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Thinking About Probability

Thinking About Probability Outline Basic Idea Different types of probability Definitions and Rules Conditional and Joint probabilities Essentials of understanding stats Discrete and Continuous probability distributions Density Permutations A visit to the Binomial distribution

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Thinking About Probability

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  1. Thinking About Probability

  2. Outline • Basic Idea • Different types of probability • Definitions and Rules • Conditional and Joint probabilities • Essentials of understanding stats • Discrete and Continuous probability distributions • Density • Permutations • A visit to the Binomial distribution • The Bayesian approach

  3. The Problem with Probabilities • Can be very hard to grasp • e.g. Monty Hall problem • TV show “Let’s make a deal” • 3 closed doors, behind 1 is a prize (others have “goats”) • Select a door • Monty Hall opens one of the remaining doors that does NOT contain a prize • Now allowed to keep your original door or switch to the other one • Does it make a difference if you switch? • http://www.stat.sc.edu/~west/javahtml/LetsMakeaDeal.html

  4. Properties of probabilities • 0≤ p(A) ≤ 1 • 0 = never happens • 1 = always happens • A priori definition • p(A) = number of events classifiable as A total number of classifiable events • A posteriori definition • p(A) = number of times A occurred total number of occurrences

  5. Properties of probabilities • So: • p(A)= nA/N = number of events belonging to subset A out of the total possible (which includes A). • If 6 movies are playing at the theater and 5 are crappy but 1 is not so crappy what is the probability that I will be disappointed? • 5/6 or p = .8333

  6. Probability in Perspective • Analytic view • The common approach: if there are 4 bad movies and one good one I have an 80% chance in selecting a bad one • Fisher • Relative Frequency view • Refers to the long run of events: the probability is the limit of chance i.e. in a hypothetical infinite number of movie weekends I will select a bad movie about 80% of the time • Neyman-Pearson • Subjective view • Probability is akin to a statement of belief and subjective e.g. I always seem to pick a good one • Bayesian

  7. Some definitions • Mutually exclusive1 • both events cannot occur simultaneously • A + !A = impossible • Exhaustive sets • set includes all possible events • the sum of probabilities of all the events in the set = 1

  8. Some definitions • Equal likelihood: roll a fair die each time the likelihood of 1-6 is the same; whichever one we get, we could have just as easily have gotten another • Counter example- put the numbers 1-7 in a hat. What’s the probability of even vs. odd? • Independent events: • occurrence of one event has no effect on the probability of occurrence of the other

  9. Laws of probability: Addition • The question of Or • p(A or B) = p(A) + p(B) • Probability of getting a grape or lemon skittle in a bag of 60 pieces where there are 15 strawberry, 13 grape, 12 orange, 8 lemon, 12 lime? • p(G) = 13/60 p(L) = 8/60 • 13/60 + 8/60 = 21/60 = .35 or a 35% chance we’ll get one of those two flavors when we open the bag and pick one out

  10. Laws of probability: Multiplication • The question of And • If A & B are independent • p(A and B) = p(A)p(B) • p(A and B and C) = p(A)p(B)p(C) • Probability of getting a grape and a lemon (after putting the grape back) after two draws from the bag • p(Grape)*p(Lemon) = 13/60*8/60 = ~.0288

  11. Conditional Probabilities and Joint Events • Conditional probability • One where you are looking for the probability of some event with some sort of information in hand • e.g. the odds of having a boy given that you had a girl already.1 • Joint probability • Probability of the co-occurrence of events • E.g. Would be the probability that you have a boy and a girl for children i.e. a combination of events • In this case the conditional would be higher because if we knew there was already a girl that means they’re of child-rearing age, able to have kids, possibly interested in having more etc.

  12. Conditional probabilities • If events are not independent then: • p(X|Y) = probability that X happens given that Y happens • The probability of X “conditional on” Y • p(A and B) = p(A)*p(B|A) • Stress and sleep relationship conditioned on gender • Little relation for fems, negative relation for guys • The observed p-value at the heart of hypothesis testing is a conditional probability • p(Data|H0)

  13. Joint probability • When dealing with independent events, we can just use the multiplicative law. • Joint probabilities are of particular interest in classification problems and understanding multivariate relationships • E.g. Bivariate and multivariate normal distributions ?

  14. Simpson’s paradox • Success rates of a particular therapy • What’s wrong with this picture? • Is the treatment a success?

