Little Probability
Little Probability
Little Probability
origin of the equiprobable model theory. Axiomatic probability theory developed to deal with harder problems. Section 2.2: Sample Spaces and Events Sample Space: the set of all possible outcomes of an experiment. Events: any subset of a sample space Use of intersection and union to define events of interest Recall basic set theory algebra: the definition of the complement of a set, commutative, associative, distributive laws, DeMorgans laws. These are illustrated in Venn diagrams. Also, E = EF EF c . There are two DeMorgans laws: ( Ei ) c = Eic , and ( Ei ) c = Eic .
i =1 i =1 i =1 i =1 n n n n
Section 2.3 Axioms of Probability The axioms of probability theory 1. For any event E, P( E ) 0. 2. For the sample space S, P( S ) = 1. 3. If {E1 , E 2 , E 3 , } is a sequence of mutually exclusive events (that is events for which Ei E j = ), then P( E i ) =
i =1
P( E ).
i =1 i
2.4 Some Simple Propositions Proposition 4.1. For any event E, P(Ec)=1-P(E). Proposition 4.2. If EF, then P(E)P(F). Also, if EF, then P(F-E)=P(FEc)=P(F)-P(E). Proposition 4.3. If E and F are any two events, P(EF)=P(E)+P(F)-P(EF).
A number is chosen at random from the set of numbers {1, 2, 3, , 1000}. What is the probability that it is divisible by 3 or 5 (i.e., either 3 or 5 or both)? Answer is 467/1000.
Extra! Booles (Bonferronis) Inequality If E and F are any two events, P(EF)P(E)+P(F).
Example. In a community, 32% of the population are male smokers; 27% are female smokers. What percentage of this community smoke? Answer 59%. Odds in favor of an event A are r to s if P(A)=r/(r+s). Odds against an event A are r to s, if P(A)=s/(r+s). If P(A)=p, then the odds in favor of A are p to 1-p. Generalizations of probability of union of two events: If E1, E2, E3 are any three events, then P ( E1 E 2 E3 ) = P( E1 ) + P( E 2 ) + P( E3 ) P( E1 E 2 ) P( E1 E3 ) P( E 2 E3 ) + P( E1 E 2 E3 ). Example. A doctor has 520 patients, of which 1. 230 are hypertensive (T) 2. 185 are diabetic (D) 3. 35 are hypochondriac (C) and diabetic 4. 25 are all three 5. 150 are none 6. 140 are only hypertensive 7. 15 are hypertensive and hypochondriac but not diabetic. Find the probability that the doctors next appointment is hypochondriac but neither diabetic nor hypertensive. Assume that appointments are all random. Answer 30/520. Solution by completing Venn Diagram or by laying out a 23 contingency table. Generalization is called the Inclusion-Exclusion Principle. Proposition 4.4: P ( E1 E 2 E n ) =
P( E ) P( E
i =1 i i1 <i2
i1
E i2 ) +
+ (1) r +1
E i2
P( E
i1
E i2
E ir ) +
+ (1) n +1 P( E1 E 2
n r
E n ).
The summation
P( E
i1
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