MTH 263 Probability and Random Variables

MTH263 ProbabilityandRandomVariables
Lecture2,Chapter2 Dr.Sobia Baig ElectricalEngineeringDepartment COMSATSInstituteofInformationTechnology,Lahore
Contents
RANDOM EXPERIMENTS RANDOMEXPERIMENTS
Examples
THE AXIOMS OF PROBABILITY THEAXIOMSOFPROBABILITY

Examples
SampleSpace
Discrete Continuous
ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig
BasicConceptsofProbabilityTheory
settheoryisusedtospecifythesamplespaceandthe eventsofarandomexperiment theaxiomsofprobabilityspecifyrulesforcomputingthe probabilitiesofevents thenotionofconditionalprobabilityallowsustodetermine howpartialinformationabouttheoutcomeofan experimentaffectstheprobabilitiesofevents Conditionalprobabilityalsoallowsustoformulatethe notionofindependenceofeventsandofexperiments. We consider sequentialrandomexperimentsthatconsist Weconsider sequential random experiments that consist ofperformingasequenceofsimplerandom subexperiments.
RANDOMEXPERIMENTS RANDOM EXPERIMENTS

A random experiment is an experiment in Arandomexperimentisanexperimentin whichtheoutcomevariesinanunpredictable fashionwhentheexperimentisrepeated fashion when the experiment is repeated underthesameconditions.
SPECIFYINGRANDOMEXPERIMENTS SPECIFYING RANDOM EXPERIMENTS

A random experiment is specified by stating Arandomexperimentisspecifiedbystating
anexperimentalprocedureand a set of one or more measurements or asetofoneormoremeasurementsor observations
ExamplesofRandomExperiments Examples of Random Experiments
ExamplesofRandomExperiments Examples of Random Experiments
SampleSpace Sample Space

The sample space S of a random experiment is ThesamplespaceSofarandomexperimentis definedasthesetofallpossibleoutcomes. We will denote an outcome of an experiment Wewilldenoteanoutcomeofanexperiment by where isanelementorpointinS. E h Eachperformanceofarandomexperiment f f d i canthenbeviewedastheselectionatrandom ofasinglepoint(outcome)fromS. f i l i ( )f S
SpecifyingSampleSpace Specifying Sample Space

The sample space S can be specified ThesamplespaceScanbespecified compactlybyusingsetnotation. It can be visualized by Itcanbevisualizedby
drawingtables Di Diagrams intervalsoftherealline regionsoftheplane.
Sets
There are two basic ways to specify a set: Therearetwobasicwaystospecifyaset: 1. Listalltheelements,separatedbycommas, insideapairofbraces: inside a pair of braces: A={1,2,3} 2.Giveapropertythatspecifiestheelementsof theset: A={x:xisanintegersuchthat0x36}
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SampleSpaceofExample2.1 Sample Space of Example 2.1
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SampleSpaceClassification Sample Space Classification

Asamplespacecanbe p p
Finite countably infinite uncountably i fi it t bl infinite
We call S a discrete sample space if S is countable; that is, its outcomes can be put into onetoone correspondence with the positive integers. W WecallSacontinuoussamplespaceifSisnot ll S i l if S i countable.Experimentsandhavefinitediscrete p p samplespaces.
ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig 12
SampleSpaceClassification Examples Sample Space ClassificationExamples
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Events
EventsaresubsetsofSampleSpace Wemaynotbeinterestedinasingleoutcome,instead inoccurrenceofanevent An event of special interest is the certain event S Aneventofspecialinterestisthecertainevent,S, whichconsistsofalloutcomesandhencealways occurs. th i theimpossibleornullevent,whichcontainsno ibl ll t hi h t i outcomesandhenceneveroccurs Aneventfromadiscretesamplespacethatconsistsof p p f asingleoutcomeiscalledanelementaryevent. WhicheventinpreviousslideisElementary?
ExampleofEvents Example of Events
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SetTheory&VennDiagrams
Co cepts o Set eo y ConceptsfromSetTheory. Asetisacollectionof objectsandwillbe denotedbycapitalletters WedefineUasthe universalsetthat i l t th t consistsofallpossible objectsofinterestina j f givensettingor application.
ProbabilityandRandomVariables,Lecture 2,byDr.Sobia Baig 16
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SetOperations Set Operations
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THEAXIOMSOFPROBABILITY THE AXIOMS OF PROBABILITY

Probabilities are numbers assigned to events Probabilitiesarenumbersassignedtoevents thatindicatehowlikelyitisthattheevents willoccurwhenanexperimentisperformed will occur when an experiment is performed
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ProbabilityandRandomVariables,Lecture2,byDr.Sobia Baig
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DiscreteSampleSpaces Discrete Sample Spaces

