M. Drew LaMar
February 8, 2017
“I know too well that these arguments from probabilities are imposters, and unless great caution is observed in the use of them, they are apt to be deceptive.”
- Plato
Definition: The probability of an event not occurring is one minus the probability that it occurs. \[ \mathrm{Pr[{\it not}\ A]} = 1-\mbox{Pr[A]} \]
Definition: The
law of total probability is given by \[ \begin{align*} \mathrm{Pr[A]} & = \sum_{B\ \mathrm{in} \ \mathcal{M}}\mathrm{Pr[A \ and \ B]} \\ & = \sum_{B\ \mathrm{in} \ \mathcal{M}} \mathrm{Pr[B]}\ \mathrm{Pr[A\ | \ B]}, \end{align*} \] where \( \mathcal{M} \) is a set of mutually exclusive events such that \[ \sum_{B\ \mathrm{in} \ \mathcal{M}}\mathrm{Pr[B]} = 1 \]
Definition: A
probability distribution is a list of the probabilities of all mutually exclusive outcomes of a random trial.
Compare to:
Definition: A
probability distribution (or relative frequency distribution) is a list of the probabilities of all values of a random variable in a sample or population.
How is this different? same?
Probability densities
Smoking and cancer contingency table
health
status cancer not cancer Sum
smoker 8944 43056 52000
not smoker 624 47376 48000
Sum 9568 90432 100000
Question: What is Pr[smoker]?
Answer: 52000/100000 = 0.52
Question: What is Pr[cancer]?
Answer: 9568/100000 = 0.09568
Smoking and cancer contingency table
health
status cancer not cancer Sum
smoker 8944 43056 52000
not smoker 624 47376 48000
Sum 9568 90432 100000
Question: What is Pr[cancer | smoker]?
Answer: 8944/52000 = 0.172
Question: What is Pr[smoker | cancer]?
Answer: 8944/9568 = 0.9347826
Smoking and cancer contingency table
health
status cancer not cancer Sum
smoker 8944 43056 52000
not smoker 624 47376 48000
Sum 9568 90432 100000
Question: What is Pr[smoker AND cancer]?
Answer: 8944/100000 = 0.08944