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An Introduction to Probability Probability, odds, outcomes and events.

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1 An Introduction to Probability Probability, odds, outcomes and events

2 Definitions 5 Experiment – any observation or measurement of a random phenomenon (the outcome cannot be predicted with certainty) Simple event – the most basic outcome of an experiment Outcomes– possible results of an experiment Sample Space – the set of all possible outcomes (i.e., the collection of all simple events Theoretical Probability: n(E)/n(S), ( # of favorable outcomes)/(total # of outcomes)

3 Terminology 3 Empirical probability: P(E) = (# of times event E occurred)/(# of times experiment was performed) –arrived at by experimentation Did: P(face card) = 12/52=0.2307…. P(not a face card)=1-0.2307=0.7693… =40/52 Law of Large Numbers (Law of averages): An an experiment is repeated more and more times, the proportion of outcomes favorable to any particular event will come closer and closer to the theoretical probability of that event

4 Probability questions 5 “I have two children. One is a boy, and one is as a…..” What is the chance that I have two boys? Ans: 1/3: outcomes-- BB, BG, GG “I have two children. The older is a boy, and …..” What is the chance that I have two boys? Ans: ½ Experiments rolling die: rollDie.java; compute probabilityrollDie.java

5 Birthday problem: 4 How many people are needed in a room so that the probability that there are two people whose birthdays are the exactly the same day is roughly ½? How many pairs of dates? 365x365; How many pairs which are guaranteed that no two the same: 365x364; (364*365)/(365*365) = 364/365=0.9972… If probability no two the same is 0.9972, then P(2 same)= 1-0.9972=0.00273…

6 Birthday problem: (cont.) 3 3, no two the same: (365*364*363)/(365*365*365)=0.9917; P(same)=1-0.9917…= 0.0082… 4 w/ two the same 1- (365*364*363*362)/(365)^4 = 0.01635; Pattern:

7 Birthday problem: (cont.) # people in rmP(2 sharing birthday) 50.027 100.116 200.252 250.411 500.970 700.994 800.99991 900.999993

8 Birthday problem: (cont.) 2 Thus, at 23 people, the P(2 people share birthday) = 0.5072 Class experiment w/ birthdays

9 Computing probabilities 3 P flush, full house; P red or face card? Need general addition Rule: P(A or B)=P(A)+P(B)-P(A  B) P(R or F)= P(R)+P(F)-P(R  F) =(26+12-6)/52=8/13 Them: club or 2, spade or diamond

10 Conditional probabilities 3 P(B|A)=P(A  B)/P(A), where P(B|A) is the probability of event B, given that A has already happened Ex/2 fair coins are tossed –at least one is a head -- find the probability that both are heads: A= 1 head; B = both heads; P(B|A)= P(A  B)/P(A)=1/4/3/4=1/3

11 Conditional probabilities 6 P(B|A)=P(A  B)/P(A), where P(B|A) is the probability of event B, given that A has already happened Ex/2 fair coins are tossed –at least one is a head -- find the probability that both are heads: A= 1 head; B = both heads; P(B|A)= P(A  B)/P(A)=1/4//3/4=1/3 Do ex 36,44 on sheet Hw/ 1,3,37,45 Hi/ 2,35,38,43,46


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