  15. Discrete probability distribution • Involves the distribution for a variable that takes on only a few values • Common example would be the Likert scale

  16. Continuous probability distribution • We often deal with continuous probability distributions in inference, the most famous of which is the normal distribution • The height of the curve is known as the density • We expect values near the ‘hump’ to be more common

  17. Permutations • Counting is a key part of understanding probability (e.g. we can’t tell how often something occurs if we don’t know how many events occur in general). • Some complexity arises when we consider whether we track the order and whether events are able to be placed back for future selection.1 • How many ways can a set of N units be ordered? • Factorial • Permutations of size k taken from N objects • Ordered, without replacement • There are 5 songs on your top list, you want to hear any combination of two. How many pairs of songs can you create? In this case ab != ba, i.e. each ordering counts • 20

  18. Permutations • Combinations: finding the number of combinations of k objects you can choose from a set of n objects • Unordered, without replacement • In this case, any pair considered will not be considered again • i.e. ab = ba • From our previous example, there are now only 10 unique pairs to be considered • The combination described above will come back into play as we discuss the binomial

  19. The Binomial • Bernoulli trials = 2 mutually exclusive outcomes • Distribution of outcomes • Order of items does not matter • Only the probability of various outcomes in terms of e.g. numbers of heads and tails • N = # trials = 3

  20. Coin toss • How many possible outcomes of the 3 coin tosses are there? • List them out: HHH HHT HTT TTT TTH THH THT HTH • Now condense them ignoring order • e.g. HTT = THT = flips result in only 1 heads • What is the probability of 0 heads, 1 heads, 2 heads, 3 heads?

  21. Distribution of outcomes

  22. Distribution of outcomes • Now how about 10 coin flips? • That’d be a lot of work writing out all the possibilities. • What’s another way to find the probability of coin flips? • Use the formula for combinations

  23. Binomial distribution • Find a probability for an event using: • N = number of trials • r = number of ‘successes’ • p = probability of ‘success’ on any trial • q = 1-p (probability of ‘failure’) • CNr=The number of combinations of N things taken r at a time

  24. So if I want to know the odds of getting 9 heads out of 10 coin flips or p(H,H, H,H, H,H, H,H, H,T): • p(9) = • 10(.001953)(.5)=.0098 = .01

  25. Now if we did this for all possible hits (heads) on 10 flips:

  26. Using these probabilities • What is the probability of getting 4 or fewer heads in 10 coin tosses? • Addition • p(4 or1 less) = p(4) + p(3) + p(2) + p(1) + p(0) = • .205 + .117 + .044 + .010 + 001 = • p = .377 • About 38% chance of getting 4 or fewer heads on 10 flips

  27. Test a Hypothesis • Now take it out a step. • Suppose you were giving some sort of treatment to depressed individuals and assumed the treatment could work or not work, and in general would have a 50/50 chance of doing so if it wasn’t anything special (i.e. just a placebo). Then it worked an average of 9 times out 10 administrations. • Would you think there was something special going on or that it was just a chance occurrence based on what was expected? • p = p(9) + p(10) = .011

  28. Not just 50/50 • Not every 2 outcome situation has equal probabilities associated with each option • There are two parameters we are concerned with when considering a binomial distribution • 1. p = the probability of a success. (q is 1-p) • 2. n = the number of (Bernoulli) trials • More info about binomial distribution • m = Np • s2=Nqp • In R • Rcmdr (Distribution menu) • ?pbinom (command line) • Approximately “normal” curve when: • p is close to 0.5 • If not then “skewed” distribution • N large • If not then not as representative a distribution

  29. Examples • Small N p = .8 N = 10

  30. Bayesian Probability • Thomas Bayes (c. 1702 –1761) • The Bayesian approach involves weighing the probability of an event by prior experience/knowledge, and as such fits in well with accumulation of knowledge that is science. • As new evidence presents itself, we will revise our previous assessment of the likelihood of some event • Prior probability • Initial assessment • Posterior probability • Revised estimate

  31. Bayesian Probability With regard to hypothesis testing: p(H0) = probability of the null hypothesis p(D|H0) = the observed p-value we’re used to seeing, i.e. the probability of the data given the null hypothesis p(H1) = probability of an alternative1 p(D|H1) = probability of the data given the alternative hypothesis

  32. Empirical Bayes method in statistics • Bayesian statistics is becoming more common in a variety of disciplines • Advantages: all the probabilities regarding hypothesis testing make sense, interval estimates etc. are what we think they are and what they are not in null hypothesis testing • Disadvantage: if the priors are not well thought out, could lead to erroneous conclusions • Why don’t we see more of it? • You actually have to think of not only ‘non-nil’ hypotheses but perhaps several viable competing hypotheses, and this entails: • Actually knowing prior research very well1 • Not being lazy with regard to the ‘null’, which now becomes any other hypothesis • We will return with examples regarding proportions and means later in the semester.

  33. Summary • While it seems second nature to assess probabilities, it’s actually not an easy process in the scientific realm • Knowing exactly what our probability regards and what it does not is the basis for inferring from a sample to the population • Not knowing what the probability entails results in much of the misinformed approach you see in statistics in the behavioral sciences

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