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Math 103
Statistics and
Probability
Probability
CJD
Notation
P - denotes a probability
A, B, ... - denote specific events
P (A) - denotes the probability or chance
of event A occurring
P (A and B) denotes the probability
of event A and event B occuring
simultaneously
P (A or B) denotes the probability that
event A occurs or event B occurs
(or both).
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Classical Probability
Method 1: Classical Approach
If an experiment has
n different sample points, each with an equal chance of
occurring,
and s is the number of ways event A can occur, then
P(A) =
number of ways A can occur
number of different
simple events
s
n
=
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Empirical Probability
Method 2: Experimental Approach
Conduct (or observe) an experiment a large number of
times, and count the number of times event A actually
occurs, then an estimate of P(A) is
P(A) =
number of times A occurred
number of times trial was repeated
Law of Large Numbers:
As a procedure is repeated again and again, the
experimental probability of an event tends to
approach the actual probability. Error is about
n
1
2
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Classical vs Empirical
The classical approach is the theoretical probability
taken by "experimenting" with an infinite number of
trials.
The empirical (or relative frequency) approach is
only an approximation to the true probability since
only a finite number of trials is made.
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Subjective Probability
Method 3: Subjective Approach
P(A), the probability of A, is found by simply
guessing or estimating its value based on
knowledge of the relevant circumstances.
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Probability Limits
The probability of an impossible event is 0.
The probability of an event certain to occur is 1.
0 P(A) 1
Certain
Likely
50-50 Chance
Unlikely
Impossible
1
0.5
0
The total of the
probabilities of all
sample points in a
sample space
must equal 1
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Computing Probabilities
Step 1 :
Determine the sample space in the problem.
Step 2 :
Determine the sample points
for the event being considered
Step 3 :
Assign probabilities to the sample points
Step 4 :
Determine applicable probability formulas
to compute the desired probability
If the event is complicated, break it down into
several simpler events.
3
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Example
960 , 598 , 2
5
52
=
E E
A
example:
with k colors
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Bayes Rule
If E
i
partitions the sample space into k subspaces,
P(A)=P(A|E
1
)P(E
1
)+P(A|E
2
)P(E
2
)+ + P(A|E
k
)P(E
k
)
P(A and E
r
) = P(E
r
)*P(A|E
r
)
BAYES Rule :
P(E
r
|A) = P(A and E
r
)
P(A)
P(E
r
|A) = P(E
r
)*P(A|E
r
)
P(A)
P(E
r
|A) = P(E
r
)*P(A|E
r
)
P(A|E
1
)P(E
1
)+P(A|E
2
)P(E
2
)+ + P(A|E
k
)P(E
k
)
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Bayes Rule Example
(Walpole #2/105) Police plan to enforce speed limits by using
radars at 4 different locations. The radars at locations L
1
, L
2
,
L
3
and L
4
are operated 40%, 30%, 20%, and 30% of the time.
If a person who is speeding has probabilities of 0.2, 0.1, 0.5
and 0.2 resp. of passing through these locations, what is the
probability that he will receive a speeding ticket ?
Let T : person receives a ticket. Find P(T)
R
i
: radar at location L
i
is operational.
L
i
: person passed through location L
i
P(R
1
)=.4 P(R
2
)=.3 P(R
3
)=.2 P(R
4
)=.3
P(L
1
)=.2 P(L
2
)=.1 P(L
3
)=.5 P(L
4
)=.2
P(T)=P( (T at L
1
) OR (T at L
2
) OR (T at L
3
) OR (T at L
4
) )
=P(R
1
L
1
)+ P(R
2
L
2
)+ P(R
3
L
3
)+ P(R
4
L
4
)
=P(R
1
|L
1
)P(L
1
)+ P(R
2
|L
2
)P(L
2
)+ P(R
3
|L
3
)P(L
3
)+ P(R
4
|L
4
)P(L
4
)
= (.4)(.2)+(.3)(.1)+(.2)(.5)+(.3)(.2)
= .08+.03+.10+.06 = 0.27
Independent Events:
P(R
i
|L
i
)=P(R
i
)
P(L
i
|R
i
)=P(L
i
)
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Bayes Rule Example (cont)
(Walpole #4/105) If the person received a speeding
ticket, what is the probability that he was radared at
location L
2
P(L
2
|T) = P(R
2
L
2
) / P(T)
= P(R
2
|L
2
)*P(L
2
) / P(T)
= (0.3 * 0.1) / 0.27
= 0.03 / 0.27
= 0.1111
P(L
2
|T) = P(R
2
|L
2
)P(L
2
)
-------------------------------------------------------------------------------
P(R
1
|L
1
)P(L
1
) + P(R
2
|L
2
)P(L
2
) + P(R
3
|L
3
)P(L
3
)+ P(R
4
|L
4
)P(L
4
)
See examples 34 and 35 on pp 110-112.
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End