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Probability

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An experiment is the process of observing a phenomenon that has ... all e in SS = 1. Equally Likely Elementary Outcomes. 1. k. P(e1) = P(e2) = ... = P(ek) ... – PowerPoint PPT presentation

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Title: Probability


1
??????????????????????
  • ??????? ????????????

2
Definitions
  • Random Experiment elementary outcomes
  • Sample Space
  • Event subset of sample space

3
????? (Definition)
  • An experiment is the process of observing a
    phenomenon that has variation in its outcomes.
  • The sample space associated with an experiment is
    the collection of all possible distinct outcomes
    of the experiment.

4
????? (Definition)
  • An experiment is the process of observing a
    phenomenon that has variation in its outcomes.
  • The sample space associated with an experiment is
    the collection of all possible distinct outcomes
    of the experiment.

SS
5
????? (Definition) (cont.)
  • Each outcome is called as elementary outcome, a
    simple event, or an elementary of the sample
    space.
  • As event is the set of elementary outcomes
    possessing a designated feature.

6
????? (Definition) (cont.)
  • An event A occurs when any one of the elementary
    outcomes in A occurs.

(e1)
H
HH
H
(e2)
T
HT
(e3)
H
TH
T
(e4)
T
TT
7
????? (Definition) (cont.)
  • An event A occurs when any one of the elementary
    outcomes in A occurs.

(e1)
H
HH
H
(e2)
T
HT
(e3)
H
TH
T
(e4)
T
TT
8
????? (Definition) (cont.)
  • An event A occurs when any one of the elementary
    outcomes in A occurs.

(e1)
H
HH
H
(e2)
T
HT
(e3)
H
TH
T
(e4)
T
TT
9
????? (Definition) (cont.)
  • An event A occurs when any one of the elementary
    outcomes in A occurs.

(e1)
H
HH
H
(e2)
T
HT
(e3)
H
TH
T
(e4)
T
TT
10
????? (Definition) (cont.)
  • SS HH, HT, TH, TT
  • SS e1, e2, e3, e4
  • event A getting exactly one head
  • A HH, HT
  • A e1, e2

11
????? (Definition) (cont.)
  • Probability must satisfy

12
Equally Likely Elementary Outcomes
  • Uniform Probability Model
  • SS e1, e2, e3, , ek

P(e1) P(e2) P(ek)
A e1, e2, e3, , em
P(A) P(e1) P(e2) P(em)
13
Equally Likely Elementary Outcomes (cont.)
  • Probability as Long-Run Relative Frequency

Define P(A) as the value to which the relative
frequency stabilizes with increasing of
trials. Although we will never know P(A) exactly,
it can be estimated accurately by repeating the
experiment many times.
14
Equally Likely Elementary Outcomes (cont.)
  • Tossing dice and coins
  • drawing cards
  • death in particular age groups
  • etc.

15
Equally Likely Elementary Outcomes (cont.)
  • Consider of the probability to the day of the
    week a child will be born.
  • Assume that all 7 days of week are equally
    likely.
  • A event of a birth on the weekend
  • P(A) 2/7 0.286

16
Equally Likely Elementary Outcomes (cont.)
  • Table Number of birth (in 10,000) by Day of the
    Week, U.S. 1971

Mon Tue Wed Thu Fri Sat Sun All Days
Number 52.09 54.46 52.68 51.68 53.83 47.21 44.36 3
56.31 of Births
Relative 0.146 0.153 0.148 0.145 0.151 0.132 0.124
Frequency
17
Equally Likely Elementary Outcomes (cont.)
  • Table Number of birth (in 10,000) by Day of the
    Week, U.S. 1971

0.132
Mon Tue Wed Thu Fri Sat Sun All Days
Number 52.09 54.46 52.68 51.68 53.83 47.21 44.36 3
56.31 of Births
Relative 0.146 0.153 0.148 0.145 0.151 0.132 0.124
Frequency
18
Equally Likely Elementary Outcomes (cont.)
  • Table Number of birth (in 10,000) by Day of the
    Week, U.S. 1971

0.132

0.124
Mon Tue Wed Thu Fri Sat Sun All Days
Number 52.09 54.46 52.68 51.68 53.83 47.21 44.36 3
56.31 of Births
Relative 0.146 0.153 0.148 0.145 0.151 0.132 0.124
Frequency
19
Equally Likely Elementary Outcomes (cont.)
  • Table Number of birth (in 10,000) by Day of the
    Week, U.S. 1971

0.256

0.132

0.124
Mon Tue Wed Thu Fri Sat Sun All Days
Number 52.09 54.46 52.68 51.68 53.83 47.21 44.36 3
56.31 of Births
Relative 0.146 0.153 0.148 0.145 0.151 0.132 0.124
Frequency
20
Two Laws of Probability
  • Law of Complement
  • Addition Law

21
Two Laws of Probability (cont.)
  • Special Addition Law For Incompatible Events

P(AB) 0
22
Two Laws of Probability (cont.)
  • Special Addition Law For Incompatible Events

P(AB) 0
23
Conditional Probability and Independence
24
Conditional Probability and Independence (cont.)
  • Multiplication Law of Probability

25
Conditional Probability and Independence (cont.)
  • Two events A and B are independent if

Equivalent conditions are
or
26
Note
A and B are incompatible when
  • A and B are independent if
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