2; 3g = 6 f1; 2; 4g and f1; 2; 3g =
6
f1; 3; 2g :

2.3.2 Permutations:
Def. Each of the ordered sets that can be formed from n distinct elements is called a
permutation. Their number is n!.
Problem 2. a) Homework: Write all the permutations that can be formed with the
elements fa; b; cg :
b) In how many ways 16 di¤erent books can be arranged on a shelf? R: 16!.

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c) How many distinct numbers can be formed with the digits f0; 1; 2; 3; 4; 5; 6; 7; 8; 9g such
that each number contains all these digits only one time?
R: From the number of all the ordered sets having as elements all the 10 digits we subtract
the ones starting with the digit 0: 10! 9! = 9! 9 = 3265920:

2.3.3 Arrangements:
Def. Consider a set with n elements; all the ordered subsets that can be formed with
k (0 k n) of the n elements are called k arrangements. Their number is

n!
Akn = n (n 1) ::: (n k + 1) = :
(n k)!

Problem 3. a) Homework: Consider the set fa; b; cg : Write all its 2 arrangements, i.e.
k = 2:
b) In how many ways can 4 students be arranged on 25 seats? R: A425 = 303600.
c) (the problem of sending letters II ) A secretary has to send 3 di¤erent letters on 6 di¤erent
addresses. In how many ways can she do this if at most one letter can be sent on each
address? Notice the di¤erence to the problem I. R: A36 = 120

2.3.4 Combinations:
Def. Consider a set with n elements; all the subsets that can be formed with k (0 k n)
of the n elements are called k combinations. Two such subsets di¤er in the nature of at
least one element, the order of the elements being irrelevant. Their number is

n n! Ak
= Cnk = = n:
k k! (n k)! k!

Problem 4. a) Homework: Consider the set fa; b; cg : Write all its 2 combinations, i.e.
k = 2: Notice the di¤erence from the arrangements.
b) We have 9 available people. In how many ways a commission composed of 5 members
can be formed (with them)? R: C95 = 126:
c) n chess players participated in a chess championship, each two players meeting only once.
How many chess games were played during the championship? R: Cn2 = n(n2 1) :
d) How many diagonals a convex polygon with n sides has?
R: The number of diagonals and sides of the polygon is Cn2 : By subtracting the n sides, we
obtain the number of diagonals: Cn2 n = n(n2 3) :

3 Random events problems

Problem 1. A target consists of 10 concentric circles of radii (rk )k=1;10 , such that r1 < r2 <
::: < r10 . The event Ak consists in hitting the circle of radius k. Explain the meaning of the
events:

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 S
10 T
10
a) A2 ; b) A1 [ A2 [ A3 ; c) Ak ; d) Ak ; e) A6 A5 ; f) A7 A1 :
k=1 k=1
Hint: draw the target.
Problem 2. A family has 2 children. Write down the set of all the possible cases for the
2 children taking into account the order of their birth.
R: Let B denote the fact that the child is a boy and F the fact that the child is a girl. Then

= fBB; BF; F B; F F g

Homework: How does look like if the family has 4 children? In this case, write the
following events with the help of sets:
A1 =the family has 3 boys and one girl (Homework);
A2 =two of the children are girls. R: since from the statement of A2 it follows that we can
have more than 2 girls (regardless of what the other two children are), we get

A2 = fF F BB; F BF B; F BBF; BF BF; BF F B; BBF F; F F F B; F F BF; F BF F; BF F F; F F F F g :

Problem 3. One person calls 3 di¤erent phone numbers. Let Ai denote the event “the
person receives answer to call number i”. Write the following events using this notation and
event operations:
a) A =the person receives answer to all 3 calls;
b) B =the person receives at least one answer;
c) C =the person receives no answer;
d) D =the person receives an answer to exactly one call;
e) E =the person receives answer to exactly two calls (Homework);
f) F =the person receives at most one answer.
R: A = A1 \ A2 \ A3 ; B = A1 [ A2 [ A3 ; C = A1 \ A2 \ A3

D = A 1 \ A 2 \ A3 [ A1 \ A2 \ A3 [ A1 \ A2 \ A3 ;

We rewrite F =the person receives an answer to exactly one call OR the person receives no
answer, hence F = C [ D:
Problem 4. At a quality control, n devices are checked. Let Ai denote the event “device
number i has ‡aws”. Write the following events using this notation and event operations:
a) A =no device has ‡aws;
b) B =at least one device has ‡aws;
c) C =exactly one device has ‡aws;
d) D =exactly two devices have ‡aws (Homework);
d) E =at most two devices have ‡aws.
R: A = A1 \ A2 \ ::: \ An ; B = A1 [ A2 [ ::: [ An ;
[
n
C = A1 \ A2 \ ::: \ Ai 1 \ Ai \ Ai+1 \ ::: \ An ;
i=1
E = A [ C [ D: