Lectures on Elementary Probability
Lectures on Elementary Probability
Lectures on Elementary Probability
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C<strong>on</strong>tents<br />
1 Combinatorics 5<br />
1.1 Factorials and binomial coefficients . . . . . . . . . . . . . . . . . 5<br />
1.2 Sampling with replacement . . . . . . . . . . . . . . . . . . . . . 5<br />
1.3 Sampling without replacement . . . . . . . . . . . . . . . . . . . 7<br />
2 <strong>Probability</strong> Axioms 9<br />
2.1 Logic and sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9<br />
2.2 <strong>Probability</strong> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9<br />
2.3 Countable additivity . . . . . . . . . . . . . . . . . . . . . . . . . 10<br />
2.4 Discrete uniform probabilities . . . . . . . . . . . . . . . . . . . . 10<br />
2.5 Binomial probabilities . . . . . . . . . . . . . . . . . . . . . . . . 11<br />
2.6 Hypergeometric probabilities . . . . . . . . . . . . . . . . . . . . 13<br />
2.7 Divisi<strong>on</strong>s into subsets . . . . . . . . . . . . . . . . . . . . . . . . 14<br />
3 Discrete Random Variables 17<br />
3.1 Mean . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17<br />
3.2 Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18<br />
3.3 Joint probability mass functi<strong>on</strong>s . . . . . . . . . . . . . . . . . . 19<br />
3.4 Uncorrelated random variables . . . . . . . . . . . . . . . . . . . 20<br />
3.5 Independent random variables . . . . . . . . . . . . . . . . . . . . 21<br />
4 The Bernoulli Process 23<br />
4.1 Bernoulli random variables . . . . . . . . . . . . . . . . . . . . . 23<br />
4.2 Successes and failures . . . . . . . . . . . . . . . . . . . . . . . . 23<br />
4.3 Binomial random variables . . . . . . . . . . . . . . . . . . . . . . 24<br />
4.4 The Poiss<strong>on</strong> approximati<strong>on</strong> . . . . . . . . . . . . . . . . . . . . . 25<br />
4.5 Geometric random variables . . . . . . . . . . . . . . . . . . . . . 26<br />
4.6 Negative binomial random variables . . . . . . . . . . . . . . . . 27<br />
4.7 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29<br />
5 C<strong>on</strong>tinuous Random Variables 31<br />
5.1 Mean . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31<br />
5.2 Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34<br />
5.3 Joint densities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34<br />
3