Transcript lecture10

What is
Probability?
The Mathematics of Chance
• How many possible outcomes are
there with a single 6-sided die?
• What are your “chances” of rolling a
6?
• Can we generalize what you just
did?
The Origins of Probability Theory
Blaise Pascal (1623-1662)
The Gambler’s
Dispute…
Pierre Fermat (1601-1665)
The gambler’s dispute (1654)
• This famous dispute led to the
formal development of the
mathematical theory of probability
"A gambler's dispute … a game consisted
in throwing a pair of dice 24 times; the
problem was to decide whether or not to
bet even money on the occurrence of at
least one "double six" during the 24
throws.
Let’s simulate this…
• How many possible
outcomes are there?
• What fraction of these is
a “double-six”?
• How can we quantify the
odds?
• How many times would
expect to get 6-6 in 24
tries?
• How likely would it be to
play this game 36 times
and NOT get 6-6?
You have a 36% chance of not
getting 6-6 in 36 throws (1:2 odds)
Link to Excel simulation
Happy Birthday!
• What is the probability that
two of you share the same
birthday?
• There are 40 people in
class – would you rate the
chances as 50/50, better
or worse?
• Let’s test this!
Answer: There is an 90%
chance that two of you share a
birthday!
What’s this got to do with Stats?
• Remember that our assessment of
statistical significance has to do with
the judgment about whether or not
an event happened because of
some treatment or by chance.
• Probability gives us the tools to
calculate the “by chance” part of this.
Defining Probability
• We define probability by comparing
an outcome or set of outcomes with
the set of all possible outcomes for
an event.
• This will lead us to an “intuitive”
definition of probability
Examples…
• A coin toss:
– Two possible outcomes H or T
– Probability for H is 1 of the 2 or ½ = 0.5 = 50%
• You win the “Stats 300 Lottery”
– 39 possible outcomes
– Only 1 of you! Probability is 1/39 = 2.5%
• Odds of a full-house in Poker
– There are 2,598,960 possible poker hands
– There are 3,744 ways to get a full house or
3744/ 2,598,960 = 0.024% (1 in 4165 hands!)
Independent Events
• When events are independent – the
outcome (or probability) of the one does
not change the probability of the other.
• Example:
– You flip a coin and get heads – what is the
probability that you heads on the next flip?
– NOTE – this is not the same as asking what is
the probability of flipping two heads in
succession
Probability of HH is
(1/2)(1/2) = 1/4
Four Possible Outcomes
Probability Rules
(for events)…
• A probability of 0 means an event
never happens
• A probability of 1 means an event
always happens
P
• Probability
is a number always
between 0 and 1
Probability Rules
(for events)…
• If the probability of an event A is
P(A) then the probability that the
event does not occur is 1-P(A)
• This is also called the compliment of
A and is denoted AC
• Example: what is the probability of
not rolling a 6 when using an honest
die?
Solution: P6 = 1/6, PC6 = 1 - 1/6 = 5/6
Probability Rules
(in pictures)…
• If events A and B are
completely independent of
each other (disjoint) then
the probability of A or B
happening is just:
P( A
B)  P( A)  P( B)
Sample Questions…
• What is the probability of flipping 5
successive heads?
• What is the probability of flipping 3 heads
in 5 tries?
• From your text: 4.8, 4.13,4.14
Probability Rules
• If events A and B are
independent of each
other (but not disjoint)
then the probability of
A and B happening is
just:
P( A
B)  P( A) P( B)
(in pictures)…
In conclusion…
• Make sure you know what is meant
by intuitive probability and why we
express this as a number between 0
and 1
• Review the rules on page 298
• Try 4.11, 4.17, 4.22