Probability and Statistics

Probability and statistics
Preliminary Remarks
Good morning everyone, welcome to my class.It’s my pleasure and
honor to meet you here, so, first I’d like introduce myself briefly
to you. My name is liyan, my major is ……We are going to spend
48 hours together, it spans about 3 months.I wish we could have a
nice cooperation and become friends. I hope we can also help
each other and learn from each other in the future days.
You know English is not my mother language,I wonder if you can
do me favor that if you have any questions to ask me in or after
class,please speak a little slowly, or you can write them down on
a paper.
if you work hard at your subjects in the future and be

strict with yourselves, I am sure you can get a good
harvest with satisfactory marks
Nanjing University of Aeronautics and Astronautics

made by liyan
48 hours: Week 7------18
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：
1. Attendance is required
2. Listen to me and take note carefully in the class
3. Try to preview and review your lessons to the best of your quality
4. Do your assignments by yourself
5. Clear your doubts in time

CONTENTS
Chapter – 1 Probability(10)
Chapter – 2 Discrete Random Variables and
Probability Distributions(8)
Chapter – 3 Continuous Random Variables and
Probability Distributions(8)
Chapter – 4 Joint Probability Distributions (8)
Chapter – 5 The Expectation and Variance of a random
variable
Chapter – 6 Statistics and Their Distribution (6)
Chapter – 7 Estimations of parameters of Distribution(8)
0 Experiment and observation
A Short History of Probability
"A gambler's dispute in 1654 led to the creation of a

mathematical theory of probability by two famous French
mathematicians, Blaise Pascal and Pierre de Fermat.
Antoine Gombaud, Chevalier de Méré, a French nobleman
with an interest in gaming and gambling questions, called
Pascal's attention to an apparent contradiction concerning
a popular dice game.
The game consisted in throwing a pair of dice 24

times; the problem was to decide whether or not to
bet even money on the occurrence of at least one
"double six" during the 24 throws. A seemingly well-
established gambling rule led de Méré to believe that
betting on a double six in 24 throws would be
profitable, but his own calculations indicated just the
opposite.
This problem and others posed by de Méré led to

an exchange of letters between Pascal and Fermat
in which the fundamental principles of probability
theory were formulated for the first time. Although
a few special problems on games of chance had
been solved by some Italian mathematicians in the
15th and 16th centuries, no general theory was
developed before this famous correspondence.
Therefore, the birth of probability is

taken as starting from the work of
Pascal and Fematt.
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The Dutch scientist Christian Huygens, a teacher of

Leibniz, learned of this correspondence and shortly
thereafter (in 1657) published the first book on probability;
entitled De Ratiociniis in Ludo Aleae, it was a treatise on
problems associated with gambling. Because of the
inherent appeal of games of chance, probability theory
soon became popular, and the subject developed rapidly
during the 18th century. The major contributors during
this period were Jakob Bernoulli (1654-1705) and
Abraham de Moivre (1667-1754).
In 1812 Pierre de Laplace (1749-1827) introduced a host of

new ideas and mathematical techniques in his book,
Théorie Analytique des Probabilités. Before Laplace,
probability theory was solely concerned with developing a
mathematical analysis of games of chance. Laplace applied
probabilistic ideas to many scientific and practical
problems. The theory of errors, actuarial mathematics,
and statistical mechanics are examples of some of the
important applications of probability theory developed in
the l9th century.
Like so many other branches of mathematics, the

development of probability theory has been stimulated by
the variety of its applications. Conversely, each advance in
the theory has enlarged the scope of its influence.
Mathematical statistics is one important branch of applied
probability; other applications occur in such widely
different fields as genetics, psychology, economics, and
engineering. Many workers have contributed to the theory
since Laplace's time; among the most important are
Chebyshev, Markov, von Mises, and Kolmogorov
One of the difficulties in developing a mathematical theory

of probability has been to arrive at a definition of
probability that is precise enough for use in mathematics,
yet comprehensive enough to be applicable to a wide range
of phenomena. The search for a widely acceptable
definition took nearly three centuries and was marked by
much controversy. The matter was finally resolved in the
20th century by treating probability theory on an
axiomatic basis.
In 1933 a monograph by a Russian mathematician A.

