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Appendix A in G&P
Outcomes
• To show that you have mastered this topic you should be able to:
• Define/describe key terms and concepts such as random variable,
conditional probability, statistical independence
• Determine the probability of an r.v. having specific values
• Find marginal distributions
• Determine conditional PDFs
Experiment vs Population
• If two coins are flicked, the possible outcomes are: head-head; head-
tail; tail-tail; tail-head.
• The population is all the outcomes {HH, HT, TT, TH}.
• Sample point is one outcome in the sample space, e.g. TH.
• An event is a certain collection of outcomes (or subset of the sample
space), e.g. HH and HT.
• Venn diagrams can be used to illustrate these concepts – see figure A-
1.
• Rectangle: Sample space; Circles: Events
• (a) A vs A’
• (b) A union B (A ∪ B)
• (c) intersection (A ∩ B)
• (d) mutually exclusive (A ∩ B = 0)
Random variables
• To write the outcome of an experiment in terms of HH, TT, TH and HT takes time and
space. We would rather like to work with numbers.
• A variable is the outcome of an experiment, described numerically.
• Suppose the variable is the number of “heads” in a two-coin toss:
Coin 1 Coin 2 # of heads
T T 0
T H 1
H T 1
H H 2
• P(X=xi): the probability that the discrete random variable X takes the
numerical value xi.
Random variables and their probability
distributions
• Example: r.v X is the number of “heads” obtained in tossing 2 coins –
see Example A.5
Number of “heads” PF
X f(X)
0 ¼
1 ½
2 ¼
Sum 1
• with properties:
f ( X ,Y ) 0
x y
f ( X ,Y ) 1
Marginal probabilities
• In relation to the joint probability f(X,Y), f(X) and f(Y) are individual or
marginal probabilities.
• To determine the marginal probability of X:
• Add the joint probabilities that coincide with given X-values, regardless of the
values taken by Y.
• Thus, sum down the column.
• To find the marginal probability of Y, sum across the row.
Conditional Probability Functions
• The probability that A will take place should be adapted once more
information is available regarding a related event B.
• Thus, a conditional probability has to be determined.
• E.g. What is the probability that 4 printers will be sold, conditional that 4
PCs are sold? f Y 4andX 4
f Y 4 | X 4
f X 4
• = 0,15/0,32 = 0,47
•
Statistical Independence
P A | B P A
PB | A PB
P A B P APB
For Exercise/ activity
• Study Guide: Activities at the end of Unit 2
• Gujarati and Porter: Questions and Problems at the end of Appendix A
• The following equation appears on Slide 11, why do we subtract
P(AB)? [Tip: look at the Venn diagrams on slide 5]