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Probability

Probability. Terminology. Example: genders (Boy, Girl) of a two-child family. In this example, P(BB) = ¼ = 0.25 or 25%. Classical Probability : When each (simple) event in the sample space is equally likely to occur, then the probability of any event A occurring (“ P(A) ”) is ….

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Probability

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  1. Probability

  2. Terminology

  3. Example: genders (Boy, Girl) of a two-child family In this example, P(BB) = ¼ = 0.25 or 25%. Classical Probability: When each (simple) event in the sample space is equally likely to occur, then the probability of any event A occurring (“P(A)”) is …

  4. Sequential or non-sequential outcomes The probability of first getting a boy, and then a girl, is P(BG) = ¼ =0.25 or 25%. But the probability of having = 2/4 = 0.50 or 50%.

  5. Example: A parts inspector finds the parts either defective (D) or non-defective (N). Three parts are inspected in sequence. What is the probability that the inspector will find at least two defective items? A = {DDD, DDN, DND, NDD} and P(A) = 4/8 = 0.50 or 50%

  6. Relative Frequency or Empirical Probability Before a coin flip experiment, if we are going to flip a coin, we say that the probability of heads P(H) = ½. However, looking backwards in time, if we repeat the experiment several times, the relative frequency or empirical probability can be defined as For example, if we’ve flipped a coin 10 times and gotten 4 heads, the empirical probability of a heads is P(A) = 4/10 = 40%.

  7. * (12 + 18)/(60+75) = 0.22.

  8. Law of Large Numbers: states that as the number of experimental trials is increased, the relative frequency will converge toward the (true) probability. Computer simulation on a coin toss 200 times. Computer simulation on a coin toss 1,000 times.

  9. Basic Laws of Probability

  10. A compound event is the combination of two or more events.

  11. White area: Only A (not B) White area: Only B (not A) Blue area: Both A and B

  12. Mutually Exclusive Events: If A, then not B; If B, then not A (no common events)

  13. Addition Rule (more generally)

  14. From previous example:

  15. Conditional Probability: The probability that an event will occur, given that another event has occurred.

  16. From previous example:

  17. Dependent and Independent Events If having knowledge of one event does not affect the probability of occurrence of another event, the two events are said to be independent. Example: If males and females get the same grades, on average, then the probability of a student getting an “A”, given that the student is a female, is the same as the probability of a (any) student getting an “A”. P(“A” | female) = P(“A”)

  18. Equation (1) * Multiply both sides of Equation (1) by P(M) and switching sides gives P(G∩M) = P(G|M) x P(M). But if the two events are independent, then P( G|M) = P(G). By substitution, P(G∩M) = P(G) x P(M).

  19. Problem/Solution: Find P(G), P(N), P(B∩N) and P(B|N)

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