Statistics 3601 Probability Course Overview

Statistics 3601 Dr.
Staffan Fredricsson Probability Page 1

STATISTICS and PROBABILITY
for
SCIENCE and ENGINEERING
Statistics 3601/5601/7001
Probability
Statistics 3601 Dr. Staffan Fredricsson Probability Page 2
Course Logistics
Exams:
- Midterm 1: ?
- Midterm 2: ?
- Final: Th 12/8

Blackboard: Problems?

Other Questions or Issues?

Note:
Thursday, November 24: Thanksgiving Day

Statistics 3601 Dr. Staffan Fredricsson Intro & Probability Page 3
Homework 1
Note: Text for 2-14,2-62,2-78,2-82 on Blackboard/Course Materials/Miscellaneous
Homework: Chapter 2.1 to 2.4 Due Thursday 9/29
Solve Problems 2-14, 2-62, 2-78, [either 2-82 or 2-94]
o Write 3601 Homework 1; <your last name, first name> on top of page 1
o Show sufficient work, not just the answer
o Write in longhand, or use computer with MS-word or Excel (Equation Editor is
optionally available under Insert/Object)
o Turn it in during the lecture
o If you have problems, see me during office hours, or send me an email question

A solution to all problems will be posted on Blackboard after the Due Date

I will randomly pick one of the problems for scoring.

No credit for submissions after the Due Date

Recommended Exercises:
2-15, 27, 55, 63, 67, 79, 89, 97
Probability - Overview
Why would the Probability concept be useful

Axioms of Probability

Addition Rules

Conditional Probability

Statistical Independence

Total Probability Rule

Bayes Formula
Random Experiment
We earlier showed how the concepts of Outcome, Event and
Sample Space could be useful in describing a Random
Experiment

However, in order to distinguish between e.g. a fair and a loaded
die, we need and additional concept, related to the likelihood of
different Outcomes/Events. This is the concept of Probability

Outcome
Sample
Space
Event
Probability (a man-made concept)
Probability P(E)
o An assigned number associated with any Outcome and Event E in
Sample Space
o Used to quantify the likelihood that an Outcome O and an event E will
occur when we perform the Experiment
o If several Outcomes are equally likely to occur as a result of an
experiment, we want to assign identical Probabilities to these
Outcomes

Outcome O
P(O)
Sample
Space S
P(S)=1
Event E
P(E)
Axioms of Probability
Axiom = Self-evident Property

Some Derived Consequences:

) ( ) ( ) (
with and events For two ) 3 (
event any for 1 ) ( 0 ) 2 (
1 ) ( ) 1 (
2 1 2 1
2 1 2 1
E P E P E E P
E E E E
E E P
S P
+ =
=
s s
=
|
) ( ) ( then , If
) ( 1 ) ' (
0 ) (
2 1 2 1
E P E P E E
E P E P
P
s _
=
= |
E
E
1

E
E
2

E
E
1
E
2

How do we assign Probability?
Probability P(event E)
An assigned number associated with any event E in Sample Space
Used to quantify the likelihood that the event E will occur when we perform the Experiment

The Classical Approach (for Discrete Sample Space):
We have N possible, mutually exclusive, equally likely Outcomes (flip coin, roll dice)
We are interested in the event E consisting of N
e
different Outcomes

The Relative Frequency Approach (for Arbitrary Sample Space):
We repeat an Experiment n times
The event E occurs in n
e
of the trials

In the limit, as n infinity, the relative frequency becomes stable, and we can replace the
approximation with =

The Subjective Probability Approach:
Used by the common man for Experiments that can not be repeated
The probability that I will receive an A in this course

N
N
E event P
e
) (
n
n
E event P
e
~ ) (
Exercise 2-54
N
N
E event P
e
) (
use will We : Note
2.54
Exercise 2-66 a, b, d
) ( 1 ) ' (
) (
use will We : Note
E P E P
N
N
E event P
e
=
2.66
Addition/Union Rules
A A B B A
) ( ) ( ) ( ) (
) ' ( ) ( ) ( ) ( ) ' (
) ' ( ) ( ) ' (
)} ' ( and ) ( and ) ' ( events exclusive {mutually
)] ' ( ) ( ) ' [( ) (
B P B A P A P B A P
B A P B A P B A P B A P B A P
B A P B A P B A P
B A B A B A
B A B A B A P B A P
+ =
+ + + =
= + + =
=
= =
) ( ) ( ) ( ) ( ) ( ) ( ) ( ) (
: shown that be can it Similarly,
C B A P C B P C A P B A P C P B P A P C B A P + + + =
) ( ) ( ) ( then
), ( events exclusive mutually are and If : y probabilit of axiom 3rd he Remember t
B P A P B A P
B A B A
+ =
= |
Exercise 2-78
| =
+ =
B A B A
B P B A P A P B A P
N
N
E event P
e
Exclusive Mutually ,
) ( ) ( ) ( ) (
) (
use will We : Note
2.78
Conditional Probability
To this point, we have discussed the Probability of Events that may result
from a Random Experiment

