Objective: Law of Large Numbers

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10/5/2015

OBJECTIVE
LAW OF LARGE •Understand the Law of
NUMBERS Large Numbers

•Calculate basic
probabilities.

RELEVANCE Simulation: Proportion of Heads

To find the likelihood of an Flip the Coin What Do You Notice?


Coin Flip Simulation • Short Term (Fewer Flips):
event occurring by The observed proportion
10 Times of heads is different and
observing the long-term unpredictable for each
experiment.
proportion in which a 50 Times
• Long Term: As the # of
certain outcome is 5000 Times flips increases the
proportion heads toward
observed. 50%.

Did You Notice? Definition


• As the number of flips increased, the closer
•The long-term proportion in
the proportion came to the expected value
of 50%. which a certain outcome is
observed is the probability of
• This is the basic premise of probability.
Probability deals with experiments that
that outcome.
yield random short-term results or
outcomes yet reveal long-term
predictability.

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In Other Words Law of Large Numbers


• Probability describes how likely it is that some
event will happen.

• If we look at the proportion of times an event has


occurred over a long period of time (or over a
large number of trials), we can be more certain of
the likelihood of its occurrence.

• This phenomenon is referred to as the Law of


Large Numbers.

Labs
Let’s see the law of large
numbers at work. PROBABILITY

Terminology Find the Sample Space


Term Definition
Event Sample Space
• Experiment • Any process with uncertain
results that can be repeated. Toss 1 Coin H or T
• The collection of all possible
• Sample Space (S)
outcomes of a probability
Answer a T or F T or F
experiment. Question
• Event (E) • Any collection of outcomes Toss 2 Coins HH, TT, HT, TH
from a probability experiment.

• Unusual Event • An event that has a low


probability of occurring.

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A probability experiment consists of A probability experiment consists


rolling a single fair die. having 2 children.
Identify the outcomes: Identify the outcomes:
Event 1 Event 2 Event 3 Event 4 Event 5 Event 6 Event 1 Event 2 Event 3 Event 4
Roll a 1 Roll a 2 Roll a 3 Roll a 4 Roll a 5 Roll a 6 Boy, Boy Boy, Girl Girl, Boy Girl, Girl

Determine the Sample Space: Determine the Sample Space:


 = , , , , ,
 = , , ,
Define the event E = “roll an even number” Define the event E = “have one boy”
, ,
,

Notation Probability Rules


•Use of the notation P(E) Rule 1 Rule 2
means “the probability that • The probability of • The sum of the
any event E, P(E), probabilities of all
event E occurs.” must be between 0 outcomes must
and 1 inclusive. equal 1.
≤ () ≤   () = 
No negative probability
No probability bigger than 1.

Probability Rules Probability Rules


Rule 3 Example Rule 4 Example
If an event can What is the If an event is What is the
probability of
NEVER happen probability of CERTAIN to
rolling a “number
the probability rolling a “9” on happen the less than 7 ” on a
is 0. a fair die? probability is 1. fair die?

  =  # <  =1

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Example Example
If a year is Thanksgiving What is the ALWAYS!
selected at ALWAYS falls on probability that
random, find the the 4th Thursday
probability that of November. New Year’s will
  = 
Thanksgiving Day Thus, fall on January
will be on a 1st?
Wednesday.   = 0

3 Probability Methods How are probabilities expressed?


• Empirical • Experimental
• Probabilities are Examples:
expressed as reduced
fractions, decimals 1
• Classical (Theoretical) • Assumes all outcomes in 1. 2
rounded to 2 or 3
S are equally likely.
decimal places, or,
where appropriate, 2. 0.5
• Subjective • The probability of an percentages
event is estimated by 3. 50%
using knowledge of the
relevant circumstances.

Empirical Probability Empirical Probability Example


• Probabilities computed in this manner rely • If a person rolls a die • Answer:
on experimental evidence. 40 times and 9 of the
rolls results in a “5”, 9
what empirical P (5) = = . 225
40
• In other words, it is evidence based on the probability was
outcomes of a probability experiment. observed for the
event “5”?
!"#"$%& '( 
  =
# '( )!*+, *$ -."!*"$

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Example: Empirical Probability Find the P(Side With Dot)


• Pass the Pigs is a Estimate the
game in which pigs are
used as dice. Points
probability that a
are earned based on pig lands on a
how the pigs land. “side with a dot.”
There are 6 possible
outcomes. 52
students rolled the pigs
3939 times. The # of  */" 0*1 + 2' = . 
outcomes each
occurred in shown.

