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Introduction to Scientific

Thinking

Chapter 8: Probability
Outline

Probability concepts

Probability axioms

Bayes’s theorem

Probability distributions

Probability fallacies
Probability

This is the second of three logic chapters.

Probabilistic reasoning is both deductive and inductive. This


chapter is on probability mostly from a deductive point of view.

Errors in probabilistic reasoning are very common, even in


science, medicine and law.

Probability puzzle (Figure 8.1): The Smith family has two


children. One is a girl. What is the probability that the family has
two girls?
Probability concepts

Objective (physical) probability: Propensity of an event to occur


(e.g., probability of tails in a coin toss)

Subjective (epistemic) probability: Degree of belief in a


proposition (e.g., probability of rain tomorrow)

Deductive probabilistic reasoning (from general model to


expected observations): Example (1) on p. 133

Inductive probabilistic reasoning (from actual observations to


general model): Example (8) on p. 133
Probability axioms

Kolmogorov axioms (p. 136): All probability theorems can be


derived from these three simple axioms (plus axioms of predicate
logic and arithmetic)

Conditional probability can be defined in terms of unconditional


probabilities:
P(X|Y): «probability of X given Y»
P(X|Y) = P(X∩Y) / P(Y)

P(5) = 1/6
P(5|odd) = 1/3
P(5|even) = 0
P(odd|5) = 1
Probability axioms

Example (p. 136): A class of 23 students has 6 girls with blue


eyes, 4 girls with brown eyes, 5 boys with blue eyes, 8 boys with
brown eyes.
What is the probability that a randomly selected student has blue
eyes given that she is a girl?

P(X|Y) = P(X∩Y) / P(Y)

P(Blue|Girl) = P(Blue∩Girl) / P(Girl)


= (6/23) / (10/23) = 6/10 = 0.6

How many girls are there? 10


How many of them have blue eyes? 6
Probability axioms

Probability puzzle in the beginning: The Two Children Problem

The correct answer depends on whether the question mentions a


specific or unspecific girl: «One of them is girl»  1/3
«The older one is a girl» or «The visible one is a girl»  1/2

Four equally probable gender sequences:


(1) GG
(2) GB
(3) BG
(4) BB
«One is a girl»  only (4) is eliminated
«Older one is a girl»  both (3) and (4) are eliminated
Bayes’s theorem

Thomas Bayes (1702-1761): Inductive probabilistic reasoning


from observations to model
P(A|B) = P(B|A) × P(A) / P(B)
P(A|B): posterior probability of A
P(A): prior probability of A
P(B|A): likelihood

This can be derived from the definition of conditional


probability:
P(A|B) = P(A∩B) / P(B)
P(B|A) = P(A∩B) / P(A)
P(A|B) × P(B) = P(B|A) × P(A)
P(A|B) = P(B|A) × P(A) / P(B) [Bayes theorem]
Bayes’s theorem

The theorem can also be expressed in terms of hypothesis and


evidence:
P(H|E) = P(E|H) × P(H) / P(E)

Ratio form (p. 139, eq. 8.2): posterior ratio; prior ratio;
likelihood ratio (also called the Bayes factor)

If prior probabilities are unknown or controversial, only the


Bayes factor is reported in scientific articles.

Another form (p. 140): it is possible to eliminate P(E)

The theorem is used in science, technology, medicine and law.


Probability distributions

Probability distributions: distribution of the probability of y over


the range of the variable x

1. Normal or Gaussian distribution (also called the bell curve):


with large samples, many random variables are distributed
normally

2. Binomial distribution: probability of heads in a sequence of N


independent trials

3. Poisson distribution: decay of atoms over time in a sample of


radioactive material
Probability fallacies

1. Base rate fallacy: neglecting prior probabilities, which may


lead to the confusion that P(H|E) = P(E|H)
Example on p. 145: medical problem

One way to solve the problem (with a different base rate):


Imagine 1000 people.
1 has disease, 999 have not (base rate info).
When tested, 1 will almost surely test positive (info about test).
When tested, 5 out of 999 will test positive (info about test).
In total, there will be 1+5 = 6 who test positive.
Therefore, the probability that a person has the disease, given
that he tests positive, is 1/6.
Probability fallacies

Two fallacies from law:


2. Prosecutor’s fallacy: prior probability ignored
3. Defence attorney’s fallacy: probabilities confused

Example on pp. 145-146


Correct probability of guilt is 8%: P(HG|E)

Check Study Questions 1 and 5 (pp. 148-149)

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