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Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million...

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Vina Nguyen HSSP – July 6, 2008 1
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Page 1: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

Vina NguyenHSSP – July 6, 2008

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Page 2: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

Late registrationClaroline class server

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Page 3: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

What are the two types of probability?

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Page 4: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

What are the two types of probability?What is a set?

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Page 5: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

What are the two types of probability?What is a set?What’s the difference between a sample space and an event?

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Page 6: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

What are the two types of probability?What is a set?What’s the difference between a sample space and an event?How can you represent sample space?

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Page 7: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

What are the two types of probability?What is a set?What’s the difference between a sample space and an event?How can you represent sample space?What does “U” stand for?

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Page 8: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

What are the two types of probability?What is a set?What’s the difference between a sample space and an event?How can you represent sample space?What does “U” stand for?What does P(AC) mean?

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Page 9: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

Disjoint setsNo common elements

A

B

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Page 10: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

Partition (of set S)A collection of disjoint sets whose union is S

A

B

CD

S

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Page 11: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

NonnegativityP(A) ≥ 0, for every event A

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Page 12: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

NonnegativityP(A) ≥ 0, for every event A

AdditivityIf A and B are two disjoint events,P(A U B) = P(A) + P(B)P(A U B U C U …) = P(A) + P(B) + P(C) + …

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Page 13: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

NonnegativityP(A) ≥ 0, for every event A

AdditivityIf A and B are two disjoint events,P(A U B) = P(A) + P(B)P(A U B U C U …) = P(A) + P(B) + P(C) + …

NormalizationP(Ω) = 1

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Page 14: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

If A and B are disjointP (A U B) = P(A) + P(B)

What if A and B are not disjoint?What is P(A U B)?

AB

Second image from http://commons.wikimedia.org/wiki/Image:Venn-diagram-AB.png14

Page 15: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

Discrete: finite number of possible outcomesNumber on a die rollPossible letter grades on a test

Continuous: infinite number of possible outcomes

How long you have to wait for a busHow tall someone can be

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Page 16: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

The probability of any event s1, s2, s3,…, sn is the sum of the probabilities of its elements

P(s1, s2,…, sn) = P(s1)+P(s2)+…+P(sn)

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Page 17: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

If the sample space consists of n possible and equally likely outcomes, then the probability of any event A is

P(A) = number of elements in An

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Page 18: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

Probability of an event based on partial information

“Conditional probability of A given B”

P(A | B)

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Page 19: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

Assume all six possible outcomes of a fair die are equally likely

What is the probability that we rolled a 6, given that the outcome is even?

P(outcome is 6 | outcome is even)

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Page 20: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

P(outcome = 6 | outcome is even) = ?

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Page 21: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

(Assuming P(B) > 0 )

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

U

Can’t divide by zero!

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Page 22: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

(Assuming P(B) > 0 )

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

(Assuming finite, equally likely outcomes)

P(A|B) = number of elements of A Bnumber of elements of B

Udiscrete!

Can’t divide by zero!

U

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Page 23: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

ProbabilityP(A) = P(A Ω) = P(A) = P(A)

P(Ω) 1

Conditional ProbabilityP(A|B) = P(A B)

P(B)

U

UA

A

B

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Page 24: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

If an airplane is present in a certain area, the radar correctly registers its presence with 0.99 probability

If it’s not present, the radar falsely registers it anyway with 0.10 probability

Assume the airplane is present with probability 0.05

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Page 25: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

What is the probability of false alarm?radar registers presence even though airplane is not there

What is the probability of missed detection?radar does not register, but airplane is there

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Page 26: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

What is our sample space? How are we going to represent it?

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Page 27: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

What are the probabilities?

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Page 28: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

P(sequence of events) = P(event 1) x P(event 2 | event 1) x P(event 3 | event 1 and event 2) ….

P (A1-n) = P(A1)P(A2|A1)P(A3|A1 A2)….

[tree]

U

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Page 29: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

Three cards are drawn from an ordinary 52-card decks without replacement (drawn cards do not go back into the deck).

What’s the probability that none of the three cards is a heart?

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Page 30: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

There are 4 boys and 12 girls in a class. They are randomly divided into 4 groups of 4.

What is the probability that each group includes 1 boy?

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Page 31: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

• Game show: there are three doors: one has $1 million behind it, the other two have nothing• You pick one but it remains unclosed• The host opens one door that reveals nothing (he knows which door has the prize)• Before he opens your door (you only can pick one door), he gives you the choice of staying with your door or switching to the third door

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Page 32: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

Switch or Stay?

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Page 33: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

More set terms: disjoint, partitionProbability axiomsDiscrete vs. continuousConditional probabilityMultiplication rule

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Page 34: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

Image removed due to copyright restrictions. To see an image of entire deck of cards, please click on the link below.http://commons.wikimedia.org/wiki/Image:Cards.jpg_________________________________________

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Page 35: Vina Nguyen HSSP – July 6, 2008 · • Game show: there are three doors: one has $1 million behind it, the other two have nothing • You pick one but it remains unclosed • The

Vina Nguyen

MIT OpenCourseWarehttp://ocw.mit.edu

Probability: Random Isn't So RandomSummer 2008

For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.


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