Classical Probability Classical Probability


• The classical method does not require P(E) Probability of event E
S Sample Space
that a probability experiment actually be N(E) Number of outcomes in E
performed (like the empirical). N(S) Number of outcomes in the sample space.

• It relies on counting techniques.


4()
• It requires equally likely outcomes (each
  =
has the same probability of occurring). 4()

Classical Probability Example Classical Probability Example


What is the probability of If a family has 3 children, find the
drawing a queen from a deck of probability that all 3 children are
cards? girls.

4 1 You are going to have to look at


P (Queen) = = the sample space before you can
52 13 answer this one.

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Looking for all 3 girls Classical Probability Example


• Sample Space: • Answer: A card is drawn from an ordinary
BBB
BBG
deck. Find these probabilities:
BGB
GBB 1 Event Probability
GGG
P( All 3 Girls ) =  
8  5+%6 =
 
GGB
GBG 
'( 7,8 
BGG 
 
 9"/ :""$ =
 

Classical Probability Example Empirical vs. Classical


• What is the probability of rolling a Empirical Classical
die and getting a “5”? • If a person rolls a die 40 • What is the probability of
times and 9 of the rolls rolling a die and getting a
results in a “5”, what “5”?
1 empirical probability was

P( E ) = = .17 observed for the event


“5”?
6 P (5 ) =
9
= . 225 P (5) =
1
= .17
40 6

Subjective Probabilities Examples of Subjective Probability


• A subjective probability of an outcome is a
• An economist • Ask New York
probability obtained on the basis of personal
judgment. (Has high degree of personal bias) predicts that there Yankee fans
is a 20% chance before the start of
• Ex: If a sports reporter is asked what he thinks of recession next the baseball
the chances are for the Boston Red Sox to play in year. season the
the World Series, he will make an educated
chances of
guess. He may say 20%. His probability is not
based on repeating the season. It is based on his winning the World
own personal judgment which is very subjective. Series.

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Complement of an Event Definition


• Suppose that the probability of an event E • Let S denote the sample space of a
is known and we would like to determine probability experiment.
the probability that E does NOT occur.
• Let E denote an event.
• This can be easily accomplished using the
idea of complements. ; , is all
• The complement of E, denoted 
outcomes in the sample space S that are
NOT outcomes in the event E.

Complement Rule Example


• If E represents any event and • According to the American Veterinary Medical
; represents the complement of E, then Association, 31.6% of American households own a
 dog.

; =  − ()
  • What is the probability that a randomly selected
household will NOT own a dog?
;


 2' 4=) '0$ + 2'> =  −  =0$ + 2'>


=  − . 

= .
?
;


Example Example
• The probability that a person owns a • The probability that a person DOES NOT own
computer is 0.70. 
a TV is .

• Find the probability that a person does NOT


• Find the probability that a person DOES own a
own a computer.
computer.

 2' 4=) '0$ + 7'."! =  −  =0$ + 7'."!  2'" 4=) '0$ + )@ =  −  =0$ + )@
=  − .  
=  −
= .  
=

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Putting It Together You need your array of the sums first!


2 dice are rolled. Find
a. P(sum of 3) 1 2 3 4 5 6
1 2 3 4 5 6 7
b. P(sum is at least 3) 2 3 4 5 6 7 8
3 4 5 6 7 8 9
4 5 6 7 8 9 10
c. P(sum is more than 9) 5 6 7 8 9 10 11
6 7 8 9 10 11 12

P(Sum is at least 3)
P(sum of 3) -Can Use the Complement!

1 2 3 4 5 6
1 2 3 4 5 6
1 2 3 4 5 6 7 P (at least 3) = 1 − P (less than 3)
3 1 2 3 4 5 6 7
2 4 5 6 7 8
2 1
3 4 5 6 7 8 9 P ( sum of 3) = = 2 3 4 5 6 7 8
36 18 • Prob = 1 – 1/36 = 35/36
4 5 6 7 8 9 10 3 4 5 6 7 8 9
5 6 7 8 9 10 11
4 5 6 7 8 9 10
6 7 8 9 10 11 12
5 6 7 8 9 10 11

6 7 8 9 10 11 12

P(sum is more than 9)

1 2 3 4 5 6

1 2 3 4 5 6 7 6 1
P ( more than 9 ) = =
36 6
2 3 4 5 6 7 8

3 4 5 6 7 8 9

4 5 6 7 8 9 10

5 6 7 8 9 10 11

6 7 8 9 10 11 12

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