Probabilities and Statistics - Lecture 2: Olariu E. Florentin
Probabilities and Statistics - Lecture 2: Olariu E. Florentin
Probabilities and Statistics
In today
Probabilities andlecture
Probabilities and Statistics
Statistics we will studyand
Probabilities the
Probabilities and Statistics
influenceProbabilities
Statistics an already pro-
and Statistics
Probabilities and Statistics Probabilities
duced event has on other events. and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
Theand Statistics of conditioning
notions
Probabilities and Statistics
Probabilities and Statistics Probabilities andallow
and independence
Probabilities and Statistics
Statistics to
Probabilities and Statistics
compute
Probabilities new probabilities
and Statistics from
Probabilities and known ones.
Statistics Probabilities and Statistics
Probabilities and Statistics
Thisand
Probabilities twoStatistics
Probabilities and Statistics
conceptsProbabilities
are among and those
Statisticscentral
Probabilities and Statistics
to theory
Probabilities of prob-
and Statistics
Probabilities
ability. and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Introduction
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Example:
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Suppose
Probabilities that we toss
and Statistics two dice
Probabilities and we canProbabilities
and Statistics clearly observe the
and Statistics
Probabilities
value onandthe
Statistics
first die:Probabilities
5. and Statistics
Having this pieceProbabilities
of and Statistics
information,
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
what isand
Probabilities the probability
Statistics that the
Probabilities sum of theProbabilities
and Statistics dice is at and most
Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
7?
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
Theand Statistics follows:
reasoning
Probabilities and Statistics
Probabilities and Statistics
knowing that theProbabilities
Probabilities and Statistics
first dieandhas Statistics
value
Probabilities and Statistics
5, the
Probabilities and possible
Statistics outcomes
Probabilitiesofand
the experiment
Statistics ( ) ( )
are 5and
Probabilities ; 1Statistics
, 5; 2 ,
( ) ( ) ( )
5; 3 , and
Probabilities 5; 4Statistics
, 5; 5 and
Probabilities and Statistics
( )
5; 6 . and Statistics
Probabilities
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities
Any of and Statistics
these Probabilities
elementary eventsand Statistics
have the same Probabilities and Statistics
probability:
Probabilities and Statistics
1=6; theanddesired
Probabilities
Probabilities and Statistics
Statistics probability |
2=Statistics
Probabilitiesisand 6.
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Conditional probability
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Definition 1
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
LetProbabilities
A and B and be two random
Statistics events,
Probabilities the conditional
and Statistics proba-
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
bility of A given that
Probabilities and Statistics
B has occurred is
Probabilities and Statistics Probabilities and Statistics
( j ) = ( ( \ ) ) ( 6= ?)
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics P A and
Probabilities B Statistics
P A BProbabilities and Statistics
Probabilities and Statistics :Probabilities
; B Probabilities and Statistics
and Statistics
Probabilities and Statistics
P B
Probabilities and Statistics Probabilities and Statistics
( j )
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
P A B is also
Probabilities called theProbabilities
and Statistics probability of A given
and Statistics B . and Statistics
Probabilities
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Example.
ProbabilitiesTwo digits areProbabilities
and Statistics randomly chosen fromProbabilities
and Statistics those between
and Statistics
Probabilities
1 and 9. and Statisticssum isProbabilities
If their even, what and Statistics Probabilities that
is the probability and Statistics
one of
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
the chosen
Probabilities and digits
Statistics is even?
Probabilities and Statistics Probabilities and Statistics
ProbabilitiesEven
Solution: and Statistics
Probabilities and Statistics
f
digits areProbabilities g
2; 4; 6; 8and;Statistics
if the sumProbabilities
Probabilities and Statistics
is even and and Statistics
one
Probabilities and Statistics
of the digitsand
Probabilities is Statistics
even, then Probabilities
both digits are even. Probabilities and Statistics
and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Conditional probability
!
Probabilities and Statistics
Probabilities4and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities =
We haveand Statistics 6 ways Probabilities and Statistics
of choosing a pair Probabilities and Statistics
of even digits, and
!Probabilities2and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
=
5 Probabilities and Statistics
10 ways of choosing a pair of odd digitsProbabilities
Probabilities
2 and Statistics
Probabilities and Statistics
Probabilities and Statistics
(odd digits and Statistics
are
Probabilities and Statistics
f 1; 3; 5; 7and
Probabilities g
Probabilities and Statistics
; 9 Statistics
). The probability
Probabilities and Statistics
is Statistics
Probabilities and
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
! Probabilities and Statistics Probabilities and Statistics
4Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
2Probabilities and Statistics
Probabilities and Statistics
!
Probabilities and Statistics !=
+
6
=
Probabilities and Statistics
6 Statistics
10
|
Probabilities and Statistics
0:375: Probabilities and Statistics
Probabilities and Statistics 4
Probabilities and Statistics
2
+ 5
Probabilities and
2Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Example.
Probabilities andAn urn contains
Statistics fourandwhite
Probabilities balls (two
Statistics having
Probabilities number
and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
1, two having numberProbabilities
Probabilities and Statistics
2), five and yellow (threeProbabilities
Statistics
having and number
Statistics
1,
twoProbabilities
having number 2)
and Statistics and six black (two
Probabilities and Statisticshaving number 1, four
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
having number 2). A ball is withdrawn from the urn.
Conditional probability
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
(a) If the andball
Statistics Probabilities
is not black, what and is
Statistics Probabilities
the probability and Statistics
that the ball
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
is white?
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(b) If the ball has number
Probabilities and Statistics
2, what is the probability
Probabilities and Statistics
that the
Probabilities and Statistics
ball is not
Probabilities white?
and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics
Solution: Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(a)Probabilities
If the ball is not black,Probabilities
and Statistics there are and nine possible
Statistics outcomes,
Probabilities and
and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
among them four
Probabilities and Statistics
are white balls. The
Probabilities and Statistics
probability is 4 = 9.
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics
(b) If the ball has number 2, the sample space becomes: Probabilities and Statistics
two
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
white
Probabilities andballs,
Statisticstwo yellow balls
Probabilities and four black
and Statistics balls.
Probabilities The de-
and Statistics
Probabilities and Statistics
sired probability isProbabilities
Probabilities and Statistics
=
6=Probabilities
8 0and :75. |
and Statistics
Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Conditional probability
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Example.
ProbabilitiesWe toss a fair Probabilities
and Statistics coin three successive Probabilities
and Statistics times. We wish
and Statistics
Probabilities
to find the and Statistics
conditionalProbabilities
probability ( j )
and Statistics
P A B , where Probabilities
A andandStatistics
B are
the events: A =
Probabilities and Statistics
"
Probabilities and Statistics more
Probabilities and Statistics
heads than tails
Probabilities and Statistics come up", B =
Probabilities and Statistics
"first toss
Probabilities and Statistics
Probabilities
gives a head". and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Solution:
ProbabilitiesSand Statistics Probabilities and Statistics Probabilities and Statistics
=f g
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
hhh ; hhtProbabilities
Probabilities and Statistics ; hth ; httand ; thh ; tht ; tth ;Probabilities
Statistics ttt : and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
ProbabilitiesB
Therefore, =f hhh ; hhtProbabilities
and Statistics g A =f
; hth ; httand,Statistics ; hht ; hthand; thh
hhhProbabilities g
Statistics
,
\ =f
Probabilities and Statistics
A Probabilities
B hhhand ;Statistics g
Probabilities and Statistics
hht ; hth . Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
( j ) = ( (\ ) ) =
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( )=
Probabilities
4
P B and Statistics; ( \ )=
P A B Probabilities
Probabilities and Statistics
8
3
; P and
A Statistics
B
Probabilities8 and Statistics
P A B
Probabilities
P B and Statistics
3
Probabilities and: Statistics
4
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Because and
Probabilities all Statistics
possible outcomesProbabilitiesare equally likely
and Statistics here, we
Probabilities can also
and Statistics
( j )
Probabilities and Statistics
compute P A B usingProbabilities
Probabilities and Statistics
Probabilities and Statistics
a shortcut. We can bypass
and Statistics
Probabilities and Statistics
the calculation
Probabilities and Statistics
( ) ( \ )
of PProbabilities
B andand PStatistics
A B , and Probabilities
simply and Statistics
divide Probabilities
the number and Statistics
of elements
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
shared by A and B (which is 3) with the number of elements of
B (which is 4), to obtain the same result 3=4.
