Chapter 1 (Sample Space and Probability): Summary and Discussion

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

• We have illustrated through examples three methods for calculating probabilities:
  • The counting method. This method applies to the case where the number of possible outcomes is finite, and all outcomes are equally likely. To calculate the probability of an event, we count the number of elements of the event and divide by the number of elements of the sample space.
  • The sequential method. This method applies when the experiment has a sequential character, and suitable conditional probabilities are specified or calculated along the branches of the corresponding tree (perhaps using the counting method). The probabilities of various events are then obtained by multiplying conditional probabilities along the corresponding paths of the tree, using the multiplication rule.
  • The divide-and-conquer method. Here, the probabilities $P(B)$ of various events $B$ are obtained from conditional probabilities $P(B|A_i)$, where the $A_i$ are suitable events that form a partition of the sample space and have known probabilities $P(A_i)$. The probabilities $P(B)$ are then obtained by using the total probability theorem.

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Problem 52.
We deal(发牌) from a well-shuffled 52-card deck. Calculate the probability that the 13th card is the first king (老K) to be dealt.

SOLUTION

• counting method: The probability that the 13th card is the first king to be dealt is the probability that out of the first 13 cards to be dealt, exactly one was a king, and that the king was dealt last. Now, given that exactly one king was dealt in the first 13 cards, the probability that the king was dealt last is just $1/13$, since each position is equally likely. Thus, it remains to calculate the probability that there was exactly one king in the first 13 cards dealt. The desired probability is
  $$\frac{1}{13}\frac{4\cdot \left(\begin{array}{c}48\\ 12\end{array}\right)}{\left(\begin{array}{c}52\\ 13\end{array}\right)}$$
• sequential method: The probability that the first card is not a king is $48/52$. Given that, the probability that the second is not a king is $47/51$… The desired probability is
  $$\frac{48\cdot 47...37\cdot 4}{52\cdot 51...41\cdot 40}$$

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Problem 7.
You just rented a large house and the realtor gave you 5 keys, one for each of the 5 doors of the house. Unfortunately, all keys look identical. so to open the front door, you try them at random.

• (a) After an unsuccessful trial. you mark the corresponding key. so that you never try it again. Find the PMF of the number of trials you will need to open the door.
• (b) Repeat part (a) for the case where the realtor gave you an extra duplicate key for each of the 5 doors.

Solution

• Let random variable $X$ be the number of trials you need to open the door, and let $K_i$ be the event that the $i$th key selected opens the door.

(a)

• sequential method: $p_X(1)=P(K_1)=\frac{1}{5},P_X(2)=P(K_1^C)P(K_2|K_1^C)=\frac{4}{5}\cdot \frac{1}{4}=\frac{1}{5}...$ Proceeding similarly, we see that the PMF of $X$ is $p_X(x)=\frac{1}{5},x=1,2,3,4,5$
• counting method: We can also view the problem as ordering the keys in advance and then trying them in succession, in which case the probability of any of the five keys being correct is $1/5$.

(b)

• sequential method: $p_X(1)=P(K_1)=\frac{2}{10},P_X(2)=P(K_1^C)P(K_2|K_1^C)=\frac{8}{10}\cdot \frac{2}{9}...$ Proceeding similarly, we see that the PMF of $X$ is $p_X(x)=\frac{2\cdot (10-x)}{90},x=1,2,...,10$
• counting method: If we view the problem as ordering the keys in advance and then trying them in succession, the probability that the number of trials required is $x$ is the probability that the first $x-1$ keys do not contain either of the two correct keys and the $x$th key is one of the correct keys. We can count the number of ways for this to happen and divide by the total number of ways to order the keys to determine $p_X(x)$. The total number of ways to order the keys is $10!$. For the $x$th key to be the first correct key, the other key must be among the last $10-x$ keys, so there are $10-x$ spots in which it can be located. There are $8!$ ways in which the other 8 keys can be in the other 8 locations. We must then multiply by two since either of the two correct keys could be in the $x$th position. We therefore have $2\cdot (10-x)\cdot 8!$ ways for the $x$th key to be the first correct one and
  $$p_X(x)=\frac{2\cdot (10-x)\cdot 8!}{10!}=\frac{2\cdot (10-x)}{90},x=1,2,...,10$$