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Random Experiment Random Variable: Continuous, Discrete Sample Space: S Event: A, B, E Null Event Complement of an Event A’ Union of Events (either, or) A B Intersection of Events (both, and) A B Mutually Exclusive Events A B = Independent Events Venn diagram IME 312
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Probability Probability is the likelihoods (frequency) of an event to happen. Probability is the language and mathematical foundation of inferential statistics. P(....) Probability Properties P(S) = 1 IME 312
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Additive Rule P(A B) = P(A) + P(B) - P(A B) If A and B are mutually exclusive, then P(A B) = P(A) + P(B) Total Probability Rule P(B) = P(B A) + P(B A’ ) Probability of Independent Events If P(A|B) = P(A) Then P(A B) = P(A) * P(B) IME 312
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Conditional Probability P(A | B) = P(A B) / P(B) Bayes’ Theorem P(A|B) = P(B|A) * P(A) / P(B) (Refer to the example in your Supplementary Notes) IME 312
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Number of elements in a sample space can be calculated using the following formulas for each setting of experiments mentioned below. Permutation Experiment: Select k objects from n objects, without replacement, order is important, i.e. ab and ba Combination Experiment: Select k objects from n objects, without replacement, order is not important, i.e. ab or ba and not both IME 312
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Sampling with replacement? yesno Order is important ? yes S 2 ={RB, BR, GB, BG, GR, RG, RR, BB, GG} S 3 ={RB, BR, GB, BG, GR, RG} no S 4 ={RB, BG, GR, RR, BB, GG} m=6 S 4 ={RB, BG, GR} Counting number of elements in a Sample Space (m) Assume selecting k items from a Space with n items. For example: Pick 2 pens (k=2) from a box that has one pen of each colors Red, Black, and Green (S 1 ={R, B, G}, n=3) IME 312
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Word Problem Translation in Probability Prob. exactly a P(X = a) Prob. less than a P(X < a) Prob. more than a P(X > a) Prob. at most a P(X a) Prob. at least a P(X a) = 1 - P(X a) Prob. between a & b P(a X b) = = P(X b) - P(X a) = or = P(X = a) + P(X = a+1) +.. + P(X = b) IME 312
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