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Probability Properties
Ranges from no chance to 100% chance: 0 probability 1
cannot be negative.
cannot be greater than 1.
Therefore total probability of all the possibilities in a situation must be 1
Possibilities are increased by adding alternatives
Possibilities are decreased by imposing restrictions
Probabilities of non-overlapping (disjoint) alternatives are added to give probability of a larger
set of possibilities. E.g. Pr(Getting A or B) = Pr(A) + Pr(B)
If there is an overlap, subtract the probability of the overlap because its in both alternatives.
E.g. (Getting A or B) = Pr(A) + Pr(B) Pr(A and B)
Probability of something not happening is 1 minus the probability it happens.
E.g. Pr( ) = 1 Pr(A) and Pr(A| ) = 1 Pr ( | )
Estimating Probabilities
Choosing a number at random from A to B assume probability of each number is A/B
Choosing a point at random along a line of length Acm. Assume the probability that point lies
on any l cm segment is equal and proportional to length of the segment, so the chance of
choosing a point in a segment of length l cm is estimated as l/A
Choosing a point at random in an area of A cm2. The chance of the point lying within a section
of area B cm2 is B/A.
Independence of Events
Two events A and B are independent if and only if Pr(AB) = Pr(A)Pr(B)
Note that independence is saying that knowing B occurs (or has occurred) does not in any way affect
the probability of A occurring.
Conditional Probability
For events A and B, the conditional probability of A given B is denoted by Pr(A|B) and is
defined by: Pr(A and B) = Pr(A|B)Pr(B) = Pr(B|A)Pr(A)
Equivalently:
If Pr(B)
0, then Pr(A|B) =
If Pr(A)
0, then Pr(B|A) =
| Conditional Operator:
given, if, when.
Probability Distributions
A set of distinct events that cover all possibilities in a situation. We can put together a list or
description of the corresponding probabilities. This gives us a probability distribution for the variable
that describes how the total probability of 1 is distributed over the possible values of the random
variable. (A random variable is any variable which has a probability distribution associated with it.)
I.e., the probability that X lies in an interval is given by the integral of f(x) over the interval
Therefore the probability density function (pdf) f(x) must satisfy:
and
If X is a continuous random variable, note that Pr(X = x) = Pr(x < X < x) = 0 for any x, and
therefore
.
I.e., the probability associated with an exact (individual) value of a continuous random
variable is 0
Where: p(x) = Pr(X=x) is the probability function for a discrete random variable and f(x) is the
probability density function for a continuous random variable.
Distribution
Binomial
Geometric
Negative
Binomial
Poisson
Exponential
Gamma
Normal
Definition
Notes
Probability Function
The same conditions are repeated n times with each repeat independent of all
others
At each repetition (or trial), there is a constant probability (p) that a particular
event (E) occurs
The random variable X is discrete
Possible values for x are: 0, 1, ..., n
The distribution has two parameters: n and p
Can be written: X ~ b(n, p). Let X be the number of times out of n that E occurs
( )
Where ( )
Mean: = t = Variance
(for t > 0)
Linear Combinations
Means:
In general,
, similarly
[
Variances:
Consider Var(cX+Y) where c is a constant:
Covariance:
With this definition
[
we
]
have
and
As | |
if X and Y are linearly related, we can consider
linear relationship between X and Y.
With this definition we have
Variables
Any characteristic we observe can be considered as a variable, and its values may be either
numerical or descriptive.
Variable Types
Nominal: straight descriptions
Ordinal: descriptions with natural ordering
Count: whole number answers
Continuous: unrestricted numerical values
Discrete
Qualitative
(Descriptive)
Quantitative
(Numerical)
Hypothesis Testing
All statistical tests have this basic structure:
P-value = the probability of getting our data (or more extreme) if the null hypothesis is true. If
p-value is small, gives evidence to reject , but if p-value is not small, cannot reject . i.e.
< 10% = slight evidence
< 5% = some evidence
< 1-2% = strong evidence
If the p-value is not sufficiently small, our conclusion is that we havent got enough evidence
in the data to accept or reject our original assumption.
results of all the categories together. This test statistic measures how far the observed
frequencies are from the expected frequencies.
This test statistic has a chi-square
distribution, modelled with varying degrees of
freedom, that give the p-value (probability) of obtaining our test statistic, or more extreme,
if the observed frequencies actually apply. Degrees of freedom = number of categories 1
(Note: categories are counted after any combining).
for each category, than add the results over all the
categories.
3. Again compare test statistic with chi-square distribution table. But our rule for finding
degrees of freedom must now relate to both the variables involved. Hence, if the row
variable has r categories and the column variable has c categories, then the degrees of
freedom = (r-1)(c-1).
1.96 [ (1 )/
+ (1 )/ ]
and
Example:
Group 1: 10.96 10.77 10.9 10.69 10.87
Group 2: 10.88 10.75 10.8 10.81 10.7 10.82
Group 3: 11.13 10.99 10.98 11.02
Overall total:
Totals
54.19
64.76
44.12
163.07
Interpreting results: For 2-way ANOVA and multiple regressions, we have a separate p-value to
interpret for each factor/predictor. Here we need to be more careful, in that the result for each
factor/predictor is evidence (or lack of evidence) for its effect on the response after allowing for the
(possible effects of) other factors/predictors in the model.
If interaction is included in an ANOVA model, we also need to: interpret the test result for
interaction ( is that there is no interaction); be more careful again in interpreting the main effects:
if interaction is present, the result for each factor is evidence (or lack of evidence) for its effect on
the response averaged over the levels of the other factors in the model.
We find very strong evidence that time is affected by lights and age group but no evidence that it is
affected by gender, in each case after allowing for the other factors in the model.
Reliability
We define the items reliability at age t as R(t) = Pr(item is still working at age t) = Pr(failure hasnt
occurred by age t). The situation involves the random variable T = the items age at failure. Then
Pr(failure occurs at or before age t) = Pr (T t) = F(t). Note that R(t) = Pr(T>t) = 1F(t) or F(t) = 1R(t).