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This document introduces the course 18.05 on probability and statistics. It previews that probability and statistics are deeply connected, with probability providing the logical rules for statistical statements and conclusions drawn from data. It contrasts examples of computing the probability of an event given a known random process, versus drawing a statistical conclusion about an unknown random process given event data. It describes the two main interpretations of probability in statistics - the frequentist view that probability measures experimental outcome frequencies, and the Bayesian view that probability measures degrees of belief about propositions. The course will study and compare these approaches. It notes applications of probability and statistics span many fields, but that simple models like coins and dice will be used to build intuition for real

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39 views3 pages

4 - Mobile Cloud Computing

This document introduces the course 18.05 on probability and statistics. It previews that probability and statistics are deeply connected, with probability providing the logical rules for statistical statements and conclusions drawn from data. It contrasts examples of computing the probability of an event given a known random process, versus drawing a statistical conclusion about an unknown random process given event data. It describes the two main interpretations of probability in statistics - the frequentist view that probability measures experimental outcome frequencies, and the Bayesian view that probability measures degrees of belief about propositions. The course will study and compare these approaches. It notes applications of probability and statistics span many fields, but that simple models like coins and dice will be used to build intuition for real

Uploaded by

qadir
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We take content rights seriously. If you suspect this is your content, claim it here.
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Introduction

Class 1, 18.05

Jeremy Orloff and Jonathan Bloom

1 Probability vs. Statistics

In this introduction we will preview what we will be studying in 18.05. Don’t worry if many
of the terms are unfamiliar, they will be explained as the course proceeds.
Probability and statistics are deeply connected because all statistical statements are at bot­
tom statements about probability. Despite this the two sometimes feel like very different
subjects. Probability is logically self-contained; there are a few rules and answers all follow
logically from the rules, though computations can be tricky. In statistics we apply proba­
bility to draw conclusions from data. This can be messy and usually involves as much art
as science.
Probability example
You have a fair coin (equal probability of heads or tails). You will toss it 100 times. What
is the probability of 60 or more heads? There is only one answer (about 0.028444) and we
will learn how to compute it.
Statistics example
You have a coin of unknown provenance. To investigate whether it is fair you toss it 100
times and count the number of heads. Let’s say you count 60 heads. Your job as a statis­
tician is to draw a conclusion (inference) from this data. There are many ways to proceed,
both in terms of the form the conclusion takes and the probability computations used to
justify the conclusion. In fact, different statisticians might draw different conclusions.
Note that in the first example the random process is fully known (probability of heads =
.5). The objective is to find the probability of a certain outcome (at least 60 heads) arising
from the random process. In the second example, the outcome is known (60 heads) and the
objective is to illuminate the unknown random process (the probability of heads).

2 Frequentist vs. Bayesian Interpretations

There are two prominent and sometimes conflicting schools of statistics: Bayesian and
frequentist. Their approaches are rooted in differing interpretations of the meaning of
probability.
Frequentists say that probability measures the frequency of various outcomes of an ex­
periment. For example, saying a fair coin has a 50% probability of heads means that if we
toss it many times then we expect about half the tosses to land heads.
Bayesians say that probability is an abstract concept that measures a state of knowledge
or a degree of belief in a given proposition. In practice Bayesians do not assign a single
value for the probability of a coin coming up heads. Rather they consider a range of values
each with its own probability of being true.
In 18.05 we will study and compare these approaches. The frequentist approach has long

18.05 class 1, Introduction, Spring 2014 2

been dominant in fields like biology, medicine, public health and social sciences. The
Bayesian approach has enjoyed a resurgence in the era of powerful computers and big
data. It is especially useful when incorporating new data into an existing statistical model,
for example, when training a speech or face recognition system. Today, statisticians are
creating powerful tools by using both approaches in complementary ways.

3 Applications, Toy Models, and Simulation

Probability and statistics are used widely in the physical sciences, engineering, medicine, the
social sciences, the life sciences, economics and computer science. The list of applications is
essentially endless: tests of one medical treatment against another (or a placebo), measures
of genetic linkage, the search for elementary particles, machine learning for vision or speech,
gambling probabilities and strategies, climate modeling, economic forecasting, epidemiology,
marketing, googling... We will draw on examples from many of these fields during this
course.
Given so many exciting applications, you may wonder why we will spend so much time
thinking about toy models like coins and dice. By understanding these thoroughly we will
develop a good feel for the simple essence inside many complex real-world problems. In
fact, the modest coin is a realistic model for any situations with two possible outcomes:
success or failure of a treatment, an airplane engine, a bet, or even a class.
Sometimes a problem is so complicated that the best way to understand it is through
computer simulation. Here we use software to run virtual experiments many times in order
to estimate probabilities. In this class we will use R for simulation as well as computation
and visualization. Don’t worry if you’re new to R; we will teach you all you need to know.
MIT OpenCourseWare
https://ocw.mit.edu

18.05 Introduction to Probability and Statistics


Spring 2014

For information about citing these materials or our Terms of Use, visit: https://ocw.mit.edu/terms.

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