Chapter 4: Probability Flashcards
sample space
set of all possible outcomes, S
varies depending on how you organize outcomes
e.g. sum of dice rolled: does order matter or not? changes S
cardinality
of all elements in the set
event
subset of a sample space
set notation
A’ = complement of A
AUB = Union. Set of all outcomes in A or B or both
AnB = Intersection. All outcomes that in A and B
{ } = Null set, empty set. Event with no possible outcomes
mutually exclusive, collectively exhaustive
ME: AnB = { }, A and B are disjoint. “did you double count?”
CE: “did you miss anything?”
classic definitions of probability
- P(A) = n(A)/n(S)
cardinality of A over total number of events in sample space - P(A) = lim(N→100) n/N
experiment runs N times and # of times event A occurs is n
3 axioms of probability
- 0 ≤ P(A) ≤ 1 (probabilities have to be between 0 and 1)
- P(S) = 1 (probably of sample space is always 100%)
- If E1, E2 … En are ME events
→ P (E1 U E2 U … U En) = P(E1) + P(E2) + …. + P(E3)
probability of the complement
P(A’) = 1–P(A)
Addition rule
P(AUB) = P(A) + P(B) – P(AnB)
- can’t just add probabilities because that would be double counting
- extends to 2+ events
probabilities where order matters and doesn’t matter, replacement or without replacement
ORDER MATTERS + REPLACEMENT
- n^r
ORDER MATTERS + NO REPLACEMENT
- factorial
- when you want to select, pick function
ODER DOESN’T MATTER + REPLACEMENT
- don’t worry about it
ORDER DOESN’T MATTER + NO REPLACEMENT
- choose function
conditional probability
P(A|B) = P(AnB)/P(B)
what does it mean for events to be independant?
two events are independent only if
P(A|B) = A
so that the occurrence of B does not change P(A)
general multiplication rule
rearrange conditional probability equation to get
P(AnB) = P(B) *P(A|B)
P(AnB) = P(A) * P(B|A)
multiplication rule for independent events/test for independence
If A and B are independent,
P(AnB) = P(B) *P(A)
Baye’s formula