Kolmogorov outlined an axiomatic approach that forms
the basis for the modern theory.
(Kolmogorov's monograph is available in English
Translation as Foundations of Probability Theory,
Chelsea, New York, 1950.)
Since then the ideas have been refined somewhat and
probability theory is now part of a more general
discipline known as measure theory."
Certain
phenomena
1.We may record the number of

People waiting for a bus at a bus
Station at a randomly selected
time.
0,1,2,3,……
2.Record the results of tossing a coin
once.
H, T
random
phenomena
3.It will be sunny ,cloudy

or rainy tomorrow.
We shall refer to any recording of

information ,whether it be
numerical or categorical as an observation
An experiment is any action or process that

generate observations.
1. Sample space and events

1.sample space
Definition: The sample space of an experiment ,denoted
by S, is the set of all outcomes of the experiment.
Examples:
1.Consider the experiment of tossing a die once.
(1).If we are interested in the number that shows on the
top face,the sample space would be:
S={1, 2, 3, 4, 5, 6}
(2).If we are concerned about the number is even or odd,
the sample space would be:
S={even,odd}
2.Consider the life expectancy of a

electronic light.
3.The points (x,y) on the boundary or interior of a circle

of radius 2 with center at the origin.
(x,y)
Notes！
(1) Each outcome in a sample space is called sample point.
(2) If the sample space has a finite number of elements,
we may list the number separated by comma and
enclosed in braces.
(3)Sample space with a large number or infinite number
is best described by a statement or a rule for convenient
Ⅱ. Events
Definition: An event is any collection of outcomes
contained in Sample space ,denoted by A,B,C…….
Simple event: If an event consists of exactly one outcome
Compound event: If an event consists of more than
one outcomes
Impossible event : If an event may be a subset that
includes the entire Sample spaces, or a subset of S,
called the null set, denoted by the Symbolφ
Sure event : the Sample spaces is a subset of its own,
and will occur in each experiment
Note:
When an experiment is performed, a particular event

A is said to occur if the resulting experimental outcome
is contained.
A
Example 1: Consider the experiment of tossing a coin 3

times.List all outcomes in S and event A,B,C,respectively
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Event A: exactly one of the 3 tossing is Head
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Event B: the outcomes that the 1st tossing is Head
Ｂ＝｛ＨＨＨ，ＨＨＴ，ＨＴＨ，ＨＴＴ｝
Event C: Head has occurred at least once
Ｃ＝｛ＨＨＨ，ＨＨＴ，ＨＴＨ，ＴＨＨ，ＨＴＴ，ＴＨＴ，ＴＴＨ｝．
Example 2:Given the sample space S={t│t≥0},where

t is the life in years of a certain electronic component,
then the event A that the component fails before the
end of the fifth year is the subset A={t│0≤t<5}
Example 3: If B={x│x is an even factor of 7}= φ

Algebra of the events (Set Relations)

Definition 1:
Subset:Set A is a subset of B,If every outcomes
in A is an outcome in B, denoted by A?ŠB
If A ⊂ B and A ⊃ B, then A=B
A B
A?•B
2. The union of two events A and B, denoted by

A∪B ,is the event consisting of all outcomes that
are either in A or in B, or in both.
A
B
S
(2) A UB
3. The intersection of two events A and B,

denoted by A∩B or AB, is the event consisting of
all outcomes that are in both A and B.
A
( 3) A IB
B
S
4. The complement of an event A, denoted by A ,

is the set of all outcomes that are not in A.
Ｂ
Ａ
Ｓ
B = A
5.when A and B have no outcomes in common ,

they are said to be mutually exclusive
or disjoint events.
ＡＢ
(1)The simple
(2)For any event A
events and
are mutually
B-A are 注
exclusive.
mutually exclusive. 意
6.Set difference is the set of elements found in

set A but not found in set B, denoted by
A - B = AB = { x | x ∈ A and x ? B } .
ＡＢ
Ａ－Ｂ
７．
A B = B A；A B = B A.
A U( B UC ) = ( A UB ) UC ;
A I( B IC ) = ( A IB ) IC.
A U(B IC) = ( A UB ) I( A UC);
A I(B UC) = ( A IB ) U( A IC).
A UB = A IB;
A IB = A UB.
Exercise 1: consider a certain experiment and event

