Probability Theory and
Mathematical Statistics
2024-2025-02
Course Organization
Text book:
Sheldon M. Ross –
A first course in probability, 9thed.
Course duration
• 1-16weeks, teaching
Instructor: Chun Cheng
• B&M.Eng(USTC), CS.PhD（Fudan Uni).
• Email: [email protected]
Performance Evaluation
Usual performance (20%)
Homework (20%)
Final exam (60%)
2023/24 Champions League
The group stage draw: The 32 teams will be divided into 8
groups, with 4 teams in each group. During the draw, the teams
will be allocated to different groups based on their seeding.
The group stage draw is divided into four tiers:
•Tier 1: This usually includes the UEFA Champions League
holders and the champions of major domestic leagues (such as
La Liga, Premier League, Bundesliga, Serie A, etc.).
•Tiers 2, 3, and 4: Teams are sorted according to their UEFA
coefficients, with higher-ranked teams being placed in lower
tiers.
•To avoid having teams from the same country in the same
group, the draw will ensure that each group contains a
maximum of two teams from the same country.
Monty Hall problem
• https://www.bilibili.com/video/BV1JJ411E7wM?t=240.8
Chapter 1：Combinatorial
Analysis
Section 1.1 Introduction
Section 1.2 The Basic Principle of Counting
Section 1.3 Permutations
Section 1.4 Combinations
Section 1.5 Multinomial Coefficients
Section 1.6 The Number of Integer Solutions of Equations
Section 1.1 Introduction
• Here is a typical problem of interest involving probability:
A communication system is to consist of n seemingly identical antennas that
are to be lined up in a linear order. The resulting system will then be able to
receive all incoming signals — and will be called functional — as long as no
two consecutive antennas are defective.
• If it turns out that exactly m of the n antennas are defective, what is the
probability that the resulting system will be functional?
Section 1.1 Introduction
• For instance, in the special case where n = 4 and m = 2, there are
6 possible system configurations, namely, 1-working, 0-defective.
• Because the resulting system will be
functional in the first 3 arrangements
and not functional in the remaining 3,
it seems reasonable to take 3/6=1/2
as the desired probability.
Section 1.1 Introduction
• From the preceding discussion, we see that it would be useful to have an
effective method for counting the number of ways that things can occur.
• In fact, many problems in probability theory can be solved simply by
counting the number of different ways that a certain event can occur.
The mathematical theory of counting is formally known as combinatorial
analysis.
• In the case of general n and m, we could compute the probability that the
system is functional in a similar fashion. That is, we could count the
number of configurations that result in the system’s being functional and
then divide by the total number of all possible configurations.
Section 1.1 Introduction
Section 1.2 The Basic Principle of Counting
Section 1.3 Permutations
Section 1.4 Combinations
Section 1.5 Multinomial Coefficients
Section 1.6 The Number of Integer Solutions of Equations
Section 1.2 The Basic Principle of Counting
Section 1.2 The Basic Principle of Counting
Section 1.2 The Basic Principle of Counting
Section 1.2 The Basic Principle of Counting
Section 1.2 The Basic Principle of Counting
Section 1.1 Introduction
Section 1.2 The Basic Principle of Counting
Section 1.3 Permutations
Section 1.4 Combinations
Section 1.5 Multinomial Coefficients
Section 1.6 The Number of Integer Solutions of Equations
Section 1.3 Permutations
• How many different ordered arrangements of the letters a, b, and c are
possible? By direct enumeration we see that there are 6, namely, abc,
acb, bac, bca, cab, cba. Each arrangement is known as a permutation.
• Thus, there are 6 possible permutations of a set of 3 objects. This result
could also have been obtained from the basic principle, since the first
object in the permutation can be any of the 3, the second object in the
permutation can then be chosen from any of the remaining 2, and the
third object in the permutation is then the remaining 1.
• Thus, there are 3*2*1 = 6 possible permutations.
Section 1.3 Permutations
Section 1.3 Permutations
Section 1.3 Permutations
Section 1.3 Permutations
• Some objects are indistinguishable in a set.
Section 1.3 Permutations
• Some objects are indistinguishable in a set.
Section 1.3 Permutations
Section 1.1 Introduction
Section 1.2 The Basic Principle of Counting
Section 1.3 Permutations
Section 1.4 Combinations
Section 1.5 Multinomial Coefficients
Section 1.6 The Number of Integer Solutions of Equations
Section 1.4 Combinations
• Determining the number of different groups of r objects that could be
formed from a total of n objects.
A B C D E
• For instance, how many different groups of 3 could be selected from the
5 items A, B, C, D, and E?
• Reason as follows: Since there are 5 ways to select the initial item, 4
ways to then select the next item, and 3 ways to select the final item,
there are thus 5 × 4 × 3 ways of selecting the group of 3 when the order
in which the items are selected is relevant. However, since every group
of 3—say, the group consisting of items A, B, and C—will be counted 6
times (that is, all of the permutations ABC, ACB, BAC, BCA, CAB, and
CBA will be counted when the order of selection is relevant)
Section 1.4 Combinations
A B C D E
• For instance, how many different groups of 3 could be selected from the
5 items A, B, C, D, and E?
• The total number of groups:
Section 1.4 Combinations
Section 1.4 Combinations
Section 1.4 Combinations
Section 1.4 Combinations
Section 1.4 Combinations
Section 1.4 Combinations
Section 1.4 Combinations
Section 1.4 Combinations
Section 1.4 Combinations
Homework: 1.2, 1.6, 1.9
Homework: 1.2, 1.6, 1.9
