Instructor: Dr.

Megan Johnson
megan@math.binghamton.edu
Office: MW 11:30am - 12:30 (WH 209)

Jan 18, 2023 - syllabus and introduction

Tests will be in class, closed note and no calculators
Final Exam, emphasis on latter ⅔ and less on first ⅓
If class average about 75s, higher chance of a curve

What is probability?
● Measure of likelihood or measure in our belief that something happens
● Used when there is uncertainty
● We will develop a rigorous method for computing probability and we’ll
study how probability can be used to make decisions.

Set theory
● Def : A set is a collection of objects called elements
○ Denoted by { a,b,c } A = set , a = element
● Def: the universe of set, S, is the set of all elements
● Def: The empty set, denoted by ø, is the set containing no element
● Def: We say that a set A is contained, or is a subset of another set B if every
element of A is also an element of B
○ Denoted by A c B
● Lemma: ø is a subset of every set
● Def: We say sets A and B are equal or equivalent if (1) every element of A is an
element of B and every element of B is an element of A (2) they share exactly
the same elements
○ (1) Essentially they are subsets of each other

Set Operations
● Def: The union of two sets A and B denoted by A u B, is the set of all elements
in A or B or both A and B
● Def: the intersection of two sets A and B, denoted by A n B, is the set of all
elements in both A and B
● Lemma: (A n B) c (AuB)
○ Remark AnB = AuB if and only if A=B
● Def: we say two sets A and B are disjoint or mutually exclusive if AnB = ø. That
is, A and B share no elements in common
 ● Def: The complement of a set A, in the universal set S is the set of all
elements in S which are not in A.
○ Denied by A c,A|,Ā
● Lemma: (1) AuA c = S
■ (2) AnA C = ø
● Def: If A and B are two sets and A c B, then the set difference of A and B,
denoted by B\A or B-A, is the set of all elements in B which are not in A

Jan 20, 2023 - Set Theory Laws and Probability Definitions & Axioms
Set Theory Laws
● Theorem: (Associativity) Suppose A,B,C are all subsets of the universal set
then
○ Au(BuC) = (AuB) u C
○ A n (BnC) = (AnB) n C
● Theorem: (Commutativity) AuB = BuA & AnB = BnA
● Theorem: (Distributivity) A u (BnC) = (AuB) n (AuC) & An(BuC) = (AnB) u (AnC)
● Theorem: (Identity) A = AuA = AnA = Au ø
○ But Anø = ø and A\A = ø or A*A
● Theorem: A,B c S and A c B then AuB = Au(B\A) = B and AnB = A
● DeMorgan’s Laws: Let A and B be subsets of the universal set. Then
○ (AnB)c = Ac u Bc
○ (AuB)c = Ac n BC
■ Proof for DeMorgan’s Law #1
Probability Definitions
● Definitions:
○ An experiment is a process by which an observation is made
■ (i.e., a flip of a coin)
○ A sample space is the universal set of all outcomes of an
experiment
■ (i.e., heads and tails, {H,T})
○ A discrete sample space is a sample with finite or countably
infinite many outcomes
■ (i.e., { (H,H),(H,T),(T,H),(T,T) } or { H, (T,H), (T,T,H) , (T,T,T,H) …}
● First experiment is finite while the second is
countably infinite
■ Countable -> in bijection with the Natural Numbers or you
can sit there until the end of time and beyond and count
them
 ○ An event is a subset of the sample space
■ (i.e., heads on first flip { (H,T), (H,H)} in flipping two coins.
Tails appear more than twice in flipping until heads.)
Axioms of Probability
● Suppose that S is the sample space of an experiment. To every event E
in S we assign a number, P(E), called the probability of E, so that the
following axioms hold:
○ P(E) ≥ 0
○ P(S) = 1
■ 0 ≤ P(E) ≤ 1 and P(ø) = 0
○ If E1,E2,.... Are pairwise disjoint events in S, then P(E1uE2u…) =
infinity
∑i=1(Ei)
■ Also implies the finite case P(E1uE2u..uEn) = n∑i=1P(Ei)
Probabilities in Finite Sample Spaces
● Suppose S is a finite sample space where every outcome is equally
likely. Then for any event E in s, the probability ofE is
○ P(E) = |E|/|S| = the number of outcomes in E / the number of
outcomes in S
■ Ex. If we flip a fair coin once, E = {H} S = {H,T} , P(E) = ½
● If we flip a fair coin twice, E = {(H,H),(H,T)}
S = {(H,H),(H,T),(T,T),(T,H)} , P(E) = 2/4 = ½
■ Ex. A manufacturer has 5 seemingly identical computer
terminals for shipping. Unknown to the manufacturer, 2 of
the 5 are defective. A particular order calls for two terminals
and filled at random .
● List the elements of the sample space
● Let E be the event that the order is filled with
twogood terminals. List the elements of E.
● Find the probability the order if filled with only good
terminals

