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The document introduces basic concepts of probability, including definitions, models, and axioms, highlighting the difference between intuitive and formal approaches to probability. It covers examples such as rolling dice and tossing coins, illustrating how to calculate probabilities using sample spaces and probability laws. The document also discusses the sources of probability laws and the distinction between discrete and continuous models.

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3 views

01_ProbabilityModelsSlidesFilled

The document introduces basic concepts of probability, including definitions, models, and axioms, highlighting the difference between intuitive and formal approaches to probability. It covers examples such as rolling dice and tossing coins, illustrating how to calculate probabilities using sample spaces and probability laws. The document also discusses the sources of probability laws and the distinction between discrete and continuous models.

Uploaded by

petermb0727
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We take content rights seriously. If you suspect this is your content, claim it here.
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ECE 3077

Week 1: Probability Models

Instructor: Belen Martin-Urcelay


What is probability?
Aristotle: “that for which the most part happens”
Interpretation: frequencies vs. beliefs?

What is the probability that


• the next coin toss will land heads?
• there will be a ‘snowpocalyspe’ tomorrow?
• a hard drive will fail at google in the next ten minutes? that
smudge on the MRI is a tumor?
• I am telling a lie?
• the “big bang theory” of cosmology is correct?
Basic probability models
A probability model consists of an experiment which
produces exactly one out of several mutually exclusive
outcomes

The essential elements are


• the sample space
– the collection of all possible outcomes
• a probability law
– assigns a “likelihood” to different events

An event is simply a collection of possible outcomes, i.e.,


is a subset of

The probability of is given by

Basic set review in the course notes


Example: Roll of a die
Consider a fair six-sided die. The experiment is rolling the
die. The sample space is given by

Possible events might include


Example: Roll of a die
Consider a fair six-sided die. The experiment is rolling the
die. The sample space is given by

Possible events might include


• the result is a “1”:
• the result is odd:
• the result is even:
• the result is less than or equal to “3”:

There are different possible events if we allow


and to count as events
Example: Roll of a die
Since the die is “fair”, a natural probability law is to assign
each of the six possible outcomes the same value

It is then intuitive to deduce the corresponding probability of


different events:
•
•
•
• …
Example: Toss of a coin
Suppose we toss a fair coin twice. The experiment is the two
coin tosses. The sample space is

Events include
• there is at least one “heads”:
• there is exactly one “heads”:

For a fair coin, a natural probability law is to assign each of


the four events a probability of
•
•
An axiomatic approach
So far we have made some intuitive judgements about how
probability laws ought to behave in some very simple cases

In order to be able to generalize this, it is helpful to explicitly


state the properties we will need a probability law to satisfy

Kolmogorov’s probability axioms


A valid probability law must satisfy:
1. Nonnegativity: for every
2. Additivity: If and are disjoint
(mutually exclusive), then

3. Normalization:
Consequences of the three axioms
These three axioms are enough to derive many properties
Example: From normalization and additivity we have that

Example: For any event


More properties
Another property: If are disjoint events, then

More properties:
• If , then
•
•
•
Exercise
Out of the students in a class, 60% love soda, 70% love pizza,
and 40% love both soda and pizza. What is the probability
that a randomly selected student loves neither soda nor
pizza?
Where do probability laws come from?
• relative frequencies in past occurrences
– “What is the probability that LeBron James makes his next
free throw?”

• physical laws
– “What is the probability that a certain number of photons hit
a detector over a given period of time?”

• subjective belief based on experience


– “What is the probability that your roommate will be upset if
you don’t empty the dishwasher?”

• careful and thorough polling


– “What is the probability that Justin Trudeau will win the
Canadian federal elections in 2025?”
Discrete models
If is finite, then we can easily define all possible events:

The number of possible subsets is

In many situations, can be huge but still easy to describe:


• number of 13-card bridge hands you could be dealt
• number of possible license plates
• number of possible outcomes for all teams for the entirety
of one Major League Baseball season

For any of these, if then we have


The discrete uniform law
The most basic probability law is simply that every outcome
has the same probability.

If is finite with , this simply means that for any

Example: A fair six-sided die is rolled with outcome .


What is ?
More coin tosses
Example: A fair coin is tossed three times. What is the
probability exactly two “heads” occur?

Each outcome has equal probability , and so our event


has probability

Exercise: What is the probability of


• at least two heads
• an odd number of heads
• all tails
Rolling two dice
Exercise: We roll two fair dice and call the outcomes
and . There are equally likely possibilities.

Calculate the probability that


• the first roll is larger than the second
• the first roll is equal to half the second
• at least one roll is a four
Infinite models
Moving to an infinite number of discrete events is not too
different

Example: You toss a coin repeatedly until you see “tails”.


The outcome of the experiment is how many times the coin
gets tossed. In this case and the
natural probability law (for a fair coin) is

Note that it is easy to check that


Continuous models
When dealing with a continuum of possible outcomes (an
“uncountably infinite” set), things can get complicated
We must be careful about what subsets of can constitute
an event…

Suppose I choose a point at random from the interval


• what is the chance we see exactly?
• what is the chance we see something between and ?

A natural probability law in this case is to set

Need to be careful with sets where “length” is ill-defined


The continuous uniform law
In many cases, it is natural to take to be a (finite) interval
on the real line , or a subset of the plane , or a
subspace of , etc.

The events are subsets of , and the uniform law assigns

Example:
Dart
Example: The unit-square
Suppose is the unit-square

Events are subsets of and

Exercise: Let .
What is ?
Exercise: Arrival times
Han and Chewbacca have arranged to meet at the cantina at noon.
Unfortunately Han gets delayed by a bounty hunter and Chewbacca
loses his watch, so they both are running late. Suppose that they
both arrive with delays of anywhere from zero to two hours (with
all possible delay combinations equally likely). Whoever gets there
first will have a drink, wait for 20 minutes, and will leave if the
other has not yet arrived. What is the probability that Han and
Chewbacca meet?

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