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Probability Theory

Probability Theory. Dr. Deshi Ye yedeshi@zju.edu.cn. Outline:. 1. Conditional Probability 2. Bayes’ Theorem. 3.6 Conditional probability. Probability of an event is meaningful iff it refers to a given sample. P(A|S): the probability of A given some space S. If respect to more samples.

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Probability Theory

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  1. Probability Theory Dr. Deshi Ye yedeshi@zju.edu.cn

  2. Outline: • 1. Conditional Probability • 2. Bayes’ Theorem

  3. 3.6 Conditional probability • Probability of an event is meaningful iff it refers to a given sample. • P(A|S): the probability of A given some space S. If respect to more samples.

  4. Ex. • 500 machines. Improper assemble I= 30;Defective D= 15; Both I and D = 10. • P(D)=? • P(D|I)=? • P(D and I)=? I 20 D and I 10 D and I 10

  5. Conditional prob. • Theorem. If A and B are any events is S and P(B) is not empty, the conditional probability of A given B is:

  6. Ex. • A coin is flipped twice. If we assume that all four points in the sample space are equally likely, what is the probability that both flips result in heads, given that the first flip does? Solution: Let E = {(H,H)} be the event that both flips land heads, and F={(H,H), (H,T)} denote the event that the first flip lands heads, then the desired probability is given by

  7. Ex. • Suppose a family has two children. We assume that the probability of having a baby boy is ½. • Now suppose we wish to find the probability that the family has one boy and one girl, but we also have the information that at least one of the children is a boy. • What is the probability?

  8. Ex. • Celine is undecided as to whether to take a French course or a chemistry course. She estimates that her probability of receiving an A grade would be ½ in a French course, and 2/3 in a chemistry course. • If Celine decides to base her decision on the flip of a fair coin, what is the probability that she gets an A in chemistry?

  9. Solution • If we let C be the event that Celine takes chemistry and B denote the event that she receive an A in whatever course she takes, then the desired probability is P(CB).

  10. Multiplication rule

  11. Multiplication rule – Ex. • An ordinary deck of 52 playing cards is randomly divided into 4 piles of 13 cards each. Compute the probability that each pile has exactly 1 Ace?

  12. Solution: another approach • Define events • E1 = {the ace of spades is in any one of the piles} • E2 = {the ace of spades and the ace of hearts are in different piles} • E3 = {the aces of spades, hearts, and diamonds are all in different piles} • E4 = {all aces are in different piles} • P(E1) = 1, P(E2|E1)=39/51, P(E3|E1E2)=26/50, • P(E4|E1E2E3) = 13/49. • P(E1E2E3E4) = P(E1)P(E2|E1)P(E3|E1E2)P(E4|E1E2E3) • = 0.105

  13. Independent • A is independent of B if and only if P(A|B)=P(A) or P(A and B) = P(A) * P(B)

  14. EX. • Suppose that we toss 2 dice. • Let E denote the event that the sum of the dice is 6 and • F denote the event that the first die equals 4. • Q: are the events E and F independent?

  15. Solution • P(EF) = P({4, 2}) = 1/36. • P(E) = 5/36 P(F) = 1/6 • P(E)P(F) = 5/216 • Conclusion: E and F are not independent!! • Question: how about the event E changed to: the sum is 7.

  16. Properties • If E and F are independent, then so are E and • If E is independent of F and is also independent of G. Is E then necessarily independent of FG? • Ans: No!!

  17. Generalization • Theorem 3.8 If A and B are any events in S, then if P(A)>0,P(B)>0. If independent

  18. Discussion • P(A|B) and P(A ∩ B) • A, B are independent, mutually exclusive, what is the difference?

  19. Event A Bayes’ Theorem

  20. Bayes’ Theorem • An experiment depends on the outcomes of various intermediate stages. • EX. An assembly plant receives its voltage regulators. 60% from B1, 30% from B2, 10% from B3 Perform according to specifications: B1: 95%, B2: 80%, B3: 65%. Event: a voltage regulator received by the plant performs according to specifications.

  21. Tree diagram P(A|B1)=0.95 B1 A 0.6 B2 0.3 P(A|B2)=0. 8 A 0.1 P(A|B3)=0.65 B3 A

  22. Solution

  23. Rule of total probability • Theorem 3.10. If are mutually exclusive events of which one must occur, then

  24. Special case

  25. EX. • A laboratory blood test is 95 percent effective in detecting a certain disease when it is, in fact, present. However, the test also yield a “false positive” result for 1 percent of the health person tested. • Q: If .5 percent of the population actually has the disease, what is probability a person has the disease given that the test result is positive?

  26. Solution Only 0.323! • Let D be the event that the tested person has the disease. • Let E be the event that the test result is positive. • The desired probability is P(D|E)

  27. Bayes’ Theorem • Theorem. If are mutually exclusive events of which one must occur, then The prob. Of reaching A via the r-th branch of the tree “Effect” A was “caused” by the event Br

  28. EX.

  29. Expectation • Expectation: If the probability of obtaining the amounts then the mathematical expectation is

  30. Motivations • The expected value of x is a weighted average of possible values that X can take on, each value being weighted by the probability that X assumes it. • Frequency interpretation

  31. Summary • Conditional probability • Independent of events A, B • Bayes’ rule, Bi disjoint

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