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6.041: Probabilistic Systems Analysis 6.431: Applied Probability

This document provides an outline for a course on probabilistic systems analysis. It includes: - An introduction to probability concepts like sample space, events, and axioms of probability through examples. - Motivation for studying probability theory and its applications in decision making under uncertainty. - An example of collecting medical data and deriving probabilities of recovery outcomes from the frequencies. - Key concepts are introduced incrementally, building from sample spaces and events to probability axioms and laws, with continuous reinforcement through examples.

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106 views14 pages

6.041: Probabilistic Systems Analysis 6.431: Applied Probability

This document provides an outline for a course on probabilistic systems analysis. It includes: - An introduction to probability concepts like sample space, events, and axioms of probability through examples. - Motivation for studying probability theory and its applications in decision making under uncertainty. - An example of collecting medical data and deriving probabilities of recovery outcomes from the frequencies. - Key concepts are introduced incrementally, building from sample spaces and events to probability axioms and laws, with continuous reinforcement through examples.

Uploaded by

chajedaman
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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6.

041: Probabilistic Systems Analysis


6.431: Applied Probability
Prof. Munther A. Dahleh
Course Outline

Introductions
Recitation Assignment
Tutorial Assignment
Text Book
Introduction to
Probability: Bertsekas
and Tsitsiklis

Grading Policy:
Q1: 25%,
Q2: 25%,
Final: 35%,
Homework: 10%,
Participation: 5%.
Homework Policy
Read the General
Information Handout

LECTURE 1
Readings: Sections 1.1, 1.2
Lecture outline
Motivation
Sample space of an experiment
Examples
Axioms of probability
More examples

Motivation
Why do we study probability theory?
An effective model of uncertainty
Decision Making under uncertainty

Examples:

Measurement sensors
Waiting time at a Banks teller.
Value of a stock at a given day.
Outcome of a medical procedure.
A customer buying behavior.

One Decision Making Process: Collect Data, Model the


Phenomenon, Extrapolate and make decisions.

From Frequency to Probability (1)


The time of recovery (Fast, Slow, Unsuccessful) from an
ACL knee surgery was seen to be a function of the
patients age (Young, Old) and weight (Heavy, Light).
The medical department at MIT collected the following
data:
S,Fast

S,Slow

Y,L

1000

150

50

Y,H

500

300

100

O,L

400

400

200

O,H

200

600

300

From Frequency to Probability (2)


S, Fast S, Slow

Y,L

1000

150

50

Y,H

500

300

100

O,L

400

400

200

O,H

200

600

300

What is the likelihood that a 40 years old man (Old!) will


have a successful surgery with a speedy recovery?
If a patient undergoes an operation, what is the
likelihood that the result is unsuccessful?
Need a measure of likelihood.
Ingredients: Sample space, Events, Probability.
Think of Probability as Frequency....

Sample Space
List of possible outcomes
List must be:
Mutually exclusive
Collectively exhaustive
At the right granularity

Sample Space Example (1)


Two rolls of a tetrahedral die
Sample space vs. sequential description

Sample Space Example (2)


A continuous sample space:

Axioms of probability
Event: a subset of the sample space
Probability is assigned to events
Axioms:

Axiom 3 needs strengthening


Do weird sets have probabilities?

Example (1) Revisited


Let every possible outcome
have probability

Define

Discrete Uniform Law


Let all sample points be equally likely
Then,

Just count

Example (2) Revisited


Each of two people choose a number between zero and
one. What is the probability that they are at most 1/4
apart?
Draw sample space and event of interest:

1/4

1/4

Need to choose a probability law:


Choose uniform law: probability = area

The probability is:

A Word About Infinite


Sample Spaces
Sample space:
We are given
Find
Solution:

Axiom needed:
If
are disjoint events, then:

Probability and the Real World

Probability is a branch of math:


Axioms Theorems
One theorem: Frequency of event

is

But are probabilities frequencies?

Probability models as a way of describing uncertainty:


Use for consistent reasoning
Use for predictions, decisions

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