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Презентация на тему Probability-2

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Recap Why should we learn Probability?Formulating questions in terms of probabilityBuilding the probability modelFour-step MethodUniform sample spacesCounting
Discrete Mathematics PROBABILITY-II Adil M. KhanProfessor of Computer Science Innopolis University “The Recap Why should we learn Probability?Formulating questions in terms of probabilityBuilding the Today’s ObjectivesCounting subsets of a setConditional ProbabilityIndependenceTotal Probability TheoremBaye’s theoremRandom variables   Why Count Subsets of Set?Example: Suppose we select 5 cards at random                 Conditional Probability An Interesting Kind of Probability Question“After this lecture, when I Biryani ☺ Conditional Probability Of course, the vast majority of the food that the Conditional Probability What is the probability that it will rain this afternoon, Conditional Probability So, how to answer the “Food Court” question?   Why Do Tree Diagrams Work?We have solved multiple probability problems using tree Why Do Tree Diagrams Work?Let’s look the upper most edges of the Why Do Tree Diagrams Work?							  Why Do Tree Diagrams Work?							   Why Do Tree Diagrams Work?“So the Product Rule is the formal justification                What Independence Really Means?Are these events independent?AB   What Independence Really Means?Thus being dependent is completely different from being disjoint! What Independence Really Means?Thus being dependent is completely different from being disjoint!Two What Independence Really Means?Thus being dependent is completely different from being disjoint!Two Independence---Cont. Generally, independence is an assumption that we assume when modeling a Total Probability TheoremTake a look at the figure belowA1A2A3B Total Probability TheoremTake a look at the figure belowA1A2A3B  Total Probability TheoremTake a look at the figure belowA1A2A3B  Total Probability TheoremTake a look at the figure belowA1A2A3B  Total Probability TheoremTake a look at the figure belowA1A2A3B  Total Probability TheoremWhere do we use it?Baye’s Theorem! Medical Testing ProblemLet’s assume a “not-so-perfect” test for a medical condition called Probability Tree A: The test came positiveB: The person has BOBO is   Conditional Probability Tree---Cont.Surprising, Right! So if the test comes out positive, the     Bayes Theorem---Cont.A Posteriori Probabilities  For example: The probability that it was           Random Variables So far, we focused on probabilities of events. For example,The Random Variables But most often, we are interested in knowing more than Random Variables---Cont.“Random Variables” are nothing but “functions”A random variable R on a Random Variables---Cont.“Random Variables” are nothing but “functions”A random variable R on a           Expected ValueWeighted average of the values of a random variableProvides a central     Variance Consider the following two gambling games:Game A: You win $2 with Variance Let’s compute the expected return for both games:       Variance Game A: You win $2 with probability 2/3 and lose $1 with probability 1/3. Variance For game BIntuitively, this means that the payoff in Game A Standard Deviation Because of its definition in terms of the square of Standard Deviation For example, in Game B above, the deviation from the Standard Deviation  Why bother squaring in the first place?
Слайды презентации

Слайд 2 Recap

Why should we learn Probability?

Formulating questions in

Recap Why should we learn Probability?Formulating questions in terms of probabilityBuilding

terms of probability

Building the probability model
Four-step Method

Uniform sample spaces

Counting


Слайд 3 Today’s Objectives

Counting subsets of a set

Conditional Probability

Independence

Total Probability

Today’s ObjectivesCounting subsets of a setConditional ProbabilityIndependenceTotal Probability TheoremBaye’s theoremRandom variables

Theorem

Baye’s theorem

Random variables


Слайд 5 Why Count Subsets of Set?
Example:
Suppose we select

Why Count Subsets of Set?Example: Suppose we select 5 cards at

5 cards at random from a deck of 52

cards.

What is the probability that we will end up having a full house?

Doing this using the possibility tree will take some effort.

Слайд 14 Conditional Probability

An Interesting Kind of Probability Question


“After

Conditional Probability An Interesting Kind of Probability Question“After this lecture, when

this lecture, when I go to UI canteen for

lunch, what is the probability that today they will be serving biryani (my favorite food)?

Слайд 15 Biryani ☺

Biryani ☺

Слайд 16 Conditional Probability



Of course, the vast majority of

Conditional Probability Of course, the vast majority of the food that

the food that the cafeteria prepares is NEITHER delicious

NOR is it ever biryani (low probability).

