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Probability
Models
: (p. 250-256)
Random phenomenon,
described by
Sample space S: set
of all possible outcomes (no overlap of descriptions)
Event: any
outcome
or set of outcomes
Probability model:
S, and a way of assigning a probability to each event.
Sample space depends on what you want to know:
Phenomenon: Flip coin twice.
S1 = {HH, HT, TH,
TT} S2 = {0, 1, 2} number of
heads
S3 = {Y, N} both are heads?
..
We looked at the probabilities for
these, implicitly using the "common sense" rules for proportions just
below.
Probability rules: pp. 253, in
words, then in notation.
A an event in sample space S, P(A)
is "the probability
that A occurs"
These rules are all true for
proportions
in long run (Probabilities), proportion of counts,
proportions of areas.
1. 0 <
P(A) < 1
(any probability is a number between 0 and 1. )
2. P(S) = 1
(all the outcomes together have total probability 1)
3. A and B
are
disjoint if they have no outcomes in common (can't happen
simultaneously.)
If
A and B are disjoint, their probabilities add: P(A or B) =
P(A)
+ P(B)
4. For any
event A,
P(A
does not occur) = 1 - P(A)
Discrete models: Assign
a probability to each outcome (>0) so they add to 1. Prob.
of an event is sum of prob's of its outcomes.
Start with Random Variable next time:
Random Variable: (X,
Y, Z...) Variable whose value is a numerical outcome of a random phenomenon.
Probability distribution of X tells us what values
X can take and how to assign probabilities to them.
If X has a finite number of possible
values (Discrete distributions), nothing new except notation.
P(X < 2) is "Prob. that X
is less than 2."
New/recap:
Probabilities follow the "common sense" rule for proportions
of a whole. Same rules for proportions of
areas, proportions of counts, proportions in histograms, proportions of times
in the long run something would happen.
Two principles for assigning probabilities:
--Sometimes, a properly chosen sample space will have equally likely outcomes.
You can use this to find other probabilities.
--If you pick an individual at random from a population, the probability that
one individual will be XYZ is the same as the proportion of XYZ's in
the population.
Next: Continuous Sample Spaces.
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