Scribd Logo
Upload

Welcome to Scribd!

  • 3 views

    Probability

    Uploaded by

    Mara Amei Marín Rodenhorst
    The document defines key concepts in probability theory, including random experiments, sample spaces, events, elementary and compound events, mutually exclusive and exhaustive events, probabilities, conditional probabilities, independence of events, and theorems like the multiplication rule, total probability rule, and Bayes' theorem. It also provides formulas for calculating probabilities based on the number of possible outcomes and discusses terms used in biomedical applications of probability like prevalence, sensitivity, and specificity.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Probability

    Uploaded by

    Mara Amei Marín Rodenhorst
    3 views4 pages
    The document defines key concepts in probability theory, including random experiments, sample spaces, events, elementary and compound events, mutually exclusive and exhaustive events, probabilities, conditional probabilities, independence of events, and theorems like the multiplication rule, total probability rule, and Bayes' theorem. It also provides formulas for calculating probabilities based on the number of possible outcomes and discusses terms used in biomedical applications of probability like prevalence, sensitivity, and specificity.

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The document defines key concepts in probability theory, including random experiments, sample spaces, events, elementary and compound events, mutually exclusive and exhaustive events, probabilities, conditional probabilities, independence of events, and theorems like the multiplication rule, total probability rule, and Bayes' theorem. It also provides formulas for calculating probabilities based on the number of possible outcomes and discusses terms used in biomedical applications of probability like prevalence, sensitivity, and specificity.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    3 views4 pages

    Probability

    Uploaded by

    Mara Amei Marín Rodenhorst
    The document defines key concepts in probability theory, including random experiments, sample spaces, events, elementary and compound events, mutually exclusive and exhaustive events, probabilities, conditional probabilities, independence of events, and theorems like the multiplication rule, total probability rule, and Bayes' theorem. It also provides formulas for calculating probabilities based on the number of possible outcomes and discusses terms used in biomedical applications of probability like prevalence, sensitivity, and specificity.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 4

    Ignacio Cascos Fernández

    Department of Statistics
    Universidad Carlos III de Madrid

    Probability

    Statistics — 2014–2015
    A random experiment is an experiment that can result in different out-
    comes, even though it is repeated in the same manner every time and a
    probability is used to quantify the likelihood, or chance, that an outcome of
    a random experiment will occur.
    The sample space is the set of all possible outcomes of a random exper-
    iment. We will denoted the sample space by E. The sample space is said to
    be discrete if it is finite or denumerable (countably infinite) and continuous
    if it is uncountable.
    An event is a subset of the sample space of a random experiment. We
    will represent the events by capital letters, A, B, C, . . ..
    Events are subsets (of a sample space), and thus the basic set operations
    (union, intersection, and complement) are used to describe new events from
    combinations of existing events.
    Union. The union of two events A and B, denoted A ∪ B is the event
    that consists of all outcomes that are contained in either of the two
    events. It occurs whenever at least one from A and B occurs.
    Intersection. The intersection of two events A and B, denoted A ∩ B
    is the event that consists of all outcomes that are contained in both of
    the two events. It occurs when both A and B occur simultaneously.
    Complement. The complement of an event A in a sample space E,
    denoted A or Ac is the set of outcomes in the sample space that are
    not in the event. It occurs when A does not occur.
    Set difference. The (Set) difference. The difference of two events A and
    B expressed as A minus B, denoted A \ B is the event that consists of
    all outcomes that are contained in A, but not contained in B. It occurs
    when A occurs, but B does not.

