probability and stats Flashcards
Explain P(A)P(B) in plain English
The probability of independent events A and B occurring.
Explain P(A and B) in plain English
The probability of events A and B occurring together.
And rule for independence:
P(A and B) = ?
P(A and B) = P(A)* P(B)
assumes A, B are independent events
And rule for dependence
P(A and B) = ?
P(A and B) = P(A) * P(B | A)
P(A and B) = P(B) * P(A | B)
assumes A, B are dependent events
Are independent events are mutually exclusive?
No! Common fallacy. Independent events are NOT mutually exclusive!
Or rule (generalized to mutually exclusive and non-mutually exclusive events): P(a or b) =
P(a) + P(b) - P(a and b)
Or rule for mutually exclusive events:
P(a or b) = ?
P(a or b) = P(a) + P(b)
What’s the definition of conditional probability?
P(A | B) = P(A and B) / P(B)
probability of A given that B occurred
(only valid when P(B) > 0)
P(B) is the total outcome space. You know B happened, so you’re in that space, hence it’s the denominator.
P(A | B) = 0.2
What is P(~A | B)?
P(~A | B) = 0.8
Realize that you’re summing over outcomes for A, not B!
Conditionalized version of Bayes theorem in the context of general background evidence E:
P(X | Y, E) = ?
P(X | Y, E) = P(X | E) * P(Y | X, E) / P(Y | E)
Conditionalized version of marginalization in the context of general background evidence E:
P(X | E) = ?
P(X | E) = sum over y of P(X, Y = y | E)
What does the following statement mean in plain english?
P(X | Y, E) = P(X|E)
X is conditionally independent of Y given E
What does the following statement mean in plain english?
P(Y | X, E) = P(Y | E)
X is conditionally independent of Y given E
What does the following statement mean in plain english?
P(X, Y | E) = P(X | E) P(Y | E)
X is conditionally independent of Y given E
Marginal independence: produce 2 other equivalent statements that imply each other:
P(X|Y) = P(X)
…
…
P(X|Y) = P(X)
P(Y|X) = P(Y)
P(X, Y) = P(X) P(Y)
All imply each other.