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    Applied Probability Lecture 2: Rajeev Surati

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    1. The lecture covers independence, Bayes' theorem, and probability mass functions. 2. Independence means that the probability of events occurring together is equal to the product of their individual probabilities. 3. Bayes' theorem describes the relationship between conditional and marginal probabilities. It allows calculating the probability of an event based on prior knowledge. 4. A probability mass function assigns probabilities to each possible outcome of a random variable taking discrete values over a sample space. It is used to describe the probabilities of random events and calculate expected values.

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    Applied Probability Lecture 2: Rajeev Surati

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    sarpedon3289
    36 views10 pages
    1. The lecture covers independence, Bayes' theorem, and probability mass functions. 2. Independence means that the probability of events occurring together is equal to the product of their individual probabilities. 3. Bayes' theorem describes the relationship between conditional and marginal probabilities. It allows calculating the probability of an event based on prior knowledge. 4. A probability mass function assigns probabilities to each possible outcome of a random variable taking discrete values over a sample space. It is used to describe the probabilities of random events and calculate expected values.

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    1. The lecture covers independence, Bayes' theorem, and probability mass functions. 2. Independence means that the probability of events occurring together is equal to the product of their individual probabilities. 3. Bayes' theorem describes the relationship between conditional and marginal probabilities. It allows calculating the probability of an event based on prior knowledge. 4. A probability mass function assigns probabilities to each possible outcome of a random variable taking discrete values over a sample space. It is used to describe the probabilities of random events and calculate expected values.

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    36 views10 pages

    Applied Probability Lecture 2: Rajeev Surati

    Uploaded by

    sarpedon3289
    1. The lecture covers independence, Bayes' theorem, and probability mass functions. 2. Independence means that the probability of events occurring together is equal to the product of their individual probabilities. 3. Bayes' theorem describes the relationship between conditional and marginal probabilities. It allows calculating the probability of an event based on prior knowledge. 4. A probability mass function assigns probabilities to each possible outcome of a random variable taking discrete values over a sample space. It is used to describe the probabilities of random events and calculate expected values.

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    You are on page 1of 10

    Applied Probability Lecture 2

    Rajeev Surati

    Agenda
    1. Independence 2. Bayes Theorem 3. Introduction to Probability Mass Functions

    Independence
    Simply put P(A|B) = P(A) This implies that P(AB)=P(A|B)P(B)=P(A) P(B) Interpretation in Event space:
    A B

    Bayes Theorem
    Sample Space Interpretation
    P( B | A1 ) P( A1 ) P( B' | A2 ) P( B | A1 ) P( A2 ) P( B' | A2 )

    A B A1 B
    1

    P( A1 | B)

    P( A1B) P( B | A1 ) P( A1 ) P( B | A2 ) P( A2 )

    A1B' A2 B

    Generalized
    P( Ai | B ) P( B | Ai ) P( Ai ) P( B | Ai ) P( Ai )
    i

    A2 B'

    Steroids(quick review)
    Manufacturer says steroid test is 99% accurate(*). If news reports that an athlete tests positive, are we so certain that he/she is taking steroids

    99% accurate if steroids are present, 15% false positives; finally assuming 10% of all athletes take steroids.

    Monty Hall
    Three doors(A,B,C) behind one is a krispy kreme doughnut Rajeev selects say door A. Monty, who knows where the donut is, opens say door b which is empty(as he perpetrated) and offers to let Rajeev switch. What should Rajeev do.

    Explanations
    1 Probability behind P(A|He Knew )is 1/3, P(B|He knew) is 0 therefore P(C| He knew) = ?? Bayesian method Take experiment to Limit

    Random Variables
    Before this we talked about Probabilities of events and sets of events where in many cases we hand selected the set of fine grain events that made up an event whose probability we were seeking. p ( x )Now we move onto another more interesting way to group this point: using a function to ascribe values to every point in a sample space (discrete or continuous) One example might be the number of heads r in 3 tosses of a coin.
    x

    Probability Mass Function


    px ( x0 )

    probability that the experimental value of a random variable x obtained on a performance of the experiment is equal to x 0 same story value of pmf. Can extend up to more dimensions which then allows for conditional pmfs
    i

    px ( x0 )

    0 p x ( x0 ) 1

    Expected Values
    E(x) given a p.m.f. provides some sense of the center of mass of the pmf. Variance is another measure that provides some mesure of the distribution of a pmf/pdf around its expected value.

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