Independent events
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics
In manyandcases
Probabilities Statistics ( j )
Probabilities and Statistics
the probability
Probabilities P
and A B is different
Statistics from
Probabilities andP ( )
Probabilities and Statistics
A
Statistics
Probabilities and Statistics Probabilities and Statistics
which is the unconditional probability of event A. We in- Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
terpret
Probabilities this by saying
and Statistics thatandevent
Probabilities B has Probabilities
Statistics a real influence
and Statisticson
Probabilities
event A. and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
When PandA
Probabilities ( )= ( j )
StatisticsP A B we canandsay
Probabilities that event
Statistics A is indepen-
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
dent from B (later, we
Probabilities and Statistics
will see that this property
Probabilities and Statistics
is sym-
Probabilities and Statistics
Probabilities and Statistics
metrical). In other Probabilities
words,and AStatistics
is independentProbabilities
from and B
Statistics
if the
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
occurrence
Probabilities of B doesn’t
and Statistics change
Probabilities the chances
and Statistics of Aand
Probabilities toStatistics
occur.
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
Definition and Statistics
2 Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Two events
Probabilities A and B Probabilities
and Statistics are called independent
and Statistics if and Statistics
Probabilities
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics ( \ )= ( ) ( )
P A Probabilities and Statistics
B P and
Probabilities P B Probabilities
A Statistics and Statistics
(1)
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Independent events
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
If BandisStatistics
a possibleProbabilities
Probabilities and Statistics
event (i.e., ( )
P B > Probabilities
and Statistics
Probabilities and Statistics
0) and P ( j )=
and A
Statistics
B
Probabilities and Statistics
( )
P Aand, Statistics
Probabilities then A and B are and
Probabilities independent
Statistics (but ouranddefinition
Probabilities Statistics
Probabilities
doesn’tand Statistics the possibility
exclude Probabilities andthat
Statistics Probabilities
one of the eventsandisStatistics
im-
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
possible).
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics
The impossible
Probabilities and Statistics event, ?
Probabilities and Statistics
, is and
Probabilities independent
Statistics
Probabilities and Statistics
from any
Probabilities andother
Statistics
Probabilities and Statistics Probabilities and Statistics
event. Same property holds for the total event, .
Probabilities and Statistics Probabilities and Statistics
Probabilities
and Statistics
Probabilities and Statistics
Probabilities and Statistics canProbabilities
Independence be verified and Statistics
by usingProbabilities
equation and (1),
Statistics
but
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
thereandare
Probabilities many situation
Statistics Probabilitieswhen it is obviously
and Statistics based
Probabilities on the
and Statistics
Probabilities
"physical and Statistics
independence" Probabilities
of theandtwo
Statistics
randomProbabilities
events. and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
The following
Probabilities exercise
and Statistics underscores
Probabilities such a situation.
and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Independent events - examples
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Example.
Probabilities and We toss two
Statistics dice; let
Probabilities and A = "the first
Statistics die has
Probabilities an even
and Statistics
Probabilities =
and Statistics
value" and B "the second
Probabilities and Statistics
Probabilities and Statistics Probabilities
die has a value atProbabilities
Probabilities and Statistics
least three". andProve
Statistics
and Statistics
thatProbabilities
these two events are Probabilities
and Statistics independent. and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Solution: Intuitively, these
Probabilities and Statistics
two random events Probabilities
Probabilities and Statistics
are independentand Statistics
because the
Probabilities two valuesProbabilities
and Statistics are not and related
Statistics(we can toss the
Probabilities first die
and Statistics
longProbabilities
before and theStatistics
second!).
Probabilities and Statistics
Probabilities and Statistics
Without any calculus
Probabilities and Statistics
Probabilities and Statistics
we can say that
Probabilities and Statistics
theProbabilities
two events and Statistics |
Probabilities and Statistics
are independent. Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
In otherandsituations
Statistics
Probabilities and Statistics
Probabilities
the and Statistics mustProbabilities
independence
Probabilities and Statistics
be verified and Statistics
be-
Probabilities and Statistics
cause the "physical"
Probabilities and Statistics independence doesn’t
Probabilities and Statistics show.
Probabilities and Statistics
Probabilities and Statistics
The following
Probabilities and Statistics
Probabilities and Statistics
examples show and
Probabilities such
Probabilities and Statistics
situations.
Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Independent events - examples
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Example.
Probabilities Consider aProbabilities
and Statistics deck ofand 52Statistics
cards; someone withdraws
Probabilities and Statistics a
Probabilities
card. =
Let Aand Statistics
"the card isProbabilities
Probabilities and Statistics
a ten" and =
andStatistics
B "the Probabilities
Probabilities and Statistics
withdrawn and Statistics
card
Probabilities and Statistics
is aProbabilities
diamond". Show thatProbabilities
and Statistics the twoand events are independent.
Statistics Probabilities and Statistics
( )=
Probabilities and Statistics
Solution: P A
Probabilities and Statistics52 , P ( )=
4 Probabilities and 13
B
Probabilities52 =
Statistics 1
,
and Statistics
4
P ( \ )=
A B
Probabilities
1
Probabilities and Statistics
and and
52Statistics
Probabilities and Statistics 52 Probabilities and Statistics Probabilities and Statistics
P A( ) ( )=
Probabilities
P B and Statistics = 1
|
Probabilities
52 52 Probabilities
. and Statistics
52 and Statistics
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics
ProbabilitiesIn
Example. andaStatistics
box there Probabilities and Statistics
are four cards: a jack of Probabilities
clubs, aandqueenStatistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
of diamonds,
Probabilities andaStatistics
three of spades, and
Probabilities an eight ofProbabilities
and Statistics hearts. and A Statistics
card
Probabilities and Statistics Probabilities and =
Statistics
is withdrawn from the box; let A "the card is a red one" and
Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
=
B "theandcard
Probabilities is a figure".
