[Course Notes] Probability Theory and Mathematical Statistics | Preliminaries


Addition Principle and Multiplication Principle

According to Wikipedia:

  • Addition Principle (Rule of Sum): If there are $a$ ways to do something and $b$ ways to do another thing, and these two things cannot be done simultaneously (mutually exclusive), then there are $a+b$ ways to choose one of the actions.
  • Multiplication Principle (Rule of Product): If there are $a$ ways to do something and $b$ ways to do another thing, then there are $a\times b$ ways to do both.

Addition Principle or Multiplication Principle?

It depends on whether it is done in steps. If it involves steps, use multiplication; otherwise, use addition.

Permutations and Combinations

Permutations

Permutation without Repetition

Taking $m$ ($1\le m \le n$) different elements from $n$ different elements and arranging them in a sequence, the number of permutations is denoted as $P^m_n$ (or $A^m_n$ or $_nP_m$).

  1. If $m \lt n$, then $P^m_n = A^m_n = n(n-1)...(n-m+1)$
  2. If $m = n$, then $P^n_n = A^n_n = n(n-1)...1 = n!$

The second case is called a full permutation.

Permutation with Repetition

Taking $m$ elements from $n$ different elements with replacement and arranging them in a sequence, there are $n^m$ ways of permutation.

Combinations

Taking $m$ different elements from $n$ different elements, regardless of order, to form a group, the number of combinations is $C^m_n = \binom{n}{m} = \frac{P^m_n}{m!} = \frac{n(n-1)...(n-m+1)}{m!}$.

Dividing by $m!$ is to remove duplicates caused by ordering.

Note:

  • $0! = 1$
  • $C^m_n = C^{n-m}_n$
  • $C^m_n = C^{m-1}_{n-1} + C^m_{n-1}$ (Pascal’s Identity)

Permutation or Combination?

It depends on whether order matters. If order matters, it is a permutation; otherwise, it is a combination.

References


See also