Basic Statistics
Chapter 5: Probablilty
Chapter 5: Probablilty
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Language | English |
Category | Maths |
Level | University |
Created / Updated | 02.10.2016 / 01.11.2022 |
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Probability
deals with experiments that yield random short-term results or outcomes yet reveal long-term predicitability
The long-term proportion in which a certain outcome is observed if the probability of that outcome
Law of Large Numbers
As the number of reperitions of a probability experiment increases, the proportion with which a certain outcome is observedgets closer to the probability of the outcome.
Experiment (probability)
any process with uncertain results that can be repeated.
Sample Space
S, a probability experiment is the collection of all possible outcomes
Event
is any collection of outcomes from a probability experiment. An event consists of one outcome or more than one outcome. We will denote events with one outcome, sometimes called simple events,ei. In general, events are denoted using capital letters such as E.
Rules of Probabilities
1. The probability of any event E, P(E), must be greater than or equal to 0 and less than or equal to 1. That is \(≤\)1.
2. The sum of the probabilities of all outcomes must equal 1. That is, if the sample space S= {e1, e2,....,en}, then P(e1) + P(e2)+.....+P(en)=1
Probability Model
lists the possible outcomes of a probability experiment and each outcome's probability.
Impossible
the probability of the event is 0
Certainty
the probability of the event is 1
Unusual event
an event that had a low probabilit of occuring.
Approximating Probabilities Using the Empirical Apprach
The probability of an event E is approximately the number of times event E is observed divided by the number of repetitions of the experiment.
P(E) ≈ relative frequency of E= frequency of E/ number of trials of experiment
Equally Likely Outcomes Experiment
when each outcomes has the same probability of occuring.
Computing Probability Using the Classical Method
If an experiment has n equally likely outcome and if the number of ways than an event E can occur is m, then the probability of E,P(E), is
P(E)= number of ways that E can occur = m
number of possible outcomes n
So if S is the sample space of this experiment
P(E) = N(E)/N(S)
when N(E) is the number of outcomes in E, and N(S) is the nuber of outcomes in the sample space.
Disjoint (mutually exclusive) events
Two events that have no outcomes in common
Additon Rule for Disjoint Events
If E and F are disjoint (mutually exclusive) evenets, then
P(E or F)= P(E) +P(F)
The General Addition Rule
For any two events E and F
P(E or F) = P(E) + P(F) - P(E and F)
Complement of an Event
Let S denote the sample space of a probability experiment and let E denote an event. The complement of E, denoted Ec, is all outcomes in the sample space S that are nor outcomes in the event E
Complement Rule
If E represents any even and Ec represents the complement of E, then
P(Ec)= 1-P(E)
Independent
Two events E and F are independent if the occurence of event E in a probability experiment does not affect the probability of event F
Dependent
Two events are dependent if the occurence of event E in a probability experiment affects the probability of event F
Multiplicatoin Rule for Independent Events
If E and F are independent events, then
P(E and F)= P(E) * P(F)
Multiplication Rule for n Independent Events
If events E1, E2, E3,......En are independent, then
P(E1 and E2 and E3, and ...... and En) = P(E1) * P(E2) *......P(En)
Summary: Rules of Probability
1. The probability of any event must be between 0 and 1, inclusive. If we let E denote any event, then 0 ≤ P(E) ≤ 1
2. The sum of the probabilities of all outcomes in the sample space mus equal 1. That is, if the sample space S= {e1,e2,.....en} , then P(e1) + P(e2) +..... + P(en)=1
3. If E and F are disjoint events, then P(E or F) = P(E) +P(F). If E and F are not disjoint events, then P(E or F)= P(E) +P(F)- P(Eand F)
4. IF E represents any event and Ec represents the complement of E, then P(Ec)= 1-P(E)
5. If E and F are independent events, then P(E and F)= P(E) * P(F)
Conditional Probability
The notation P(F|E) is read " the probability of event F given event E." It is the probability that the event F occurs, given that the event E has occured.
Conditional Probability Rule
If E and F are any two even then
P(F|E) = P(E and F)/ P(E)= N(E and F)/ N(E)
The probability of event F occuring, given the occurence of event E, is found by dividing the probability of E and F by the probability of E, or dividing the number of outcomes in E and F by the number of outcomes in E.
Multiplication Rule of Counting
If a task consists of a sequence of choices in which there are p selections for the first choice, q selection for the second choice, r selections for the third choice, and so on, then the task of making these selection can be done in
p*q*r*.....
different ways
Factorial Symbol
if n ≥ 0 is an integer, the factorial symbol, n!, is defined as follows:
n!=n(n-1).....3*2*1
0!=1 1!=1
permutation
is an ordered arrangement in which r objects are chosen from n distinct (different) objects so that r ≤n and repetition is not allowed. The symbol nP, represents the number of permutations of r objects selected from n objects.
Number of Permutations of n Distinct Objects taken r at a time
the number of arrangements of r objects chosen from n objects, in which
1. the n objects are distinct,
2. repetition of objects is not allowed, and
3. order is important
is given by formula
nPr= n!/(n-r)!
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