Jan 25, 2023 - Basic Probability Theorems

Theorem: For every event A, the probability of Ac is P(AC) = 1- P(A)
● Proof: Note that AUAc = S, thus P(AUAC) = P(S) = 1. Also A and AC are
disjoint and thus P(AuAc) = P(A) + P(AC)
○ P(A) + P(Ac) = 1 ⇔ P(AC) = 1 - P(A)
Theorem: Let A and B be events in the same sample space
● If A B, then P(B\A) = P(B AC) = P(B) - P(A)
 ○ Proof: Suppose B, then we can write B as
■ B = (B\A) A where B\A and A are disjoint
■ P(B) = P( (B\A) A) = P(B\A) + P(A)
■ ⇔ P(B\A) = P(B) - P(A)
○ Corollary: If A B, P(A) B, P(A) P(B)
Theorem: (Principle of Inclusion/Exclusion)
● Let A and B be two events in the same sample S.
○ Then P(A B) = P(A) + P(B) - P(A B)

●
● Proof: A B = A (B\(A B)) where A and B\(A B) are disjoint. Thus
○ P(A B) = P( A (B\(A B)) = P(A) + P(B\(A B) [A B B]
■ = P(A) + [P(B) - P(A B)]
■ = P(A) + P(B) - P(A B)
Example: Suppose that, in a community of 400 adults, 300 bike or swim or
both, 160 swim, and 120 swim and bike. What is the probability that an adult
selected at random bikes??
● Sol’n: Let M be the event the chosen person swims
○ Let B be the event the chosen person bikes

○ We want P(B). We are given P(B M) = |B M|/|S| = =¾

P(M) = |M|/|S| = , P(B M) = |B M| / |S| =

○ P(B M) = P(B) + P(M) - P(B M) ⇔ P(B) = P(B M) - P(M) +
P(B M)

○ =
■ ¾ = 1.6/4+ P(B) - 1.2/4
■ P(B) = 2.6/4 = 13/20 = 0.65 or 65%
Example: A number is chosen at random from the integers {1,..,1000}. What is
the probability the chosen number is divisible by 3 or 5 or both?
● Fact: the number of integers between 1 and N (N< ) that are divisible

by K is [ ] where [.] means round down to the next integer

● Sol’n: Let E be the event the chosen number is divisible by 3
○ Let F be the event the event the chosen number by 5
○ We want P(E F) = P(E) +P(F) - P(E F)
● P(E F) -> numbers divisible by 15

■ =

■ = = 0.467
Principle of Inclusion and Exclusion (3 sets)

(A B C) = P(A) + P(B) +P(C) - P(A B) - P(A C) - P(B C) + P(A B C)

For N sets {A1A2,...AN}

- P(A1 A2 … AN ) = P(Ai) - +

- … + (-1)N-1P(A1 A2 … AN ) [ ]
Example: Dr. Grossman, an internist, has 520 patients, of which
● 230 are hypertensive
● 185 are diabetic
● 35 are hypochondriacs and diabetic [10 unique]
● 25 are all three 150 are none
● 140 are only hypertensive
● 15 are hypertensive and a hypochondriac, but not diabetic
 ● If patients are seen in a random order, what is the probability
Dr. Grossman’s next patient is a hypochondriac neither
hypertensive or diabetic
○ 150 none so 370 are something
○ 25 are all three
○ 10 are hypo and dia
○ 15 are hype and hypo
○ 140 are hype
○ 150 are dia
○ 30 are hypo
● Let H = hypertensive
○ D = diabetic
○ C - hypochondriac
● We want P( C DC HC) = P(C) + P(DC) + P(HC) - P(C DC) - P(C HC)
- P( Dc HC) + P(C DC HC)