It is sometimes useful to discuss the Conditional Probability of an Event A
that may result from a Random Experiment, given that the Event B
occurred.

For example, when considering epidemic illness in a population, consider
the Random Experiment that we randomly draw a single individual from
the population of a county. We may be interested in the Conditional
Probability of the Event Individual has illness, given that the Event
Individual was inoculated has occurred.

Conditional Probability can be viewed as the Probability in a modified
Random Experiment, consisting only of the Outcomes that satisfy the
Condition
A B B A
Conditional Probability P(A|B)
Tree diagram for classified parts:
05 . 0
360
18
) ' | (
25 . 0
40
10
) | (
1 . 0
400
40
) (
07 . 0
400
28
) (
= =
= =
= =
= =
F D P
F D P
F P
D P
A B B A
Example: 400 parts classified by (visual) surface flaws and (functionally) defective
372
28
Conditional Sample Space Redefined
) | ( ) ( ) | ( ) ( ) (
: ) Rule" tion Multiplica " (aka on" Intersecti the of y Probabilit " calculate to used be can This
) (
) (
) | (
) (
) (
) | (
: y Probabilit l Conditiona
B A P B P A B P A P B A P
A P
B A P
A B P
B P
B A P
B A P
= =
A B B A
A B B A
Exercise 2-90 a, d, e
) (
) (
) | (
) (
use will We : Note
B P
B A P
B A P
N
N
E event P
e
2-90.
(Statistically) Independent Events
false all or true all either are equations These : Note
) ( ) ( ) (
or ) ( ) | (
or ) ( ) | (
: iff t" Independen " called are Events Two
t Independen ally) (Statistic are and Events the
say that We . Event in is Outcome y that the Probabilit the
affect not does Event in is Outcome that the knowledge case, In this
]
) (
) (
[generally ) ( ) | (
y Probabilit l Conditiona the cases, some In
=
=
=
= =
B P A P B A P
B P A B P
A P B A P
B A
B
A
A P
A B P
B P A B P
Exercise 2-136 (p. 55)
) ( ) ( ) ( ) (
) ( ) ( ) ( t Independen
use will We : Note
B P B A P A P B A P
B P A P B A P
+ =
=
2-136.
Total Probability Rule
) ' ( ) ' | ( ) ( ) | ( ) (
) ' ( ) ( ) (
exclusive] [mutually ) ' ( ) (
A P A B P A P A B P B P
A B P A B P B P
A B A B B
+ =
+ =
=
) ( ) | ( ... ) ( ) | ( ) ( ) | (
) ( ... ) ( ) ( ) (
events exhaustive and exclusive mutually , , .... , , for Similarly,
2 2 1 1
2 1
2 1
k k
k
k
E P E B P E P E B P E P E B P
E B P E B P E B P B P
E E E
+ + + =
= + + + =
Exercise 2-105
) ' ( ) ' | ( ) ( ) | ( ) (
Rule y Probabilit Total the use shall We
:
A P A B P A P A B P B P
Note
+ =
2.105.
Probability - Summary
) ( ) | ( ... ) ( ) | ( ) ( ) | ( ) (
: then events, exhaustive and exclusive mutually , , .... , , If
) ( ) ( ) (
: then events t independen B and A If
) ( ) ( ) (
: then events, exclusive mutually B and A If
) ( ) ( ) ( ) (
) (
) (
) | (
: Generally
2 2 1 1
2 1
k k
k
E P E B P E P E B P E P E B P B P
E E E
B P A P B A P
B P A P B A P
B A P B P A P B A P
B P
B A P
B A P
+ + + =
=
+ =
+ =
=
Next Lecture

Plan for next lecture:
Cover Sections 2.7, 3.1-3.4
(Bayes Theorem, Discrete Random Variables)

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Statistics 3601 Dr.

Staffan Fredricsson Probability Page 1

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