A First Course in Probability (S.

Ross)

Notes

Chapter 1. Combinatorial Analysis

Definition 1.1.a. If one experiment can result in any of m possible outcomes and if another
experiment can result in any of n possible outcomes, then there are mn possible outcomes
of the two experiments.
Example Enumerate all the possible outcomes of the two experiments:
(1, 1),
(2, 1),
..
.,

(1, 2),
(2, 2),

...,
...,

(1, n)
(2, n)

(m, 1), (m, 2), ..., (m, n)

The set of possible outcomes consists of m rows,each containing n elements.
Definition 1.1.b.
If r experiments that are to be performed are such that the first one may result in any
of n1 possible outcomes;
and if, for each of these n1 possible outcomes, there are n2 possible outcomes of the
second experiment;
and if, for each of the possible outcomes of the first two experiments, there are n3
possible outcomes of the third experiment;
and if... ,
then there is a total of n1 n2 n3 ... nr possible outcomes of the r experiments.
Definition 1.2. Suppose that we have n objects, there are
n (n 1) (n 2) ... 3 2 1 = n!
different permutations ofthe n objects.


Definition 1.3. We define nr , for r n, by
 
n
n!
=
r!(n r)!
r


and say that nr represents the number of possible combinations of n objects taken r at a
time, i.e. the number of different groups of size r that could be selected from a set of n
objects when the order of selection is not considered relevant.
Definition 1.4. A set containing n elements has 2n subsets.

A First Course in Probability (S. Ross)

Notes

Definition 1.5. A set ofP

n distinct items is to be divided into r distinct groups of respective
sizes n1 , n2 , ..., nr , where ri=1 ni = n.


there are nn1 possible choices for the first group;


1
there are nn
possible choices for the second group;
n2


for each choice of the first two groups there are nnn13n2 possible choices for the third
group;
there are...
It then follows there are


n n1 n2 ... nr1
n!
=
n1 !n2 !...nr !
nr
possible divisions.
Thus, if n1 + n2 + ... + nr = n, we define


n
n!
=
n1 , n2 , ..., nr
n1 !n2 !...nr !

A First Course in Probability (S. Ross)

Notes

Chapter 2. Axioms of Probability

Definition 2.1. = sample space = set of all possible outcomes of an experiment.
Sample space of flipping two coins: = {(H, H), (H, T ), (T, H), (T, T )}
Sample space of tossing two dice: = {(i, j) : i, j = 1, 2, 3, 4, 5, 6}
(I skipped the definitions for events, compliment, unions and intersections)
Definition 2.2.
Commutative Laws:
AB =BA
AB =BA
Associative Laws:
(A B) C = A (B C)
(A B) C = A (B C)
Distributive Laws:
(A B) C = (A C) (B C)
(A B) C = (A C) (B C)
Definition 2.3. DeMorgans Laws:
(ni=1 Ai )c = ni=1 Aci
(ni=1 Ai )c = ni=1 Aci
Definition 2.4. For each event A of the sample space , we define fn (A) to be the number
of times in the first n repetitions of the experiment that the event A occurs. Then P (A),
the probability of the event A, is defined as
fn (A)
n
n

P (A) = lim

(1)

That is, P (A) is defined as the (limiting) proportion of time that A occurs. It is thus the
limiting frequency of A.
Definition 2.5.
Axiom 1:
0 P (A) 1
Axiom 2:
P () = 1
Axiom 3:

P (i=1 Ai ) =
P (Ai )
i=1

A First Course in Probability (S. Ross)

Definition 2.6.
Proposition 4.1:
P (Ac ) = 1 P (A)
Proposition 4.2:
if A B, then P (A) P (B)
Proposition 4.3:
P (A B) = P (A) + P (B) P (A B)
Proposition 4.4:
n
X
XX
n
P (i=1 Ai ) =
P (Ai )
P (Ai Aj )
i=1

XX X

i<j

P (Ai Aj Ak ) + ... + (1)n+1 P (A1 ... An )

i<j<k

Definition 2.7.
P (A) =

number of outcomes in A
number of outcomes in

Notes