But they do cook dishes that contain rice, so now the question is “what’s the probability that food from UI is delicious given that it contains rice?”

This is called “Conditional Probability”


Слайд 17 Conditional Probability


What is the probability that it

Conditional Probability What is the probability that it will rain this

will rain this afternoon, given that it is cloudy

this morning?

What is the probability that two rolled dice sum to 10, given that both are odd?

Written as

P(A|B) – denotes the probability of event A, given that event B happens.


Слайд 18 Conditional Probability


So, how to answer the “Food

Conditional Probability So, how to answer the “Food Court” question?

Court” question?


Слайд 20 Why Do Tree Diagrams Work?



We have solved multiple

Why Do Tree Diagrams Work?We have solved multiple probability problems using

probability problems using tree diagrams
Let’s think for a moment

about “why do tree diagrams work?”
The answer involves conditional probabilities
In fact, the probabilities that we have been recording on the edges of a tree diagram are conditional probabilities
More generally, on each edge of a tree diagram, we record that the probability that the experiment proceeds along that part, given that it reaches the parent vertex







Слайд 21 Why Do Tree Diagrams Work?


Let’s look the upper

Why Do Tree Diagrams Work?Let’s look the upper most edges of

most edges of the probability tree for the previous

example!






Слайд 22 Why Do Tree Diagrams Work?







 

Why Do Tree Diagrams Work?							 

Слайд 23 Why Do Tree Diagrams Work?







 
 

Why Do Tree Diagrams Work?							  

Слайд 24 Why Do Tree Diagrams Work?









“So the Product Rule

Why Do Tree Diagrams Work?“So the Product Rule is the formal

is the formal justification for multiplying edge probabilities in

a probability tree to get outcome probabilities”




Слайд 30  
 
 

   

Слайд 31 What Independence Really Means?

Are these events independent?




A
B
 
 

What Independence Really Means?Are these events independent?AB  

Слайд 32 What Independence Really Means?

Thus being dependent is completely

What Independence Really Means?Thus being dependent is completely different from being disjoint!

different from being disjoint!


Слайд 33 What Independence Really Means?

Thus being dependent is completely

What Independence Really Means?Thus being dependent is completely different from being

different from being disjoint!

Two events are independent, if the

occurrence of one does not change our belief about the occurrence of the other.


Слайд 34 What Independence Really Means?

Thus being dependent is completely

What Independence Really Means?Thus being dependent is completely different from being

different from being disjoint!

Two events are independent, if the

occurrence of one does not change our belief about the occurrence of the other.

Typically the case when the two events are determined by two physically distinct and non-interacting processes.
Getting heads in a coin toss and snowing outside

Слайд 35 Independence---Cont.


Generally, independence is an assumption that we

Independence---Cont. Generally, independence is an assumption that we assume when modeling

assume when modeling a phenomenon.

The reason we so-often assume

statistical independence is not because of its real-world accuracy

It is because of its armchair appeal: It makes the math easy

How does it do that?
By splitting a compound probability into a product of individual probabilities.

(Note for TAs: Include example of Independence assumption in tutorials)

Слайд 36 Total Probability Theorem

Take a look at the figure

Total Probability TheoremTake a look at the figure belowA1A2A3B

below


A1
A2
A3

B


Слайд 37 Total Probability Theorem

Take a look at the figure

Total Probability TheoremTake a look at the figure belowA1A2A3B 

below


A1
A2
A3

B
 


Слайд 38 Total Probability Theorem

Take a look at the figure

Total Probability TheoremTake a look at the figure belowA1A2A3B 

below


A1
A2
A3

B
 


Слайд 39 Total Probability Theorem

Take a look at the figure

Total Probability TheoremTake a look at the figure belowA1A2A3B 

below


A1
A2
A3

B
 


Слайд 40 Total Probability Theorem

Take a look at the figure

Total Probability TheoremTake a look at the figure belowA1A2A3B 

below


A1
A2
A3

B
 


Слайд 41 Total Probability Theorem

Where do we use it?

Baye’s Theorem!

Total Probability TheoremWhere do we use it?Baye’s Theorem!

