Chapter 1 (Sample Space and Probability): Counting (计数法)

本文为 $Introduction$ $to$ $Probability$ 的读书笔记

• The calculation of probabilities often involves counting the number of outcomes in various events. In what follows, we will focus primarily on two types of counting arguments that involve the selection of $k$ objects out of a collection of $n$ objects.
  • If the order of selection matters, the selection is called a permutation (排列), and otherwise, it is called a combination (组合)
  • We will then discuss a more general type of counting, involving a partition (分割) of a collection of $n$ objects into multiple subsets.

$k$-permutations

$n$ 选 $k$ 排列

• We start with $n$ distinct objects, and let $k$ be some positive integer, with $k\le n$. We wish to count the number of different ways that we can pick $k$ out of these $n$ objects and arrange them in a sequence.
• We can choose any of then objects to be the first one. Having chosen the first, there are only $n-1$ possible choices for the second; given the choice of the first two, there only remain $n-2$ available objects for the third stage, etc. When we are ready to select the last (the $k$th) object, we have already chosen $k-1$ objects, which leaves us with $n-(k-1)$ choices for the last one. The number of possible sequences, called $k$-permutations, is
  $$n(n-1)...(n-k+1)=\frac{n!}{(n-k)!}$$
• In the special case where $k=n$, the number of possible sequences, simply called permutations, is $n!$.

Combinations

组合

• Notice that forming a combination is different than forming a $k$-permutation. because in a combination there is no ordering of the selected elements. Hence, the number of possible combinations, is equal to
  $$\frac{n!}{k!(n-k)!}$$

---

• It is worth observing that counting arguments sometimes lead to formulas that are rather difficult to derive algebraically.
• One example is the binomial formula (二项式公式)
  $$\sum _{k=0}^n\left(\begin{array}{c}n\\ k\end{array}\right)p^k(1-p{)}^{n-k}=1$$In the special case where $p=1/2$, this formula becomes
  $$\sum _{k=0}^n\left(\begin{array}{c}n\\ k\end{array}\right)=2^n$$and adimits the following interpretation. Since $\left(\begin{array}{c}n\\ k\end{array}\right)$ is the number of $k$-element subsets of a given $n$-element subset, the sum over $k$ of $\left(\begin{array}{c}n\\ k\end{array}\right)$ counts the number of subsets of all possible cardinalities. It is therefore equal to the number of all subsets of an $n$-element set. which is $2^n$.

Example 1.31.

We have a group of $n$ persons. Consider clubs that consist of a special person from the group (the club leader) and a number (possibly zero) of additional club members. Let us count the number of possible clubs of this type in two different ways, thereby obtaining an algebraic identity.

• There are $n$ choices for club leader. Once the leader is chosen, we are left with a set of $n-1$ available persons, and we are free to choose any of the $2^{n-1}$ subsets. Thus the number of possible clubs is $n{2}^{n-1}$.
• Alternatively, for fixed $k$, we can form a $k$-person club by first selecting $k$ out of the $n$ available persons. We can then select one of the members to be the leader. By adding over all possible club sizes $k$, we obtain the number of possible clubs as ${\sum }_{k=1}^{n}k\left(\begin{array}{c}n\\ k\end{array}\right)$, thereby showing the identity
  $$\sum _{k=1}^{n}k\left(\begin{array}{c}n\\ k\end{array}\right)=n{2}^{n-1}$$

Partitions

分割

• Recall that a combination is a choice of $k$ elements out of an $n$-element set without regard to order. Thus, a combination can be viewed as a partition of the set in two: one part contains $k$ elements and the other contains the remaining $n-k$. We now generalize by considering partitions into more than two subsets.
• We are given an $n$-element set and nonnegative integers $n_1,n_2,....n_r$, whose sum is equal to $n$. We consider partitions of the set into $r$ disjoint subsets. with the $i$th subset containing exactly $n_i$ elements. The total number of choices is
  $$\left(\begin{array}{c}n\\ n_1\end{array}\right)\left(\begin{array}{c}n-n_1\\ n_2\end{array}\right)\left(\begin{array}{c}n-n_1-n_2\\ n_3\end{array}\right)...\left(\begin{array}{c}n-n_1-...-n_{r-1}\\ n_r\end{array}\right)=\frac{n!}{n_1!n_2!...n_r!}$$This is called the multinomial coefficient(多项式系数) and is usually denoted by
  $$\left(\begin{array}{c}n\\ n_1,n_2,...,n_r\end{array}\right)$$

---

Example 1.32. Anagrams. (相同字母异序词)
How many different words (letter sequences) can be obtained by rearranging the letters in the word TATTOO?

