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Probability: First Steps, and Human Intuitions! CSCI 2824, Fall 2012! ! ! Assignments • For this week: Read Chapter 6, sections 1-3 • Problem Set 4 due today! • Problem Set 5 (which will be a short one) will be sent out next week and due the final day of class. ! ! ! !! Initial Ideas • Imagine we have a sample space of possible events. The sample space should exhaust all the possible outcomes of events. • For example, if you roll a die, the sample space would be the set of possible outcomes: { 1, 2, 3, 4, 5, 6} • The most natural kind of sample space is one in which we assume all outcomes are equally likely (like our die roll above). • The probability of a particular event in this case can be defined as the number of outcomes corresponding to this event divided by the number of possible outcomes. Quickie Examples • Probability of getting a 2 on a die roll: [Number of ways of rolling a 2]/6 = 1/6 • Probability of getting an even number on a die roll: Size{2, 4, 6}/6 = |{2, 4, 6}|/6 = ½ • Probabilities are thus always in the range: [0, 1] • The probability of the union (“or”) of a bunch of distinct events is simply the sum of their individual probabilities • The probability of the intersection (“and”) of a bunch of distinct events is the product of their individual probabilities. (Note: by “distinct”, we mean that the events have no effect on each other. In probability, these are called independent events.) Rolling two dice Probability of rolling a 2: |{(1,1)}| / 36 = 1/36 Probability of rolling a 5: | {(1, 4), (2, 3), (3, 2), (4, 1)}|/ 36 = 1/9 Probability of rolling a 2 or a 5: 1/36 + 1/9 = 5/36 Now that we know some combinatorics, we can do some interesting probability problems: • What’s the probability of being dealt a flush (all cards of the same suit) in poker? • Assuming all Mastermind codes are equally probable, what is the probability of seeing a code without an orange peg? • What’s the probability of rolling a full house on the first roll in Yahtzee? “The Birthday Problem” • In a room of N people, you ask everyone for their birthday, and you make a bet that at least two people will have an identical birthday. How big does N have to be before the probability is greater than 0.5 for at least two people to have the same birthday? (That is, how many people need to be in the room before you can expect to win your bet?) A Yahtzee-like problem: step 1 • I roll 3 dice. • What is the probability of all three coming up with the same number? • What is the probability of just two coming up with the same number (and the third something else)? • What is the probability of three distinct numbers? Let’s try a Yahtzee-like problem, but with only three dice • I want to roll three of a kind, and I have two rolls to do it. • If I roll three of a kind on the first roll, I quit. • If I roll two of a kind on the first roll (say, 2 3’s and a 5), then I’ll roll the non-matching die for my second roll. • If I roll all three different numbers, I’ll just roll again. • What’s my chance of winning? The Let's Make A Deal Problem • Behind one door is a great prize. (The usual "great prize" on the old Let's Make a Deal show was a car.) • The other two doors conceal a "Zonk" prize. (The usual "Zonk prize" on the old show was a goat or some other farm animal.) • You get to choose one door. • Once you have chosen, Monty Hall will open a "Zonk" door among the remaining two doors, and will ask "Do you want to change your choice to another door?" Should you change your choice? Example: You choose Door No. 1. Monty opens up Door 2 (revealing the inevitable goat) and asks if you want to switch to Door No. 3. Let's Make A Deal (The Manic Version) • You choose a door among these 24. • Monty throws open 22 Zonk doors and asks "Do you want to switch?" Here’s a question that touches on human thinking about probability… • I’m playing a game with three dice. In this case, my goal is just to roll the largest possible number. • A couple of warm-up questions: what’s the probability of rolling a 4? What’s the probability of rolling a 17? Now, imagine the following scenario. • Mike rolls a 4 with the three dice. • What’s the probability that Mike will do better on the next roll? Now, imagine the following scenario. • Mike rolls a 17. • What’s the probability that Mike will do worse on the next roll? Now, imagine the following scenario. • Mike rolls a 4 with the three dice. • Mike yells at the dice, “You stupid dice!” • What’s the probability that Mike will do better on the next roll? Now, imagine the following scenario. • Mike rolls a 17. • Mike praises the dice: “You wonderful dice!” • What’s the probability that Mike will do worse on the next roll? What’s the upshot of all this? • It might be easy to think that “yelling helps to improve the dice” and that “praise does no good in improving the dice” • This is a simple instance of what in statistics is referred to as “regression to the mean”. Regression to the mean: the “Sports Illustrated” effect The Conjunction Effect! ! !Bill is 34 years old. He is intelligent, but unimaginative, compulsive, and generally lifeless. In school, he was strong in mathematics but weak in social studies and humanities.! Bill is a doctor, and his hobby is playing poker.! Bill is an architect.! Bill is an accountant.! Bill plays jazz for a hobby.! Bill surfs for a hobby.! Bill is a reporter.! Bill is an accountant who plays jazz for a hobby.! Bill climbs mountains for a hobby.! Typicality Effects Which sequence of coin tosses is more likely? HHHHHHHH HTTHTHTH Memory Effects Estimate the proportion of English words that begin with the letter "K" versus words that have a "K" in the third position. A Famous Experiment on “Guessing” by Gerd Gigerenzer We create a test on American cities (populations) with lots of questions of the form: “Which is bigger: SAN JOSE or SAN ANTONIO?” We then administer this test to a classroom of American students and a classroom of German students; the German students do better. A Famous Experiment on “Guessing” by Gerd Gigerenzer Now, we create a test on German cities (populations) with lots of questions of the form: “Which is bigger: DORTMUND or BREMEN?” We then administer this test to a classroom of American students and a classroom of German students; now the American students do better. " " Suppose we have to choose between pairs drawn from a list of 100. Further suppose:" " a. When both objects are recognized, we have a 60 percent chance of getting the right answer. (E.g., is Munich a bigger city than Berlin?)" " b. When both objects are unrecognized, we have a 50 percent chance. (Essentially, we’re just “flipping a coin”: is Dortmund bigger than Duisberg?)" " c. When one object is unrecognized, we have an 80 percent chance of getting the right answer. (Is Munich bigger than Dortmund?)" " Three people take the test, which has 100 * 99 /2 = 4950 questions. One (person A) recognizes each and every object in the list. His score is:! .6 * (100 * 99 / 2) = 2970! Person B doesn’t know a thing about the objects in the list. His score is:! 0.5 * (100 * 99/2) = 2475! Person C knows half the list. His score is:! 0.5 * (50 * 49 / 2) + 0.6 * (50 * 49 / 2) + 0.8 * (50 * 50) = ! 612.5 + 735 + 2000 = 3347.5! Moral: A little ignorance can sometimes help.!