Statistics ProbabilitiesAnalyze
and Statisticsthe independence of the
Probabilities and Statistics
Probabilities
events A and B . and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Solution:
ProbabilitiesWe can’t assert
and Statistics the independence
Probabilities and Statistics without
Probabilitiesknowing
and Statistics
Probabilities and Statistics
theProbabilities
probabilities;
Probabilities and Statistics
( )= ( )=
P A Probabilities
and Statistics
1
P B and ,Statistics
2
( \ )= Probabilities
P A B Probabilities
1 and Statistics
: from here
and Statistics
4 and Statistics
Probabilities and Statistics
comes the independence. |
Probabilities and Statistics Probabilities
Independent events
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Proposition
Probabilities 1
and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
If random events A and
Probabilities and Statistics
B are independent,
Probabilities and Statistics
then the follow-
Probabilities and Statistics
ingProbabilities
pairs are and also
Statistics ( ) ( ) and; B
Probabilities A
independent , A; B Probabilities
Statistics and A; B )
and .Statistics
Probabilities and Statistics
proof: We know that
Probabilities and Statistics P A( \ ) = ( ) ( )
Probabilities and Statistics
B P A
Probabilities and Statistics P
Probabilities and Statistics
B ; consider the
Probabilities and Statistics
Probabilities
first pairand(the Statistics
proof is Probabilities
similar andfor ( ) ( ) =
Statistics
the rest): Probabilities
P A and P Statistics
B
( )[
P A 1and Statistics
Probabilities P B( )] = ( )
Probabilities and Statistics
A P and( \ )= ( n )= ( \ )
Probabilities and Statistics
PProbabilities A Statistics
B P A
Probabilities and Statistics
B and
Probabilities P Statistics
A B
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Definition
Probabilities 3
and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
Random events ( )
Ai i 2I are
and Statistics Probabilities
jointlyand Statistics
independent Probabilities
if and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
0
Probabilities and Statistics 1 Probabilities and Statistics Probabilities and Statistics
\ k
@
Probabilities and Statistics
P and Statistics
Probabilities Aij A= ( P Ai1 P ) (
Probabilities and Statistics
Probabilities and A )
Statistics
i2 ( )
Probabilities and Statistics
: : : PProbabilities
Aik ; and Statistics
=
Probabilities and Statistics
j 1 Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics
f g
Probabilities and Statistics
for every subset i1 ; i2 ; : : : ; ik I , where k 2N >
Probabilities and Statistics
; k 2.
Independent events
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Proposition 2
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities events
If random ( )
and StatisticsAi i 2IProbabilities
are jointlyand Statistics
independent (
Probabilities 1 ; I2
andandIStatistics)
Probabilities and Statistics
is aProbabilities
partition andof
Probabilities and Statistics
I , then the
Statistics random
Probabilities ( )
events Ai Probabilities
and Statistics [( )
Probabilities and Statistics
i 2I1 Aiandi 2Statistics
I2 will
Probabilities and Statistics
be also jointly independent. Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and StatisticsObserve
proof: (Sketch) Probabilities
first thatand Statistics
is enough Probabilities
to proveand Statistics
this result
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
only for and
Probabilities finite sets I . Probabilities
Statistics We use and Proposition
Statistics 1Probabilities
and theandfollowing
Statistics
Probabilitiesifand
property: 1 ;
AStatistics
A 2 ; : : : ; A k ; A +
Probabilities
k 1 and
are Statistics
jointly Probabilities
independent, and Statistics
then
A1 ;Probabilities
A2 ; : : : ; A \
Probabilities and Statistics
+
andk Statistics
Probabilities and Statistics
Ak 1 areProbabilities
also jointly
Probabilities and Statistics
independent.
and Statistics The
Probabilities and main
Statistics
Probabilities
proof willandfollow
Statisticsby induction
Probabilities and Statistics
Probabilitieson jj
and Statistics
I .
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
The jointly
Probabilities and Statistics
Probabilities and Statistics
independence is a and
Probabilities very
Probabilities and Statistics
strong property
Statistics Probabilitiesand it is
and Statistics
Probabilities and Statistics
difficult to verify. Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
In many and Statistics
situationsProbabilities
jointly and Statistics
independence Probabilities
is verified and Statistics
because
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
of the
Probabilities and"physical"
Statistics independence (for a sequential
Probabilities and Statistics Probabilitiesrandom
and Statisticsex-
perience).
Conditional independence
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Proposition
Probabilities 3
and Statistics Probabilities and Statistics Probabilities and Statistics
TheProbabilities
conditional and Statistics Probabilities
probabilities and Statistics
of events, Probabilities
conditioned onanda Statistics
par-
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
ticular event,
Probabilities say A, form
and Statistics a probability
Probabilities and Statistics function onand
Probabilities a Statistics
new
Probabilities and
sample space, A. Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and StatisticsLet AProbabilities
proof: (Sketch) and Statisticsrandom
be a particular Probabilities
event and andStatistics
define
Q : P( ) ! [ ]
Probabilities and Statistics
Probabilities 0; 1 by Q
Aand Statistics ( )= ( j )
Probabilities and Statistics
B
Probabilities P Statistics
and B A , for every
Probabilities and Statistics
B andA.
Probabilities Veri-
Statistics
Probabilities
fying that Qandsatisfies
Statistics the Probabilities
three axioms and Statistics Probabilitiesfunction
of a probability and Statistics
Probabilities and Statistics
is left as an and
Probabilities exercise.
Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and
Definition 4Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics
Given an event,
Probabilities C
and Statistics6= ?
Probabilities and Statistics
, the events
Probabilities and Statistics
Probabilities and Statistics
A and B Probabilities
are condition-and Statistics
Probabilities and Statistics
ally independent if P A B C
Probabilities and Statistics
( \ j )= ( j ) ( j )
Probabilities and Statistics
Probabilities and Statistics
Probabilities
P AC P B C and Statistics
.
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Conditional independence
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Proposition 4
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
Given an event, C Probabilities
and Statistics 6= ? and Statistics
, the events A and BProbabilities and Statistics
are conditionally
Probabilities and Statistics
independent
Probabilities if and only
and Statistics Probabilities( j \ )= ( j )
Probabilities and Statistics
if P andAC B
Statistics
Probabilities and Statistics
PProbabilities
A C . and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
proof: We can suppose
Probabilities and Statistics
without loss of generality
Probabilities and Statistics
(why?) that
Probabilities and Statistics
\ 6= ?
B Probabilities
C .and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( \ j ) = ( \( )\ ) = ( \( )\ )( \( )\ ) =
Probabilities and Statistics Probabilities and Statistics
Probabilities
P A Probabilities
B C and Statistics PProbabilities
P B C Probabilities A and and Statistics
B Statistics
C
P A BandCStatistics
Probabilities and Statistics P C Probabilities and Statistics
P B CProbabilitiesP C and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
= ( ( \ ) ) ( (\ \ \ ) ) = ( j ) ( j \ )
Probabilities
P B andCStatistics P A Probabilities
B C and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics
P B C Probabilities B :
P A Cand Statistics
P C
Probabilities and Statistics P BProbabilities
C and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Now, A andandBStatistics
Probabilities are conditionally
Probabilities independent
and Statistics (given C )andifStatistics
Probabilities and
( j ) ( j \ ) = ( j ) ( j )
Probabilities and Statistics
onlyProbabilities
if P B and P A CProbabilities
C Statistics B and Statistics
P A C P
Probabilities and Statistics
B C , i. e., P ( j \
Probabilities and Statistics
A C
Probabilities and Statistics
B )= ( j )
P and
Probabilities AC .
Statistics Probabilities and Statistics Probabilities and Statistics
Conditional independence
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
Theand relation ( j \ )= ( j )
Statistics P AProbabilities
Probabilities and Statistics
C B and Statistics P A C Probabilities
Probabilities and Statistics
states that and Statistics
if C is
Probabilities and Statistics
known to have
Probabilities and Statistics occurred, the additional
Probabilities and Statistics information that B
Probabilities and Statistics
Probabilities
also occurred does not change the probability of A. Statistics
and Statistics Probabilities and Statistics Probabilities and
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
Independence and Statistics
Probabilities and Statistics
of two Probabilities
random and Statistics
events
Probabilities and Statistics
A andProbabilities
B with and Statistics
respect
Probabilities and Statistics
to the unconditional
Probabilities and Statistics probability
Probabilities law, does not
and Statistics implyandcondi-
Probabilities Statistics
Probabilities and Statistics Probabilities and Statistics
tional independence, and vice versa, as illustrated Probabilities and by
Statistics
some
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
of the
Probabilities and proposed
Statistics exercises.
Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Total probability formula
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Proposition 5
Probabilities and Statistics Probabilities and Statistics
[
Probabilities andnStatistics
fA1 ; A2 ;and
LetProbabilities g
Probabilities and Statistics
: : Statistics Probabilities and Statistics
: ; An be aProbabilities
partition andof
Probabilities and Statistics
the sample
Statistics space and
Probabilities ( Statistics
Ai =
Probabilities and Statistics Probabilities and Statistics =
Probabilities and Statistics
\ = ? 8 6=
i 1
Probabilities
and Ai and AjStatistics, i Probabilities
j ). If B and is
Statistics
a random Probabilities
event,and Statistics
then
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics X
Probabilities
n and Statistics Probabilities and Statistics
Probabilities and Statistics
( )=
P B
Probabilities and Statistics
( j ) ( )
P B A P A : Probabilities and Statistics
Probabilities and Statistics
Probabilities andiStatistics i
Probabilities and Statistics
Statistics Ai Probabilities \ =?
Probabilities and Statistics
, Ai andAStatistics
j ,
Probabilities and Statistics =
Probabilities and iStatistics
1 Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics X6Probabilities and Statistics
8 6=
i Probabilities
j and P ( )=
and A
Statistics
i 1=6. Probabilities
We haveand ( )=
P Statistics
B ( j ) ( )
PProbabilities
B Ai and P Statistics
Ai .
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities
=
i Probabilities
1 and Statistics
Given the event A , the sum total and
willStatistics
be at least Probabilities
4 if theand Statistics
second
Probabilities and Statistics 1 Probabilities and Statistics Probabilities and Statistics
rollProbabilities
results isandatStatistics
least 3; given the event
Probabilities A2 the sum
and Statistics totaland
Probabilities will be
Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
at least 4 if the second roll
Probabilities and Statistics
results is at least 2, hence
Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
P B( j )=
Probabilities
A1
4
( j )=
and; Statistics
5
P B A2 Probabilities
Probabilities and Statistics
6 Probabilities
( j )=
; P BandAStatistics
6 and Statistics
3 ( j )=
0; P BProbabilities
Ai 1and =
; i Statistics
Probabilities and Statistics
4; 6
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics
P (B ) =
Probabilities and Statistics
6
6
+ 6 + 1 + 1 + 1 = 36 : |
1 Probabilities
4 5 and Statistics 27
Probabilities and Statistics
Total probability formula - examples
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Example.
ProbabilitiesA andman (let’s called
Statistics it X)
Probabilities and wants
Statistics to make a betandinStatistics
Probabilities the
Probabilities and Statistics Probabilities and Statistics
following conditions: he chooses some cards from a deck and Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
builds three
Probabilities smaller decks:
and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
1 - deck
Probabilities D1 contains:
and Statistics 4 eights
Probabilities andand 2 twos;Probabilities and Statistics
Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
2 - deck D2 : 1 nine, 3 sevens , 3 sixs and 3 fives;
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
3Probabilities
- deck D and :Statistics Probabilities and Statistics
3 2 tens and 3 threes;
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
X offers and Statistics
to his Probabilitiesthe
potential partner and Statistics
possibility Probabilities
to chooseandfirst Statistics
a
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
deck, and, then,
Probabilities he chooses
and Statistics another
Probabilities deck. BothProbabilities
and Statistics playersand choose
Statistics
Probabilities
a card from and Statistics
its own deck, Probabilities
and and theStatistics
greater card Probabilities
winsand theStatistics
game.
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
X is ready
Probabilities and to bet 10$ (waiting
Statistics Probabilities for the opponent
and Statistics to betandthe
Probabilities same
Statistics
amount of money), although he is the second to choose deckStatistics
Probabilities and Statistics Probabilities and Statistics Probabilities and and
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
a card from it. Is this
Probabilities and Statistics game a fair one?
Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Total probability formula - examples
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Solution:andSuppose
Probabilities Statistics that the opponent
Probabilities and Statisticschooses D1 - in
Probabilities andthis case
Statistics
Probabilities and Statistics
X chooses D3 ; his opponent Probabilities and Statistics
wins only if withdraws Probabilities and
an eight andStatistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
X aProbabilities
three. The probabilities
and Statistics of these
Probabilities events are are
and Statistics 4=6 and
Probabilities 3=5;
and Statistics
Probabilities and Statistics
therefore, with probability
Probabilities and Statistics
2=3 3=5 =
Probabilities and Statistics
2=5, theProbabilities
Probabilities and Statistics
Probabilities and Statistics
opponent wins.
and Statistics
So, in this
Probabilities and case,
StatisticsX has Probabilities
an advantage.and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Suppose now that theProbabilities
Probabilities and Statistics
opponent chooses DProbabilities
and Statistics 2 - in this case X
and Statistics
Probabilities
chooses D1;and X Statistics
looses onlyProbabilities
if withdraws and Statistics
a two orProbabilities and Statistics
if he withdraws
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
an Probabilities
eight an and hisStatistics
opponent Probabilities
a nine. and Statistics Probabilities and Statistics
Probabilities
In a similar and Statistics
manner, itProbabilities
can be shown and Statistics Probabilities
that if its opponent and Statistics
choose
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
D3 , X can
Probabilities andchoose
Statistics a deck which and
Probabilities gives him a better
Statistics probability
Probabilities and Statistics to
winProbabilities
(left as and an Statistics |
exercise). Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Bayes formula
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Proposition 6
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
A1 ; A2 ; and
LetProbabilities : : :Statistics
; An be a partition
Probabilities andofStatistics
the sample Probabilities
space and andStatistics
B
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
a random
Probabilitiesevent, then Probabilities and Statistics
and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( j ) = X( j ) ( )
Probabilities and Statistics Probabilities
P Band AStatistics
k P Ak Probabilities and Statistics
Probabilities and StatisticsP Ak Probabilities
B nand Statistics Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics ( j ) ( )
Probabilities and Statistics
P B A
Probabilities and Statistics i P A i
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics =
Probabilities
i 1 and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( j )
(P Probabilities
B Ak are and Statistics Probabilities and Statistics
prior probabilities, ( j )
and P AkProbabilities
B are and Statistics
poste-
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
riorProbabilities
probabilities.)
and Statistics Probabilities and Statistics Probabilities and Statistics
( j ) = ( ( \) ) =
Probabilities and Statistics
proof:P A
Probabilities and Statistics k B
Probabilities
P Ak BProbabilities and Statistics
Probabilities and Statistics
and Statistics Probabilities and Statistics
P B Probabilities
Probabilities and Statistics Probabilities and Statistics and Statistics
= ( j () ) ( ) = X( j ) ( )
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
P B Ak Probabilities
P Ak and Statistics
P B Ak Probabilities
P Ak and Statistics
Probabilities and Statistics
n :
Probabilities and StatisticsP B Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics ( j ) ( ) P B AiProbabilities
Probabilities and Statistics P Ai and Statistics
=
i 1
Bayes formula - examples
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Example.
ProbabilitiesWe have two identical
and Statistics Probabilitiesurns: one contains
and Statistics three
Probabilities andwhite
Statistics
Probabilities
balls andandfour Statistics Probabilities
black balls, andandthe Statistics Probabilities and
second contains fourStatistics
white
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
balls andandfive
Probabilities black balls.
