Prob

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Prob

© All Rights Reserved

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Alexander Shen

LIRMM / CNRS & University of Montpellier

Outline

Galton Board

Rolling Dice

More Examples

Predicting Unpredictable

Predicting Unpredictable

• tossing a coin

Predicting Unpredictable

• tossing a coin

• is unpredictable

Predicting Unpredictable

• tossing a coin

• is unpredictable

• repeated experiment:

1100000110010101011110111101 . . .

(0=head,1=tail)

Predicting Unpredictable

• tossing a coin

• is unpredictable

• repeated experiment:

1100000110010101011110111101 . . .

(0=head,1=tail)

• zeros and ones appear equally often

Predicting Unpredictable

• tossing a coin

• is unpredictable

• repeated experiment:

1100000110010101011110111101 . . .

(0=head,1=tail)

• zeros and ones appear equally often

• frequency of 1s: (#ones)/(length) ≈ 1/2

Hundred Random Bits

1100000110010101011110111101 . . .

1

0.5

0

0 100

Thousand Random Bits

1100000110010101011110111101 . . .

1

0.5

0

0 1000

Ten Thousands Random Bits

1100000110010101011110111101 . . .

1

0.5

0

0 10000

Ten Thousands Random Bits

1100000110010101011110111101 . . .

1

0.5

0

0 10000

Outline

Galton Board

Rolling Dice

More Examples

Bean Machine

https://en.wikipedia.org/wiki/Bean_machine

Galton Board: animation

https://en.wikipedia.org/wiki/File:Galton_box.webm

Analysis

Analysis

Assume that at each level the beans are

splitted evenly.

Galton and Pascal

Galton and Pascal

the time

Galton and Pascal

the time

• compute the next line: z = (x + y)/2

Galton and Pascal

the time

• compute the next line: z = (x + y)/2

1

1/2 1/2

1/4 2/4 1/4

1/8 3/8 3/8 1/8

...

Galton and Pascal

the time

• compute the next line: z = (x + y)/2

1

1/2 1/2

1/4 2/4 1/4

1/8 3/8 3/8 1/8

...

Pascal triangle/ 2n :

Galton and Pascal

the time

• compute the next line: z = (x + y)/2

1

1/2 1/2

1/4 2/4 1/4

1/8 3/8 3/8 1/8

...

(n )

Pascal triangle/ 2n : k /2n

Concentration

Concentration

Concentration

• how strong is the effect?

Concentration

• how strong is the effect?

• 100 layers, bins 0 . . . 100; what fraction in

bins 40 . . . 60?

Concentration

• how strong is the effect?

• 100 layers, bins 0 . . . 100; what fraction in

bins 40 . . . 60?

• 1000 layers, bins 0 . . . 1000; what fraction

in bins 400 . . . 600?

Outline

Galton Board

Rolling Dice

More Examples

What is Probability Theory?

What is Probability Theory?

heads and tails equally often”

What is Probability Theory?

heads and tails equally often”

• false, if “probability theory” is understood

in a modern way, as a part of mathematics

What is Probability Theory?

heads and tails equally often”

• false, if “probability theory” is understood

in a modern way, as a part of mathematics

• a coin with two tail sides does not destroy

probability theory

What is Probability Theory?

heads and tails equally often”

• false, if “probability theory” is understood

in a modern way, as a part of mathematics

• a coin with two tail sides does not destroy

probability theory

• separation:

What is Probability Theory?

heads and tails equally often”

• false, if “probability theory” is understood

in a modern way, as a part of mathematics

• a coin with two tail sides does not destroy

probability theory

• separation:

• natural science: do the real coins behave

according to the model

What is Probability Theory?

heads and tails equally often”

• false, if “probability theory” is understood

in a modern way, as a part of mathematics

• a coin with two tail sides does not destroy

probability theory

• separation:

• natural science: do the real coins behave

according to the model

• mathematics: the implications of the model

Tossing Two Coins

Tossing Two Coins

Tossing Two Coins

• Alice: four outcomes HH, HT, TH, TT;

Tossing Two Coins

• Alice: four outcomes HH, HT, TH, TT; 2/4

Tossing Two Coins

• Alice: four outcomes HH, HT, TH, TT; 2/4

• Bob: three outcomes (two heads),

(head+tail), (two tails);

Tossing Two Coins

• Alice: four outcomes HH, HT, TH, TT; 2/4

• Bob: three outcomes (two heads),

(head+tail), (two tails); 1/3

Tossing Two Coins

• Alice: four outcomes HH, HT, TH, TT; 2/4

• Bob: three outcomes (two heads),

(head+tail), (two tails); 1/3

• Charlie: both correct; different

assumptions

Tossing Two Coins

• Alice: four outcomes HH, HT, TH, TT; 2/4

• Bob: three outcomes (two heads),

(head+tail), (two tails); 1/3

• Charlie: both correct; different

assumptions

• Dan: in fact, Alice is right for the real coins

Galton Board: What Did We Assume?

