The factorial of a natural number
is the product of all natural numbers smaller than or equal to
.
On this page we provide a basic introduction to factorials and we explain how they are used in probability theory and statistics.
The following is a formal definition.
Definition
Let
.
The factorial of
,
denoted by
,
is:
The expression
is read
"
factorial".
This definition is extended to the number 0 by using the
convention:
For example, the factorial of 6
is
It is frequent to encounter ratios of factorials, which can be computed by
simplifying the common terms. For
example,
In the calculus of probabilities we often need to count permutations, combinations and partitions of objects. This can easily be done with factorials.
A permutation is one of the
possible ways of ordering
objects, from first to last.
The number of possible permutations is equal to
.
Example
Consider the first three letters of the alphabet:
.
There are
ways
of ordering these
letters:
A combination is a way of
selecting
objects from a list of
.
The order of selection does not matter and each object can be selected only
once.
The number of possible combinations is equal
to
Example
The number of possible ways to choose a team of three people from a group of
five
is
A partition is a way of
subdividing
objects into
groups having numerosities
.
The number of possible partitions
is
Example
The number of possible ways to assign six individuals to three teams of two
people
is
Factorials have numerous important applications in the analysis of probability distributions.
For example, they appear in the probability mass functions of:
the Poisson distribution;
The concept of factorial can be extended using the
Gamma
function
Unlike the factorial, the Gamma function is defined also when
is not an integer.
It has the property
thatwhen
is an integer.
The Gamma function is often used in statistics, for example, in the probability density functions of:
the gamma distribution.
In turn, the Gamma function is used to define the Beta function, which is found in the densities of
the beta distribution;
the F distribution;
the T distribution.
An in-depth explanation of factorials can be found in the lecture entitled Permutations.
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Please cite as:
Taboga, Marco (2021). "Factorial", Lectures on probability theory and mathematical statistics. Kindle Direct Publishing. Online appendix. https://www.statlect.com/glossary/factorial.
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