Statistics From
Probabilities an urn (randomly
and Statistics Probabilities chosen)
and Statisticswe
Probabilities
withdraw a and Statistics
ball. If the ballProbabilities
is white, and what
Statisticsis the Probabilities
probability and Statistics
that
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
it belongs
Probabilitiestoandthe first urn?Probabilities and Statistics
Statistics Probabilities and Statistics
Probabilities
Solution:andLet Statistics=
Ai "the Probabilities
chosen and urnStatistics = 1; 2) and
is Ui " (i Probabilities = andBStatistics
"the
ball is white".
Probabilities [
Probabilities and Statistics
=
A1 A2 Probabilities
and Statistics \ =?
Probabilities and Statistics
, A1 andAStatistics
2 ( )= ( )=
Probabilities and Statistics
, andProbabilities
P A1 andPStatistics A2
1=2. Prior probabilities are
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( j )=
Probabilities and Statistics
Probabilities and StatisticsP B Probabilities
A1
3
Probabilities
7
( j )=
and Statistics 4 Probabilities and Statistics
;andPStatistics
B A2 :
Probabilities and Statistics
9 Probabilities
Probabilities and Statistics Probabilities and Statistics and Statistics
The required
Probabilities posteriorProbabilities
and Statistics probability is
and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
3 1
( j ) = ( j ) (( j ) +) (( j ) ) ( ) =
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
P A Probabilities and Statistics
1 B and Statistics
Probabilities
P B
P B A1 Probabilities
A
Probabilities
1 P
=
P A1 andPStatistics
A
and Statistics
1
B A2 P Probabilities
Probabilities and7 Statistics
2
3and Statistics
Probabilities and Statistics +
Probabilities and Statistics
A2 1 4 1
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities 7 2 9 2
and Statistics
= 27 :|
55
Bayes formula - examples
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Example.
Probabilities andWe have twoProbabilities
Statistics urns; first urn contains
and Statistics 3 red, 2andblue,
Probabilities and
Statistics
Probabilities and Statistics Probabilities and Statistics
3 black balls, the second contains 2 white, 2 blue, and 3 black Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
balls. From and
Probabilities theStatistics
first urn we withdraw
Probabilities a ball andProbabilities
and Statistics we put itandinStatistics
the
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
second urn. Then, we withdraw
Probabilities and Statistics
a ball from the Probabilities
Probabilities and Statistics
second urn. and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(a)Probabilities
If the second ball is black,
and Statistics what
Probabilities is the probability
and Statistics Probabilitiesthat the
and Statistics
Probabilities and Statistics
first was blue? Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(b) If the
Probabilities and second
Statistics ballProbabilities
is red, and what is the probability
Statistics Probabilities and that the
Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
first was blue?
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(b)Probabilities
If the secondand Statistics Probabilities
ball is white, and Statistics
what Probabilitiesthat
is the probability and Statistics
the
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
first was red?
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Conditional version of the total probability formula
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Proposition
Probabilities 7
and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( j )= ( j ) ( j \ )+ ( j ) ( j \ )
Probabilities
P AB and Statistics
P C B Probabilities
Probabilities and Statistics
P A Band Statistics
C P C Probabilities
Probabilities and Statistics
B P AB C ;
and Statistics
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
if all conditioning
Probabilities and Statisticsenvents are possible.
Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
proof:
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( j ) ( j \ )+ ( j ) ( j \ )=
Probabilities and Statistics
P C B P A Probabilities
Probabilities and Statistics
B Probabilities and Statistics
C B P A
C andPStatistics BProbabilities
C and Statistics
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
= ( (\ )
Probabilities
P B andC ) ( \ \ )+ ( \ ) ( \ \ )=
Statistics
P A Probabilities
( \ )
B C and P Statistics
B C Probabilities
P A B and Statistics
C
Probabilities and Statistics
P B
Probabilities and Statistics P ( )
B C ( \ )
Probabilities and Statistics
P B
Probabilities and Statistics
Probabilities and Statistics
P B andC
Probabilities Statistics
= ( \( \ )+ ( \ \ )= ( \ )= ( j )
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
P Aand Statistics
Probabilities B C P A Band Statistics
Probabilities C P AProbabilities
B and Statistics
P AB :
Probabilities
P B )
Probabilities and Statistics
( )
and Statistics ( )
Probabilities
P B and StatisticsP B Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics
Conditional version of the total probability formula
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Proposition 8
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics [
Probabilities and Statistics
n
f
C1 ; C2 ;and
LetProbabilities g
: : Statistics
: ; Cn be aProbabilities
partition andofStatistics
the sample Probabilities
space (and Statistics
Ci =
Probabilities and Statistics Probabilities and Statistics
=
Probabilities and Statistics
\ = ? 8 6=
i 1
= (P (B\ ) ) = P (AjB ):
Probabilities and Statistics and Statistics Probabilities and Statistics
= =
Probabilities and Statistics
i 1
P (B )
Probabilities and P A B Probabilities and Statistics
Statistics
Conditional version of the total probability formula - example
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities A
Example. andbox
Statistics Probabilities
contains two dice: and Statistics
one die D ( )
Probabilities
1 has number and Statistics
Probabilities and Statistics
4 on two ofandits
Probabilities faces, and
Statistics the other,
Probabilities ( )
Probabilities and Statistics Probabilities and Statistics
D2 , is Probabilities
and Statistics a fair one. We
and Statistics
Probabilities and Statistics Probabilities and Statistics
withdraw a die from the box and we toss it. If we get a 4, we Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
toss again
Probabilities andthe same die,
Statistics otherwise
Probabilities we chose the
and Statistics other and
Probabilities dieStatistics
and we
Probabilities
toss it. and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
a)Probabilities
What isandthe Statistics Probabilities
probability that theand Statistics
second tossProbabilities
gives aand 4?Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
b)Probabilities
If the secondand Statistics Probabilities
toss gives a 4 what and Statistics Probabilitiesthat
is the probability and Statistics
the
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
chosen and
Probabilities dieStatistics
was D1 ? Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Solution 1. and
Probabilities We Statistics =
denote byProbabilities
A "the andsecond
Statistics toss Probabilities
gives a 4", B =
and Statistics
Probabilities
"the and Statistics
first chosen die is D1 ",
Probabilities and Statistics
Probabilities and =
Statistics Probabilities
and by C "the firstProbabilities
Probabilities and Statistics
and
toss gives Statistics
a 4".
and Statistics
a) For Pand
Probabilities( )
AStatistics
we use the total probability
Probabilities and Statistics formula
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( )= ( ) ( j )+ ( ) ( j )
Probabilities and Statistics
ProbabilitiesPandAStatistics
Probabilities and Statistics
P B Probabilities
P A B and Statistics
P B P A
Probabilities and Statistics
B : and Statistics
Probabilities
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Obviously, P (B ) = 1=2.
Conditional version of the total probability formula - example
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( j ) ( j )
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
For P Aand
Probabilities B Statistics
and P A Probabilities
B we will use the conditional
and Statistics version
Probabilities and Statistics of
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
the total probability formula
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( j )= ( j ) ( j \ )+ ( j ) ( j \ )
Probabilities
P AB and Statistics
P C B Probabilities
P A Band Statistics
C P C Probabilities
B P AB C ;
and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( j )= ( j ) ( j \ )+
Probabilities and Statistics
P A B andP
Probabilities
Probabilities and Statistics
C B PProbabilities
Statistics AB C ( j ) ( j \ )
Probabilities and Statistics
P C B P
and Statistics A B and
Probabilities ;
CStatistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( j )=
P C ( j )=
Probabilities
B 1and ( j \
=3Statistics
; P C B Probabilities
2=3; P and AB )=
Statistics
C ( j \ )=
1=Probabilities
3; P A B and Statistics
C 1=6;
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( j )=
P C ( j )=
Probabilities
B 1and ( j \
=6Statistics
; P C B Probabilities
Probabilities and Statistics
5=6; P and AB )=
Statistics
Probabilities and Statistics
C ( j \ )=
1=Probabilities
6; P A B and Statistics
C
Probabilities and Statistics
1=3:
Thus, ( j )=
P AB ( j )=
Probabilities and Statistics
8=36;Probabilities
Probabilities and Statistics
P Probabilities ( )=
11=36; P AProbabilities
and Statistics
A B and Statistics 19=72.
