![Page 1: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/1.jpg)
Stat 31, Section 1, Last Time
• Big Rules of Probability– The not rule– The or rule– The and rule
P{A & B} = P{A|B}P{B} = P{B|A}P{A}• Bayes Rule
(turn around Conditional Probabilities)• Independence
![Page 2: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/2.jpg)
Independence(Need one more major concept at this level)
An event A does not depend on B, when:
Knowledge of B does not change
chances of A:
P{A | B} = P{A}
![Page 3: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/3.jpg)
New Ball & Urn ExampleH R R R R G G T R R G
Again toss coin, and draw ball:
Same, so R & I are independent events
Not true above, but works here, since proportions of
R & G are same
32| IRP
0|| IIPIIRPIPIRPRP
32
21
32
21
32
![Page 4: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/4.jpg)
Independence
Note, when A in independent of B:
so
And thus
i.e. B is independent of A
BAPBPAP &}{
BPBAPBAPAP &|
ABPAPBAPBP |&}{
![Page 5: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/5.jpg)
Independence
Note, when A in independent of B:
It follows that: B is independent of A
I.e. “independence” is symmetric in A and B
(as expected)
More formal treatments use symmetric version as definition
(to avoid hassles with 0 probabilities)
![Page 6: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/6.jpg)
Independence
HW:
4.33
![Page 7: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/7.jpg)
Special Case of “And” Rule
For A and B independent:
P{A & B} = P{A | B} P{B} = P{B | A} P{A} =
= P{A} P{B}
i.e. When independent, just multiply probabilities…
![Page 8: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/8.jpg)
Independent “And” Rule
E.g. Toss a coin until the 1st Head appears, find P{3 tosses}:
Model: tosses are independent
(saw this was reasonable last time, using “equally likely sample space ideas)
P{3 tosses} =
When have 3: group with parentheses
321 && HTTP
![Page 9: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/9.jpg)
Independent “And” Rule
E.g. Toss a coin until the 1st Head appears, find P{3 tosses}
(by indep:)
I.e. “just multiply”
321 && HTTP 321 && HTTP
21213 &&| TTPTTHP
1123 | TPTTPHP
123 TPTPHP
![Page 10: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/10.jpg)
Independent “And” Rule
E.g. Toss a coin until the 1st Head appears, P{3 tosses}
• Multiplication idea holds in general
• So from now on will just say:
“Since Independent, multiply probabilities”
• Similarly for Exclusive Or rule,
Will just “add probabilities”
123 TPTPHP
![Page 11: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/11.jpg)
Independent “And” Rule
HW:
4.31
4.35
![Page 12: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/12.jpg)
Overview of Special Cases
Careful: these can be tricky to keep separate
OR works like adding, for mutually exclusive
AND works like multiplying, for independent
![Page 13: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/13.jpg)
Overview of Special Cases
Caution: special cases are different
Mutually exclusive independent
For A and B mutually exclusive:
P{A | B} = 0 P{A}
Thus not independent
![Page 14: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/14.jpg)
Overview of Special CasesHW: C13 Suppose events A, B, C all have
probability 0.4, A & B are independent, and A & C are mutually exclusive.
(a) Find P{A or B} (0.64)
(b) Find P{A or C} (0.8)
(c) Find P{A and B} (0.16)
(d) Find P{A and C} (0)
![Page 15: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/15.jpg)
Random Variables
Text, Section 4.3 (we are currently jumping)
Idea: take probability to next level
Needed for probability structure of political
polls, etc.
![Page 16: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/16.jpg)
Random Variables
Definition:
A random variable, usually denoted as X,
is a quantity that “takes on values at
random”
![Page 17: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/17.jpg)
Random Variables
Two main types
(that require different mathematical models)
• Discrete, i.e. counting
(so look only at “counting numbers”, 1,2,3,…)
• Continuous, i.e. measuring
(harder math, since need all fractions, etc.)
![Page 18: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/18.jpg)
Random Variables
E.g: X = # for Candidate A in a randomly selected political poll: discrete
(recall all that means)
Power of the random variable idea:
• Gives something to “get a hold of…”
• Similar in spirit to high school algebra:
Give unknowns a name, so can work with
![Page 19: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/19.jpg)
Random Variables
E.g: X = # that comes up, in die rolling:
Discrete
• But not too interesting
• Since can study by simple methods
• As done above
• Don’t really need random variable concept
![Page 20: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/20.jpg)
Random Variables
E.g: X = # that comes up, in die rolling:
Discrete
• But not very interesting
• Since can study by simple methods
• As done above
• Don’t really need random variable concept
![Page 21: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/21.jpg)
Random Variables
E.g: Measurement error:
Let X = measurement:
Continuous
• How to model probabilities???
