Probability Scenarios#
Degeneracy Problem#
The degeneracy or distinct problem ask the question:
\[\begin{split}
\begin{align*}
\#(\text{Outcome}) &= N^n\\
P(\text{distinct}) &= \prod_{i}^n{\frac{N-i}{N}}\\
P(\mathrm{degeneracy \ge 1}) &= 1 - \prod_{i}^n{\frac{N-i}{N}}
\end{align*}
\end{split}\]
Classicaly this is known as the Birthday Problem
Small \(N\) and Large \(n\)#
For sufficiently small \(N\) and large \(n\), the probability can be approximated as,
\[
P(\text{distinct}) \approx e^{\frac{-n^2}{2N}}
\]
For more accuracy and for any \(n\),
\[
P(\text{distinct}) \approx e^{\frac{(1-n)n}{2N}}
\]
Derangement Problem#
Let \(A_1,A_2,\ldots,A_n\) be the set of outcomes such that \(i\)th position of a sequence is a fixed point (e.g., the \(i\)th key is use on the \(i\)th box).
A derangement is defined as the set of outcomes such that there are no fixed point. It is much easier to define this with a random variable \(X\) which counts the number of fixed point. The derangement is when \(X=0\). Let the cardinality of the derangement be \(D_n\),
\[ D_n = n! - \abs{\bigcup A_k} \]
\[ \abs{\bigcup A_i} = \sum_{k=1}^n (-1)^{k-1}{n \choose k}(n-k)! \]
\[\boxed{D_n = n! \sum_{k=2}^n \frac{(-1)^k}{k!}}\]