1. Fundamentals of Probability Flashcards
Fundamentals of probability for Machine Learning
What is probability?
Probability is a measure of the likelihood that an event will occur, ranging from 0 to 1.
What is a sample space?
The set of all possible outcomes of a probabilistic experiment.
What is an event in probability?
A subset of the sample space, representing one or more outcomes.
What are the three axioms of probability?
- P(A) ≥ 0 for any event A.
- P(S) = 1 where S is the sample space.
- P(A ∪ B) = P(A) + P(B) for disjoint events A and B.
What is conditional probability?
The probability of event A given that event B has occurred, denoted P(A|B).
What is the formula for conditional probability?
P(A|B) = P(A ∩ B) / P(B)
provided P(B) > 0.
What is the law of total probability?
P(A) = Σ P(A|B_i)P(B_i) for a partition {B_i} of the sample space.
What is Bayes’ Theorem?
P(A|B) = [P(B|A) * P(A)] / P(B).
What is an example of Bayes’ Theorem in real life?
Medical testing: Given a positive test result, what is the probability of having the disease?
What does it mean for two events to be independent?
Two events A and B are independent if P(A ∩ B) = P(A)P(B).
What is the difference between independent and dependent events?
Independent events do not affect each other’s probability, whereas dependent events do.
How do you check if events A and B are independent?
Check if P(A|B) = P(A) or if P(A ∩ B) = P(A)P(B).
What is a random variable?
A function that assigns numerical values to outcomes of a probabilistic experiment.
What is the difference between discrete and continuous random variables?
Discrete variables take countable values, while continuous variables take any value in an interval.
What is the expected value (mean) of a random variable?
E[X] = Σ x * P(X=x) for discrete variables or ∫ x f(x) dx for continuous variables.
What is a probability mass function (PMF)?
A function that gives the probability of each possible value for a discrete random variable.
What is a probability density function (PDF)?
A function describing the likelihood of a continuous random variable taking a value.
What is a cumulative distribution function (CDF)?
A function that gives the probability that a random variable is less than or equal to a given value.
Define probability.
A measure of the likelihood of an event occurring, between 0 and 1.
What is a trial in probability?
A single performance or observation of an experiment.
What is an outcome in probability?
A single possible result from a probability experiment.
What is an experiment in probability?
A process that leads to one of several possible outcomes.
What is the sample space of rolling a fair six-sided die?
{1, 2, 3, 4, 5, 6}.
What is an event in probability?
A subset of the sample space.
What are mutually exclusive events?
Events that cannot occur simultaneously (P(A ∩ B) = 0).
What is an example of mutually exclusive events?
Getting heads and tails on a single coin flip.
What is a certain event?
An event that has a probability of 1 (P(A) = 1).
What is an impossible event?
An event that has a probability of 0 (P(A) = 0).
What is the complement rule?
P(A’) = 1 - P(A), where A’ is the complement of A.
What is an exhaustive set of events?
A set of events that covers the entire sample space.
What is conditional probability?
The probability of an event occurring given another event has occurred.
How is conditional probability written?
P(A|B), meaning the probability of A given B.
State the formula for conditional probability.
P(A|B) = P(A ∩ B) / P(B), if P(B) > 0.
What does it mean if P(A|B) = P(A)?
It means that events A and B are independent.
What does the law of total probability state?
P(A) = Σ P(A|B_i)P(B_i) over a partition {B_i}.
How does conditional probability relate to joint probability?
P(A ∩ B) = P(A|B)P(B).
State Bayes’ Theorem.
P(A|B) = [P(B|A) * P(A)] / P(B).