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Group 6 Bustamin Bin Ahmad Muhammad Norhadri Bin Mohd Helmi Tan Cheng Peng Wong Wei Chieh

2-0 Introduction 2-1 Terminologies 2-2 Axioms of Probability 2-3 Mutually Exclusive Events 2-4 Independent Events 2-5 Addition Rules 2-6 Conditional Probability 2-7 Multiplication and Total Probability Rules 2-8 Random Variables 2-9 Probability Distribution

2-10 Probability vs Statistic


2-10 Probability Tools

2-0 Introduction 2-1 Sample Spaces and Events

2-2 Interpretations of Probability


2-3 Addition Rules 2-4 Conditional Probability 2-5 Multiplication and Total Probability Rules 2-6 Independence 2-7 Random Variables 2-8 Probability Distribution 2-9 Statistic and Probability 2-10 Probability Tools

Probability shows you the likelihood, or chances, for each of the various future outcomes, based on a set of assumptions about how the world works.

The chance of rain today is 25%

2-0 Introduction 2-1 Sample Spaces and Events

2-2 Interpretations of Probability


2-3 Addition Rules 2-4 Conditional Probability 2-5 Multiplication and Total Probability Rules 2-6 Independence 2-7 Random Variables 2-8 Probability Distribution 2-9 Statistic and Probability 2-10 Probability Tools

What is the probability that a flipped coin shows head up?

2-0 Introduction 2-1 Terminology 2-2 Interpretations of Probability 2-3 Addition Rules 2-4 Conditional Probability 2-5 Multiplication and Total Probability Rules 2-6 Independence 2-7 Random Variables 2-8 Probability Distribution 2-9 Statistic and Probability 2-10 Probability Tools

Sample Space, S

.. .

.. . .

. .

Outcome

Simple event

Event, E Intersection,
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2-0 Introduction 2-1 Terminology 2-2 Interpretations of Probability 2-3 Addition Rules 2-4 Conditional Probability 2-5 Multiplication and Total Probability Rules 2-6 Independence 2-7 Random Variables 2-8 Probability Distribution 2-9 Statistic and Probability 2-10 Probability Tools

Sample space: the collection of all possible outcomes


of a random circumstance A simple event is one outcome in the sample space. An event is a collection of one or more simple events (outcomes) in the sample space. Intersection Complementary Events

2-0 Introduction 2-1 Sample Spaces and Events

2-2 Axioms of probability


2-3 Addition Rules 2-4 Conditional Probability 2-5 Multiplication and Total Probability Rules 2-6 Independence 2-7 Random Variables 2-8 Probability Distribution 2-9 Statistic and Probability 2-10 Probability Tools

Between 0 and 1 The sum of the probabilities over all possible simple events is 1
Example:

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Two events are mutually exclusive if they do not contain any of the same outcomes

Sample space, S = {1,2,3,4,5,6} Events, E1 = 'observe an odd number' = {1,3,5} Events, E2 = 'observe an even number' = {2,4,6}

2-0 Introduction 2-1 Sample Spaces and Events

2-2 Interpretations of Probability


2-3 Addition Rules 2-4 Conditional Probability 2-5 Multiplication and Total Probability Rules 2-6 Independence 2-7 Random Variables 2-8 Probability Distribution 2-9 Statistic and Probability 2-10 Probability Tools

Two events are independent if the probability that one event occurs stays the same, no matter whether or not the other event occurs. P(A|B) = P(A)

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When? Outcome of event A does not affect the outcome in event B What? 2 events are independent if any of the following is true: P(A|B) = P(A) P(B|A) = P(B) P(AB) = P(A)P(B) - aka. Multiplication rule for independent event

Probability of first throw of dice that gives a 6 = 1/6 Probability of second throw of dice that gives a 6 = 1/6

Let A represent getting 6 on first throw. Let B represent getting 6 on second throw.
Find probability of getting on both throws: P(AB) = P(A)P(B) = (1/6)(1/6) = 0.36

Coin flip example: One flip: Heads or Tails are mutually exclusive events

Two flips: The outcome of each flip is independent.

A = P(A) + P(B) -B B) P(A B) P(A


A B

AB

A + B - AB
P(A B) = P(A) + P(B) - P(A B)

Probability of B given A, P(B|A)

P(B|A) =

AB

A
Diagram

AB

A
P(B|A) = P(AB)/P(A)

A math teacher gave her class two tests. 25% of the class passed both tests and 42% of the class passed the first test. What percent of those who passed the first test also passed the second test? Solution:

P(Second|First) = P(First and Second) = 0.25 = 0.60 = 60% P(First) 0.42

From Conditional Probability, P(B|A) = P(AB)/P(A) Rearrange the equation, P(AB) = P(B|A)P(A) .. (i) Interchange A and B, P(AB) = P(A|B)P(B) .. (ii)

Combining (i) and (ii), we called it the Multiplication Rule: P(AB) = P(B|A)P(A) = P(A|B)P(B)