Probabilities and Statistics
and Statistics
b) For the second
Probabilities question
and Statistics we use and
Probabilities theStatistics
Bayes formula:
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( j ) = ( ) ( () j ) =
Probabilities and Statistics Probabilities
P B P AB and Statistics 8 Probabilities and Statistics
Probabilities and Statistics
P B AProbabilities and Statistics :
Probabilities and Statistics
Probabilities and Statistics P and
Probabilities A Statistics 19 Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Conditional version of the total probability formula - example
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Alternative
Probabilities solution for
and Statistics a). We
Probabilities can answerProbabilities
and Statistics to question a) by
and Statistics
Probabilities and Statistics
using total probabilityProbabilities
Probabilities and Statistics
Probabilities and Statistics
formulaandtwice;Statistics
we denote by E "the =
Probabilities and Statistics
Probabilities and Statistics
Probabilities
second die isandDStatistics
1 ". Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities andP ( )= ( ) ( j )+ ( ) ( j )
Probabilities and Statistics
A
Statistics P E
Probabilities and Statistics
P Aand
Probabilities E Statistics
P E P
Probabilities and Statistics
A E ; and Statistics
Probabilities
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( )= ( ) ( j )+ ( ) ( j )
Probabilities andPStatistics
E P B
Probabilities and Statistics
Probabilities
P Eand B Statistics
P B P
Probabilities and Statistics
E B ;and Statistics
Probabilities
Probabilities and Statistics
( )=
Probabilities and Statistics
( )
Probabilities and Statistics
Probabilities and Statistics
P E 1 P E :
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
( j )= ( j )=
P Probabilities
AE and ( j )=
Probabilities and Statistics
2=6Statistics ( j )=
Probabilities and Statistics
; P A E Probabilities
1=6; P and E Statistics
B
Probabilities and Statistics
2=6; P =6:
E B and 5Statistics
Probabilities
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( )=
Probabilities
Thus, ( )=
P E and Statistics ( )= 5=12,and
7=12; P E Probabilities andStatistics
P A 19=72. and Statistics
Probabilities
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Seminar’s Exercises
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics probability
Conditional Probabilities and Statistics
and Probabilities and
independence: Statistics
I.1, I.3,
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
I.4, I.8,
Probabilities I.13, I.14 (b),
and Statistics I.17 and Statistics
Probabilities Probabilities and Statistics
Probabilities and Statistics
Probabilistic formulas:
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
II.2, II.4, II.8,Probabilities
II.9, II.10and Statistics
Probabilities
Reserve: and Statistics Probabilities
I.6, I.9, I.13,
Probabilities and Statistics
and Statistics
I.18, I.20, II.7, II.13,Probabilities
Probabilities and Statistics
II.14 and Statistics
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics
End Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Exercises - Conditional Probability and Independence
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
We tossandaStatistics
I.1.Probabilities die and consider the
Probabilities and events
Statistics A: "the 1; 2
valueandisStatistics
Probabilities
Probabilities
or 3" andandBStatistics is 2; 3; 4andorStatistics
: "the valueProbabilities 6". A andProbabilities and Statistics
B are independent
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
events? and Statistics
Probabilities Probabilities and Statistics Probabilities and Statistics
I.2.Probabilities
We toss and two
Statistics
Probabilities and Statistics
andProbabilities
diceProbabilities
denote andby
Statistics Probabilities
a theProbabilities
and Statistics 1
value on and Statistics
the first
and Statistics
die Probabilities
and by and a2 Statistics
the value Probabilities
on the second die. Show
and Statistics thatandevents
Probabilities Statistics
>
Probabilities and Statistics
"a1Probabilities
4" and 6
"a2 3"Probabilities
and Statistics
and Statistics
areProbabilities
independent.and Statistics
Probabilities and Statistics
Probabilities and Statistics
I.3. A high-school
Probabilities and Statistics graduate sends
Probabilities admissionProbabilities
and Statistics requestsand toStatistics
Oxford
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
and Cambridge. He knows
Probabilities and Statistics
that there are 40%
Probabilities and Statistics
chances that Ox-
Probabilities and Statistics
fordProbabilities
will accept and Statistics
him and 30% Probabilities
chances and Statistics
that Cambridge Probabilities
willandaccept
Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
him. He also knows
Probabilities and Statistics that there are 20% chances
Probabilities and Statistics that he will be
Probabilities and Statistics
Probabilities
acceptedand byStatistics
both colleges. Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
(a) If heandfirstStatistics
receive aProbabilities
consenting and Statistics
letter from Probabilities
Cambridge, and Statistics
what
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
is the
Probabilities andprobability
Statistics that Oxford
Probabilities will accept
and Statistics him too?
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(b) Theand
Probabilities events
Statistics"accepted by Oxford"
Probabilities and Statistics and "accepted
Probabilities andby Cam-
Statistics
bridge" are compatible? But independent?
Exercises - Conditional Probability and Independence
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
We tossandthree
I.4.Probabilities identical
Statistics
coins.
Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(a)Probabilities
Events and "head on theProbabilities
Statistics first coin" and "tail Probabilities
and Statistics on the last two
and Statistics
Probabilities
coins" and Statistics
are independent? Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
(b) Events and Statistics
"head on exactlyProbabilitiestwo
and Statistics
coins" andProbabilities
"tail onandallStatistics
coins"
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
are independent?
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
I.5. Three
Probabilities athletes doProbabilities
and Statistics practiceand shooting;
Statistics theProbabilities
first hitand the target
Statistics
Probabilities 2
and Statistics Probabilities 3
and Statistics Probabilities 4
and Statistics
with probability , the second with , and the third with .
Probabilities and Statistics 3 4
Probabilities and Statistics Probabilities and Statistics 5
What is theand
Probabilities probability
Statistics that the target
Probabilities is hit Probabilities and Statistics
and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(a)Probabilities
by all three athletes?Probabilities and Statistics
and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(b)Probabilities
by exactly two of them?
and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(c)Probabilities
at leastand once?
Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Exercises - Conditional Probability and Independence
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
The probability
I.6.Probabilities and Statistics that Probabilities
a student andpass an exam
Statistics is 2=5,and
Probabilities forStatistics
the
Probabilities
student on and Statistics
its left thisProbabilities
probability is 3=5, and
and Statistics Probabilities
for the and Statistics
student
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
on its right
Probabilities the probability
and Statistics Probabilities =5.Statistics
is 1and Suppose Probabilities
that theand three stu-
Statistics
Probabilities
dents doesn’t andinfluence
Statistics Probabilities
each other and Statistics
during Probabilities
the exam. What andis
Statistics
the
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
probability that
Probabilities and exactly two
Statistics students
Probabilities pass the Probabilities
and Statistics exam? But the
and Statistics
Probabilities and Statistics Probabilities and Statistics
probability that the middle student pass knowing that the left Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
one passed?
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
I.7.Probabilities
Four people and Statistics Probabilities
ascend with the and
sameStatistics
elevatorProbabilities
of a four andfloors
Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
bulding. A person
Probabilities aim to Probabilities
and Statistics go to a floor with the same
and Statistics probability.
