Scribd
Upload
49 views16 pages

Basic Concepts of Probability: AID-521 Mathematics For Data Science

This document provides an introduction to basic probability concepts including: 1) Random events are outcomes of an underlying process whose outcome is unknown prior to occurrence, while deterministic events have a known outcome. 2) A trial is a single performance of a process with observable outcomes. The sample space is the set of all possible outcomes. 3) Probability is defined intuitively as the proportion of times an outcome would occur in repeated experiments, or axiomatically as a function satisfying properties like being between 0 and 1 and the sum of probabilities of mutually exclusive events equaling the sum of their individual probabilities. 4) Properties of probability include the complement rule where the probability of an event not occurring equals 1 minus the probability of

Uploaded by

Deepanshu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
49 views16 pages

Basic Concepts of Probability: AID-521 Mathematics For Data Science

This document provides an introduction to basic probability concepts including: 1) Random events are outcomes of an underlying process whose outcome is unknown prior to occurrence, while deterministic events have a known outcome. 2) A trial is a single performance of a process with observable outcomes. The sample space is the set of all possible outcomes. 3) Probability is defined intuitively as the proportion of times an outcome would occur in repeated experiments, or axiomatically as a function satisfying properties like being between 0 and 1 and the sum of probabilities of mutually exclusive events equaling the sum of their individual probabilities. 4) Properties of probability include the complement rule where the probability of an event not occurring equals 1 minus the probability of

Uploaded by

Deepanshu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 16

AID-521 Mathematics for Data Science

Module: Probability | Lecture: 1

BASIC CONCEPTS OF
PROBABILITY
random events, probability calculation
Basic Definitions

A random event is one of the outcomes of an


underlying process, whose outcome at a particular
time is not known prior to that time.
→ On Monday, that the Sun will rise in the east is a
deterministic event.
→ On Monday, that the stock index will
fall below 100 points is a random event.

The underlying process is called experiment.

2
Basic Definitions

A trial of a process is the (deliberate/natural)


performance of the process once, after which its
outcome can be observed.
→ A medical test is conducted on a patient to infer
the effectiveness of a drug.
→ The duration of rainfall in Delhi can be
shorter or longer.

Multiple trials of a given process may or may not be performed.

3
Basic Definitions

The sample space S of a trial is the set of all possible


outcomes of the trial.
→ In a coin toss, the sample space is composed of
heads and tails.
→ The sample space of the price of a new car
contains all non-negative real numbers, i.e., [0, ∞).

So, a random event A is a subset of S. Can you see this?

4
Defining Probability

Intuitive Definition

The probability of an outcome (event) is the


proportion of times the outcome (event) would occur
in a long run of repeated experiments.
→ Requirement of identical conditions for repeated
experiments.
→ Unbiased vs. Biased coin: P(H) = limn→∞ #Hn
?

5
Defining Probability

Axiomatic Definition*

Given a sample space S composed of events,


probability P is a function that satisfies the following
conditions.
→ P : S → [0, ∞), i.e., P(A ⊂ S) ≥ 0 for all events in S
→ P(S) = 1
→ P(A ∪ B) = P(A) + P(B), if events A and B are
mutually exclusive (i.e., A ∩ B = ϕ)

*Does not say how to calculate/assign probabilty to an event. If a


function P satisfies the above conditions, it is a probability
function.

6
Properties of Probability

→ P(Ac ) = 1 − P(A)

→ If A ⊂ B, then P(A) ≤ P(B)

→ P(A ∪ B) = P(A) + P(B) − P(A ∩ B)

for any two events A and B in S

7
Properties of Probability

Try yourself

In a large university, the freshman profile for one


year’s fall admission says that 40% of the students
were in the top 10% of their high school class, and that
65% are white, of whom 25% were in the top 10% of
their high school class. What is the probability that a
freshman student selected randomly from this class
either was in the top 10% of his or her high school
class or is white?

8
Properties of Probability
Try yourself – solution

→ Let A be the event that a person chosen at random


was in the top 10% of his or her high school class,
and let B be the event that the student is white.

→ We have P(A) = 0.4, P(B) = 0.65, P(A ∩ B) = 0.25

→ Required Event1 is A ∪ B

→ Required Probability = 0.4 + 0.65 − 0.25

1
student chosen is white or was in the top 10% of his or her high
school class

9
Counting: Ordered Objects

From n objects, we are sampling m items:

with replacement
total no. of ways
= n ways × n ways × · ·· for m times
= nm

without replacement
total no. of ways
= n ways × (n − 1) ways × · · · × (n − m + 1) ways
n!
= (n−m)! := nPm

10
Counting: - Un-ordered* Objects
*A sample ”ABC” is the same as ”BAC” – i.e., they are not two different samples.
From n objects, we are sampling m items:

without replacement
total no. of ways
= n ways × n ways × · ·· for
( n )m times, divided by m × · · · × 1
n!
= (n−m)! × m!
1
:= nCm or m

with replacement
total no. of ways
= equivalent to ”choosing” m samples from n + m − 1
objects without replacement
= n+m−1Cm

11
Counting: Objects in Classes

No. of ways to group n objects in m classes

with
∑m ni objects in the i-th class (i = 1, 2, ..., m and
i=1 ni = n)

( )
n
=
n1 · n 2 · · · n m
Hint: how many samples are you choosing from the n objects?

n!
=
n1 ! · n2 ! · · · nm !

12
Counting & Probability

In the previous slides, we saw how to count cases.


But, where is probability?

Suppose there are N possible outcomes of an


experiment, and

let nA be the number of outcomes in an event A.

Then the probability of event A is


nA
P(A) = .
N

13
Counting & Probability

Try yourself

The admissions committee of a department at a U.S.


university is selecting students.
Suppose that the admission committee decides to
randomly choose seven graduate students from a
pool of 30 applicants, of whom 20 are foreign and 10
are U.S. applicants.
What is the probability that a chosen seven will have
four foreign students and three U.S. students?

14
Counting & Probability

Try yourself – solution

(30)
No. of ways of selecting 7 applicants out of 30 = 7

No.
(20of
) ways
(10)of selecting 4 foreign and 3 U.S. students
= 4 × 3

Hence, required probability


(20) ( )
× 10
= 4
(30) 3 = · · · = 0.286
7

15
IF THIS LECTURE WAS HEAVY FOR YOU...

It is strongly recommended to go through


Ramachandran and Tsokos, and to do the solved
examples yourself.

You might also like