You ought to be familiar with the following concepts:
Sample space ()
Events (E )
Union (A B, or), intersection (A B, and), and complement (Ac ,
not) of events
PROBABILITY
Probability measure (P : [0, 1])
Counting methods
Conditional probability
Independence
AY 20142015 (Semester 2)
1 PROBABILITY
1 / 13
AY 20142015 (Semester 2)
1 PROBABILITY
2 / 13
1.4 Counting Methods
O UTLINE
Example I (Capture/Recapture Method)
1.4
Counting Methods
1.5
Conditional Probability
The so-called capture/recapture method is sometimes used to
estimate the size of a wildlife population.
Suppose that t = 10 animals are captured, tagged, and released.
On a later occasion, m = 20 animals are captured, and it is found that
r = 4 of them are tagged.
1.6
Independence
How large is the population (n)?
AY 20142015 (Semester 2)
1 PROBABILITY
3 / 13
AY 20142015 (Semester 2)
1 PROBABILITY
4 / 13
1.4
Counting Methods
1.4 Counting Methods
If
the
m animals captured later are taken in such a way that all possible
n
possible groups are equally likely, then the probability that r of
m
them are tagged is
t
nt
r
mr
Ln =
.
n
m
Consider the ratio
t
nt
n1
Ln
(n t)(n m)
r
mr
m
= =
=
.
t
n1t
n
Ln1
n(n t m + r )
r
mr
m
Ln is increasing if this ratio is greater than 1, i.e., if n < mt/r .
Clearly, n cannot be precisely determined from the information at
hand, but it can be estimated (e.g., using the method of maximum
likelihood).
Thus, the value of n that maximizes Ln is the greatest integer not
exceeding mt/r .
The idea is to choose that value of n to make the observed outcome
most probable.
For the given data, the maximum likelihood estimate of n is
20 10/4 = 50.
We therefore find the value of n that maximizes Ln .
AY 20142015 (Semester 2)
1 PROBABILITY
1.4
5 / 13
AY 20142015 (Semester 2)
Counting Methods
1 PROBABILITY
1.5
6 / 13
Conditional Probability
Definition
Let A and B be two events with P(B) 6= 0.
The conditional probability of A given B is defined to be
P(A | B) =
P(A B)
.
P(B)
Figure 1.3: Likelihood for Example I.
AY 20142015 (Semester 2)
1 PROBABILITY
7 / 13
AY 20142015 (Semester 2)
1 PROBABILITY
8 / 13
1.5
Conditional Probability
1.5
Law of Total Probability & Bayes Rule
Let B1 , B2 , . . . , Bn be such that
with P(Bi ) > 0 for all i.
Sn
i=1 Bi
Conditional Probability
Example C
= and Bi Bj = for i 6= j,
An urn contains three red balls and one blue ball.
Two balls are selected without replacement. What is the probability
that a red ball is selected on the second draw?
Then, for any event A,
P(A) =
n
X
Let Xi denote the event that a color X ball is selected on the ith draw.
Then
P(A | Bi )P(Bi )
i=1
and
P(Bj | A) =
P(R2 ) = P(R2 | R1 )P(R1 ) + P(R2 | B1 )P(B1 )
P(A | Bj )P(Bj )
.
n
X
P(A | Bi )P(Bi )
1
3
2 3
+1 = .
3 4
4
4
i=1
AY 20142015 (Semester 2)
1 PROBABILITY
1.6
9 / 13
AY 20142015 (Semester 2)
Independence
1 PROBABILITY
1.6
10 / 13
Independence
Example D
Definition
An article in the Los Angeles Times (August 24, 1987) discussed the
statistical risks of AIDS infection:
A and B are said to be independent events if
Several studies of sexual partners of people infected with the
virus show that a single act of unprotected vaginal intercourse
has a surprisingly low risk of infecting the uninfected
partnerperhaps one in 100 to one in 1000.
P(A B) = P(A)P(B).
Pairwise independence does not guarantee mutual independence.
For an average, consider the risk to be one in 500.
We define a collection of events, A1 , A2 , . . . , An , to be mutually
independent if for any subcollection, Ai1 , . . . , Aim ,
If there are 100 acts of intercourse with an infected partner,
the odds of infection increase to one in five.
Statistically, 500 acts of intercourse with one infected partner
or 100 acts with five partners lead to a 100% probability of
infection (statistically, not necessarily in reality).
P(Ai1 Aim ) = P(Ai1 ) P(Aim ).
AY 20142015 (Semester 2)
PROBABILITY
11 / 13
AY 20142015 (Semester 2)
1 PROBABILITY
12 / 13
1.6
Independence
Suppose that virus transmissions in 500 acts of intercourse are
mutually independent events and that the probability of transmission in
any one act is 1/500.
Under this model, what is the probability of infection?
Let C1 , C2 , . . . , C500 denote the events that virus transmission does
not occur during encounters 1, 2, . . . , 500.
Then the probability of no infection is
1 500
P(C1 C2 C500 ) = 1
= 0.37
500
so the probability of infection is 1 0.37 = 0.63, not 1, the answer
produced by incorrectly adding probabilities.
AY 20142015 (Semester 2)
1 PROBABILITY
13 / 13