• There are six positions to be filled by the available letters. Each rearrangement corresponds to a partition of the set of the six positions into a group of size 3 (the positions that get the letter $T$), a group of size 1 (the position that gets the letter $A$), and a group of size 2 (the positions that get the letter $O$). Thus, the desired number is
  $$\frac{6!}{1!2!3!}=60$$
• It is instructive to derive this answer using an alternative argument. (This argument can also be used to rederive the multinomial coefficient formula) Let us write $TATTOO$ in the form $T_{1}A{T}_2{T}_3{O}_1{O}_2$ pretending for a moment that we are dealing with 6 distinguishable objects. These 6 objects can be rearranged in $6!$ different ways. However, any of the $3!$ possible permutations of $T_1,T_2$, and $T_3$, as well as any of the $2!$ possible permutations of $O_1$ and $O_2$, lead to the same word. Thus, when the subscripts are removed, there are only $6!/(3!2!)$ different words.

---

Example 1.33.
A class consisting of 4 graduate and 12 undergraduate students is randomly divided into four groups of 4. What is the probability that each group includes a graduate student?

• We first determine the nature of the sample space. A typical outcome is a particular way of partitioning the 16 students into four groups of 4. We take the term “randomly” to mean that every possible partition is equally likely, so that the probability question can be reduced to one of counting. There are $\left(\begin{array}{c}16\\ 4,4,4,4\end{array}\right)=\frac{16!}{4!4!4!4!}$ different partitions, and this is the size of the sample space.
• Let us now focus on the event that each group contains a graduate student. Generating an outcome with this property can be accomplished in two stages:
  • (a) Take the four graduate students and distribute them to the four groups; There is a total of $4!$ choices for this stage.
  • (b) Take the remaining 12 undergraduate students and distribute them to the four groups (3 students in each). This can be done in $\left(\begin{array}{c}12\\ 3,3,3,3\end{array}\right)=\frac{12!}{3!3!3!3!}$. different ways.
  • Thus, the event of interest can occur in $\frac{4!12!}{3!3!3!3!}$ different ways.
• The probability of this event is $\frac{\frac{4!12!}{3!3!3!3!}}{\frac{16!}{4!4!4!4!}}=\frac{12\cdot 8\cdot 4}{15\cdot 14\cdot 13}$

---

Problem 53.
Ninety students, including Joe and Jane, are to be split into three classes of equal size, and this is to be done at random. What is the probability that Joe and Jane end up in the same class?

SOLUTION

• Suppose we label the classes $A,B$, and $C$. The probability that Joe and Jane will both be in class $A$ is the number of possible combinations for class $A$ that involve both Joe and Jane, divided by the total number of combinations for class $A$. Therefore, this probability is
  $$\frac{\left(\begin{array}{c}88\\ 28\end{array}\right)}{\left(\begin{array}{c}90\\ 30\end{array}\right)}$$Since there are three classes, the probability that Joe and Jane end up in the same class is
  $$3\cdot \frac{\left(\begin{array}{c}88\\ 28\end{array}\right)}{\left(\begin{array}{c}90\\ 30\end{array}\right)}$$
• A much simpler solution is as follows. We place Joe in one class. Regarding Jane, there are 89 possible \slots", and only 29 of them place her in the same class as Joe. Thus, the answer is $29/89$.

---

Problem 55.
Eight rooks(车) are placed in distinct squares of an 8 x 8 chessboard, with all possible placements being equally likely. F ind the probability that all the rooks are safe from one another, i.e … that there is no row or column with more than one rook.

SOLUTION

• We count the number of ways in which we can safely place 8 distinguishable rooks, and then divide this by the total number of possibilities. First we count the number of favorable positions for the rooks. We will place the rooks one by one on the $8\times 8$ chessboard. For the first rook, there are no constraints, so we have 64 choices. Placing this rook, however, eliminates one row and one column. Thus, for the second rook, we can imagine that the illegal column and row have been removed, thus leaving us with a $7\times 7$ chessboard, and with 49 choices. Similarly, for the third rook we have 36 choices, for the fourth 25, etc. In the absence of any restrictions, there are $64\cdot 63\cdot ...\cdot 57=64!/56!$ ways we can place 8 rooks, so the desired probability is
  $$\frac{64\cdot 49\cdot 36\cdot 25\cdot 16\cdot 9\cdot 4}{\frac{64!}{56!}}$$

---

Problem 57.
How many 6-word sentences can be n1ade using each of the 26 letters of the alphabet exactly once? A word is defined as a nonempty (possibly jibberish) sequence of letters.

SOLUTION

• Let us fix the order in which letters appear in the sentence. There are $26!$ choices, corresponding to the possible permutations of the 26-letter alphabet. Having fixed the order of the letters, we need to separate them into words. To obtain 6 words, we need to place 5 separators (“blanks”) between the letters. With 26 letters, there are 25 possible positions for these blanks, and the number of choices is $\left(\begin{array}{c}25\\ 5\end{array}\right)$. Thus, the desired number of sentences is $26!\left(\begin{array}{c}25\\ 5\end{array}\right)$.