A,B,C. Express the following events.
1) Event A occurs but B and C don’t occur.
2) Both A and B occur but C doesn’t occur.
3) At least one of the three events will occur.
4) All of the events A,B,C will occur.
5) None of the events A, B, C will occur.
6) Exactly one of three events will occur.
7)At least two of the events A,B,C will occur.
2. Axioms Interpretation and
properties of Probability
I.Relative Frequency
1.Definition:
Consider the experiment that can be repeatedly performed
n times in an identical and independent fashion ,and let
A be the event consisting of a fixed set of outcomes of the
experiment ,on some of the replications the event A will
occur and on others A will not occur.Let n(A) denote the
number of replications on which A does occur.Then the
ratio n(A)/n is called the relative frequency of occurrence
of the event A in the sequences of n replications.,denoted
by fn(A)
序号 n=5 n = 50 n = 500 Probability and statistics
n( A ) f n ( A ) n( A ) f n ( A ) n( A ) f n ( A )
1 2 0 .4 22 0.44 251 0.502
2 3 0 .6 25 0.50 249 0.498
3 1 0 .2 21 0.42 256 0.512
4 5 1 .0 25 0.50 253 0.506
5 1 0 .2 24 0.48 251 0.502
6 2 0 .4 21 0.42 246 0.492
7 4 0 .8 18 0.36 244 0.488
8 2 0 .4 24 0.48 258 0.516
9 3 0 .6 27 0.54 262 0.524
10 3 0.6 31 0.62 247 0.494
experimenter n n(H) f(H)

De Morgon 2048 1061 0.5181
Buffon 4040 2048 0.5069
K.Pearson 12000 6019 0.5016
K. Pearson 24000 12012 0.5005

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(1) 0 ≤ f（
n A）≤ 1；（非负性）
( 2) f n ( S ) = 1; （规范性）
( 3 ) If A1， A2，
L , Ak are mutually exclusive , then
f n ( A1 UA2 UL UAk )
= f n ( A1 ) + f n ( A2 ) + L + f n ( Ak ).(有限可加性）
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Axiom (1) For any event A,P(A)≥0;
(2) P(S)=1;
(3) a: If A1,A2, …, Ak is a finite collection of mutually
exclusive events,then
P(A1 ∪ A2 ∪ … Ak)=P(A1)+P(A2) + … +P(Ak)
b: If A1,A2,…is an infinite collection of mutually
exclusive events,then
P(A1 ∪ A2 ∪ …)=P(A1)+P(A2)+…
Ⅱ. Properties of Probability
1. The probability of impossible event is zero. P(φ)=0
n
2. Probability is finitely additive: P( A1 UA2 UK UAn ) = ∑ P( Ai )
i =1
for any n=1,2,…,if events Ai are pairwise disjoint
3. For any events A and B ,

if A ⊂ B, P(B －A)=P(B)-P(A)
Generally, P(B-A)=P(B)-P(AB) monotonicity

P( A ) ≤ P( B )
The difference
Between the
events
4. For any event A , P( A ) = 1 − P( A )
5. For any events A and B ,

P(A ∪ B)=P(A)+P(B)-P(AB)
Additive
rule
Extension
P( A UB UC) = P ( A) + P ( B ) + P (C )
− P ( AB ) − P ( AC ) − P ( BC ) + P ( ABC ).
n
P( A 1 UA 2 UK UA n ) = ∑ P( A i ) − ∑ P( A i A j )
i =1 1 ≤ i ≤ j≤ n
+ ∑ P( A i A j A k ) + K
1 ≤ i ≤ j≥ k ≤ n
+ ( −1) n −1 P( A 1 A 2 K A n ).
Example2:1.John
Example What isis going to graduate
the probability of from anaengineer
getting total of 7
Department
Or 11 when a in a university
pair of dice areby the end of the semester.
tossed?
After being interviewed at two companies he likes,he
Assesses his probability by getting an offer from company
A is 0.8, and 0.6 from company B.If on the other hand ,he
Believes that the probability he will get from both
Companies is 0.5.What is the Probability that he will get
At least one offer from these two companies?
In many experiments consisting of N outcomes,it is
reasonable to assign equal probabilities to all N simple
events. That is ,if there are N possible outcomes ,then the
probability assigned to each is 1/N. Now consider an
event A, with N(A) denoting the number of outcomes
contained in A . Then:
N( A )
P( A ) =
N
Another Expression:
Laplace’s Classical Definition: The Probability of an

event A is defined a-priori without actual
experimentation as
Number of outcomes favorable to A
P( A) = ,
Total number of possible outcomes
provided all these outcomes are equally likely.
This definition was given by Laplace in 1812

Consider a box with n white and m red balls. In this

case, there are two elementary outcomes: white ball or
n
red ball. Probability of “selecting a white ball” n + m
= .
Example: A statistics class for engineer consists of