Galton Board: What Did We Assume?

• at each level half of the beans go left and

half of the beans go right

Galton Board: What Did We Assume?

• at each level half of the beans go left and

half of the beans go right

• nothing but the truth, but not the entire

truth

Galton Board: What Did We Assume?

• at each level half of the beans go left and

half of the beans go right

• nothing but the truth, but not the entire

truth

• imagine that beans remember left/right

direction and it influences the next move

Galton Board: What Did We Assume?

• at each level half of the beans go left and

half of the beans go right

• nothing but the truth, but not the entire

truth

• imagine that beans remember left/right

direction and it influences the next move

• (indeed may happen in real life)

Galton Board: What Did We Assume?

• at each level half of the beans go left and

half of the beans go right

• nothing but the truth, but not the entire

truth

• imagine that beans remember left/right

direction and it influences the next move

• (indeed may happen in real life)

• but we assumed independence

Galton Board: What Did We Assume?

• at each level half of the beans go left and

half of the beans go right

• nothing but the truth, but not the entire

truth

• imagine that beans remember left/right

direction and it influences the next move

• (indeed may happen in real life)

• but we assumed independence

• among the beans that go left [right] at

level 1, half go left [right] at level 2, etc.

Outline

Galton Board

Rolling Dice

More Examples

Rolling a Dice

https://upload.wikimedia.org/wikipedia/commons/3/3b/Die_bone.jpg

Rolling a Dice

https://upload.wikimedia.org/wikipedia/commons/3/3b/Die_bone.jpg

Rolling a Dice

https://upload.wikimedia.org/wikipedia/commons/3/3b/Die_bone.jpg

• mathematics: if so,

Rolling a Dice

https://upload.wikimedia.org/wikipedia/commons/3/3b/Die_bone.jpg

• mathematics: if so,

• even number appears in 50% cases

Rolling a Dice

https://upload.wikimedia.org/wikipedia/commons/3/3b/Die_bone.jpg

• mathematics: if so,

• even number appears in 50% cases

• a multiple of 3 appears in 1/3 cases

Rolling a Dice

https://upload.wikimedia.org/wikipedia/commons/3/3b/Die_bone.jpg

• mathematics: if so,

• even number appears in 50% cases

• a multiple of 3 appears in 1/3 cases

• because:

Rolling a Dice

https://upload.wikimedia.org/wikipedia/commons/3/3b/Die_bone.jpg

• mathematics: if so,

• even number appears in 50% cases

• a multiple of 3 appears in 1/3 cases

• because:

• 3 favorable out of 6 equiprobable

(1, 2, 3, 4, 5, 6);

Rolling a Dice

https://upload.wikimedia.org/wikipedia/commons/3/3b/Die_bone.jpg

• mathematics: if so,

• even number appears in 50% cases

• a multiple of 3 appears in 1/3 cases

• because:

• 3 favorable out of 6 equiprobable

(1, 2, 3, 4, 5, 6);

• 2 out of 6 (1, 2, 3, 4, 5, 6)

Rolling Two Dice

Rolling Two Dice

• red and blue dice

Rolling Two Dice

• red and blue dice

• outcome (x, y) where x, y in 1, . . . , 6

Rolling Two Dice

• red and blue dice

• outcome (x, y) where x, y in 1, . . . , 6

• #outcomes:

Rolling Two Dice

• red and blue dice

• outcome (x, y) where x, y in 1, . . . , 6

• #outcomes: 36

Rolling Two Dice

• red and blue dice

• outcome (x, y) where x, y in 1, . . . , 6

• #outcomes: 36

• assumption: all 36 equiprobable

Rolling Two Dice

• red and blue dice

• outcome (x, y) where x, y in 1, . . . , 6

• #outcomes: 36

• assumption: all 36 equiprobable

11 12 13 14 15 16

21 22 23 24 25 26

31 32 33 34 35 36

41 42 43 44 45 46

51 52 53 54 55 56

61 62 63 64 65 66

Computing Probabilities

Computing Probabilities

• probability space: all outcomes

Computing Probabilities

• probability space: all outcomes

• event: some outcomes (favorable)

Computing Probabilities

• probability space: all outcomes

• event: some outcomes (favorable)

• example: “more on red dice” (R > B)

Computing Probabilities

• probability space: all outcomes

• event: some outcomes (favorable)

• example: “more on red dice” (R > B)

