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
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. \[ \mathrm{Pr[B \ | \ A]} = \mathrm{Pr[B]} \]
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 \[ \mathrm{Pr[A \ and \ B]} = \mathrm{Pr[A]} \times \mathrm{Pr[B]} \]
Independent events
Dependent events
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