25 industrial, 10 mechanical, 10 electrical and 8 civil
engineering students. If a person is only selected by
the instructor to answer a question, find the
probability that the student chosen is:
(1) an industrial engineering major
(2) A civil engineering or an electrical
engineering major;
Solution: (1)The total number of the students in the

class is N=53, Let A be the set,
25
there is 25 sample points in it. P( A) =
53
(2) B={Students majoring in civil engineering},
C={Students majoring in electrical engineering},
18
P( B ∪ C ) =
53
Supplement: Counting techniques

Theorem1 If an operation can be performed in n1 ways,
and if for each of these a second operation can be
performed in n2 ways,then the two operations can be
performed in n1 n2 ways .
Multiplication
Rule
A C
B
n1 n2
n1 n2
A C
Example: 1. How many points are in the sample space

when a pair of dice is thrown once?
Theorem 2: Generalized multiplication rule
If an operation can be performed in n1 ways, and if
for each of these a second operation can be performed
in n2ways, and for each of the first two, a third
operation can be performed in n3 ways,and so forth,
then the sequence of k operations can be performed
in n1 n2 … nk ways.
Example 2: How many even four-digit numbers can be

formed from the digits 0,1,2,5,6 and 9 if each digit can
be used only once?
Permutation:
Definition: A permutation is an arrangement of all part of
a set of objects.
Or: Any ordered sequence of k objects taken from a set of
n distinct objects is called a permutation of size k of the
objects.
The number of permutation of size k that constructed

From the n objects is denoted by Pnk or Pn,k
Pnk = Pn ,k = n ⋅( n − 1) ⋅L( n − k + 1)
Theorem : n distinct numbers can be arranged in

n·(n-1)· ······2 ·1,we represent this product by symbol n！
(n factorial)
Note
0！=1
n!
P = Pn ,k
n
k
=
( n − k )!
Combination:
Definition: Given a set of n distinct objects, any unordered
subsetof size k is called combination. The number of
combinations of size k that can be formed from n distinct
object will be denoted by C nk or n 
k 
 
n  n!
Formula : C = 
k
nk 
 = k ! ( n − k )!
 
Note n  n 
C =
0
n 0 
 = 1, C =
n
n n 
= 1
   
Example 3: In a poker hand consisting of 52 cards,find

The probability of holding 2 Aces and 3 Jacks
without replacement?
Example 4: Let an urn contain M balls numbered 1,2,…M
We draw an ordered sample of size n with replacement.
What is the probability of the event in which there is no
repetition.
Example 5:Suppose that there are n students in a class.
Let us suppose that each student’s birthday is on one of
365 days and that all days are equally probable.
What is the probability that there are at least two students
in the class whose birthday coincide?
Consider an experiment of tossing a die once.

The sample space is S={1,2,3,4,5,6}.
B={2,4,6} A={2}
Then P(A)= ? P(B)=? P(A｜B)=?
1.Definition :The conditional Probability of A,given B,

P( AB)
denoted by P(A｜B), is defined by P( A B) =
P(B)
Note! P(B｜S)=P(B)
2.Properties
10 For any event A, 有 0 ≤ P(A | B) ≤ 1.
2 0 P(S | B) = 1.
3 0 If A 1 , A 2 , L are mutually exclusive , then ,
∞ ∞
P(
i =1
Ai | B) = ∑
i =1
P(A i | B) .
4 .P( S | B) = 0.
0
0
5 . If A 1 , A 2 , L , A n are mutually exclusive , then
n n
P(
i=1
A i | B) = ∑
i=1
P(A i | B) .
60. P(A′| B ) = 1 − P ( A | B ).
7 0
P(B UC | A) = P(B | A) + P(C | A) - P(BC| A).
Example 1: A news magazine publishes three columns

entitled“Art(A)” “Book(B)” “Cinema(C)”.
Reading habits of a randomly selected reader with
respect to these columns are:
A B C AB AC BC ABC
0.14 0.23 0.37 0.08 0.09 0.13 0.05
Then P ( A B ) = ? P(A B ∪ C ) = ?
P(A ∪ B C ) = ? P ( A read at least one ) = ?

