Probability (Excellent)

CHAPTER 3
Probability Theory
3.1 - Basic Definitions and Properties 3.2 - Conditional Probability and Independence 3.3 - Bayes Formula 3.4 - Applications (biomedical)
POPULATION
Random variable X
Probability Table
Probability Histogram
at least if X is discrete. (Chapter 4)
Frequency Table
Data x1 x2 x6 Relative Frequencies
Density Histogram
xi
x3 x4
f (xi ) = fi /n f (x1)
Total Area = 1
x1
etc. x5 xn
x2
x3 xk
f (x2)
f (x3) f (xk) 1
X
SAMPLE of size n
2 s 2 nn ( x x ) f (x) 1
x x f (x)
POPULATION
Definitions
(using basic Set Theory)
An outcome is the result of an experiment on a population. Sample Space The set of all possible outcomes of an experiment. S = {Red, Orange, Yellow, Green, Blue} Venn Diagram
Red
Yellow Orange
#(S) = 5
Consider the following experiment: Randomly select an individual from the population, and record its color.
E
Green Blue
Event Any subset of S (including the empty set , and S itself). E = Primary Color = {Red, Yellow, Blue} #(E) = 3 ways
Outcome Red Orange Yellow Green Blue
POPULATION
Definitions
An outcome is the result of an experiment on a population. Sample Space The set of all possible outcomes of an experiment. S = {Red, Orange, Yellow, Green, Blue}. Venn Diagram
Red
Yellow Orange
#(S) = 5
Green
Blue
Event Any subset of S (including the empty set , and S itself). E = Primary Color = {Red, Yellow, Blue} F = Hot Color = {Red, Orange, Yellow} #(E) = 3 ways #(F) = 3 ways
POPULATION
Definitions
Red
Yellow Orange
#(S) = 5
Green
Blue
Complement F C = Not F = Cold Color = {Green, Blue} #(FC) = 2 ways
POPULATION
Definitions
Red
Yellow Orange
#(S) = 5
Green
Blue
Complement F C = Not F = Cold Color = {Green, Blue} #(FC) = 2 ways
POPULATION
Definitions
Red
Yellow Orange
#(S) = 5
E
Green Blue
Complement F C = Not F = Cold Color = {Green, Blue} #(FC) = 2 ways Intersection E F = E and F = {Red, Yellow}
POPULATION
Definitions
Red
Yellow Orange
#(S) = 5
E
Green Blue
Complement F C = Not F = Cold Color = {Green, Blue} #(FC) = 2 ways Intersection E F = E and F = {Red, Yellow} #(E F) = 2
POPULATION
Definitions
An outcome is the result of an experiment on a population. Sample Space The set of all possible outcomes of an experiment. S = {Red, Orange, Yellow, Green, Blue}. Venn Diagram A
Red
Yellow
#(S) = 5 B
Orange
Green
Blue
Note: A = {Red, Green} B = {Orange, Blue} = A and B are disjoint, or mutually exclusive events
9
POPULATION
Definitions
Red
Yellow Orange
#(S) = 5
E
Green Blue
E or F =
10
POPULATION
Definitions
Red
Yellow Orange
#(S) = 5
E
Green Blue
Union E F = E or F = {Red, Orange, Yellow, Blue} 11 #(E F) = 4
In general, for any two events A and B, there are 4 disjoint intersections:
A
A Bc A only AB A and B Ac B B only
Ac Bc Neither A nor B
DeMorgans Laws (A B)c = Ac Bc
Not (A or B) = Not A and Not B = Neither A nor B

(A B)c = Ac Bc Not (A and B) = Not A or Not B
12
POPULATION
Definitions
Red
Yellow Orange
#(S) = 5
E
Green Blue
Event Any subset of S (including the empty set , and S itself). E = Primary Color = {Red, Yellow, Blue} #(E) = 3 ways #(F) = 3 ways
What about probability of outcomes?
F = Hot Color = {Red, Orange, Yellow}
POPULATION (Pie Chart) POPULATION
Definitions
An outcome is the result of an experiment on a population.