○
Jan 27, 2023 - Basic Probability Theorem / Counting
● Theorem: If A and B are events in the same sample space S, then
○ P(A) = P(A B) + P(A BC)
○ Proof:
■ A = A S = A (B BC) = (A B) (A BC) Where A B and A
BC are disjoint. So P(A) = P( (A B) (A BC) ) = P(A B) +
P(A BC)
Counting
● Theorem: (Counting Principle) If the set A contains n elements and the
set B contain m elements, there are exactly n m ways to choose, first
an element of A, then an element of element of B.
 ● General Counting Principle: Suppose sets A1,A2,...,Ak contains
n1,n2,...nk elements, resp. The number of ways to first choose an
element of A, then an element of A2,...,then ana element of Ak is
○ n 1 n 2 n3 … nk
Example: In tossing 4 fair six-sided dice, what is the probability of getting at
least one three
● S = { (i,j,k,l): 1 i,j,k,l 6}
● | S | = 64
● E = at least one three

○
C
● E = no threes

Example: So in our class of 20 students what is the prob. That at least two
students share the same birthday? Assume each of 365 days are equally
likely to someone’s birthday.
● |S| = 36520
● E = at least two share the same birthday
● EC = no shares birthday

● |EC| =

● P(EC) =
● P(E)= 1-P(EC) = 1 - 0.59 = 0.41
Lemma: A set with n elements has 2n subsets
Permutations:
● An ordered arrangement of r objects is called an r-element
permutation. The number of r-element permutations from a set of n
elements is

○ nPr = = n (n-1) (n-2) … (n-r+1) =

Theorem: The number of distinguishable permutations of n objects of k
different classes where there are n1 objects in class 1, n2 objects in class
2,..,nk objects in class k where n=n1+n2+...+nk

●
 ● This is the multinomial coefficient
Example: How many 10-letter codes can be made from 3a’s , 4 b’s. And 3c’s

●
Example: What is the probability of obtaining exactly 3 heads.
● |s| = 210 = 1024 , E = exactly 3 heads
● |E| = (107,3) = 10!/7!3! = 120
● P(E) = 120/1024 0.12

Jan 30, 2023 - Combinations

Combinations
● Def: An unorder arrangement of r objects from among n objects (r n)
is called an r-element combination and the amount is denoted by

○ r = = = = read “n choose r”
Example: In how many ways can two Math and three Biology books be
selected from a lot of eight Math books and six Biology books?

○ # fo ways to choose Math books = = 28

○ # of ways to choose Bio books = = 20

○ ANS: BY the counting principle there are (28)(20) ways to select 2
Math Books and 3 Bio books
■ [560]
Example: What is the probability of drawing a full house in 5-card poker

● |S| =
● F = probability of getting a full house

● |F| = 13 x
○ = (13)(4)(12)(6) = (156)(24) = [3744]

● P(F) =
● TEST ANS: leave everything in combination form
Example: A student prepares for an exam by studying a list of 10 problems.
Of those 10 problems, the student can solve 6. The professor chooses 5
questions at random from the list of 10. What is the probability the student
can solve all 5 selected problems?
● S = the set of all possible 5 questions tests

● |S| =
 ● E = the student can solve all 5 chosen questions.

● |E| =

● P(E) = = / =

Binomial Expansion Theorem

● (x+y)n = xi yn-i x,y, ,

Example: What is the coeff. Of x6y7 in the expansion of (x-y)13?

● Soln: (x-y)13 = xi(-y)13-i

○ (-1)7 x6y7
Example: What is the coeff. Of x6y7 in the expansion of (3x+y)13?

