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MAT 470, REVIEW OF “PREREQUISITES” SETS Given sets A and B, that are subsets of some overall set S: The intersection A B consists of the elements that are in both A and B. The union A B consists of the elements that are in A or B (or both). The complement A (also denoted ~ A or A ) consists of all elements that are not in A. The number of elements in set A is denoted by n(A) or |A|. B S A Thus, A B consists of those elements in A that are not in B. A B A B A B Also, A A B A B . DeMorgan’s Laws: A B A B and similarly, A B A B . A B COUNTING Addition Rule: In general, given sets E and F, n( E F ) n( E ) n( F ) n( E F ), but note n( E F ) n( E ) n( F ), if E and F don’t overlap (i.e., E F ). For example, n( A) n A B n A B . This rule may be extended to a larger number of sets. For example, n(E F G ) n( E ) n( F ) n(G ) n( E F ) n( E G ) n( F G )+n( E F G ) . Permutations: n! distinct ways. (n r )! Given the 26 letters of the alphabet, there are 26P4 = 358800 ways to select and arrange a sequence of 4 of these letters. Given n items, we can select and arrange r of these items in n P r Combinations: n! distinct ways. r !(n r )! Here we’ve only counted the different possible groups without regard to how the items are arranged. Given the 26 letters of the alphabet, there are 26C4 = 14950 ways to choose a group of 4 of these letters. Given n items, we can choose a group of r of these items in nCr Multiplication Rule: If a series of m decisions/selections are made to determine a set or outcome, and there are nk choices for the kth decision, then the total number of possible outcomes which may result is given by the product n1 n2 n3 … nm. How many ways can we form a sequence of 4 distinct letters? There are (26)(25)(24)(23) = 358800 such sequences (compare with permutations above). But if the same letter may be repeated, then there are (26)(26)(26)(26) = 456976 sequences of letters. PROBABILITY For an element randomly selected (with each element equally likely to be selected) from S, the probability the element is from A is given by n( A) (i.e., the percentage of elements that lie in A). P( A) n( S ) It follows, P( A) P( A) 1 . That is, all 100% of the elements are either in A or not in A. Equivalently, P( A) 1 P( A) . The set of possible outcomes resulting from an experiment is called the sample space, S. The individual elements or outcomes are the samples points. A subset of the sample space (i.e., a collection of outcomes) is called an event. For example, when a coin is tossed 3 times, consider the event that heads occurs exactly 2 times. Here, E = { {H, H, T}, {H, T, H}, {T, H, H} } and so P( E ) 3/ 8 and so P( E) 5 / 8 . Addition Rule: P( E F ) P( E ) P( F ) P( E F ), or simply P( E F ) P( E ) P( F ), if E F . Conditional Probability: The probability that E occurs, given that event F does occur is denoted P( E | F ) and read as “the probability of E, given F”: n( E F ) P ( E F ) , P( E | F ) n( F ) P( F ) and so, P( E F ) P( E | F ) P( F ) . E|F EF The event E F may be illustrated using a tree diagram: F E | F F Note P( E | F ) 1 P( E | F ) . Also, note this rule may be extended as P( E F G ) P(G | E F ) P( F | E ) P( E ) . Independent Events: If the occurrence of event F has no effect on the likelihood of event E (i.e., the events are independent), then P( E | F ) P( E ) (likewise, P( F | E ) P( F ) ) and P( E F ) P( E ) P( F ) when E and F are independent. Law of Total Probability: If the sample space may be written as the union of non-overlapping sets B1 , B2 , …, Bn (i.e., a partition of S), then for an event A, the Law of Total Probability states P( A) P A B1 P A B2 P( A Bn ) P( A | B1 ) P( B1 ) P( A | B2 ) P( B2 ) P( A | Bn ) P( Bn ) That is, we simply consider all of the ways A may occur. B1 B2 Bn A | B2 B1 A B1 A B2 A B1 A | B1 S A B2 B2 A Bn A A | Bn Bn A Bn Bayes’ Rule: For a partition of S given by B1 , B2 , …, Bn , we may use the probability P ( A | B j ) to compute the probability P ( B j | A) , as follows. P( B j | A) P A Bj P( A) P A | B j P( B j ) P( A) Combining this result with the Law of Total Probability, we may write P A | B j P( B j ) P( B j | A) P( A | B1 ) P( B1 ) P( A | B2 ) P( B2 ) P( A | Bn ) P( Bn )