20% 20% 20% 20% 20%
Sample Space The set of all possible outcomes of an experiment. S = {Red, Orange, Yellow, Green, Blue}. Venn Diagram
Red
Yellow Orange
#(S) = 5
Perform repeated Consider the trialsfollowing of the experiment: following experiment: RandomlyRandomly select an individual select an from individual the population, from the and record its population, and color. record its color.
E
Green Blue
Probability 0.20 0.20 0.20 0.20 0.20 1.00
Event Any subset of S (including # Red the empty set , and S itself). E = Primary Color = {Red, Yellow, Blue} # trials The probability of F= Color = {Red, Orange, Yellow} Red is equal toHot 0.20 #(E) = 3 ways #(F) = 3 ways
Cold Color Complement F C = What Not F = = {Green, Blue} happens to this long run P(Red) = 0.20 #( FC) = 2 ways relative frequency as # trials ? But what does it mean?? Intersection E F = E and F = {Red, Yellow} #(E F) = 2
Union E F = E or F = {Red, Orange, Yellow, Blue} # trials 14 #(E F) = 4
All probs are > 0, and sum = 1.
POPULATION (Pie Chart)
Definitions

20% 20% 20% 20% 20%
Red
Yellow Orange
#(S) = 5
Perform repeated trials of the following experiment: Randomly select an individual from the population, and record its color.
E
Green Blue
Probability 0.20 0.20 0.20 0.20 0.20 1.00
F = Hot Color = {Red, Orange, Yellow} #(F) = 3 ways General Fact: What about probability Cold Color Complement F C = Not F = event For any E, = {Green, Blue} of events? #(FC) = 2 ways P(E) = P(Outcomes in E). Intersection E F = E and F = {Red, Yellow}
#(E F) = 2
BUT
Definitions

20% 20% 20% 20% 20%
Red
Yellow Orange
#(S) = 5
E
Green Blue
Probability 0.20 0.20 0.20 0.20 0.20 1.00
F = Hot Color = {Red, Orange, Yellow} #(F) = 3 ways These outcomes Complement F C = Not F = Cold Color = {Green, Blue} are said When this is the case, P(E) = #(E) / #(S), C to be for any event E in the sample space S.#(F ) = 2 ways equally Intersection E F = E and F = {Red, Yellow} #(E F) = 2 likely. Note: A = {Red, Green} B = {Orange, Blue} = A and B are disjoint, or mutually exclusive events Union E F = E or F = {Red, Orange, Yellow, Blue} 16 #(E F) = 4
Definitions

20% 20% 20% 20% 20%
Red
Yellow Orange
#(S) = 5
E
Green Blue
Event Any subset of S (including the empty set , and S itself). E = Primary Color = {Red, Yellow, Blue} P #( (E E ))= =3/5 3 ways = 0.6 F = Hot Color = {Red, Orange, Yellow} P (F ))= = 0.6 #( F =3/5 3 ways These outcomes Complement F C = Not F = Cold Color = {Green, Blue} are said P(#( FC )C= 2/5 = 0.4 F )= 2 ways to be equally Intersection E F = E and F = {Red, Yellow} P#( (E ) )==0.4 E FF 2 likely. Note: A = {Red, Green} B = {Orange, Blue} = P() = 0 A and B are disjoint, or mutually exclusive events Union E F = E or F = {Red, Orange, Yellow, Blue} 17 E 4/5 F= )= 4 P(E F#( )= 0.8
Probability 0.20 0.20 0.20 0.20 0.20 1.00
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
#(S) = 5
E
Green Blue
Event Any subset of S (including the empty set , and S itself). E = Primary Color = {Red, Yellow, Blue} P(E) = 3/5 = 0.6 F = Hot Color = {Red, Orange, Yellow} P(F) = 3/5 = 0.6 These These outcomes outcomes Complement F C = Not F = Cold Color = {Green, Blue} are said are NOT P(FC) = 2/5 = 0.4 to be equally equally likely. Intersection E F = E and F = {Red, Yellow} P(E F) = 0.4 likely. Note: A = {Red, Green} B = {Orange, Blue} = P() = 0 A and B are disjoint, or mutually exclusive events Union E F = E or F = {Red, Orange, Yellow, Blue} 18 P(E F) = 4/5 = 0.8
Probability 0.20 0.10 0.20 0.15 0.20 0.20 0.25 0.20 0.30 1.00
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
E
Green Blue
Event Any subset of S (including the empty set , and S itself). E = Primary Color = {Red, Yellow, Blue} F = Hot Color = {Red, Orange, Yellow} Complement F C = Not F = Cold Color = {Green, Blue} P(E) = 0.60
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Intersection E F = E and F = {Red, Yellow}
Note: A = {Red, Green} B = {Orange, Blue} = P() = 0 A and B are disjoint, or mutually exclusive events
Union E F = E or F = {Red, Orange, Yellow, Blue}
19
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
E
Green Blue
Event Any subset of S (including the empty set , and S itself). E = Primary Color = {Red, Yellow, Blue} F = Hot Color = {Red, Orange, Yellow} P(E) = 0.60 P(F) = 0.45
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Complement F C = Not F = Cold Color = {Green, Blue}
Intersection E F = E and F = {Red, Yellow}
20
Definitions

