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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
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.
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
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}
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
AB
A + B - AB
P(A B) = P(A) + P(B) - P(A B)
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:
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:
Sample S:
Sample S:
BA BA
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
, ,
= 0, 1, 2, 3, , 10
Data types
Numerical
Qualitative
Discrete
Continuous
()
Random variable
probability distribution
()
Discrete continuous
Random Variable a function or rule that assigns a number to each outcome of an experiment
RANDOM VARIABLE
Binomial
Normal
Poisson
Exponential
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
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
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.
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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
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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