M. Drew LaMar
September 9, 2020
“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