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Probability L2 PT

This document defines several probability definitions and concepts: 1) The classical or priori definition defines probability as the ratio of favorable outcomes to total possible outcomes for an event. 2) The relative frequency definition describes probability as the limit of the ratio of occurrences of an event to the total number of trials as the number of trials increases. 3) Bayes' theorem allows calculating conditional probabilities and updating probabilities as new evidence becomes available. It relates the probability of an event given prior knowledge to posterior probabilities given new information.

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205 views14 pages

Probability L2 PT

This document defines several probability definitions and concepts: 1) The classical or priori definition defines probability as the ratio of favorable outcomes to total possible outcomes for an event. 2) The relative frequency definition describes probability as the limit of the ratio of occurrences of an event to the total number of trials as the number of trials increases. 3) Bayes' theorem allows calculating conditional probabilities and updating probabilities as new evidence becomes available. It relates the probability of an event given prior knowledge to posterior probabilities given new information.

Uploaded by

preticool_2003
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Probability Definitions

1) Classical or Priori definition

3) Relative frequency definition

5) Empirical or Posteriori definition

4) Set theoretic probability definition


1
Classical definition
If an experiment results in ‘n’ exhaustive
mutually exclusive and equally likely cases
and ‘m’ of them are favorable to the
happening of an event E , then probability
p of happening of E is given by
favorable number of cases m

P(E) = p = -------------------------- = ------


exhaustive number of cases n

2
Since number of cases favorable = m
number of cases unfavorable = (n – m)
The prob of happening of E = p = m / n
The prob of not happening = q = (n – m) / n
therefore , p + q = 1
& 0 ≤ p ≤ 1 and 0 ≤ q ≤ 1
E is called certain event if p(E) = 1
E is called impossible event if p(E) = 0

3
Relative frequency defination
With the practical situations , as the number
of trials increased to lager size the
probability is defined as the relative
frequency of occurrences .
P(E) = m / n , for large n

4
Empirical definition
If an experiment is repeated a large number of
times under homogeneous and identical
conditions , then the limiting value of the ratio of
the number of times an event occurs to the
number of trials , as the trials become
indefinitely large is called the probability of
occurrence ( it is assumed that limit is finite )
If in ‘n’ trials an event E occurs ‘m’ times

P(E) = p = Lt m / n
n→∞

5
Set theory approch
Sample Space (S,Ω) : A set of points
representing all possible outcomes
Sample point : An element in S is called a
sample point.
Number of sample points are denoted
by n(S)
An event : Non empty subset of sample
space which satisfies certain conditions .
6
• Mutually exclusive events:
Events A and B are mutually exclusive if
A∩B = Φ
• Complimentary events : denoted by Abar
Defined as set of all points x such that
x belongs to S ,x does not belong to A
• Union of two events:
AUB is set of all points such that x belongs to A
or x belongs to B
• Intersection of two events:
A∩B is set of all points such that x belongs to A
and x belongs to B.
7
Definition of probability

If there are ‘n’ possible , equally likely outcomes of a


random experiment ,the sample space contains n
sample points , the probability associated with
each sample point would be 1/n .
Now if an event A consists of m sample points out of
those n points , then
P(A) = 1/n+1/n +…+ 1/n(m times)
= m/n = n(A) / n(S)
= no of sample pts in A/no of sample pts in S
8
Theorems of probability
• The Addition theorem

• The multiplication theorem

• Bayes theorem for conditional probability

9
Basic probability rules

Addition rule
For simultaneous trials

Mutually exclusive events Partially overlapping events


P(AUB) = P(A)+P(B) P(AUB)=P(A)+P(B)-P(A∩B)

10
Multiplication rule
For consecutive trials

Independent Events Dependent events


P(A∩B) = P(A) x P(B) P(A∩B) = P(A) x P(B/A)

11
• Bayes Rule :
Conditional Probability-Two events A & B are
said to be dependent when B can occur only
when A is known to have occurred and vice
versa . The probability attached to this is called
conditional probability , denoted by P(A/B)
P(AB)
P(A/B) = ------------ - - - - (1)
P(B)
eg. In a sample of 2 defectives in 50 trials
estimate the probability that machine is not
working properly.

12
Let A1and A2 be two mutually exclusive and
exhaustive .
Let B be a sample event which intersects each
A1and A2 , Then
P(A1/B) = P(A1and B) / P(B)
P(A2/B) = P(A2and B) / P(B)
Where
P(B) = P(A1 and B) + P(A2 and B)
And P(A1 and B) = P(A1) x P( B/A1)
P(A2 and B) = P(A2) x P( B/A2)
13
Bayes theorem:
In general if A1,A2,…An are set of n mutually exclusive and
collectively exhaustive events any of which can occur
at the first stage of an experiment followed by
occurrence or nonoccurrence of another event B at the
second stage and the probability of occurrence of B
given that Ai ( i = 1,2…n) has occurred are
P(B/A1),P(B/A2)…P(B/An), then the probability of
occurrence of Ai given that B has occurred are given by
P(Ai) x P( B/Ai)
P(Ai/B) = ------------------------ - - - - -(2)
Σ P(Aj) x P( B/Aj)
(5) Is called the priori prob before revision
(6) Is called the posterior prob revised by making use of
sample information , given by bayesian rule
14

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