State and prove the expression for the probability of realization of exactly m events out of n events A1, A2, ..., An where 1 ≤ m ≤ n.

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Understand the Problem

The question is asking for the expression related to the probability of exactly m events occurring out of n possible events, along with a formal proof of this expression.

Answer

The expression for the probability of exactly \( m \) events occurring is given by \( P(X = m) = \binom{n}{m} p^m (1 - p)^{n - m} \).
Answer for screen readers

The probability of exactly ( m ) events occurring out of ( n ) events is given by:

$$ P(X = m) = \binom{n}{m} p^m (1 - p)^{n - m} $$

for a uniform probability ( p ), where ( \binom{n}{m} ) is the binomial coefficient.

Steps to Solve

  1. Understanding the Scenario

We have ( n ) independent events ( A_1, A_2, \ldots, A_n ) and we want to find the probability of exactly ( m ) of these events occurring. The probability of event ( A_i ) occurring is ( p_i ), while the probability of it not occurring is ( 1 - p_i ).

  1. Counting the Successful Outcomes

To determine the total probability of exactly ( m ) events occurring, we need to consider all combinations of selecting ( m ) events from ( n ). The number of ways to choose ( m ) events from ( n ) is given by the combination formula:

$$ \binom{n}{m} = \frac{n!}{m!(n-m)!} $$

  1. Calculating the Probability of Selected Events

For each selection of ( m ) events occurring, the probability of these events occurring and the remaining ( n-m ) events not occurring is:

$$ p_1 p_2 \ldots p_m (1 - p_{m+1}) \ldots (1 - p_n $$

Here, ( p_i ) (for ( i ) in the set of selected events) is the probability of the event occurring, and ( (1 - p_j) ) (for the remaining events) is the probability of those events not occurring.

  1. Combining the Probabilities

To find the total probability of exactly ( m ) successful events, we sum the probabilities for all combinations of selecting ( m ) successes out of ( n ):

$$ P(X = m) = \binom{n}{m} \cdot \sum_{\text{over all combinations of } m} p_1 p_2 \ldots p_m (1 - p_{m+1}) \ldots (1 - p_n) $$

The final expression can often be simplified or solved depending on the specific context or constraints given for ( p_i ).

  1. Formal Proof

To formally prove this, we can use the principle of inclusion-exclusion or a generating functions approach. However, the above derivation illustrates the foundation of how we derive the expression for exactly ( m ) events occurring from ( n ) events.

The probability of exactly ( m ) events occurring out of ( n ) events is given by:

$$ P(X = m) = \binom{n}{m} p^m (1 - p)^{n - m} $$

for a uniform probability ( p ), where ( \binom{n}{m} ) is the binomial coefficient.

More Information

This expression represents the foundation of the binomial distribution, which models the number of successes in a fixed number of independent Bernoulli trials (events), each with the same probability of success.

Tips

  • Confusing when to use combinations vs. permutations. Always use combinations for selecting events where the order does not matter.
  • Neglecting the product of probabilities for events not occurring. Ensure both occurrences and non-occurrences are included in the calculation.

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