Probability of first children is boy = 0.6; P(A) = 0.6 Given that the first children is boy, the probability of second children is boy = 0.7; P(B|A) = 0.7 What is the probability of both children are boy? Using Multiplication Rule: => P (A B) = P(B|A)P(A) = (0.6)(0.7) = 0.42

Sample S:

For any events A and B: P(B) = P(BA) + P(BA) = P(B|A)P(A) + P(B|A)P(A)

Sample S:

For any events A and B: P(B) = P(BA) + P(BA) = P(B|A)P(A) + P(B|A)P(A)

Sample S:

BA BA

For any events A and B: P(B) = P(BA)+P(BA) = P(B|A)P(A) + P(B|A)P(A)

F = Product Rejected C = Product Contaminated P(F|C) = 0.1 ; P(F|C)=0.005 P(C) = 0.2 ; P(C) = 0.8 Using Total Probability Rule: P(F) = P(F|C)P(C) + P(F|C)P(C) = 0.1(0.2) + 0.005(0.8) = 0.024

Not same with variable in algebra/programming Random, uncertain value Capital alphabet

Not same with traditional way


e.g: Algebra x+3=7

Uncertain value that changes

Uncertain value that changes

Uncertain value that changes

Uncertain value that changes

Uncertain value that changes

Uncertain value that changes

, ,

= number of student that will come to class tomorrow

= 0, 1, 2, 3, , 10

Discrete random variable Continuous random variable

Discrete random variable Finite (countable) values

Continuous random variable Infinite values Need to be measured

Data types

Numerical

Qualitative

Discrete

Continuous

()

Random variable

Probability distribution function

probability distribution

()

Discrete continuous

Probability mass function Probability density function Cumulative distribution function

Discrete probability distribution Continuous probability distribution

The normal distribution

The uniform distribution

The exponential distribution

The binomial distribution


- Involves finite number of possibilities

The poisson distribution


- Where the number count has no limit

Random Variable a function or rule that assigns a number to each outcome of an experiment
RANDOM VARIABLE

DISCRETE RANDOM VARIABLE

CONTINUOUS RANDOM VARIABLE

Probability Mass Function

Probability Density Function

Binomial

Normal

Poisson

Exponential

Discrete Random Variables

Continuous Random Variables

Random variables that take on a finite (or countable) number of values.


Sum of two dice (2,3,4,,12) Number of children (0,1,2,) Number in attendance at the movies Number of hired employees Number of students coming to class

Random variables that take on values in a continuum or infinitely many values.


Height Weight Time Time you can hold your breath Lifetime of your cell phone battery

68% 95% 99%

68% of the results will be between + or 1 standard deviation () away from the mean ().

95% of the results will be between + or 2 standard deviation () away from the mean ().

99.7% of the results will be between + or 3 standard deviation () away from the mean ().

Parameters

The Standard normal distribution has a mean of = 0 and a standard deviation of = 1.

Conversion

Any normal distribution can be converted into a standard normal distribution by getting a z-score.

Standard normal (Z-score) tables can tell you the probability of getting between the z-score and the mean 0.

* Alternatively, the standard normal table could tell you the probability of getting a score anywhere below the z-score.

To economize on space, the standard normal table has the first digit of the z-score down the first column, and the second digit of the z-score across the first row. Example: z = 0.92

0.3212

0.50

Pr(z 0.92) = 0.50 + 0.3212 = 0.8212

Note that the probability of getting a z-score less than z = -1.8 is P(z -1.8) = 1 0.50 0.4641 = 0.0359.

2-0 Introduction 2-1 Sample Spaces and Events

2-2 Interpretations of Probability


2-3 Addition Rules 2-4 Conditional Probability 2-5 Multiplication and Total Probability Rules 2-6 Independence 2-7 Random Variables 2-8 Probability Distribution 2-9 Statistic and Probability 2-10 Probability Tools

Statistics observed data to generalizations about how the world works.


Example:
Observe-the seven hottest years on record occurred in the most recent decade conclusion- (perhaps without justification) Global warming

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2-0 Introduction 2-1 Sample Spaces and Events

2-2 Interpretations of Probability


2-3 Addition Rules 2-4 Conditional Probability 2-5 Multiplication and Total Probability Rules 2-6 Independence 2-7 Random Variables 2-8 Probability Distribution 2-9 Statistic and Probability 2-10 Probability Tools

Probability An assumption about how the world works, figure out what kinds of data you are likely to see.
Example:
Assume- there is no global warming and ask how likely we would be to get such high temperatures as we have been observing recently

Justification- probability provides the justification for statistics

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Books: [1] Applied Statistics and Probability for Engineers by Douglas Montgomery [2] Probability and Statistics by Moris H.DeGroot [3] Handbook of Probability by Rudas Online Reference: [1] MIT Open Courseware Introduction to Probability and Statistics http://ocw.mit.edu/courses/mathematics/18-05introduction-to-probability-and-statistics-spring2005/lecture-notes/ http://www.cs.sunysb.edu/~skiena/jaialai/excerpts/node1 2.html Wikipedia

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