● (3x+y)13 =
Multinomial Expansion Theorem

If x1,x2,..., xk and n , then (x1+x2+...+nk)n =

x1 x2 …x3n3
n1 n2

Example: What is the coefficient of xyz in the expansion of (x+y+z)3

● Sol’n We want the coeff. If n1=n2=n3=1

○ = = 3! = 6
Conditional Probability
● Consider an experiment of rolling a fair six-sided die. How does how
does the probability of rolling a 3 change if we know the result is odd
●
No additional Info Additional Info

P=⅙ P=⅓
● Def: The conditional probability of the event A, given that the event B
has occurred, is

○ P(A|B) = is read as “probability of A given B”

Example: In a certain region of China, the probability that a person lives at
least 80 years is 0.75, and the probability that a person lives to at least 90
years is 0.63. What is the probability that a randomly selected 80 year old
from this region will survive
● Sol’n = A = a person live until at least 90 -> P(A) = 0.63
○ B = a person lives until at least 90 -> P(B) = 0.75

○ We want P(A | B) = =
Properties: Let A,B,C be events in the same sample spaces:
(1) P(ø | B ) = 0
(2) P( AC | B ) = 1 - P (A | B)
(3) If C A, then = P(A\C |B)
(a) = P(A | B) - P(C | B)
(4) If C A, then P(C | B) P(A | B)
(5) P(A C | B) = P(A|B) + P(C|B) - P(A C | B)
(6) P(A | B) = P(A C | B) + P(A CC | B)
Feb 1, 2023 - Conditional Probability
● Probability changes if we have additional info. The probability A
occurs, given that B occurs, is

○ P(A|B) =
Monty Hall Problem
● Without loss of generality the contestant chooses door 2
 ● Let A be the event the player wins by switching and let B be the
event the player initially chose door 2 and MOnty reveals door 3.
The prob. The player wins by switching given that they initially
chose door 2 and Monty reveals door 3 is

○ P(A|B) =
○ Where P(A B) = ⅓ and P(B) = ⅓ + ⅙ = ½

○ Thus P(A|B) =
Example: At a college all students are required to take calculus and physics.
Statistics show that 32% of students get A’s in calculus and 20% of students
get A’s in both calculus and physics. A student is selected at random and it’s
revealed that they have an A in calculus. What is the probability that they
have an A in physics as well?

P(A|B) =
Example: Suppose that 28 pens, of which 4 are red, are divided equally but
randomly between Theo, Katie, Alexa and David. If Alexa has exactly one
red pen, what is the prob. That David has the remaining three red pens?
● Sol’n: Reduce the sample space to 21 pens of which 3 are red.

○ = 0.026

■ = red pens

■ = non red pens

Independent Events
Suppose that the prob. of event A occurring is unaffected by the
occurrence of non-occurrence of event B. When this happens, we would be
inclined to say that events A and B are independent
Def: Two events A and B are said to be independent if P(A B) = P(A) P(B)
or equivalently P(A|B) = P(A)

Recall, P(A|B) =
If two events are not independent they are dependent
Example: Let A be the event of drawing an ace from an ordinary deck of
cards and let B the event of drawing a heart. Are A and B independent
 ● Sol’n: P(A) = 4/52 = 1/13, P(B) = 13/52 - ¼ P(A B) = 1/52, P(A) P(B) =
1/13 x ¼ = 1/52 = P(A B) They are independent!
Theorem: If A and B are independent events , the AC and BC are also
independent events.
● PF: WE know P(A B) = P(A) P(B). We want to show P(AC BC) = P(AC)
P(BC)
● To start: P(AC BC) = P( (A B)C )= 1- P(A B)
○ 1 - [P(A) + P(B) - P(A B)
○ 1 - [P(A) + [P(B) - P(A) x P(B)]]
○ 1- [P(A) + P(B)[1-P(A)]
○ [1-P(A)]-P(B)P(AC)
○ P(AC) - P(B)P(AC)
○ P(AC)[1-P(B)]
○ P(AC)P(BC)
Def: The events A,B, and C are called independent if
(1) P(A B) = P(A) x P(B)
(2) P(A C) = P(A) x P(C)
(3) P(B C) = P(B) x P(C)
(4) P(A B C) = P(A) x P(B) x P(C)

