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The document provides an overview of probability and statistics, defining key concepts such as random experiments, sample space, and types of events. It discusses various probability distributions, including the probability density function, normal distribution, and the central limit theorem, along with types of probability like marginal, joint, and conditional probability. Additionally, it introduces Bayes' theorem and includes practical examples related to Edureka's training study.

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mohith
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2 views

Probability_new

The document provides an overview of probability and statistics, defining key concepts such as random experiments, sample space, and types of events. It discusses various probability distributions, including the probability density function, normal distribution, and the central limit theorem, along with types of probability like marginal, joint, and conditional probability. Additionally, it introduces Bayes' theorem and includes practical examples related to Edureka's training study.

Uploaded by

mohith
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Probability_new

Statistics and probability deals with analyzing the relative frequency of events.

Probability is the measure of how likely the event can occur. Probability is the ratio of desired outcomes to
the total outcomes.

Probability = desired outcomes

Total outcomes

Probability of all possible outcomes sums up to 1.

Terminologies:

Random experiment

An experiment or a process for which the outcome can’t be predicted with certainty.

Sample space
The entire possible set of outcomes of a random experiment is the sample space(S) of that experiment.

Event
One or more outcome of an experiment is called as an event. It is a subset of sample space.

Types of events

Disjoint (independent) events


Disjoint events don’t have any common outcomes.
Eg. A single card drawn from a deck can’t be both a king and a queen.
A man can’t be dead and alive.

Non-disjoint events
Non-disjoint events can have common outcomes.
Eg. A student can get 100 in statistics and 100 in probability.

Probability distribution

Three probability distribution functions:


 Probability density function
 Normal distribution
 Central limit theory

Probability density function (PDF)

The equation describing a continuous probability distribution is called a PDF.


PDF is concerned with the relative likelihood for a continuous random variable to take on a given value.

The below graph is also called bell curve.

Normal distribution (Gaussian distribution)

Normal distribution denotes symmetric property of the mean. The idea is that the data near mean occurs
more frequently than the data away from mean. This distribution associates the normal random variable X
with a cumulative probability.

The graph of normal distribution depends on two factors:


Mean - determines the center of the graph
Standard deviation - determines the height of the graph.
Central limit theorem

The central limit theorem states that the the sampling distribution of the mean of any independent,
random variable will be normal and nearly normal, if the sample size is large enough.

If we had large population and we divide it into many samples. Then the mean of all the samples will be
almost equal to the mean of the population.
The accuracy to the normal distribution depends on 2 factors:
 Number of sample points you consider.
 Shape of the underlying population (depends on mean and SD)

Types of probability

Three types of probability:

Marginal probability

Joint probability

Conditional probability

Marginal probability

Probability of an event occurring unconditional on other event is marginal probability. Marginal probability
is the probability of occurrence of a singe event.
Joint probability

Joint probability is a measure of 2 events happening at the same time.

Conditional probability

If probability of an event is based on occurrence of previous event or outcome.


Conditional probability of an event B is the probability that the event will occur given that an event B has
already occurred.
If A and B are dependent events then the expression for conditional probability is:
P(B|A) = P(A and B) / P(A)

If A and B are independent events then the expression for conditional probability is:
P(B|A) = P(B)

Use case: Edureka’s training study


Problem statement 1: Marginal probability

Find the probability that a candidate has undergone Edureka’s training.

P(Edu. training) = 45/105

Problem statement 2: Joint probability

Find the probability that a candidate has attended Edureka’s training and also has a good package.

P(Good package & Training) = 30/105

Problem statement 3: Conditional probability

Find the probability that a candidate has good package given that he has not undergone any training.

P(Good package | without training) = 5/60

BAYE’s theorem

Shows the relation between one conditional probability and its inverse.

P(A|B) = P(B|A) P(A) / P(B)

P(A|B) is referred to as posterior which means the probability of occurrence of A given B.

P(B|A) is referred to as likelihood ratio which measures the probability of occurrence of B given A.

P(A) is referred to as prior which represents the actual probability distribution of A.


Example:

Let A be the event of picking blue ball from bowl A and X be the event of picking exactly 2 blue balls.

We want P(A|X), i.e. probability of occurrence of A given X.

P(A|X) = P(A ꓵ X)

P(X)

Step 1: Find P(X)

Step 2: Find P(A ꓵ X)

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