![Page 22: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/22.jpg)
Random Variables
HW on discrete vs. continuous:
4.40 ((b) discrete, (c) continuous, (d) could be either, but discrete is more common)
![Page 23: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/23.jpg)
And now for something completely different
My idea about “visualization” last time:• 30% really liked it• 70% less enthusiastic…• Depends on mode of thinking
– “Visual thinkers” loved it– But didn’t connect with others
• So don’t plan to continue that…
![Page 24: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/24.jpg)
Random VariablesA die rolling example
(where random variable concept is useful)Win $9 if 5 or 6, Pay $4, if 1, 2 or 3,
otherwise (4) break evenNotes:• Don’t care about number that comes up• Random Variable abstraction allows
focussing on important points• Are you keen to play? (will calculate…)
![Page 25: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/25.jpg)
Random Variables
Die rolling example
Win $9 if 5 or 6, Pay $4, if 1, 2 or 4
Let X = “net winnings”
Note: X takes on values 9, -4 and 0
Probability Structure of X is summarized by:
P{X = 9} = 1/3 P{X = -4} = ½ P{X = 0} = 1/6
(should you want to play?, study later)
![Page 26: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/26.jpg)
Random Variables
Die rolling example, for X = “net winnings”:
Win $9 if 5 or 6, Pay $4, if 1, 2 or 4
Probability Structure of X is summarized by:
P{X = 9} = 1/3 P{X = -4} = ½ P{X = 0} = 1/6
Convenient form: a tableWinning 9 -4 0
Prob. 1/3 1/2 1/6
![Page 27: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/27.jpg)
Summary of Prob. StructureIn general: for discrete X, summarize
“distribution” (i.e. full prob. Structure) by a table:
Where:i. All are between 0 and 1ii. (so get a prob. funct’n as above)
Values x1 x2 … xk
Prob. p1 p2 … pk
11
k
iip
ip
![Page 28: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/28.jpg)
Summary of Prob. Structure
Summarize distribution, for discrete X,
by a table:
Power of this idea:
• Get probs by summing table values
• Special case of disjoint OR rule
Values x1 x2 … xk
Prob. p1 p2 … pk
![Page 29: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/29.jpg)
Summary of Prob. Structure
E.g. Die Rolling game above:
P{X = 9} = 1/3
P{X < 2} = P{X = 0} + P{X = -4} = 1/6 +½ = 2/3
P{X = 5} = 0 (not in table!)
Winning 9 -4 0Prob. 1/3 1/2 1/6
![Page 30: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/30.jpg)
Summary of Prob. Structure
E.g. Die Rolling game above:Winning 9 -4 0Prob. 1/3 1/2 1/6
0
0&90|9
XP
XXPXXP
3
2
2131
31
6131
09
XPXP
![Page 31: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/31.jpg)
Summary of Prob. Structure
HW:
4.47 & (d) Find P{X = 3 | X >= 2} (0.24)
4.50 (0.144, …, 0.352)
![Page 32: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/32.jpg)
Random Variables
Now consider continuous random variables
Recall: for measurements (not counting)
Model for continuous random variables:
Calculate probabilities as areas,
under “probability density curve”, f(x)
![Page 33: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/33.jpg)
Continuous Random Variables
Model probabilities for continuous random
variables, as areas under “probability
density curve”, f(x):
= Area( )
a b
(calculus notation)
bXaP
b
a
dxxf )(
![Page 34: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/34.jpg)
Continuous Random Variablese.g. Uniform Distribution
Idea: choose random number from [0,1]
Use constant density: f(x) = C
Models “equally likely”
To choose C, want: Area
1 = P{X in [0,1]} = CSo want C = 1. 0 1
![Page 35: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/35.jpg)
Uniform Random Variable
HW:
4.52 (0.73, 0, 0.73, 0.2, 0.5)
4.54 (1, ½, 1/8)
![Page 36: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/36.jpg)
Continuous Random Variablese.g. Normal Distribution
Idea: Draw at random from a normal population
f(x) is the normal curve (studied above)
Review some earlier concepts:
![Page 37: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/37.jpg)
Normal Curve Mathematics
The “normal density curve” is:
usual “function” of
circle constant = 3.14…
natural number = 2.7…
,2
21
21)(
x
exf
x
![Page 38: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/38.jpg)
Normal Curve Mathematics
Main Ideas:
• Basic shape is:
• “Shifted to mu”:
• “Scaled by sigma”:
• Make Total Area = 1: divide by
• as , but never
2
21x
e
2
0
221 x
e2
21
x
e
0)( xf x
![Page 39: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/39.jpg)
Computation of Normal Areas
EXCEL Computation:
works in terms of “lower areas”
E.g. for
Area < 1.3
)5.0,1(N
![Page 40: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/40.jpg)
Computation of Normal Probs
EXCEL Computation:
probs given by “lower areas”
E.g. for X ~ N(1,0.5)
P{X < 1.3} = 0.73
![Page 41: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/41.jpg)
Normal Random VariablesAs above, compute probabilities as areas,
In EXCEL, use NORMDIST & NORMINV
E.g. above: X ~ N(1,0.5)
P{X < 1.3} =NORMDIST(1.3,1,0.5,TRUE)
= 0.73 (as in pic above)
![Page 42: Stat 31, Section 1, Last Time Big Rules of Probability –The not rule –The or rule –The and rule P{A & B} = P{A|B}P{B} = P{B|A}P{A} Bayes Rule (turn around](https://reader035.vdocuments.net/reader035/viewer/2022062306/5a4d1b097f8b9ab059989cb0/html5/thumbnails/42.jpg)
Normal Random VariablesHW:
4.55