Multiplicative Law: P(A B) = P(A|B)P(B) or P(B|A)P(A)

Remark: P{(A B) C} =

Example: Suppose that 5 good fuses and two defective ones have been
mixed up in a box. To find the defective fuses we try each fuse at random
and without replacement. What is the prob. We’re lucky and get the two
defective fuses on the first two times
● Sol’n: D1 = event defective fuse on first try
○ D2 = event defective fuse on second try.
● We want P(D1 D2)
○ P(D1 D2) = P(D2|D1)P(D1)

■ = =
Example: We draw 2 cards from an ordinary deck one-by-one, at random
and without replacement. What is the probability the first card is a heart
and the second is black.
● Sol’n: H = 1st card is hearts, B = 2nd card is black.
○ We want P(H B) = P(B|H)P(H)
 ■
Law of Total Probability
● Def: For some positive integer K, let the sets B1,B2,...,BK, all subsets of
the universal set S, be such that
○
○ Bi Bj = ø for i ≠ j (i.e., pairwise disjoint) then the collection of
sets {B1,...,Bk} form a partition of th e universal set S.
● Q: What is the simplest partition of S? {A,AC}
Theorem: (Law of Total Probability) Assume that {B1,...,BK) forms a partition
of the sample space S and P(Bi) > 0 for all i. Then for any event A S,

● P(A) = P(A|B1)P(B1) + … + P(A|BK)P(BK) =

● Proof: A = A S=A = (A B1) (A B2) … (A BK) =

Note (A Bi) = ø for i ≠ j

P(A) P(
Corollary: P(A) = P(A|B)P(B) + P(A|BC)P(BC)

Example: Suppose that 80% of seniors, 70% of juniors, 50% of sophomores,

and 30% of freshmen at a college use the library on campus frequently. If
30% of the college are freshman, 25% are sophomores, 25% are juniors and
20% are seniors, what percent of all students use the library frequently?
● Sol’n: Let F = freshmen, O = sophomore, J=junior, N = senior then
{F,O,J,N} form a partition of the sample space. Let A = student uses the
library frequently. WE want P(a). By the Law of Total Probability.
○ P(A) = P(A|F)P(F) + P(A|O)P(O) + P(A|J)P(J) + P(A|N)P(N) =
(0.3)(0.3) + (0.5)( u0.25) + (0.7)(0.25) + (0.8)(0.20) = 0.55
○ So 55% of students use the library frequently
Example: A box contains 10 white and 12 red chips. Two chips are drawn at
random, and without looking at their colors, are discarded. What is the
probability the next chip drawn is red?
● Sol’n: For i = 1,2,3 let Ri be the event the ith drawn is red and for j = 1m2
let Wj be the event the jth chip drawn is white. Then { R1 W2 , R1 R2,
W1 R2, W1 W2 } forms a partition of S. We want P(R3).
 ● P(R3) = P(R3 | R1 W2 ) P(R1 W2) + P(R3 | R1 R2)P(R1 R2) + P(R3| W1
R2)P(W1 R2) + P(R3|W1 W2)P(W1 W2)
○ P(R1 W2) = P(W2 | R1 ) P(R1) = (10/21)(12/22) = 20/77
○ P(R1 R2) = P(R2 | R1)P(R1) = (11/21)(12/22) = 22/77
○ P(W1 R2) = P(R2|W1)P(W1) = (12/21)(10/22) = 20/77
○ P(W1 W2) = P(W2|W1)P(W1) = (9/21)(10/22) = 15/77
○ P(R3 | R1 W2 ) = 11/20
○ P(R3 | R1 R2) = 10/20
○ P(R3| W1 R2) = 11/20
○ P(R3|W1 W2) = 12/20
● P(R3) = (11/20)(20/77) + (10/20)(22/77) + ( 11/20)(20/77) + (12/20)(15/77) =
… = 12/22 = 6/11

Bayes’ Formula
Example: In a bolt factory, 30,50, and 20% of production comes from
machines I,II and III, respectively. IF 4,5 and 3% of the output of these
respective machines is defective, what is the probability that a randomly
selected bolt, which is found to be defective, was produced by machine III.
● Sol’n: Let A = event bolt is defective. Let B3 = event bolt made by
machine III. We want P(B3|A)

