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3-1 Chapter Three Probability 3-2 McGraw-Hill/Irwin Copyright © 2004 by The McGraw-Hill Companies, Inc. All rights reserved. Probability 3.1 3.2 3.3 3.4 *3.5 3-3 The Concept of Probability Sample Spaces and Events Some Elementary Probability Rules Conditional Probability and Independence Bayes’ Theorem 3.1 Probability Concepts An experiment is any process of observation with an uncertain outcome. The possible outcomes for an experiment are called the experimental outcomes. Probability is a measure of the chance that an experimental outcome will occur when an experiment is carried out 3-4 Probability If E is an experimental outcome, then P(E) denotes the probability that E will occur and Conditions 0 P( E ) 1 If E can never occur, then P(E) = 0 If E is certain to occur, then P(E) = 1 The probabilities of all the experimental outcomes must sum to 1. Interpretation: long-run relative frequency or subjective 3-5 3.2 The Sample Space The sample space of an experiment is the set of all experimental outcomes. Example 3.2: Genders of Two Children 3-6 Computing Probabilities of Events An event is a set (or collection) of experimental outcomes. The probability of an event is the sum of the probabilities of the experimental outcomes that belong to the event. 3-7 Example: Computing Probabilities Example 3.4: Genders of Two Children Events P(one boy and one girl) = P(BG) + P(GB) = ¼ + ¼ = ½ P(at least one girl) = P(BG) + P(GB) + P(GG) = ¼ + ¼ + ¼ = ¾ Note: Experimental Outcomes: BB, BG, GB, GG All outcomes equally likely: P(BB) = … = P(GG) = ¼ 3-8 Probabilities: Equally Likely Outcomes If the sample space outcomes (or experimental outcomes) are all equally likely, then the probability that an event will occur is equal to the ratio the number of sample space outcomes that correspond to the event The total number of sample space outcomes 3-9 Example: AccuRatings Case Of 5528 residents sampled, 445 prefer KPWR. Estimated Share: P(KPWR) = 445/5528 = 0.0805 Assuming 8,300,000 Los Angeles residents aged 12 or older: Listeners = Population x Share = 8,300,000 x 0.08 = 668,100 3-10 3.3 Event Relations The complement A of an event A is the set of all sample space outcomes not in A. Further, P(A) = 1 - P(A) Union of A and B, A B Elementary events that belong to either A or B (or both.) Intersection of A and B, A B Elementary events that belong to both A and B. 3-11 The Addition Rule for Unions The probability that A or B (the union of A and B) will occur is P(A B) = P(A) + P(B) - P(A B) A and B are mutually exclusive if they have no sample space outcomes in common, or equivalently if P(A B) = 0 3-12 3.4 Conditional Probability The probability of an event A, given that the event B has occurred is called the “conditional probability of A given B” and is denoted as P(A | B). Further, P(A | B) = 3-13 P(A B) P(B) Independence of Events Two events A and B are said to be independent if and only if: P(A|B) = P(A) or, equivalently, P(B|A) = P(B) 3-14 The Multiplication Rule for Intersections The probability that A and B (the intersection of A and B) will occur is P(A B) = P(A) P(B | A) = P(B) P(A | B) If A and B are independent, then the probability that A and B (the intersection of A and B) will occur is P(A B) = P(A) P(B) P(B) P(A) 3-15 Contingency Tables P(R1 ) P(R1 C1 ) R1 R2 Total P(R 2 C2 ) 3-16 C1 .4 .1 .5 C2 .2 .3 .5 Total .6 .4 1.00 P(C 2 ) Example: AccuRatings Case Example 3.16: Estimating Radio Station Share by Daypart 5528 L.A. residents sampled. 2827 of residents sampled listen during some portion of the 6-10 a.m. daypart. Of those, 201 prefer KIIS. KIIS Share for 6-10 a.m. daypart: P(KIIS|6-10 a.m.) = P(KIIS 6-10 a.m.) / P(6-10 a.m.) = (201/5528) (2827/5528) = 201/2827 = 0.0711 3-17 Bayes’ Theorem S1, S2, …, Sk represents k mutually exclusive possible states of nature, one of which must be true. P(S1), P(S2), …, P(Sk) represents the prior probabilities of the k possible states of nature. If E is a particular outcome of an experiment designed to determine which is the true state of nature, then the posterior (or revised) probability of a state Si, given the experimental outcome E, is: P(Si E) P(Si|E) = P(E) P(Si )P(E|S i ) P(E) P(Si )P(E|S i ) P(S1 )P(E|S1 )+P(S 2 )P(E|S 2 )+ ...+P(Sk )P(E|S k ) 3-18 3.5 Bayes’ Theorem: An Example, AIDS Testing Question: Answer: Suppose that a person selected randomly for testing, tests positive for AIDS. The test is known to be highly accurate (99.9% for people who have AIDS, 99% for people who don’t.) What is the probability that the person actually has AIDS? Surprisingly, much lower than most of us would guess! The Facts : AIDS Incidence Rate : 6 cases per 1000 Americans P(AIDS) 0.006 P( AIDS ) 0.994 Testing Accuracy : P(POS|AIDS ) 0.999 P(POS|AIDS ) 0.01 Solution : P(AIDS|POS ) 3-19 An Example, AIDS Testing (Continued) P(AIDS|POS ) P(AIDS POS) P(AIDS POS) P( AIDS POS) P(AIDS)P(P OS|AIDS) P(AIDS)P(P OS|AIDS) P( AIDS )P(POS| AIDS ) ( 0.006 )( 0.999 ) 0.005994 ( 0.006 )( 0.999 ) ( 0.994 )( 0.01 ) 0.005994 0.00994 0.005994 0.015934 0.3762 3-20 P(AIDS POS) P(POS) ( Bayes ' Theorem) Probability Summary: 3.1 3.2 3.3 3.4 *3.5 3-21 The Concept of Probability Sample Spaces and Events Some Elementary Probability Rules Conditional Probability and Independence Bayes’ Theorem