1. Independence and Dependence 1 Krishna.V.Palem Kenneth and Audrey Kennedy Professor of Computing Department of Computer Science, Rice University

2. Content Solution to previous class problems Conditional Probability Monty Hall Problem Notion of distribution 2

3. Solutions to snake and ladder 3 Using the model of the snakes and ladders, calculate the following values The probability of reaching square 4 from square 1 Ans: The probability of reaching square 5 OR square 6 from square 2 Ans: The probability of reaching square 3 AND square 5 from square 1 Ans:

4. Content Solution to previous class problems Conditional Probability Monty Hall Problem In-class Exercise -1 Notion of distribution 4

5. Conditional Probability Consider the same situation Consider an experiment. The outcome of the experiment can be specified in terms of two different event spaces Event A Event B Event C … Event 1 Event 2 Event 3 … p pApA pBpB pCpC … p p1p1 p2p2 p3p3 … The refined probability of Event A when information about Event 1 is given is written as P(Event A | Event 1) { read as probability of Event A given Event 1} 5

6. Consider the die In the die example For example, a die is rolled. Through the knowledge of the Oracle, you know that the outcome is an even number. What is the probability that the outcome is 2 ? Now because there are only even numbers as possible events, the event space of the die is Event 2 Event 4 Event 6 As all these events are equally likely, the probability that the event 2 occurs is 1/3. 6

7. Conditional Probability Thus conditional probability can be defined as follows If event A is dependent on another event B, then the probability of event A given knowledge about event B is For the die problem P(Die rolled a 2 | Die rolled an even number) = P(Die rolled 2 and Die rolled even) = 1/6 = 1/3!! Note: P(Die rolled 2 and Die rolled even) is NOT equal to (1/6)*(1/2) P(Event A | Event B) = P(Event A and Event B occurring) P(Event B occurring) 7 P (Die rolled even)1 / 2

8. Intuition for conditional probability Let us try to find an equation for conditional probability. For example, let “Event A” and “Event 1” occur simultaneously “Event A and Event 1 occurred simultaneously” is same as “Event 1 occurred” and “Event A occurring given Event 1 occurred” (Or vice versa). P(Event A and Event 1 Occurred) = P(Event 1 occurred)P(Event A Occurred | Event 1 Occurred) P(Event A Occurred | Event 1 Occurred) = P(Event A and Event 1 Occurred) 8 Event A Event B Event C … Event 1 Event 2 Event 3 … P(Event 1 Occurred)

9. Intuition for conditional Probability For example, for the dice game P(Die rolled 2 and die rolled even) = P(Die rolled 2)P(Die rolled Even | Die rolled 2) P(Die rolled Even | Die rolled 2) = 1. P(Die rolled 2 and die rolled even) = P(Die rolled 2) = 1/6! 9

10. Exercise - 6 Consider the following experiment There are two players involved in the game The first player rolls a pair of dice The second player has to guess the two outcomes Player A informs Player B of the sum Player B guesses again Calculate the probability of correctness in the both the cases using conditional probability (i)Before knowing the sum (ii)After knowing the sum 10

11. Data CASETotal number of guesses Correct Guesses Probability of correct guess* Without suggestion With suggestion Collect the data in the following form RollGuess before suggestion Guess after suggestion Correct outcome 1 2 3 … Consolidate data from the above table in the following form 11 * Use the frequentist definition

12. Using conditional probability 12 Calculate the probability of correctness in the both the cases using conditional probability (i) Before knowing the sum (ii) After knowing the sum Recall the formula P(Event A | Event B) = P(Event A and Event B occurring simultaneously) P(Event B occurring)

13. 13 Case 1: Probability that Player B guesses (1,5) without any additional information Define the favorable event as Event 1: Player B guesses (1,5) which represents seeing a 1 on D1 and 5 on D2. Total number of events = 6*6 = 36 Number of favorable events = 1 Therefore, P(Event 1) = 1/36 Case 2: Probability that Player B guesses (1,5) when Player A says that the sum of the numbers is 6 Total number of events is less than 36 because of the knowledge of the sum the total events space is reduced to { (1,5), (2,4), (3,3), (4,2),(5,1) } First, let us try to solve the question in the conventional way using the total number of events and the number of favorable events. Player A rolls a pair of dice and Player B guesses the number on them. Suppose Player A rolls the dice and sees (1,5) P(Event 1 |Player A informs that the sum is 6) = 1/5

14. 14 Now let us use conditional probability to solve for the same answer Let Event 1: Player B guesses (1,5) correctly Event 2: Player A notices that the sum is 6 and informs this to B Using the same example of sum = 6 Let us say that Player B guessed as (1,5) P(Event 1) = 1/36 = P(Event 1 AND Event 2) P(Event 2) = P(sum of two dice having sum as 6) = 5/36 For sum = 6 Total number of events = 36 Favorable events = (1,5), (2,4), (3,3), (4,2),(5,1) P(Event 1| Event 2) = P(Event 1 and Event 2) P(Event 2) = (1/36) / (5/36) = 1/5

15. Take Home Exercise - 7 Solve the game of Player A and Player B for all cases Player A rolls a pair of dice Player B guesses the number on them. Only Player A can see the outcome of the dice Without any information With Player telling the sum of the two numbers on the dice Solve this using the following 2 methods Frequentist approach by listing all cases Conditional probability approach Calculate the probability of correctness in the both the cases using conditional probability (i)Before knowing the sum (ii)After knowing the sum 15

