The density operator is defined to be $\rho=\sum_{\alpha} p_{\alpha}|\alpha\rangle\langle\alpha|$, where $p_{\alpha}$ is the probability that the system is in the state $\alpha$. Given an arbitrary basis $\{|i\rangle\}$ and the expansions $|\alpha\rangle=\sum_{i} a_{\alpha i}|i\rangle$, calculate the matrix elements $\rho_{i j}=\langle i|\rho| j\rangle$ of $\rho$. Show that the diagonal elements $\rho_{i i}$ are non-negative real numbers and interpret them as probabilities.