ENGR 3341: Probability Theory and Statistics Notes

ENGR 3341: Probability Theory and
Statistics Notes
Arjun K. Singh
Last Edited: September 5, 2018
1 Notes from 8/21/2018

Data are everywhere, and pertain to a wide variety of topics.
Descriptive statistics can apply to a Sample, a subset of a Population,
and inferential statistics can sometimes be used to predict qualities of the
population from the sample statistics gathered.
Central Tendency–Describes the center which data tends to gather around.
Examples: Mean, Median, Mode, Trimmed Mean
Measures of Variability measure how much the data varies around that
central point. They include range, variance, and standard deviation.

Probability theory bridges the gap to inferential statistics which are used to
draw conclusions about data.
2.1 Application of Probability in a Communication Sys-

tem
Communication systems will transfer bits, often affected by noise, which will
result in different bits transmitted compared to bits received. Noise is a
random phenomena so we use probability theory to predict how often it will
occur.
1
Property of Arjun K. Singh [email protected]
2.2 Definititions
Random experiment—the process of observing something uncertain.
Outcome—result of a random experiment.
Sample Space—set of all possible outcomes, also known as the Universal
Set. Represented by symbol S.
Event—a subset of the sample space.
Sample Spaces in given experiments:
A. The set of outcomes when a coin is tossed until a tail or 3 heads appear
S = {T, HT, HHT, HHH} (1)
2.3 Set Theory

An event is a subset fo a sample space.
The complement of an event A with respect to S is the subset of all
elements of S that are not in A. The complement of A is represented either
by A0 or Ac .
The intersection of two events A and B, denoted by A ∩ B, is the event
containing all elements that are common to A and B.
Two events A and B are mutually exclusive, or disjoint, if A ∩ B = ∅,
that is, if A and B have no elements in common.
The union of the two events A and B, denoted by A ∪ B, is the event
containing all the elements that belong to A or B or both.
Multiplication Rule—If an operation can be performed in n1 ways, and if
for each of these ways a second operation can be prformed in n2 ways, then
the two operations can be performed together in n1 n2 ways.

3.1 Example 2.15, Application of Multiplication Rule
There are ten students in a probability class. Each earns a grade s ∈ Ssub =
{A, B, C, F }. xi is the grade of the ith student. For example,
x1 x2 . . . x1 0 = CBBACF BACF
2
”What is the size of the sample space containing all of the possible out-
comes?”
= 410
3.2 Permutations: Ordered Sampling without Replace-

ment
How many four letter ”words” can I make from the alphabet (A-Z) if repeated
letters are not allowed (i.e. ”look” is not an acceptable word)?
26 · 25 · 24 · 23 = 358800
A permutation is an arrangement of all or part of a set of objects.
A = {1, 2, 3}
How many 3-element samples can I make without duplication? (r=3)
Number of permutations of n objects is n!. For an y non negative integer,

n, n! is n(n − 1)(n − 2) . . . (2)(1).
A = {1, 2, 3, 4}
How many 2-element samples can I make without duplications? (r=2)
A = {1, 2, 3, . . . , n} r element samples
n(n − 1)(n − 2) · . . . (n − r + 1)
number of r permutations of n elements:
n Pr = n(n−1)(n−2) . . . (n−r+1)n! = n(n−1)(n−2) . . . (2)(1)(n−r)! = (n−r)(n−r−1)(n−r−2)...(2
3.2.1 Solve-it
A president and treasurer are to be chosen from a student club consisting of
50 people. The same people cannot hold both offices. How many different
choices of officers are possible if:
a) There are no additional restrictions
b) Student A will only serve if he is president
c) Students B and C will serve together or not at all
d) Students D and E will not serve together
Hint: Break down into separate cases and sum the # of outcomes, if
necessary.
3
3.2.2 Board Problem

How many even four-digit numbers can be formed with the digits 0, 1, 2, 5,
6, and 9 if each digit can only be used once?
Case 1: 0 is last digit — 1 ∗ 5 ∗ 4 ∗ 3 = 60
Case 2: 0 is not last digit (either 2nd or 3rd digit)
How many choices for each digit? 4432
2 ∗ 4 ∗ 4 ∗ 3 = 156
3.3 Combinations: Unordered Sampling without Re-

placement
Unlike permutations, ordering does not matter. So {a, b} = {b, a} (2 permu-
tations, 1 combination) We want to make r draws from a set of n-elements
in which ordering does not matter and repetition is not allowed. This
means that we have to choose an r-element subset of A, and is also called
r-combination
of the set A. The number of r-element subsets of A is given
n
by , called n choose r.
r

4.1 Probability of an Event
We assign a probability measure P(A) to an event A. This is a value set
between 0 and 1 that shows how likely the event is and is such that if P(A)
is close to zero, the chance of the event happening is unlikely, and if close to
1, it is likely. Probability theory is based on the axioms of probability.
4.1.1 Axioms of Probability

The probability of an event A is the sum of the weights of all sample points
in A. Therefore,
0 ≤ P (A) ≤ 1, P (∅) = 0, and P (S) = 1
The probability of an event is between 0 and 1, the empty set has no prob-
ability of happening, and the probability of the full sample set is always
1.
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Furthermore, if A1 , A2 , A3 , . . . is a sequence of mutually exclusive events,
P (A1 ∪ A2 ∪ A3 ∪ . . .) = P (A1 ) + P (A2 ) + P (A3 ) + . . . .

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ENGR 3341: Probability Theory and

1 Notes from 8/21/2018

2 Notes from 8/23/2018

2.1 Application of Probability in a Communication Sys-

S = {T, HT, HHT, HHH} (1)

2.3 Set Theory

3 Notes from 8/28/2018

3.2 Permutations: Ordered Sampling without Replace-

Number of permutations of n objects is n!. For an y non negative integer,

n Pr = n(n−1)(n−2) . . . (n−r+1)n! = n(n−1)(n−2) . . . (2)(1)(n−r)! = (n−r)(n−r−1)(n−r−2)...(2

3.2.2 Board Problem

3.3 Combinations: Unordered Sampling without Re-

4 Notes from 8/30/2018

4.1.1 Axioms of Probability

Furthermore, if A1 , A2 , A3 , . . . is a sequence of mutually exclusive events,

P (A1 ∪ A2 ∪ A3 ∪ . . .) = P (A1 ) + P (A2 ) + P (A3 ) + . . . .

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