16. Independence and Conditional Probability 16 We introduced conditional probability to explain the magnitude of dependence of one random variable upon another. What is the conditional probability of a random variable X given another random variable Y, if X and Y are independent ? Let us see… If X and Y are independent, then the outcome of Y should not have any effect on the outcome of X. Therefore given the information about Y, the probability of X will not be affected. Therefore, p(X=x | Y=y) = p(X=x)

17. Independence of two random experiments 17 Two random events can be shown as independent in another way also. Consider two random experiments with the following event spaces Event A Event B Event C … Event 1 Event 2 Event 3 … Random variable XRandom variable Y

18. 18 Recall that while discussing the method of intersection of events we mentioned that for the rule to apply the events should be independent The method of intersection of events stated that “The probability of two independent events occurring simultaneously is equal to the product of probability of individual events” But the most important condition for that to be true is that the two events should be independent Therefore another way of checking independence of two experiments is : Random variables X and Y are independent if and only if For every

19. Exercise 7 19 EventXprobability Head10.5 Tail00.5 EventYprobability Head10.5 Tail00.5 Eventprobability Head – Head0.25 Head – Tail0.3 Tail – Head0.3 Tail – Tail0.15 Here all probabilities are computed after infinitely many trials. Can you check if the two random variables are independent using the formulation we just discussed? Experiment with coin C X Experiment with coin C Y Joint Experiment with coin C X and C Y

20. Content Solution to previous class problems Conditional Probability Monty Hall Problem Notion of distribution 20

21. Exercise 8 The Monty Hall problem is a probability puzzle based on the American television game show Let's Make a Deal. Suppose you're on a game show, and you're given the choice of three doors: Behind one door is a car; behind the others, goats. You pick a door, say No. 1, and the host, who knows what's behind the doors, opens another door, say Number 3, which has a goat. He then says to you, "Do you want to pick door Number 2?" Is it to your advantage to switch your choice? 21

22. Developing the intuition Do you think the host opening the door is independent of your choice of the door? Ans: NO! Hint: If you choose a door with a goat, the host MUST open the other door with the goat If you choose a door with a car, the host can pick one of the 2 doors with the goat. So the host opening the door is DEPENDENT on your choice of the door!! Now try to solve the problem!! 22

23. Intuition Continued Imagine you doing this experiment 99 times. Suppose you are asked to choose a door. No. of times you will choose a door with a goat = (99*2)/3 = 66 times. No. of times you will choose a door with a car = (99*1)/3 = 33 times. Case 1: You don’t switch No. of times you win the car after host opens door with a goat = No. of times you chose a door with a car in the first place = 33 times. Probability of winning without switching = 33/99 = 1/3. 23

24. Intuition Continued Case 2: You switch Important Intuition Case 2.1: If you choose a door with a goat, The host MUST choose the other door with the goat As a result, the third unopened door MUST have the car. Clearly, switching = Winning the car Case 2.2: If you choose a door with a car, Clearly, switching does not help at all! Therefore, the number of times you will win if you switch = Number of times you choose a door with a goat in the first place = 66 times!!! (2x33 times) Result: Switching doubles your chance of winning!! 24

25. Exercise-9 The game You will be given three cups There will be a marble under one of them. The rest of the two will be empty Divide yourselves into groups of 2 One of the two players would be the host for the first 10 rounds Then swap roles First play 10 rounds each without changing your choice after the first cup is opened Then play another 10 rounds by changing your choice Compare the probabilities in both the cases 25

26. Data GameFirst ChoiceFirst Cup opened Changed choice (if any) Second cup opened Correct cup 1 2 3 … From the above data calculate the probability of each case (i)No change in choice (ii)Choice changed 26

27. Observations What did you observe ? Was the case where you changed your choice better or worse ? Can you mathematically explain the correct answer to the above question and also show by how much? Hint: Use conditional probabilities 27

28. Content Solution to previous class problems Conditional Probability Monty Hall Problem Notion of distribution 28

29. The notion of a distribution A distribution is a function defined on the random variable that gives the value of the probability of the random variable taking a particular value Xp(X) 11/6 2 3 4 5 6 Why do we need a distribution? Compactness: Lets take a look at history of number. It clearly shows that time and again, number representations have evolved into more and more compact representations from tally marks to decimal representation. Similarly, a distribution is a compact way to represent a random variable and all the possible outcomes. IVXXX10.3

30. The notion of a distribution Lets look at the following game of dice problem. For a fair die, the probability seeing a 1, 2, all the way to 6 is 1/6. 30 Xp(X) 11/6 2 3 4 5 6 A compact representation of this would be an equation P(X=i) = 1/6 for all i={1,2,3,4,5,6} is a distribution. Such a distribution is called “Uniform distribution” If there is a fair die which has N faces, then P(X=i) = 1/n for all i={1,2,3,….,n}

31. The notion of a distribution Suppose you throw a die till you see number 1 after which you stop. Here we want to find the probability that the number of times you throw the die 31 Xp(X) 11/6 All other number 5/6 P(just one throw) = P(getting a 1 in first throw) = 1/6 P(just two throws) = P(getting number other than 1 in first throw)* P(getting number 1 on second) = (5/6)*(1/6) P(just N throws) = P(getting number other than 1 in first N-1 throws)*P(getting 1 on Nth throw) = (5/6) N-1 (1/6) This is a “geometric distribution”

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