● P(B3|A) = =
● Let B1 , B2 = events the ith machine produced the bolt. The {B1, B2, B3}
forms a partition of S. Using Total Prob.
○ P(A) = P(A|B1)P(B) + P(A|B2)P(B2) + P(A|B3)P(B3)
■ = (0.04)(0.3) + (0.05)(0.5) + (0.03)(0.2) =

○ P(B3|A) =
● We can generalize this:
Bayes’ Formula: Let {B1B2,...BK} form a partition of S. If for all i, P(Bi) > 0, then
for any event A S with P(a) > 0, we have

● P(Bi | A) =

Corollary: P(B|A) =

Feb 6, 2023 - Bayes’ Formula

Bayes’ Formula: Let {B1B2,...BK} form a partition of S. If for all i, P(Bi) > 0, then
for any event A S with P(a) > 0, we have

● P(Bi | A) =

Corollary: P(B|A) =

Example: In a study conducted 3 years ago, 82% of people in a randomly

selected sample were found to have good credit ratings, while the remaining
18% had bad credit ratings. Current records of the people in the study
sample show that 30% of those with bad credit 3 years ago have since
improved to good credit ratings, while 15% of people with good credit 3
years ago now have bad credit. What percentage of people with good credit
now had bad credit 3 years ago.
● 3 years ago - 82% good credit 18% bad credit
● Now - 5.4% increased in good credit while 12.3 decreased to bad credit
○ Total decrease of 6.9% in good credit
○ Total 75.1% good credit
○ Total 24.9% bad credit
● Sol’n: G = good credit now
○ B = bad credit 3 years ago = 18%

○ We want P(B|G) =
○ BC = good credit 3 years ago = 82%
○ P( G | BC) = 85%
○ P( G | B) = 30%

○ P(B|G) =
Example: A box contains 7 reds and 13 blue chips. Two chips are selected at
random and discarded without noting their color. If a third chip is drawn
and is red, what is the probability that both of the discarded chips were
blue.
*Use Bayes Formula when we know the current event and there is a
sequences of events and we are looking backwards*
● Sol’n: let R = 3rd chip is R,
○ { RR = 2 red chips discarded, BR = 1 red,1 blue , BB = 2 blue }
partition
 ○ We want P(BB|R) using Bayes’

○ P(BB|R) =

○ P(BB) =

○ P(RR) =

○ P(BR) =

○ P(R|BB) =

○ P(R|BR) =

○ P(R|RR) =

○ P(BB|R) =
Random Variables
Def: A random variable X is a real-valued function for which the domain is
the sample space of an experiment

Example: In flipping two coins, X = number of Hs.

● S = {(H,H), (H,T),(T,H),(T,T)} (discrete r.v.s)
○ 2 1 1 0
○ The sum of two dice when thrown = X (discrete r.v.s)
■ X can be {2,3…,11,12}
○ X = number of wins in a team’s season (discrete r.v.s)
○ Out of 100 patients, X = number with severe symptoms,
○ X = 0 if gene mutation not inherited, x = 1 if it is (discrete r.v.s)
○ The time between successive earthquakes (continuous r.v.s)
○ The wait time in line at Starbucks (continuous r.v.s)
■ Discrete r.v.s X takes on countably many values
■ Continuous r.v.s X takes on uncountably many values
● Ex. Countably infinite: X = number of babies born this year
○ Remark: Random variables don’t need to be 1-1 from S to
■ I.e multiple outcomes in S can be mapped to the same
value in
 ■ One-to-one: for each value y in there is at most one
value in S mapped to y

Example: Flip 2 fair coins, let X = number of Heads. Then X takes on the
values 0,1,2.
● Sol’n : P(X=0) = P({T,T}) = ¼
○ P(X= 2) = P({H,H}) = ¼
○ P(X = 1) = P({H,T}{T,H}) = ½
Example: Suppose that three cards are drawn from an ordinary deck of 52
cards, one-by-one, at random and with replacement. Let X be the number of
spades drawn. If an outcome for spades is denoted by s and all other
outcomes are denoted by t, then X is a real-valued function on
● S = {(S,S,S),(S,S,T),(S,T,T)(S,T,S)(T,S,S)(T,S,T),(T,T,S)(T,T,T)}
○ Assign values of X to each element in S and computer their
respective probabilities