2. Suppose that P ( A) = 0.9, P ( B ) = 0.8, P ( A B ) = 0.7,

Please compute P ( B A).
3.Consider the experiment of tossing a coin twice.
Suppose that we have got a “Head”,find the probability
that the other tossing results in “head”,too.
4.Consider a family with two children.We ask for the
probability that both children are boys, given that
(1) the older is a boy
(2) at least one of the children is a boy.
2.The Multiplication Rule for P(AB)

If P(A) > 0, by the definition of conditiona l
probabitli ty, we have P(AB) = P(A)P(B | A).
Extension
If P(AB)>0, then P(ABC)=P(A)P(B|A)P(C|AB).
Generally, for any eventsA1, A2, …,An,(n≥2),
If P(A1A2 ...An-1)>0, then,we have:
P(A1A2…An)=P(A1)P(A2|A1)…P(An-1|A1A2…An-2)
P(An|A1A2…An-1).
Example 2:Suppose that there are r red balls and

t white balls in a box. A ball is drawn from the
box and the color is recorded, then the drawn ball
is replaced and m balls of the same color are put
into the box. What is the probability that the first
and second drawn ball are red and the third and
fourth drawn ball are white?
Example: Three cards are drawn in succession, without

replacement from an ordinary deck of playing cards.
Find the probability that the event A1 A2 A3, where A1
is the event that the first card is a red Ace, A2 is the
event that the second card is a 10 or Jack , and A3 is
the event that the third card is greater than 3 but less
than 7.
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3.The law of total probability

Definition :The decomposition of the sample space.
Suppose some events A1 … , A k ,if they satisfy:
10 Ai ∩ A j = , i ≠ j , i , j = 1,L k
k
2 0
UA
i =1
i =S
Then , events A1 … , A k are a decomposition of the
sample space S.
A2 A3
A1 S ...
Ak
Theorem:The Law of total Probability
If the events A1 … , A k constitute a partition of S ,

such that P(Ai)>0,for i=1,2,…k, then for any event
B of S, we have:
k
P(B) = ∑i =1
P ( Ai ) P ( B Ai )
Example 1
1 2 3
If a ball is drawn from one of the three boxes ,what’s
the probability that the ball is red?
Example 2: An urn contains M balls, m of which are

“lucky”.We ask for the probability that the second
ball drawn is “lucky”?
Example 2: In a certain assembly plant A1, A2 and A3,

make 30%, 45% and 25% respectively of the product.
It is known from past experience that 2%, 3% and 2%
of the products made by each machine, respectively, are
defective. Now suppose that a finished product is
randomly selected. What is the probability that it is
defective?
With reference to the above example, if a product were
chosen randomly, and found to be defective, what is the
probability that it was made by machine A3?
hypothesis
Bayes’ Theorem :
If the events A1, …, An constitute a partition of sample
spaces, where P(Ai) >0, for i=1,…,n. Then ,for any
event B in S, such that P(B)>0
Prior
probability
P(A j )P(B | A j )
P(A j | B) = n , j = 1, 2, ..., n.
∑ P(A i )P(B | A i )
i =1
Posterior
probability
Let an urn contain two coins: A1,a fair coin with

probability ½ of falling H;and A2 , a biased coin with
probability 1/3 of falling H. A coin is drawn and tossed
at random and tossed.(1) We ask for the probability
that it falls head. (2)Suppose that it falls head,what is
the probability that the fair coin was selected?
５．Independence
Definition : A and B are independent if and only if
P(AB)=P(A)P(B).
Notice that the above definition is a probabilistic statement,

not a set theoretic notion such as mutually exclusiveness.
Note
According to the definition, we have:
(1) If A and B are independent, then vice versa.
(2) If A and B are independent, so are the following
pairs of events A’ and B, A and B’, A’ and B’.
(3) If P(A)>0, P(B) > 0 and the two events are
mutually exclusive, they cannot be independent.
(4) If P(A)=0, then A and an arbitrary event B are
independent.
Proposition: Two events A and B are independent if

P(A|B)=P(A) and are dependent otherwise.
The definition implies that A has occurred has no effect

on the probability of B. In other word,B is independent of
A”
To paraphrase the proposition, A and B are

independent events if the probability that they both
occur AB is the product of the two individual
probabilities. The verification is as followings:
P(AB)=P(A)P(B|A)=P(A)P(B).
Note: Because of the equivalence of independence

with equation, the latter can be used as a definition of
independence.
Example1: It is known that 30% of a certain

company’s washing machines require service while
under warranty, whereas only 10% of its dryers
need such service. If someone purchases both a
washer and a dryer made by this company, what is
the probability that both machines need warranty
service?
Definition: For events A1, A2 and A3,

P ( A1 A2 ) = P ( A1 ) P ( A2 ) (1)

P ( A1 A3 ) = P ( A1 ) P ( A3 ) (2)

P ( A2 A3 ) = P ( A2 ) P ( A3 ) (3)

