1/23/09


Review:

•  Three
basic
concepts
of
probability

•  What
is
r.v.?
What
is
categorical
r.v.?
What
is

STAT400
 conGnuous
r.v?

•  What
is
distribuGon?

Lec
21
 •  Two
way
to
view
a
distribuGon.?


1/23/09
 Wenxuan
Zhong:
STAT
400
 1
 1/23/09
 Wenxuan
Zhong:
STAT
400
 2


Probability

•  How
to
verify
whether
a
coin
is
a
balanced
 •  hKp://www.math.psu.edu/dliKle/java/probability/plinko/
index.html

coin
or
not?

•  For
categorical
r.v.,
when
the
heights
of
relaGve
frequency

does
not
change
in
a
histogram
as
we
increase
the
number
of

experiments
n,

 The
stabilized
relaGve
frequency
is
called
probability.


 Formula:

N(f)/N(n)
for
n
is
large
enough


1/23/09
 Wenxuan
Zhong:
STAT
400
 3
 1/23/09
 Wenxuan
Zhong:
STAT
400
 4


1

 1/23/09


Probability
Mass
FuncGon
 Classic
probability:

•  is
a
funcGon
to
describe
the
distribuGon
of
a
 •  Equally
Likely
Outcomes:
If
a
random

r.v.
 
phenomenon
has
a
fixed
number
of

0.5 x = 1
 outcomes,
for
example
k,
the
outcomes
are

f (x) = 0.2 x = 2
0.3 x = 3 equally
likely
if
each
outcome
has
the
same

 probability
of
occurring.
In
this
case,
1/k.

• 
two
elements:
Value
of
r.v.
and
prob
of
each


 
 
 
 
value

€
• 
two
properGes:



1/23/09
 Wenxuan
Zhong:
STAT
400
 5
 1/23/09
 Wenxuan
Zhong:
STAT
400
 6


Example:
 Equally
likely

•  Flip
a
balanced
coin
 •  The
probability
of
an
event
occurring
when


 
Number
of
outcomes:
 the
outcomes
are
equally
likely




Probability
of
each
outcome:


•  Throw
a
fair
die:
 n(E)
P (E) =

 
Number
of
outcomes:
 n(S)

 
Prob.
of
each
outcome:


1/23/09
 Wenxuan
Zhong:
STAT
400
 7
 1/23/09
 Wenxuan
Zhong:
STAT
400
 8


2

 1/23/09


Example:
 Algebra
of
Sets

•  Flip
a
coin
3
Gmes.
 •  NotaGons:


∅ denote the empty set
Total
number
of
outcomes:
 A ⊂ B denote A is a subset of B
A ∪ B denote the union of A and B
Event
A:
The
number
of
Gmes
you
get
two
or
more
tails
 A ∩ B denote the intersection of A and B
in
three
flip
 A! denote the complement of A

Two definition:
What
is
the
probability
of
Event
A.

1. A1 , · · · , Ak are mutually exclusive events if Ai ∩ Aj = ∅ for any i %= j.
2. A1 , · · · , Ak are exhaustive events if A1 ∪ A2 ∪ · · · ∪ Ak is the whole sample
P(A)=
 space.

1/23/09
 Wenxuan
Zhong:
STAT
400
 9
 1/23/09
 Wenxuan
Zhong:
STAT
400
 10


Probability
basic
theorem

Basic
ProperGes
of
Probability

•  Theorem
1.2‐1:
Complementary
Rule:
P
(A’)
=
1‐P
(A)

•  Theorem
1.2‐2:
P(Ø)=0

•  Theorem
1.2‐3:

If
,
P(A)
P(B)

1.  Probability
of
any
event
0<=p(A)<=1
 •  Theorem
1.2‐5:
Addi3on
Rule:
P (A ∪ B) = P (A) + P (B) + P (A ∩ B)
Disjoint
events
A,
B
(A
and
B
cannot
occur
together)

2.  P(S)=1
where
S
is
the
sample
space
 • 

 
 
Have
the
probability
of
each
of
these
events
occurring
separately
P

(A),
P
(B).
Want
the
probability
that
one
OR
the
other
event
occurs

3.  For
mutually
exclusive
events:
 –  If
A
and
B
are
disjoint
events:


P (A ∪ B) = P (A) + P (B)
k
! •  Disjoint
Events:
Events
A
and
B
are
disjoint
if
they
have
no
outcomes
in

common(
they
never
occur
simultaneously)
P (A1 ∪ A2 ∪ · · · ∪ Ak ) = P (Ai )




i=1

1/23/09
 Wenxuan
Zhong:
STAT
400
 11
 1/23/09
 Wenxuan
Zhong:
STAT
400
 12


3

 1/23/09


Probability
basic
theorem
 Example
2.1

•  Theorem
2.1‐6

 •  You
have
a
bag
of
M&M’s
with
the
following

P (A ∪ B ∪ C) = P (A) + P (B) + P (C) distribuGon
for
colors.
= −P (A ∩ B) − p(B ∩ C) − P (A ∩ C)
= +P (A ∩ B ∩ C)

1.  What
is
the
probability
of
gekng
a
red
M&M?


2.  What
is
the
probability
of
gekng
a
Green
or
an
Orange
M&M?


1/23/09
 Wenxuan
Zhong:
STAT
400
 13
 1/23/09
 Wenxuan
Zhong:
STAT
400
 14


Example
2.2
 Example
2.3

•  There
are
four
possible
blood
types
a
person
can
 •  P(A)=0.3,
P(B)=0.6
and

 P (A ∩ B) = 0.2
have:
A,
B,
AB
or
O.
The
probabiliGes
associated

with
each
of
these
blood
types
are
listed
below

1.P (A ∪ B)
2.P (A! ∪ B)
3.P (A! ∪ B ! )
1.  What
is
the
probability
of
gekng
type
A
blood?

2.  Are
these
disjoint
events?

3.  What
is
the
probability
of
gekng
type
A
or
type
O
blood?

4.  What
is
the
probability
of
gekng
type
A
or
type
B
or
type
AB

blood?


1/23/09
 Wenxuan
Zhong:
STAT
400
 15
 1/23/09
 Wenxuan
Zhong:
STAT
400
 16


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