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    Lecture 2

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    ShikhaNeeraj Aggarwal
    This document provides an overview of key concepts in applied probability, including: 1. Independence and how it implies that P(AB)=P(A)P(B). 2. Bayes' theorem and how it can be used to calculate conditional probabilities like P(A|B). 3. Introduction to probability mass functions (pmfs) which assign probabilities to each possible outcome of a random variable. Pmfs allow calculation of expected values and variance.

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    Lecture 2

    Uploaded by

    ShikhaNeeraj Aggarwal
    6 views10 pages
    This document provides an overview of key concepts in applied probability, including: 1. Independence and how it implies that P(AB)=P(A)P(B). 2. Bayes' theorem and how it can be used to calculate conditional probabilities like P(A|B). 3. Introduction to probability mass functions (pmfs) which assign probabilities to each possible outcome of a random variable. Pmfs allow calculation of expected values and variance.

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    This document provides an overview of key concepts in applied probability, including: 1. Independence and how it implies that P(AB)=P(A)P(B). 2. Bayes' theorem and how it can be used to calculate conditional probabilities like P(A|B). 3. Introduction to probability mass functions (pmfs) which assign probabilities to each possible outcome of a random variable. Pmfs allow calculation of expected values and variance.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    6 views10 pages

    Lecture 2

    Uploaded by

    ShikhaNeeraj Aggarwal
    This document provides an overview of key concepts in applied probability, including: 1. Independence and how it implies that P(AB)=P(A)P(B). 2. Bayes' theorem and how it can be used to calculate conditional probabilities like P(A|B). 3. Introduction to probability mass functions (pmfs) which assign probabilities to each possible outcome of a random variable. Pmfs allow calculation of expected values and variance.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    of 10

    Applied Probability

    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( A1B)
    P ( B | A1 ) P( A1 | B) 
    AA1BB
    1 P( B | A1 ) P( A1 )  P( B | A2 ) P( A2 )
    P ( A1 )

    P( B ' | A2 ) A1B '


    Generalized
    P ( B | A1 ) A2 B P( B | Ai ) P ( Ai )
    P ( A2 ) P ( Ai | B ) 
     P( B | Ai ) P( Ai )
    i

    P ( B' | A2 )
    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.xp (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.
    Probability Mass Function
    probability that the experimental value
    p x ( x0 )

    of a random variable x obtained on a


    performance of the experiment is equal to x0
    same story value of pmf. Can extend up to
    more dimensions which then allows for
    conditional pmfs
     i
    px ( x0 ) 0  px ( 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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