10% 15% 30% 25% 20%
Red
Yellow Orange
E
Green Blue
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Complement F C = Not F = Cold Color = {Green, Blue} P(FC) = 1 P(F) = 0.55 Intersection E F = E and F = {Red, Yellow}
21
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
E
Green Blue
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Complement F C = Not F = Cold Color = {Green, Blue} P(FC) = 1 P(F) = 0.55 Intersection E F = E and F = {Red, Yellow} P(E F) = 0.3
22
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
E
Green Blue
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Union E F = E or F = {Red, Orange, Yellow, Blue} 23 P(E F) = 0.75
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
E
Green Blue
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Union E F = E or F = {Red, Orange, Yellow, Blue} 24 P(E F) = P(E F) = 0.75
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
E
Green Blue
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Union E F = E or F = {Red, Orange, Yellow, Blue} 25 P(E F) = P(E) P(E F) = 0.75
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
E
Green Blue
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Union E F = E or F = {Red, Orange, Yellow, Blue} 26 P(E F) = P(E) + P(F) P(E F) = 0.75
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
E
Green Blue
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Union E F = E or F = {Red, Orange, Yellow, Blue} P(E F) = P(E) + P(F) P(E F) P(E F) = 0.75
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
E
Green Blue
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Union E F = E or F = {Red, Orange, Yellow, Blue} P(E F) = P(E) + P(F) P(E F) = 0.60 + 0.45 P (E 0.30 F) = 0.75
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
E
Green Blue
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Union E F = E or F = {Red, Orange, Yellow, Blue} P(E F) = P(E) + P(F) P(E F) = 0.60 + 0.45 P (E 0.30 F) = 0.75
In general, for any two events A and B, there are 4 disjoint intersections: If events E and F are disjoint, then P(E F) = 0. So
P(E F) = P(E) + P(F) F E
A
A Bc
A only
B
AB
A and B
Ac B
B only Ac Bc Neither A nor B
P(A) = P ( A
Probability Table A
B) + P(A
B
P(A B)
Bc )
BC
P(A BC)
P(A)
AC
P(AC B)
P(AC BC)
P(AC)
1.0
P(B)
P(E F) = P(E) + P(F) P(E F)
P(BC)
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
E
Green Blue
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Probability Table F
E
P(E F)
EC
P(EC F)
P(F)
FC
P(E FC)
P(EC FC)
P(FC)
1.0
P(E)
P(EC)
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Red
Yellow Orange
E
Green Blue
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Probability Table F
E 0.30
EC 0.15 0.45
FC
0.30
0.60
0.25
0.40
0.55
1.0
Definitions

10% 15% 20% 20% 30% 20% 25% 20% 20% 20%
Sample Space The set of all possible outcomes of an experiment. S = {Red, Orange, Yellow, Green, Blue}. Venn Diagram 0.15 0.30 F 0.30
E 0.25
Probability 0.10 0.15 0.20 0.25 0.30 1.00
Probability Table F
E 0.30
EC 0.15 0.45
FC
0.30
0.60
0.25
0.40
0.55
1.0
~ Summary of Basic Properties of Probability ~

Population Hypothesis Experiment Sample space of possible outcomes Event E Probability P(E) = ? Def: P(E) = limiting value of
# times E occurs # trials
as experiment is repeated indefinitely.
P(E) = P(outcomes) = always a number between 0 and 1. (That is, 0 P(E) 1.) If AND ONLY IF all outcomes in are equally likely, then P(E) = If E and F are any two events, then so are the following: Event Description Notation Terminology Probab
EC
# (outcomes in E ) . # (outcomes in S )
E
F
Not E
E and F E or F
E does not occur.

