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Lecture Notes - Week 3

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31 views

Lecture Notes - Week 3

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arslanerkancan
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Condityonal Hrobabsilidy and Lrdepen dence Suppor Hot A and Bare suppliers for a park and A prodsces 2% oh fectwes , A yralves 570 Aefectives. These 290 and so wales ave conde fylonaf (robot Lith es of te event of “pat 1s bfpel\e* 7p) POD) wil be wncondihoncA prob Pafiition Lt Aad B be two events ria soumple, space, S. Coondipionel ) prob of A ge Phat 8 has ocevtred ts denoled by PCAIB) and ye LANB) CA |) = O08) Ta penerad PCALB) # PCOIA)- La berms of tha # ovteomes “rn ANB and & \_ PcANR) _ WANB)/ni) — NADL), PCAIB)= pe) ACB Jars) ae pen thet Sse sample spake with equally tikale outcomes Al ss PCAN) te eye PLA IB) ae => OUND PB). P(AIB) © => CANB) = PAYPCB\A\ © PE)#FO ° 2 PrAnB) c PCBIA) ey @© aad @ arte known as Cgeaered ) mo Hiplveahton “he, Haat 6 comes uplA) A ake Vs polled what jis the. prob: eae b fie number fs an een num 2 ven the gin ay) P(AIB) =? = PrAnB) = BANB) tb a °lC Because ANB={64 B-52,4,64 = ntAnb)=| and A(B)=3- Lf PCAIB) =PCA) or PCRIA) = PCB) we so that events A and 8 are tr dependent. -) PCA|B) = LANEY = PA) =) P(A|B) ae =) PCANB)=PIA).PCB) (We have the some ereaaey when we consider (CBIA. Then phe defirstrion of Wn dapendeace vs gus as follows : efrrhon Euals Aund 8 are thdependent a ond only “fo PANE) = PCA) PCR) Exam ple A box has. 5 bells numbered from £ Shrough s, “Tore balls ant drown, fa secesceton w/o replacement. Lot Az § The Lest ball fas “4% on iif B: { The 2ad hall has “L! on i¢9 a) Ave A and & mutu erekuiibe 2 4) Ave Aland & dadepen tant auedts ? a) ANk=@ Oy A and & at meet I exclusive events. 2) 4) PCAN) 2 PA). PR) &4 Pet ce) PIANB)=0 PA)= £ PCB) = PCANB) 7-PCA'N8) ie = PAP(e|A) + PrA!yb Cala!) my Oe ee 5 SF thn PCANB) = 0 # PA) PCR) = £: = A and B ace nof- Vadepzen den f. They wre dependent events - ; Conchusron ' Mubielly 2yehossve events, wyVlh NON 2870 pros. tah, ere not ndependen f. 4 events ert sndependent and each has non-zero probe) they can not be mutually 2xcloss ye _ d Nole fhat penser ys exchosiveness 7s defined th beems events > CA, B are vrvtvalla exchusive f AN b= ? ), whicees inte pendence af eats defied by cms pobabilihes. (A,B ae thdeper dent 4 PAN’) = PLAY. PER) . (73) DLeflaidron At A, Bond C be extats sa sample space, 5. A, 8 ard C are Cnvtvally ) Dependent f and 4 ei ave Patwise /Adependent, [ PCANB) = PA? (B)> P (ANC) =PIA).Pte) and PCBNC) = PCB). Pe) ] and P(ANBNC) = PIA). Pte). PCC)- Ln hd fo show srdependency of 3 wets, we most veri all rr equations. Example . Enphih and Amertean spellimos are “eolour’ and “color , respectively. tn a (COP of people GOYO are Enpheh and 60% are Amecteen people. A randoml, selected peyson writes fhis word and a lather 1: tabeS rom his/her spelling randomly. Selecked lelde- 1) fovne] Yo be vowel. what: be pok thet the wriler than Zap hich person 2 Ve fvowel ic foend§ B= {Peson san Enphsh} cane Aa E's § Person 1s an Amitcant P(E|V) = ? P(E\|V Je PERO » PLE)= 04, PIA) = 0.6 and P(VIE)= 22 4 POAA)= 2 Then vncend'Honed prob. 4 V, PO)= PIENV) PLAN ) =PIEYPUIE) + PAYPLVIA) _ / PY = oa hy (0.6) 2-2 044 =) P(E |v )= Bre) >) PCE|V) = CHE = 22-24 0-44 — “Gr fA * 4) TAs example 1s actually an apphyeehion 4 Bayes Theorem - Bayes" Theorem At Ayr, Ay be mobvelly exchesive events th sample space,S. CANN = Qi Hg) and Aces. Let E be any other event sn this Sample space. and PIAY)'s and PCEIA)'s are either piben 0¢ can be compuked. Then : = LIANE) [442k PIE ) oe y { & where PCE)= 2 PENA?) = DPA). PEIA;) PES es te (Law 4 tobul probabil: ty) Zrample. Constler 4 medic test for a posticulur dhiease. Suppose Mat 9570 of people wi'th dhe dhieace have a posihve. test result, bot 292 of the peaple. wo the disease alco fase posthoc tosd wesult. (felee postbive). tf Lf2 af the Population acdu fave the Akeuse compute te prob Med a) fandomla selecled Prison will fore posibve dest res, b) randomly selecled peron achally fas th. Useare given that s/he fas posibive fesd result. Dz {fessor has divease), Ty = {posible yest reselt | P(0)=0.01, PCB*) = 0.99, PC GI0)=995 aad PCR ID')ooor a) PCT) = PONT) ¢ PCN) = PoP (TO) + PLO) PCFp\0') = (0,01)(0.95) 4 (0,99 )(0.02) = 0.0293 POAT) Fro) P(410) = COMO) 6) P(alh) =? PUD\T,\ = OER BOE oa = :27 (5) Random Vatbles Fach ovleome of an expurineat can be ascserufed with a avmber 4y dhfecnnitho ile ef assoc sab, veh rule. of assocradvon 1's call a fandom veurwble crv), Matlematvcally , phat rule re a funchoa Zz initrbn : - : AS random venable (ry) 15 a feat valved feochoa, whase domah 1 sample space, 5. Capital laffers ae Used fe dencle ru's, lower case lefflers are vied do denake thane specie valves - Exampls L. Aeon 7s dosced puree. lef rv X be Me’ Hof Francs occut then X=0,/,2. 2. A pair “ dice 6 rolled. Let cv Y be the sum > 2 die. Y= 2,3, 4, 5,46, 7, %, Ss lO, Va 2. 3, A coir 1s dessed unt'| ahead eyypears. Ld ww Vibe the # af such dosses. Ve /,2,3, --- 4 Ld rv W ke te of quotes Jhat oceul +h @ pew dheular repibn mo week. We o,1,2,.-- 5. Ld wv Tbe be bine needed for a shdend fo complede He exam with 4 hove tine hort 7 fabes valves in kewal (o, J) Ba’ sa examples 1-4 ae examples uJ disc rele r, ¢v sh S45 an example of contmpave Lafnithon TL osry tales dsdhet valves (prarle or saponrte) . discrete LY, it fakes values a an jnfecved ar fobervals Mis called cont (4) Pro babilbidy Biber bobien Fincddon (pdf) of dserele Ku. ft X bea duerke rv. ify PY spore Mxex) wad has the follorny properties : 4 P®)20 12+ Z pow FKL. Examples A Ld Xt H of heads wher a com ts dosed tuite . MeO, 2 Pi knoe £ > Pixel)e £ » Pkez)n Lb => Pa of x A, 2 pol £ 2. Af Yi poll of duo dite, wha fue Ape ase roffed Ys 213,4,5,6,7,2,9, 10, 42_ be gen asa dbl aid MAIS 8 a 4 PC%n2) 2 . C28) 2 2% ‘ 7 Deeg ee Zz. Po ¥e12)= Lo Hap uf A: Yi 2 8g se A ee PY L 2 a 36 26 26 36 36 36 34 36 36 S rcy-y)= 4 e = qe Hal yee) 3 -- F Paine Bag y= 8, 99-12 3b / - or pty)= ath Ee (4-4 R-y) y= 28s - ‘ 12. B. Let Ve # of Josses needed So pete head! sh corn (fall) Jossrhy expurnent.§ V2 1,2) => 2 Se cape ‘ at Pie) £ » Pive2) = £E°E) ae 7) then pdf of Vy Pode OMe) GE) veri Verge UF) Definition Consider a filet with only two outcomes ; one I's Asvecess’ fhe other y's Gubee" fet p be prob. f success, then “p=7 whl be prob, af Lore, such dual 1's called Bemohy’ tak Jak Xeal 74 svecess ocevss , X20 a | (vee occurs . df of X x=! ON poly 96 pode pinpy™ na) Gomelabve Dihi bution Fenchon Cod) of a Lserele LV. at X bea diserede rv, ee cdf rs Pe 4) (or Fx), Fa AXEL) = = Lw= Zire *) where £ it 0 peal member, Example At X be oa derek. ry with a pdf git by Zz Kez P=) 4 xe3 bots Lo ehewhere Find cl of X Drews qeaph of the df Cuf gf X: 0 tea Ft) = ~ 24428 + S3£¢ 44 Lee Wolke bhut A O° 6) BO = 4 on F(-2)=0 FA) ts defied th all rah numbers , (2) A ! we oo 4 e—o ff 3 4 é Nole that PCX-2)= fo 4 » Ck) $f = 2 and (2CX«e4)=/-L=45 thn v4 cod us bln Vv oy a Aicrede rv. CNMen-zevo prob.’s af X cess at sienechilascniee) porats of ef. Propet bes oa cdf. d. lim Fy = 0 la-8 es fo Fy G)=4 low we can dedermine Pp 3B. FY) rs a on —dlee reasihp fachon. ( fos orb Fi @) > Fylb).) 4 Fylt) ts rypht = conhinvous gonchon: For bdo fim F th) = FA), (Hak ss right hints Aro at dfseeathius'ty ports of frreten are Sime as fone ten valve. >) (19)

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