Discretevs.ContinuousSamples theprobabilitylawforanexperimentwithacountable samplespacecanbespecifiedbygivingtheprobabilitiesof theelementaryevents GivenafinitesamplespaceS={a1,a2,,an}andalldistinct elementsaredisjoint,thentheprobabilityofanevent B ={a1, a2,,am} P(B) =P{a1, a2,,am} =P(a1) +P( B {a ,a } P(B) P{a ,a } P(a ) P( am), andifaneventisD={b1,b2,} P(D)=P(b1)+P(b2) Equally likely outcomes: Then the probability of an event is Equallylikelyoutcomes:Thentheprobabilityofaneventis equaltothenumberofoutcomesintheeventdividedby thetotalnumberofoutcomesinS
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ContinuousSampleSpaces Continuous Sample Spaces

Continuoussamplespacesariseinexperimentsinwhichthe outcomesarenumbersthatcanassumeacontinuumofvalues,so t b th t ti f l weletthesamplespaceSbetheentirereallineR(orsomeinterval oftherealline). Considertherandomexperimentpickanumberxatrandom betweenzeroandone. ThesamplespaceSforthisexperimentistheunitinterval[0,1], whichisuncountably infinite. IfwesupposethatalltheoutcomesSareequallylikelytobe selected,thenwewouldguessthattheprobabilitythatthe outcomeisintheinterval[0,1/2]isthesameastheprobabilitythat theoutcomeisintheinterval[1/2,1]. the outcome is in the interval [1/2 1]
Example
Consider Experiment where we picked two ConsiderExperimentwherewepickedtwo numbersxandyatrandombetweenzeroand one. Thesamplespaceisthentheunitsquare. If we suppose that all pairs of numbers in the unit Ifwesupposethatallpairsofnumbersintheunit squareareequallylikelytobeselected,thenitis reasonabletouseaprobabilityassignmentin reasonable to use a probability assignment in whichtheprobabilityofanyregionRinsidethe unitsquareisequaltotheareaofR. q q
ContinuousSampleSpace Continuous Sample Space
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ContinuousSampleSpace Continuous Sample Space
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Summary
AprobabilitymodelisspecifiedbyidentifyingthesamplespaceS, theeventclassofinterest,andaninitialprobabilityassignment,a th t l fi t t d i iti l b bilit i t probabilitylaw,fromwhichtheprobabilityofalleventscanbe computed. ThesamplespaceSspecifiesthesetofallpossibleoutcomes.Ifithas afiniteorcountablenumberofelements,Sisdiscrete;Sis continuousotherwise. EventsaresubsetsofSthatresultfromspecifyingconditionsthatare ofinterestintheparticularexperiment.When Sisdiscrete,events consistoftheunionofelementaryevents.When S i i f h i f l Wh Siscontinuous, i eventsconsistoftheunionorintersectionofintervalsinthereal line.
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Summary Summary
Theaxiomsofprobabilityspecifyasetofpropertiesthatmustbe satisfiedbytheprobabilitiesofevents. ti fi d b th b biliti f t Thecorollariesthatfollowfromtheaxiomsproviderulesfor computingtheprobabilitiesofeventsintermsoftheprobabilities computing the probabilities of events in terms of the probabilities ofotherrelatedevents. Aninitialprobabilityassignmentthatspecifiestheprobabilityof An initial probability assignment that specifies the probability of certaineventsmustbedeterminedaspartofthemodeling. If S is discrete it suffices to specify the probabilities of the IfSisdiscrete,itsufficestospecifytheprobabilitiesofthe elementaryevents.IfSiscontinuous,itsufficestospecifythe probabilitiesofintervalsorofsemiinfiniteintervals.
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MTH 263 Probability and Random Variables

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MTH 263 Probability and Random Variables

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MTH263 ProbabilityandRandomVariables

Lecture2,Chapter2 Dr.Sobia Baig ElectricalEngineeringDepartment COMSATSInstituteofInformationTechnology,Lahore

THE AXIOMS OF PROBABILITY THEAXIOMSOFPROBABILITY

RANDOMEXPERIMENTS RANDOM EXPERIMENTS

SPECIFYINGRANDOMEXPERIMENTS SPECIFYING RANDOM EXPERIMENTS

ExamplesofRandomExperiments Examples of Random Experiments

ExamplesofRandomExperiments Examples of Random Experiments

SampleSpace Sample Space

SpecifyingSampleSpace Specifying Sample Space

SampleSpaceofExample2.1 Sample Space of Example 2.1

SampleSpaceClassification Sample Space Classification

SampleSpaceClassification Examples Sample Space ClassificationExamples

ExampleofEvents Example of Events

SetOperations Set Operations

THEAXIOMSOFPROBABILITY THE AXIOMS OF PROBABILITY

DiscreteSampleSpaces Discrete Sample Spaces

ContinuousSampleSpaces Continuous Sample Spaces

ContinuousSampleSpace Continuous Sample Space

ContinuousSampleSpace Continuous Sample Space

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