#!/usr/bin/env python # coding: utf-8 # # Lecture 1: Probability and Counting # # ## Stat 110, Prof. Joe Blitzstein, Harvard University # # # ---- # ## Definitions # # We start with some basic definitions: # # #### Definition: sample space # # > A __sample space__ is the set of all possible outcomes of an experiment. # # # # #### Definition: event # # > An __event__ is a subset of the sample space. # # # #### Definition: naïve definition of probability # > Under the __naïve definition of probability__, the probability of a given event $A$ occurring is expressed as # > # > \begin\{align\} # > P(A) &= \frac{ \text{# favorable outcomes}}{\text{# possible outcomes}} # > \end\{align\} # > # > assuming all outcomes are equally likely in a finite sample space. # # ---- # ## Counting # # With the __multiplication rule__, if we have an experiment with $n_1$ possible outcomes; and we have a 2nd experiment with $n_2$ possible outcomes; ..., and for the rth experiment there are $n_r$ possible outcomes; then overall there are $n_1 n_2 ... n_r$ possible outcomes (product). # # Let's say you are ordering ice cream. You can either get a cone or a cup, and the ice cream comes in three flavors. The order of choice here does not matter, and the total number of choices is $2 \times 3 = 3 \times 2 = 6$. This can be represented with a very simple [probability tree][1]. # # [1]: https://en.wikipedia.org/wiki/Tree_diagram_(probability_theory) # ![title](images/L0101.png) # The __binomial coefficient__ is defined as # # \begin{align} # \binom{n}{k} = # \begin{cases} # \frac{n!}{(n-k)!k!} & \quad \text{if } 0 \le k \le n \\ # 0 & \quad \text{if } k \gt n # \end{cases} # \end{align} # # This expresses the number of ways you could choose a subset of size $k$ from $n$ items, where order doesn't matter. # # ---- # ## Sampling # # Choose $k$ objects out of $n$ # # | | ordered | unordered | # |-----------|:---------:|:-----------:| # | __w/ replacement__ | $n^k$ | ??? | # | __w/o replacement__ | $n(n-1)(n-2) \ldots (n-k+1)$ | $\binom{n}{k}$ | # # # * __ordered, w/ replacement__: there are $n$ choices for each $k$, so this follows from the multiplication rule. # * __ordered, w/out replacement__: there are $n$ choices for the 1st position; $n-1$ for the 2nd; $n-2$ for the 3rd; and $n-k+1$ for the $k$th. # * __unordered, w/ replacement__: ??? # * __unordered, w/out replacement__: the binomial coefficient; think of choosing a hand from a deck of cards. # # Out of the 4 ways of choosing $k$ objects out of $n$, the case of __unordered, with replacement__ is perhaps not as clear-cut and easy to grasp as the other three. Move on to Lecture 2. # # ----- # View [Lecture 1: Probability and Counting | Statistics 110](http://bit.ly/2vSEEeI) on YouTube.