OmegaLearn.org Chapter 3.

Counting and Probability

Theorem 3.4.6 (Linearity of Expectation)

For independent or dependent events,

E(x1 + x2 + · · · + xn ) = Ex1 + Ex2 + · · · + Exn

Basically, what this means is that the total expected value of n events is just the sum
of the expected values of each individual event.

Remark 3.4.7
This theorem is powerful as it as it allows us to find the expected value of the individual
events rather than of the whole thing at once.

3.4.1 Geometric Probability

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Geometric Probability

Definition 3.4.8. Geometric probability is a way to calculate probability by measuring the

number of outcomes geometrically, in terms of length, area, or volume. The key to solving
geometric probability is

1. Try a few examples for the different cases, make sure to always mark the extreme cases

2. Try to figure out the region the shape maps out

3. Use geometry to find the area of this region

Remark 3.4.9
Geometric probability can be useful when the number of possible outcomes is infinite.

3.4.2 Principle of Inclusion Exclusion (PIE)

Definition 3.4.10. The principle of inclusion and exclusion (PIE) is a counting technique
that computes the number of elements that satisfy at least one of several properties while
guaranteeing that elements satisfying more than one property are not counted twice.

Definition 3.4.11 (Union Symbol). |A ∪ B| is the union of elements in both A and B

(duplicates are only written once)
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