Probability (Part 2)

M. Drew LaMar
September 22, 2021

“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 Homework #1 are on Blackboard
  • Solutions for Homework #2 will be on Blackboard soon
  • Reading Assignment for Friday: Chapter 6!! (NO QUIZ)

Understanding Probability

…or not ¯\(ツ)

https://xkcd.com/1985/

(Mis)Understanding Probability

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

Totally, dude...

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)