Probability Michael J. Watts

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Presentation transcript:

Probability Michael J. Watts

Lecture Outline Introduction Estimating probability Laws of probability Conditional probability Joint probability

Introduction Probability quantifies the chances of an event happening Important to  Information theory  Statistics  Quantum physics  Everyday life

Estimating Probability a priori  Estimated before samples are drawn  Know all possible outcomes and weightings Empirical  Determined by experiment / observation  Sample must be sufficient Subjective  Estimated without experiment

Laws of Probability Stated as value between zero and one  never / always happen Probabilities sum to one  All possible events Mutually exclusive events Dependent / independent events

Laws of Probability Additional law  Probability of one event or another event  Must be mutually exclusive

Laws of Probability Multiplication law  Probability of both one event and another event  Must not be mutually exclusive  Must be independent events

Laws of Probability General law of addition  Probability of one event or another event  Do not have to be mutually exclusive

Conditional Probability Outcome of one event is conditional on outcome of another Events are neither independent nor mutually exclusive Information of outcome of first event modifies probability of second event

Joint Probability Probability two events occur Events can be either dependent or independent Must not be mutually exclusive For dependent events For independent events

Summary Probability theory is widely used Heavily used in  Statistics  Information theory Laws describe how to calculate probabilities Occurrence of some events modify probability of other events

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