Probabilities and Statistics
Probabilities and
TheProbabilities
four people Statistics
are Probabilities
independent and
inStatistics
their Probabilities
choices to go andaStatistics
to certain
and Statistics Probabilities and Statistics Probabilities and Statistics
floor. What
Probabilities is the probability
and Statistics Probabilitiesthat
and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
(a) all four and Statistics
people go Probabilities
to the same and Statistics
floor? Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(b) eachand
Probabilities person
Statisticsgo to Probabilities
a different floor?
and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(c) two and
Probabilities people
Statisticsgo to Probabilities
the sameandfloor and theProbabilities
Statistics rest goand toStatistics
a same
(but different from the former) floor?
Exercises - Conditional Probability and Independence
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
A box contains
I.8.Probabilities and Statisticsthree Probabilities
white balls (two numbered
and Statistics with
Probabilities and1Statistics
and
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
oneProbabilities
numbered with 2) and
and Statistics
five black balls (twoProbabilities
Probabilities and Statistics
numbered with
and Statistics
1 and three
Probabilities numbered Probabilities
and Statistics with 2). and Some one randomly
Statistics withdraws
Probabilities and Statistics a
ballProbabilities
from the and Statistics
box.
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(a) If the
Probabilities andball is white,
Statistics what isandthe
Probabilities probability
Statistics that its
Probabilities number
and Statistics
Probabilities
is 1? and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(b)Probabilities
If the ball and Statistics
is numbered Probabilities
with 2andwhat Statistics
is the Probabilities
probability and Statistics
that
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
it is white?
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
A box contains
I.9.Probabilities and Statisticssixteen balls numbered
Probabilities and Statistics from Probabilities
1 to 16, and col-
and Statistics
Probabilities
ored likeand Statistics 1; 2; Probabilities
4; 5; 16; 3and ; 6;Statistics
7; : : : 13; 14Probabilities
; 15. Weandwithdraw
Statistics
follows:
|
Probabilities and Statistics {z }| {z } | {z }
Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics
white black Probabilities and Statistics
green
Probabilities
a ball from the and Statistics Probabilities
box and consider andevents.
the =
Statistics A Probabilities and Statistics
"the withdrawn
Probabilities and Statistics
ballProbabilities
is black" and B
and Statistics
= Probabilities and Statistics
"the ball has a number
Probabilities and Statistics
Probabilities and Statistics
greater or equal to
Probabilities and Statistics
Probabilities
10". and Statistics Probabilities and Statistics Probabilities and Statistics
Compute the probabilities for the following events: AjB ; AjB ; AjB ; AjB
Exercises - Conditional Probability and Independence
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
I.10. Proveand Statistics
that, if A andProbabilities and Statistics
B are independent Probabilities
events, thenand Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics
1
+
Probabilities and Statistics = ( ) + ( )
Probabilities and Statistics
1Probabilities P A
and Statistics
P BProbabilities and Statistics
Probabilities: and Statistics
ProbabilitiesP ( )
andA ( ) ( \ ) ( \ )
StatisticsP B Probabilities
P A andBStatisticsP A Probabilities
B and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(Appropriate denominators
Probabilities and Statistics
are nonzero.)
Probabilities and Statistics Probabilities and Statistics
I.11. Let Aand
Probabilities and B be possible
Statistics random
Probabilities events. Show
and Statistics that
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(
P A B [ )=
(a)Probabilities (
Probabilities and Statistics
) ( j )
and Statistics
1 P BProbabilities
P A B and ; Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
( [ j \ )=
(b)Probabilities
P A B and A ( j \ ) ( j \ )
B
Statistics PProbabilities
AA B and P B A BProbabilities
Statistics ; and Statistics
P ( A j [ )= (
A B )
Probabilities and Statistics
(c)Probabilities and Statistics
P
Probabilities and Statistics
A Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
(
Probabilities j [ ) (
P BandAStatistics
B ) ;
PProbabilities
B and Statistics Probabilities and Statistics
( j )+ ( )= ( j )+ ( )
Probabilities and Statistics Probabilities and Statistics
P BandAStatisticsP A Probabilities
Probabilities
(d)Probabilities and Statistics
P AB P B
and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics.
( )
P B ( ) ( ) ( )
P A Probabilities
Probabilities and Statistics
P Aand Statistics P B Probabilities and Statistics
Probabilities and Statistics
( \ j )= ( \ ) ( j \ )
P A and
Probabilities C Statistics
B P AProbabilities
C P and B Statistics
A C Probabilities and Statistics
P (A [ C jB ) P (A [ C ) P (B jA [ C )
(e)
Probabilities and Statistics Probabilities and Statistics .Probabilities and Statistics
Exercises- Conditional Probability and Independence
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
I.12. Consider and Statistics
three random Probabilities
eventsand A i, i =
Statistics 1; 3,Probabilities
such that and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( \
Probabilities and Statistics
Probabilities andPStatistics \
A1 A2 Probabilities
A3 )= ( ) ( ) ( )
Probabilities and Statistics
PandA
Probabilities and Statistics
P A3 ;and Statistics
P A2 Probabilities
Statistics
1
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
P ( \
Probabilities and Statistics
A 1 A
Probabilities and Statistics
\
2 A 3 )= ( ) ( ) ( )
Probabilities and Statistics
P
Probabilities
A P A
1 Statistics 2
and
Probabilities and Statistics
P A3 ; and Statistics
Probabilities
Probabilities ( \
Probabilities and Statistics
PandAStatistics
1 \ )= ( ) ( ) ( )
Probabilities and Statistics
A2 A3ProbabilitiesP Aand
Probabilities and Statistics
A3 ; and Statistics
P A2 PProbabilities
1 Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities ( \
PandAStatistics
1 \ 3 )= ( ) ( ) ( )
A2 AProbabilities P Aand A3 : and Statistics
P A2 PProbabilities
1 Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
Prove that the and Statistics
three events Probabilities and Statistics
are jointly independent.Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
I.13. If A, and
Probabilities B Statistics
, and C are jointlyandindependent
Probabilities Statistics random and
Probabilities events,
Statistics
Probabilities
then A, B and, Statistics
and C are Probabilities and Statistics
jointly independent Probabilities and Statistics
too.
Probabilities and Statistics
I.14. LetandAStatistics
Probabilities 1 , A2 , and Probabilities
A3 (P Aand( )
Probabilities and Statistics
> 0) three jointly
3 Statistics
Probabilities and Statistics
independent
Probabilities and Statistics
Probabilities
random event.and Statistics
Prove thatProbabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(
(a)Probabilities
P A1 and \ j )= ( j ) ( j )
A2Statistics
Probabilities and Statistics
A3 P Probabilities
A1 A3 PandAStatistics
2 A3 and Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics
(
(b) P A1 A2 A3 [ j )= ( j )+ ( j ) P A1 A3 P A2 A3 ( \ j )
P A1 A2 A3 .
Exercises - Conditional Probability and Independence
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
I.15. Assume and that
Statistics A1 ; A
Probabilities
the events and;Statistics
2 A3 ; A4 are jointly indepen-
Probabilities and Statistics
( \ ) ( [ j \ )=
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
dent and that
Probabilities andPStatistics > 0. Prove
A3 A4 Probabilities that P A1 Probabilities
and Statistics A2 A3 andAStatistics
4
(
P A1 A2 .[ )
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
Probabilities and Statistics
I.16*. We
Probabilities toss two biased
and Statistics coins.
