Probability and Random Processes

ECS 315

Dr. Prapun Suksompong

prapun@siit.tu.ac.th

Lecture 3
Office Hours:
BKD 3601-7
Tuesday 14:00-16:00
Friday 14:00-16:00

ETU
1

Thursday 16:15-17:00

Announcement

prapun.com/ecs315

Course Web Site:

http://www2.siit.tu.ac.th/prapun/ecs315/
or prapun.com/ecs315
Reading Assignment:
Probability Puzzles [Gardner, 1986]

Free textbook:

Introduction to Probability by Grinstead and Snell

http://www.dartmouth.edu/~chance/teaching_aids/books
_articles/probability_book/book.html
HW1 is posted. Due next Tuesday (June 29).
Probability (learning) is not a spectator sport. [Durrett, 2010]
2

Rick Durrett

Need More Examples or Practice?

Textbook in the library: Schaums

outline of theory and problems of

probability, random variables, and
random processes / Hwei P. Hsu. Call
No. QA273.25 H78 1997
Free pdf textbook:
Introduction to Probability by
Grinstead and Snell
http://www.dartmouth.edu/~chance
/teaching_aids/books_articles/proba
bility_book/book.html
3

Probability and Random Processes

ECS 315

Dr. Prapun Suksompong

prapun@siit.tu.ac.th

Set Theory
Office Hours:
BKD 3601-7
Tuesday 14:00-16:00
Friday 14:00-16:00

ETU
4

Thursday 16:15-17:00

Recap + More Motivation

The subject of probability can be traced back to the 17th

century when it arose out of the study of gambling

games.

The range of applications extends beyond games into business

decisions, insurance, law, medical tests, and the social

sciences.
The stock market, the largest casino in the world, cannot
do without it.
The telephone network, call centers, and airline
companies with their randomly fluctuating loads could not
have been economically designed without probability theory.
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Recap + More Definitions

Experiment: an activity or procedure or observation that

produces distinct, well-defined possibilities called outcomes.

The set of all outcomes in is called the sample space and is
usually denoted by .
Viewed probabilistically, a subset of is an event and an element
of is a sample point.
Intuitively, an event is a statement about the outcome of an
experiment.
The goal of probability theory is to compute the probability of
various events of interest.
Hence, we are talking about a set function which is defined on
some class of subsets of .

Basic Terminology

Partition

Basic Terminology (2)

Probability and Random Processes

ECS 315

Dr. Prapun Suksompong

prapun@siit.tu.ac.th

Combinatorics
Office Hours:
BKD 3601-7
Tuesday 14:00-16:00
Friday 14:00-16:00

ETU
10

Thursday 16:15-17:00

Rules of Product
If one task has n possible outcomes and a second task has m

possible outcomes, then the joint occurrence of the two tasks

has (n)(m) possible outcomes.

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Rules Of Sum, Product, And Quotient

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Basic Counting Problems

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Ex: Ordered sampling with replacement

Let A, B, and C be finite sets. How many triples are there of

the form (a,b,c), where a A, b B, and c C?

From a deck of n cards, we draw r cards with

replacement; i.e., we draw each card, make a note of it,

put the card back in the deck and re-shuffle the deck before
choosing the next card. How many different sequences of r
cards can be drawn in this way?
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