Слайд 42 Medical Testing Problem



Let’s assume a “not-so-perfect” test for

Medical Testing ProblemLet’s assume a “not-so-perfect” test for a medical condition

a medical condition called BO suffered by 10% of

the population

The test is not-so-perfect because

90% of the tests come positive if you have BO

70% of the tests come negative if you don’t have BO

If we randomly test a person for BO, and if the test comes positive, what is the probability that the person has BO.






Слайд 43 Probability Tree


A: The test came positive
B: The

Probability Tree A: The test came positiveB: The person has BOBO

person has BO








BO is suffered by 10% of the

population

If someone has BO, there is a 90% chance that the test will be positive

If someone does not have the condition, there is a 70% chance that the test will be negative.



Слайд 45 Conditional Probability Tree---Cont.


Surprising, Right!


So if the test

Conditional Probability Tree---Cont.Surprising, Right! So if the test comes out positive,

comes out positive, the person has only 25% chance

of having the diseases

Conclusion:

Tests are flawed

Tests give test probabilities not the real probabilities






Слайд 48 Bayes Theorem---Cont.

A Posteriori Probabilities

For example:

The

Bayes Theorem---Cont.A Posteriori Probabilities For example: The probability that it was

probability that it was cloudy this morning, given that

it rained in the afternoon.

Mathematically speaking, there is no difference between a posteriori probability and a conditional probability.





Слайд 54 Random Variables


So far, we focused on probabilities

Random Variables So far, we focused on probabilities of events. For

of events.

For example,
The probability that someone wins the

Monty Hall Game

The probability that someone has a rare medical condition given that he/she tests positive

Слайд 55 Random Variables


But most often, we are interested

Random Variables But most often, we are interested in knowing more

in knowing more than this.

For example,
How many players

must play Monty Hall Game before one of them finally wins?

How long will a weather certain condition last?

How long will I loose gambling with a strange coin all night?

To be able to answer such questions, we have to learn about “Random Variables”

Слайд 56 Random Variables---Cont.



“Random Variables” are nothing but “functions”

A random

Random Variables---Cont.“Random Variables” are nothing but “functions”A random variable R on

variable R on a probability space is a function

whose domain is the sample space and whose range is a set of Real numbers.


Слайд 57 Random Variables---Cont.



“Random Variables” are nothing but “functions”

A random

Random Variables---Cont.“Random Variables” are nothing but “functions”A random variable R on

variable R on a probability space is a function

whose domain is the sample space and whose range is a set of Real numbers.

Let’s look at this example!

Tossing three independent coins and noting
C: the number of heads that appear
M: 1 if all are heads or tails, 0 otherwise

If we look closely, we will see that C and M are in fact functions that map every outcome of the experiment to a number.


Слайд 63 Expected Value



Weighted average of the values of a

Expected ValueWeighted average of the values of a random variableProvides a

random variable


Provides a central point for the distribution of

the values of a random variable


We can solve many problems using the notion of expected values


How many heads are expected to appear if a coin is tossed 100 times?


What is the expected number of comparisons used to find an element in a list using the linear search?

Слайд 66 Variance



Consider the following two gambling games:

Game A:

Variance Consider the following two gambling games:Game A: You win $2

You win $2 with probability 2/3 and lose $1

with probability 1/3.

Game B: You win $1002 with probability 2=3 and lose $2001 with probabil- ity 1=3.

Which game would you play?

Слайд 67 Variance



Let’s compute the expected return for both

Variance Let’s compute the expected return for both games:

games:



Слайд 71 Variance



Game A: You win $2 with probability

Variance Game A: You win $2 with probability 2/3 and lose $1 with probability 1/3.

2/3 and lose $1 with probability 1/3.





Слайд 72 Variance



For game B



Intuitively, this means that the

Variance For game BIntuitively, this means that the payoff in Game

payoff in Game A is usually close to the

expected value of $1, but the payoff in Game B can deviate very far from this expected value – high variance means high risk.

Слайд 73 Standard Deviation





Because of its definition in terms

Standard Deviation Because of its definition in terms of the square

of the square of a random variable, the variance

of a random variable may be very far from a typical deviation from the mean.


Слайд 74 Standard Deviation






For example, in Game B above,

Standard Deviation For example, in Game B above, the deviation from

the deviation from the mean is 1001 in one

outcome and -2002 in the other. But the variance is a whopping 2,004,002

The problem is with the “units” of variance.

If a random variable is in dollars, then the expected value is also in dollars, but the variance is in square dollars

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