Probabilities The probability
and Statistics Probabilitiesthat we get
and Statistics
two tails is 1=8, and the probability that we get two tails knowing
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
thatProbabilities
we get at andleast
Statistics 3=14. Find
a tail isProbabilities the probabilities
and Statistics ofand
Probabilities getting
Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
tailProbabilities
for eachand ofStatistics
these two coins.
Probabilities and Statistics Probabilities and Statistics
I.17. Consider
Probabilities and Statisticstwo independent fair coin tosses,
Probabilities and Statistics and
Probabilities the fol-
and Statistics
lowing events: A "first
Probabilities and Statistics
=
Probabilities and Statistics Probabilities and Statistics
=
toss is a head", B Probabilities
Probabilities and Statistics
Probabilities and Statistics
"second toss is a
and Statistics
Probabilities
head" and C =
and Statistics
"the twoProbabilities
tosses have and Statistics
different Probabilities
results".andProve Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
thatProbabilities
the three events areProbabilities
and Statistics pairwiseandindependent
Statistics but notand
Probabilities jointly
Statistics
Probabilities
independent. and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Exercises - Conditional Probability and Independence
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
I.18. Consider
Probabilities two independent
and Statistics Probabilitiesrolls of a fair six-sided
and Statistics Probabilitiesdie, and
and Statistics
Probabilities
the following and Statistics
Probabilities and Statistics
=
events: AProbabilities
"first androllStatistics
is 1, 3 or 5",
Probabilities and Statistics
=
Probabilities
B "first and Statistics
roll is
Probabilities and Statistics
3, 4 or 5",
Probabilities = and C "the
and Statistics sum of
Probabilities and the two rolls
Statistics is 3 orand
Probabilities 7".Statistics
Prove
( \ \ )= ( ) ( ) ( )
Probabilities and Statistics
that P A B C
Probabilities and Statistics
Probabilities and Statistics
P A P B P C , but
Probabilities and Statistics
Probabilities and Statistics
these events are
Probabilities and Statistics
notProbabilities
jointly independent.
and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics
I.19. Let us return toProbabilities
Probabilities and Statistics
the and Statistics
exercise Probabilities and Statistics
I.17. Prove
Probabilities and Statistics
that given C ,
Probabilities and Statistics
Probabilities and Statistics Probabilities and
events A and B are not conditionally independent (evenStatistics Probabilities and Statistics
they
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
are unconditionally
Probabilities and Statistics
independent).
Probabilities and Statistics Probabilities and Statistics
Probabilities
I.20. Let usandreturn
Statisticsto theProbabilities
exerciseandI.17. Statistics
Given B Probabilities
, eventsandAStatistics
and
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
C are conditionally
Probabilities and Statistics independent?
Probabilities and Statistics Probabilities and Statistics
Probabilities
I.21*. Give and Statistics
an example Probabilities
of three and Statistics
random events Probabilities
A, and B ,Statistics
and C
( \ \ ) = ( ) ( ) ( )
Probabilities and Statistics
such thatand
Probabilities PStatistics
A B C Probabilities
Probabilities and Statistics
P A and P Statistics
B P C and ( \ \ ) 6=
Probabilities and Statistics
P AandBStatistics
Probabilities C
P A( ) ( ) ( )
Probabilities
P B and P Statistics
C . Probabilities and Statistics Probabilities and Statistics
I.22. 6= ?
Probabilities ( )
Probabilities and Statistics Probabilities and Statistics
> 0, thenProbabilities
(b) If PandAStatistics A suggests
Probabilities and Statistics
B if andProbabilities
and Statistics only if and A Statistics
doesn’t
suggest B .
Exercises - Total Probability and Bayes Formulas
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(c)Probabilities
We know and that
Statistics Probabilities
a treasure and Statistics
is located in one of Probabilities
two places, and Statistics
with
Probabilities and Statistics
probabilities 2( )
Probabilities and Statistics 0 ; 1 and ( 1 )
Probabilities and Statistics
,
Probabilities and Statistics
respectively.
Probabilities and Statistics We search
Probabilities and Statistics
Probabilities
the and Statistics
first place andProbabilities and Statisticsis there,
if the treasure Probabilities
we find and Statistics
it with
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
probability p
Probabilities and Statistics > 0. Show that the
Probabilities and Statistics event of not finding the
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics
treasure in the first place suggests that the treasure is in the Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
second and
Probabilities place.
Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
II.18. We withdraw
Probabilities and Statistics a ball from a and
Probabilities box containing
Statistics one white
Probabilities ball
and Statistics
Probabilities and Statistics Probabilities and Statistics
and two red balls. If the ball is white, then we put it back in the Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
box together
Probabilities with another
and Statistics white
Probabilities and ball; If the Probabilities
Statistics ball is red, then we
and Statistics
put Probabilities
it back and
in Statistics
the box Probabilities
together and Statistics
with two other Probabilities
red balls. andAfter
Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
these operations
Probabilities we withdraw
and Statistics another
Probabilities ball fromProbabilities
and Statistics the box.and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(a)Probabilities
What isandthe probability
Statistics thatandthe
Probabilities second withdrew
Statistics Probabilities andball is
Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
red?
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities
(b) If the and second
Statistics ballProbabilities
is red, and whatStatistics Probabilities and that
is the probability Statistics
the
first was red?
Exercises - Total Probability and Bayes Formulas
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
II.19. Inand
Probabilities american-english
Statistics the english
Probabilities word "rigour”
and Statistics spells
Probabilities "rigor”.
and Statistics
An Probabilities
anglo-saxon and Statistics
staying inProbabilities
a Paris hoteland Statistics Probabilities
use this word and writ-
in its Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
tenProbabilities
correspondenceand Statistics(60% Probabilities
of anglo-saxons touristProbabilities
and Statistics are americans).
and Statistics
Probabilities
If we randomlyand Statistics
chooseProbabilities
a letter and fromStatistics
this word Probabilities
what isandthe Statistics
prob-
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
ability that
Probabilities is a vowel?Probabilities
and Statistics If the chosen letter is Probabilities
and Statistics a vowel what is the
and Statistics
Probabilities and Statistics Probabilities
probabilitaty that it was written by a british? and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
II.20. A programmer
Probabilities and Statistics asks a recommendation
Probabilities and Statistics letter to and
Probabilities itsStatistics
for-
Probabilities and Statistics Probabilities and Statistics
mer employer. He estimates his chances to get a new job at: Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
50% having
Probabilities at hand a Probabilities
and Statistics strong recommendation,
and Statistics 40% with
Probabilities a reg-
and Statistics
Probabilities and Statistics Probabilities and Statistics
ular recommendation and 20% with a lousy one. He also knows Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
thatProbabilities
its former boss will give
and Statistics him aandstrong
Probabilities Statisticsrecommendation with
Probabilities and Statistics
Probabilities
probability 0:4, and a Probabilities
and Statistics regular one and Statistics
with probability 0:4.
Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(a)Probabilities
What isandthe probability
Statistics
that the programmer
Probabilities and Statistics
will get a new
Probabilities and Statistics
Probabilities
job?and Statistics Probabilities and Statistics Probabilities and Statistics
Exercises - Total Probability and Bayes Formulas
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
(b)Probabilities
If he gets and Statistics
a new job, Probabilities
what is the and Statistics
probabilityProbabilities
that itsand Statistics
recom-
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
mendation
Probabilities was lousy?Probabilities and Statistics
and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
II.21. Prove
Probabilities andthat,
Statisticsif E and F areandindependent
Probabilities Statistics random and
Probabilities events,
Statistics
Probabilities
then and Statistics Probabilities and Statistics Probabilities and Statistics
Probabilities and Statistics Probabilities and Statistics Probabilities and Statistics
( j )= ( j \ ) ( )+ ( j \ ) ( ) 8