○ Sol’n : P(X=0) = P({T,T,T}) =

○ P(X=1) = P({S,T,T},{T,S,T},{T,T,S}) =

○ P(X=2) = P({S,S,T},{S,T,S},{T,S,S}) =

○ P(X=3) = P({S,S,S}) =
Feb 8, 2023 - Random Variables
Def: A random variable X is a real-valued function for which the domain is
the sample space of an experiment

Example:
● X = sum of two dice rolled (discrete random variable)
● X = number of red MnMs in a pack (discrete random variable)
● X is a number chosen at random from the interval (0,1) (continuous
random variable)
○ Continuous random variable = uncountable sample space
○ Discrete random variable = countable sample space

Example: In the United States, the number of twin births is approximately 1

in 90. Let X be the number of births in a certain hospital in the United States
until (and including) the first set of twins are born
 ● This is an example where X is a discrete random variable as it’s a
countably infinite

● If t denotes a twin birth and s denotes any other kind of birth, the
sample space can be written as
○ = {t, st, sst, ssst, … }
■ Classified as a “Geometric Random Variable”
● What is the probability X = n?
● Sol’n: P(X=n) = (The probability n-1 non-twin births) x (the
probability of a twin birth)

○
Cumulative Distribution Function
Def: If X is a random variable, the the function F defined on by F(t) = P
is called the cumulative probability distribution function (cdf) of
just the distribution function of X

Properties
1. F is non-decreasing function; that is, f is t<u then F(t) ≤ F(u)

2.

3.
4. F is right continuous; that is, for every t , F(tt) = F(t) or

a. i.e (continuous from right to left)

b. (continuous from left to right)

 c. (neither right/left continuous)

d. (generally continuous)

Probabilities with CDFs

1. For P(x > a) note that {x>a} = {x≤a}C so P(x>a) = 1 - P(x≤a) = 1-F(a)
2. For P(a<X≤b) note that {a<x≤b} = {x≤b} - {x≤a} with {x≤a} {x≤b}
a. So P(a<x≤b) = P(x≤b) - P(x≤a)
i. = F(b) - F(a)
3. For P(X<a) note that {x<a} = {x≤a} - {x=a}(P(x=a))

a. so P(X<a) = F(a) - F(a) =

i. = = F(a-)
1. Explanation relies on higher level math
4. For P(x≥a) note that {x≥a} = {x<a}C so P(x≥a) = 1 - P(x<a) = 1 - F(a-)
5. For P(x=a) note that {x=a} = {x≤a} - x<a}
a. So P(x]a) = P(x≤a) - P(x<a) = F(a) - F(a-) = 0
(Note: if X is continuous, F is continuous => F(A) = F(a-) => P(x=a) = 0!)

Formulas
1. P(x≤a) = F(a)
2. P(x>a) = 1 - F(a)
3. P(x<a) = F(a-)
4. P(x≥a) - 1- F(a-)
5. P(x=a) = F(a) - F(a-)
6. P(a<x≤b) = F(b) - F(a)
7. P(a<x<b) = F(b-) - F(a)
8. P(a≤x≤b) = F(b) - F(a-)
 9. P(a≤x<b) = F(b-)-F(a-)

Example: consider a random variable x with the following distribution

function:
● F(t) =
○ 0|t<0

○ |0≤t≤1

○ |1≤t<2

○ |2≤t<3
○ 1|t≥3
● Graph F(t)
● Prove it’s a CDF
● Compute P(x < 2), P( x = 2), P(x > 3/2)

✅
(size of jump = probability of x = 1,2,3)
(1) F is nondecreasing

(2) ✅
✅
✅
(3)
(4) F is right continuous

P(x<2) = F(2-) =

P(x=2) = F(2) - F(2-) =