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✺Conditional Probability BS
✺ Review P(AIB) P(B)
=
- P(A)PB)
✺ Independence
=
A disjoint A
-AlB)
;
:
PCA)
0
=
AinAj
=
0
P(DDA) P(B)
=
p(AinA; ) =
Probability using the property of
Independence: Airline overbooking (4)
An airline has a flight with s seats. They
always sell t (t>s) 4ckets for this flight. If
4cket holders show up independently
with probability p, what is the probability
that exactly u people showed up?
W
-
Probability using the property of
Independence: Airline overbooking (5)
An airline has a flight with s seats. They
always sell t (t>s) 4ckets for this flight. If
4cket holders show up independently
with probability p, what is the probability
that the flight is overbooked ?
sti St2 . .
-
+
P( overbooked)
n -
(i) "s.-pite
Which is larger?
The hands
0 probability of drawing of
5-cards that have no
pairs .
Ino
replacement (
② 0
.
5
A P .
B ②
(E) =
52 x 48x44x43x36
#1 507
(2)
0
PLE 52x51x50x49x48
=
= .
wel
=
Random numbers
✺ Amount of money on a bet
✺ Age at retirement of a population
✺ Rate of vehicles passing by the toll
✺ Body temperature of a puppy in its pet clinic
,ent
(t A. McDonald et al. NeuroImage doi:
10.1016/j.neuroimage.2016.10.048
Objectives
✺ Review
✺ Random Variable
✺ Probability distribution
✺ Cumulative distribution
✺ Joint probability
✺ Independence of random variables
Random variables
A random variable maps all outcomes to
Numbers ! outcomes
(w) ->
(x) are disjoint
Bernoull
:
Random Variable
X(w)
Head
Tail
=51W=
0 W =
Tail
He ad
P(W=Heads =
P -> PC X =
1) =
P
PLW = Tail) = 1 -
p
Random variables
The values of a random variable can
be either discrete, con5nuous or
mixed.
--
Discrete Random variables
The range of a discrete random
variable is a countable set of real
numbers.
T
4 - die
Discrete Random variables
The range of a discrete random
variable is a countable set of real
numbers. w X (W)
A tipixe
die ->
4 -
---
-
-
34
P)Szor33)
=
P(X(w) 2)
=
=
05 -
Random Variable Example
Number of pairs in a hand of 5 cards
Four of
Wi the same
->
2 pairs
X(Wi) = ?
,3]
Q: Random Variable
If we roll a 3-sided fair die, and define
random variable U, such that
side ,
v2
- Iw=
S
W = 0 We sidez X =
(w) I
w- sides
PlU=-a
&
=
1)
V
=
A. {-1, 0, 1} B. {0, 1} =
side
=
23xb)
Three important facts of Random
variables
✺Random variables have
probability functions
*
✺Random variables can be
conditioned on events or other
random variables
✺Random variables have averages
Random variables have probability
functions
✺ Let X be a random variable
S t
. .
x0}
is an event with probability Wi are
disjoint
P (X = x0 ) -
IP(wi)
X is the discrete random variable
x0 is any unique instance that X takes on
Probability>e
Distribution
✺P (X = x) is called the probability X
2
0
=
(fair side 2
coin) sides
p(X =
x) p(X =
x)
↳ ar i
!
XIW) =
plot
j
Y3
=
x
>x
#et pairs -
3
X(w) ?
=
2
p(X =
x)
in a
#
pairs 507
x0 .
oli
hand
of 5-cards x8
I
.
44550
-
0475
,
->
K
Another way to write PDF
x(w)
=
3 Fair
- E
!
p(X =
x) P(x = x =
o
otherwise
j0
>x
side
v(w) =
! side z
⑤x 0
I
=
side 3
P(X
=
x) =
X(w)
=
02 PcX = x) 2
x =
1
3
! Y3 O otherwise
=
*
x
Cumulative distribution
✺ P (X ≤ x) is called the cumulative
distribution function of X => (X =
x)
x =
- A
-x)
=
-
x -
&
0 1 x 0 1 x X
=
1)
P(x =
0) +
P(X 1) 1
=
=
What is the value ?
rolled
A biased four-sided die is once .
down-face value ·
x
x 3 4
E
=
1, 2,
To
P(X
,
=
x) =
o
otherwise
P(X = 4)
A
?
o . 1 C) 0 . 2
6
#
B 0 .
3 D) 0 .
Functions of Random Variables
U
x =
04
=(2)
xi X
S =
+
=
D =
X 1
- X-
Q .
Do they have the same
pdf ?
Head He ad
X(w) =
) ! Tail
Y(w) =
S ! Tail
same fair
u =
2X V =
x
+ Y Indpt
coin
tosses
Al Yes P(U =
2)
spirit
No Ern Ve
W
- 30 , 13
V
Assignments
✺ Module Week 4
✺ Next time: More random variable,
Expectations, Variance
Additional References
✺ Charles M. Grinstead and J. Laurie Snell
"Introduction to Probability”
✺ Morris H. Degroot and Mark J. Schervish
"Probability and Statistics”
See you next time
See
You!