• probability of this event in the model of

equiprobable outcomes: (#favorable)/36

11 12 13 14 15 16

21 22 23 24 25 26

31 32 33 34 35 36

41 42 43 44 45 46

51 52 53 54 55 56

61 62 63 64 65 66

Computing Probabilities

• probability space: all outcomes

• event: some outcomes (favorable)

• example: “more on red dice” (R > B)

• probability of this event in the model of

equiprobable outcomes: (#favorable)/36

11 12 13 14 15 16

21 22 23 24 25 26

31 32 33 34 35 36

41 42 43 44 45 46

51 52 53 54 55 56

61 62 63 64 65 66

Computing Probabilities

• probability space: all outcomes

• event: some outcomes (favorable)

• example: “more on red dice” (R > B)

• probability of this event in the model of

equiprobable outcomes: (#favorable)/36

11 12 13 14 15 16

21 22 23 24 25 26

31 32 33 34 35 36 15

p=

41 42 43 44 45 46 36

51 52 53 54 55 56

61 62 63 64 65 66

Independence

Independence

11 12 13 14 15 16

21 22 23 24 25 26

31 32 33 34 35 36

41 42 43 44 45 46

51 52 53 54 55 56

61 62 63 64 65 66

Independence

11 12 13 14 15 16

21 22 23 24 25 26

31 32 33 34 35 36

41 42 43 44 45 46

51 52 53 54 55 56

61 62 63 64 65 66

• more than equiprobability for both dice

Independence

11

22

33

44

55

66

• more than equiprobability for both dice

Independence

11 12 13 14 15 16

21 22 23 24 25 26

31 32 33 34 35 36

41 42 43 44 45 46

51 52 53 54 55 56

61 62 63 64 65 66

• more than equiprobability for both dice

• simultaneous and sequential setting

Independence

11 12 13 14 15 16

21 22 23 24 25 26

31 32 33 34 35 36

41 42 43 44 45 46

51 52 53 54 55 56

61 62 63 64 65 66

• more than equiprobability for both dice

• simultaneous and sequential setting

• equiprobable model is usually OK for both

settings

Outline

Galton Board

Rolling Dice

More Examples

Sequence of Coin Tosses

Sequence of Coin Tosses

Sequence of Coin Tosses

• outcome: sequence of n bits

Sequence of Coin Tosses

• outcome: sequence of n bits

• 2n outcomes

Sequence of Coin Tosses

• outcome: sequence of n bits

• 2n outcomes

• assumption: equiprobable

Sequence of Coin Tosses

• outcome: sequence of n bits

• 2n outcomes

• assumption: equiprobable

• probability of “all heads”: 1/2n

Sequence of Coin Tosses

• outcome: sequence of n bits

• 2n outcomes

• assumption: equiprobable

• probability of “all heads”: 1/2n

• event: “first bit = last bit”

Sequence of Coin Tosses

• outcome: sequence of n bits

• 2n outcomes

• assumption: equiprobable

• probability of “all heads”: 1/2n

• event: “first bit = last bit”

• probability 1/2

Sequence of Coin Tosses

• outcome: sequence of n bits

• 2n outcomes

• assumption: equiprobable

• probability of “all heads”: 1/2n

• event: “first bit = last bit”

• probability 1/2

• “number of heads is even”

Sequence of Coin Tosses

• outcome: sequence of n bits

• 2n outcomes

• assumption: equiprobable

• probability of “all heads”: 1/2n

• event: “first bit = last bit”

• probability 1/2

• “number of heads is even”

• probability 1/2

Galton Board Revisited

Galton Board Revisited

Galton Board Revisited

• 2n outcomes

Galton Board Revisited

• 2n outcomes

• probability space

Galton Board Revisited

• 2n outcomes

• probability space

• assumption: equiprobable

Galton Board Revisited

• 2n outcomes

• probability space

• assumption: equiprobable

• event: #R ∈ [0.4n, 0.6n]

Galton Board Revisited

• 2n outcomes

• probability space

• assumption: equiprobable

• event: #R ∈ [0.4n, 0.6n]

• probability = (#favorable)/(#total)

Galton Board Revisited

• 2n outcomes

• probability space

• assumption: equiprobable

• event: #R ∈ [0.4n, 0.6n]

• probability = (#favorable)/(#total)

∑ (n ) n

• k∈[0.4n,0.6n] k /2

Probability Theory = Combinatorics?

Probability Theory = Combinatorics?

Probability Theory = Combinatorics?

• only the mathematical part

Probability Theory = Combinatorics?

• only the mathematical part

• independence

Probability Theory = Combinatorics?

• only the mathematical part

• independence

• non-uniform distributions

Probability Theory = Combinatorics?

• only the mathematical part

• independence

• non-uniform distributions

• unknown distributions

Probability Theory = Combinatorics?

• only the mathematical part

• independence

• non-uniform distributions

• unknown distributions

• continuous distributions

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