Probability (Part 2)

M. Drew LaMar
September 20, 2019

“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

Course Announcements

  • Solutions for Homeworks #1-3 are on Blackboard!!!
  • Exam #1
    • Friday, September 27, 1:00 pm (HERE)
    • NO R! Bring a calculator!
    • Material covered:
      • Whitlock & Schluter, Chapters 1-4
      • Ruxton & Colegrave, Chapter 1
    • How to study:
      • Do Practice Problems
      • Read chapter summaries
      • Come to lecture next week!

Course Announcements

  • Format of next week:
    • I will be out of town at a conference M-Th
    • NO LABS
    • Lecture will be held by your TAs (Kathryn and Sam)
      • Monday: Overview of material
      • Wednesday: Q&A study session (You must bring questions to Wednesday or TAs will dismiss early)
    • TA office hour: Tuesday, 9:30 am, ISC 3252
    • I will be monitoring Slack, so you can also post questions there

Mutually exclusive vs. independence

Commonly confused!

Definition: Two events are mutually exclusive if they cannot both occur at the same time. \[ \mathrm{Pr[A \ and \ B]} = 0 \]

Definition: Two events are independent if the occurrence of one does not inform us about the probability that the second will occur. \[ \mathrm{Pr[B \ | \ A]} = \mathrm{Pr[B]} \]

Mutually exclusive vs. independence

These two conditions simplify the general additive and multiplicative rules:

If two events are mutually exclusive, then \[ \mathrm{Pr[A \ or \ B]} = \mathrm{Pr[A]} + \mathrm{Pr[B]} \]

If two events are independent, then \[ \mathrm{Pr[A \ and \ B]} = \mathrm{Pr[A]} \times \mathrm{Pr[B]} \]

Mosaic plots are awesome!

Visualizing dependency

Independent events

Dependent events

Totally, dude...

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 \[ \sum_{B\ \mathrm{in} \ \mathcal{M}}\mathrm{Pr[B]} = 1 \]

Law of total probability and mosaic plots

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Visualizing probability - Probability trees

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Probability distributions

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.

Discrete probability distributions

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How is this different? same?

Continuous probability distributions

Probability densities alt text

Tips for Solving Probability Problems

  1. Write out the probability that you are being asked to find. Is it a conditional probability? AND? OR?
  2. Identify probabilities that you are given (again, are these conditionals? ANDs? ORs?)
  3. Draw a probability tree (if appropriate)