Chapter 6 - Probablity Flashcards
A phenomenon is random if…
…if individual outcomes are uncertain but there is predictable behaviour in a large number of repetitions.
Definition of probability
The proportion of times the outcome would occur in a very long (infinitely long) series of repetitions.
Independent trials (or repetitions)
Repetitions or trails are said to be independent if the outcome of one trail does not affect the outcome of another
-ex a coin toss
Three parts of a probability model
- The sample space (S)
- A list (Ę) of all possible events (E)
- A way of assigning probabilities to events
A n B
Read A and B
The intersection of two events A and B is the collection of outcomes that are both A and B
A u B
Read A or B
The union of two events A and B is the collection of outcomes that are either A or B (or both).
A-bar
Read: not A
The complement of an event A is the collection of outcomes not in A, denoted A-bar
Four basic rules of the probability model Notation P(E) for probability of event E
- For any event E, 0< P(E) <1
- P(S) =1 (something must happen)
- For any event E, P(E-bar)= 1-P(E)
- Two events are disjoint if they have no common outcomes. See addition rule.
Addition rule
If A and B are disjoint, then P(A or B) = P(A u B) = P(A) + P(B)
General addition rule
P(A u B) = P(A) + P(B) - P(A n B)
Events A and B are independent if…
…if knowing one had occurred doesn’t tell you anything about whether the other will or not
The general multiplication rule:
P(A n B) = P( A | B) x P(B)
P(A n B) = P(B | A) x P(A)
Read P(A|B) as A given B
Read P(A|B) as A given B
In general knowing B has happened may modify the probability of A; ie the conditional probability of A given B may not be the probability of A.
The general multiplication rule from the definition of conditional probabilities:
P(A|B) = P(A n B)/P(B)
P(B|A) = P(A n B)/P(A)
Eg. For P(B|A) restricting to A the probability of B is the proportion of outcomes in A that are also in B
bayes therom
Connects conditional probabilities
Is a long equation found in green book