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Probability Theory - Assigning Probabilities |
Last Updated:
10/21/2008 |
Definitions
- equally likely - when each element in S (the sample space)
has the same probability of being the outcome of an experiment
- biased - when some elements in S have higher probability
of being the outcome of an experiment as compared to other elements in S
- fair - a probability experiment where any outcome in S is
equally likely to occur
Requirements for assigning a probability to each outcome in S
(the sample space)
- p(s) is a function
- the domain: all the elements in S
- the range:
- p(s) : S
-> R+
where R+
1
or it can be written as
- 0
p(s)
1,
s
S
-
p(s) = 1
- Note, there exists two probability functions p
- p(E) - has domain as E, where E
S, i.e., E is a set of specific outcomes in S
- p(s) - has domain as s, where s
S, i.e., s is a specific outcome in the sample space S
Definitions
- uniform distribution - for sample space S, whose size |S|
= n, then
s
S
: p(s) = 1/n
Note: this is another way of saying that all the outcomes in S are
equally likely
- probability of E - where E
S, then p(E) =
p(s)
- random selection - the probability experiment of selecting an
element from S where S has a uniform distribution (or all when
selecting any particular element from S is equally likely as
selecting any other)
Examples
Example #1: Flipping a fair coin
- S = { H, T }, where H represents heads, and
T represents tails
- All possible single experiment outcomes: E = { H }or E
= { T }
- Assignment of probability:
- p(H) = 1/2
- p(T) = 1/2
- Note: here we are using the function p(s) whose domain
is an element s
S
Example #2:The probability of rolling an odd number with a biased die
- biased because 3 appears twice as often as each other number
- S = {1, 2, 3, 4, 5, 6}
- All possible single experiment outcomes: E = {1}, E = {2},
E = {3}, E = {4}, E = {5}, or E = {6}
- Assignment of probability (probability distribution for the
biased die):
- p(1) = 1/7
- p(2) = 1/7
- p(3) = 2/7
- p(4) = 1/7
- p(5) = 1/7
- p(6) = 1/7
- Note: here we are using the function p(s) whose domain
is an element s
S
- Compute probability of E = {1, 3, 5}, or the odds of rolling an
odd number with the biased die
- p(E) =
p(s) = p(1) + p(3) + p(5)
Note:
- the left hand side of '=' uses p(E) whose domain
is a set E
S
- the right hand side of '=' uses p(s) whose domain
is an element s
S
- p(E) = (1/7 + 2/7 + 1/7) = 4/7
- Note: if the die is fair or unbiased, then all possible
outcomes are equally likely, which changes the probability of rolling
an odd number:
- p(s) = 1/6,
s
S
- p(E) =
p(s) = (p(1) + p(3) + p(5))
= (1/6 + 1/6 + 1/6) = 1/2