P ( A1 A2 A3 ) = P ( A1 ) P ( A2 ) P ( A3 ) (4)
If the top three equations are true, we say that

events A1, A2 and A3 are pairwise independent;
If all the top three equations are true, we say that
events A1, A2 and A3 are mutually independent.
Example 2: A coin is biased so that a head is twice as likely

to occur as a tail .If a coin is tossed 3 times, what is the
probability of getting 2 tails and 1 head?
Example: A system consists of four components. The

components work or fail independently of one another.
Each works with the probability 0.9. What is the
probability that the entire system will work?
二、课堂练习:
1.If AB is a subset of C, prove that
P(C)≥P(A)+P(B)-1
2. Let 0 < P(A) < 1, P(B) > 0, P(B | A) = P(B | A),
then prove that event A and B are dependent.
3.Let P(A)=a, P(B)=b, a>0, b>0, a+b≤1.

Find the probabilities of the following events when
(i) A and B are mutually exclusive
(ii) A and B are independent.
(1)At least one of A and B come up
(2)exactly one of A and B comes up
(3)neither of A and B comes up
(4)At least one of A and B don’t come up.
4. 2 balls
c red balls 1 ball
a red balls
b green balls d green balls
M N
What is the probability that the ball drawn from N is red?
5. Consider a system consists of 3 bulbs labeled 1,2,3 .

The three bulbs work or not independently of one another,
and the probabilities of three bulbs burned out are
0.4,0.5,0.7,respectively. If a bulb is burned out, the
probability of the system breaking down is 0.2; If two
bulbs are burned out, the probability of the system broke
bulbs are burn out. What is the probability that the

system breaks down?

Probability and Statistics

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Probability and statistics

if you work hard at your subjects in the future and be

Nanjing University of Aeronautics and Astronautics

5. Clear your doubts in time

"A gambler's dispute in 1654 led to the creation of a

The game consisted in throwing a pair of dice 24

This problem and others posed by de Méré led to

Therefore, the birth of probability is

The Dutch scientist Christian Huygens, a teacher of

In 1812 Pierre de Laplace (1749-1827) introduced a host of

Like so many other branches of mathematics, the

One of the difficulties in developing a mathematical theory

In 1933 a monograph by a Russian mathematician A.

1.We may record the number of

3.It will be sunny ,cloudy

We shall refer to any recording of

An experiment is any action or process that

1. Sample space and events

2.Consider the life expectancy of a

3.The points (x,y) on the boundary or interior of a circle

When an experiment is performed, a particular event

Example 1: Consider the experiment of tossing a coin 3

Example 2:Given the sample space S={t│t≥0},where

Example 3: If B={x│x is an even factor of 7}= φ

Algebra of the events (Set Relations)

2. The union of two events A and B, denoted by

3. The intersection of two events A and B,

4. The complement of an event A, denoted by A ,

5.when A and B have no outcomes in common ,

6.Set difference is the set of elements found in

Exercise 1: consider a certain experiment and event

experimenter n n(H) f(H)

Buffon 4040 2048 0.5069

K.Pearson 12000 6019 0.5016

K. Pearson 24000 12012 0.5005

Axiom (1) For any event A,P(A)≥0;

3. For any events A and B ,

Generally, P(B-A)=P(B)-P(AB) monotonicity

4. For any event A , P( A ) = 1 − P( A )

5. For any events A and B ,

Laplace’s Classical Definition: The Probability of an

This definition was given by Laplace in 1812

Consider a box with n white and m red balls. In this

Example: A statistics class for engineer consists of

Solution: (1)The total number of the students in the

Supplement: Counting techniques

Example: 1. How many points are in the sample space

Example 2: How many even four-digit numbers can be

The number of permutation of size k that constructed

Theorem : n distinct numbers can be arranged in

Example 3: In a poker hand consisting of 52 cards,find

Consider an experiment of tossing a die once.

1.Definition :The conditional Probability of A,given B,

Example 1: A news magazine publishes three columns

P(A ∪ B C ) = ? P ( A read at least one ) = ?

2. Suppose that P ( A) = 0.9, P ( B ) = 0.8, P ( A B ) = 0.7,

2.The Multiplication Rule for P(AB)

Example 2:Suppose that there are r red balls and

Example: Three cards are drawn in succession, without

3.The law of total probability

If the events A1 … , A k constitute a partition of S ,

Example 2: An urn contains M balls, m of which are

Example 2: In a certain assembly plant A1, A2 and A3,