    1
    An elementary event is any element (singleton) from the sample space .
    A compound event is any event that can be obtained as a union of several
    elementary events.
    The null or impossible event is the one that never occurs, therefore it is
    represented as ∅. Its complement is the certain event, which consists of the
    whole sample space, E.
    Two events A and B are said to be mutually exclusive if they cannot
    occur simultaneously, that is, their intersection is the empty set, A ∩ B = ∅.
    A collection of events A1 , A2 , . . . , An is said to be mutually exclusive if for all
    pairs, Ai ∩ Aj = ∅ for i 6= j.
    A collection of events A1 , A2 , . . . , An is exhaustive if their union is the
    whole sample space ∩ni=1 Ai = E.
    Definition 1. A probability P associated with a random experiment whose
    sample space is E assigns to each member of a collection of events from
    the random experiment, A, a real number P (A), that is interpreted as the
    probability of A. A probability satisfies the following properties::
    1. P (A) ≥ 0 for every event A;
    2. P (E) = 1;
    3. given a family of events {Ai }ni=1 y Ai ∩ Aj = ∅ if i 6= j, then
    [ n  X n
    P Ai = P (Ai ).
    i=1 i=1

    Properties. Given two events A and B,


    P (A) ≤ 1;
    P (A) = 1 − P (A);
    P (∅) = 0;
    if A ⊂ B, then P (A) ≤ P (B);
    P (A \ B) = P (A) − P (A ∩ B);
    Addition rule. P (A ∪ B) = P (A) + P (B) − P (A ∩ B).
    Definition 2. Two events A and B are independent if
    P (A ∩ B) = P (A)P (B).

    2
    Property. If A and B are independent, then A and B are also independent,
    and the same happens with A and B.
    Definition 3. Given two events A and B with P (B) > 0, the conditional
    probability of A given B is the probability that A occurs given that B has
    occurred, it is denoted by P (A|B),

    P (A ∩ B)
    P (A|B) = .
    P (B)

    The conditional probability is a probability itself and, as a consequence,


    it satisfies all the properties that are common to probabilities.

    Property. Two sets A and B with P (A), P (B) > 0 are independent if and
    only if P (A|B) = P (A) (or alternatively P (B|A) = P (B)).

    Multiplication rule. Given n events A1 , A2 , . . . , An with P (Ai ) > 0 for


    i = 1, . . . , n

    P (A1 ∩ A2 ∩ A3 ∩ . . . ∩ An ) = P (A1 )P (A2 |A1 )P (A3 |A1 ∩ A2 ) · · ·


    · · · P (An−1 |A1 ∩ A2 ∩ . . . ∩ An−2 )P (An |A1 ∩ A2 ∩ . . . ∩ An−1 ).

    Total probability rule. Given a collection of n mutually exclusive and


    exhaustive events, that is, given A1 , A2 , . . . , An such that Ai ∩ Aj = ∅ if i 6= j
    and ∪ni=1 Ai = E, the probability of any event B is given by
    n
    X
    P (B) = P (Ai )P (B|Ai ).
    i=1

    Bayes Theorem. Given a collection of n mutually exclusive and exhaus-


    tive events, that is, given A1 , A2 , . . . , An such that Ai ∩ Aj = ∅ if i 6= j and
    ∪ni=1 Ai = E, for any event B such that P (B) > 0, it holds:

    P (Ai ∩ B) P (Ai )P (B|Ai )


    P (Ai |B) = = Pn .
    P (B) j=1 P (Aj )P (B|Aj )

    3
    Assessment of probabilities in practice: Laplace rule. When a ran-
    dom experiment has a finite number of equally likely possible outcomes, then
    the probability of any event A is
    no of outcomes favorable to A
    P (A) = .
    total no of possible outcomes

    Multiplication rule in probability assessment. If a random experi-


    ment can be split in a fixed number of stages k and the first stage has n1
    possible outcomes, for each of them, the second stage has n2 possible out-
    comes and so forth until the k-th stage, which has nk possible outcomes, then
    the total number of possible outcomes of the experiment is:

    n1 × n2 × . . . × nk

    Biomedical jargon

    Prevalence (of a disease): Proportion of a population with the disease.

    False positive: A result that is erroneously positive.

    False negative: A result that is erroneously negative.

    Sensitivity: Probability of a positive test given that the patient is ill.

    Specificity: probability of a negative test given that a patient is well.

    False positive rate = 1 − Specificity


    False negative rate = 1 − Sensitivity

    You might also like

    pFad - Phonifier reborn

    Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

    Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


    Alternative Proxies:

    Alternative Proxy

    pFad Proxy

    pFad v3 Proxy

    pFad v4 Proxy