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3probability ProbDist 05 Online
3probability ProbDist 05 Online
Distributions
Carolyn J. Anderson
EdPsych 580
Fall 2005
Probability Distributions
Discrete & continuous variables.
Characteristics of distributions.
Expectations
or
Numbers (A, 2, 3, 4, 5, 6, 7, 8, 9, J, Q, K)
Probability & Probability Distributions p. 11/61
Formal Defintion of Probability
Probability is a number assigned to each and
every member in the sample space. Denote by
P ().
A probability function is a rule of correspondence
that associates with each event A in the sample
space S a number P (A) such that
0 P (A) 1, for any event A.
P (A or B) = P (A B) = P (A) + P (B)
Probability & Probability Distributions p. 12/61
Example
Let A = number card (i.e., 210), B = face card
(i.e., J, Q, K), and C = Ace.
Probabilities of events:
P (A) = 9(4)/52 = 36/52 = .6923
P (B) = 3(4)/52 = 12/52 = .2308
P (C) = 1(4)/52 = 4/52 = .0769
P (A) + P (B) + P (C) = 1
P (A B) = P (A) + P (B) = .6923 + .2308 =
.9231 = 48/52.
'$
S ' $A C
A
&%
I C
@
B @
@
& %
@AB
Addition rules. . .
Joint probabilities:
1 1 1
P (BM onty , A) = P (BM onty |A)P (A) = =
2 3 6
1
P (BM onty , B) = P (BM onty |B)P (B) = 0 = 0
3
1 1
P (BM onty , C) = P (BM onty |C)P (C) = 1 =
3 3
Probability & Probability Distributions p. 27/61
Monty Hall Problem (continued)
(Unconditional) Probability that Monty opens
door B:
P (BM onty ) = P (BM onty , A) + P (BM onty , B) + P (BM onty , C)
1 1 1
= +0+ =
6 3 2
Apply Bayes Theorem. . .
P (A) 1/3 1 1
P (A|BM onty ) = P (BM onty |A) = =
P (BM onty ) 1/2 2 3
P (C) 1/3 2
P (C|BM onty ) = P (BM onty |C) = 1=
P (BM onty ) 1/2 3
From Hayes:
Any statement of a function associating each
of a set of mutually exclusive and exhaustive
events with its probability is a probability
distribution
Let X represent a function that associates a
Real number with each and every elementary
event in some sample space S. Then X is
called a random variable on the sample
space S.
Color Y P (Y )
Yellow 100 .10
Blue 5 .20
Red 0 .50
Green 10 .10
Tan 100 .10
P (22.0o ) = 0
P (19.5o temperature 21o ) =black area.
Probability & Probability Distributions p. 50/61
Examples of p.d.f.s
Wheres the mean, median and mode?
Y = E(Y )
= .1(100) + .2(5) + .5(0) + .1(10) + .1(100) = 0
Probability & Probability Distributions p. 54/61
Expectations are Means
For discrete random variable,
n
X
E[Y ] = y yi P (yi )
i=1