Both E and F occur simultaneously. Either E occurs, or F occurs (or both). If E occurs, then F occurs.
E , E ,
EF EF EF
complement of E
intersection of E and F union of E and F E is a subset of F
1 P(E)
E
P(E) + P(F) P(E F)
P(E F)
F
34
Example: Two treatments exist for a certain disease, which can either be taken separately or in combination. Suppose:
T1 T1 T2c
T1 T2
T2
T1c T2
70% of patient population receives T1 (w/ or w/o T2)

50% of patient population receives T2 (w/ or w/o T1)
30% of patient population receives both T1 and T2
T1c T2c
P(T1) = 0.7
P(T2) = 0.5
P(T1 T2) = 0.3

T1 T2 T1
Row marginal sums c
What percentage receives T1 only? (w/o T2) P(T1 T2c) = 0.7 0.3 = 0.4 0.4. i.e., 40% What percentage receives T2 only? (w/o T1) P(T1c T2) = 0.5 0.3 = 0.2 0.2. i.e., 20% What percentage receives neither T1 nor T2? P(T1c T2c) = 1 (0.4 + 0.3 + 0.2) = 0.1 0.1. i.e., 10%
T2c
0.5
0.3
Column marginal sums
1.0
35
In general, for three events A, B, and C
A B
C
36
A B
C
37
A
A Bc Cc
A only ABC A Bc C Ac B C
B
A B Cc Ac B Cc
B only
Ac Bc C
Ac Bc Cc
Neither A nor B nor C
C only
C
38
A
A Bc Cc
B
A B Cc Ac B Cc
B only
Ac Bc C
Ac Bc Cc
C only
All three events occur
C
39
A
A Bc Cc
B
A B Cc Ac B Cc
B only
Ac Bc C
Ac Bc Cc
C only
Exactly two events occur
C
40
A
A Bc Cc
B
A B Cc Ac B Cc
B only
Ac Bc C
Ac Bc Cc
C only
At least two events occur
C
41
A
A Bc Cc
B
A B Cc Ac B Cc
B only
Ac Bc C
Ac Bc Cc
C only
Exactly one event occurs
C
42

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Probability (Excellent)

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CHAPTER 3

at least if X is discrete. (Chapter 4)

(using basic Set Theory)

Outcome Red Orange Yellow Green Blue

(using basic Set Theory)

Outcome Red Orange Yellow Green Blue

(using basic Set Theory)

Outcome Red Orange Yellow Green Blue

Complement F C = Not F = Cold Color = {Green, Blue} #(FC) = 2 ways

(using basic Set Theory)

Outcome Red Orange Yellow Green Blue

Complement F C = Not F = Cold Color = {Green, Blue} #(FC) = 2 ways

(using basic Set Theory)

Outcome Red Orange Yellow Green Blue

(using basic Set Theory)

Outcome Red Orange Yellow Green Blue

(using basic Set Theory)

Outcome Red Orange Yellow Green Blue

(using basic Set Theory)

Outcome Red Orange Yellow Green Blue

(using basic Set Theory)

Outcome Red Orange Yellow Green Blue

DeMorgans Laws (A B)c = Ac Bc

Not (A or B) = Not A and Not B = Neither A nor B

(using basic Set Theory)

Outcome Red Orange Yellow Green Blue

What about probability of outcomes?

F = Hot Color = {Red, Orange, Yellow}

POPULATION (Pie Chart) POPULATION

(using basic Set Theory)

An outcome is the result of an experiment on a population.

Outcome Red Orange Yellow Green Blue

Probability 0.20 0.20 0.20 0.20 0.20 1.00

All probs are > 0, and sum = 1.

POPULATION (Pie Chart)

(using basic Set Theory)

An outcome is the result of an experiment on a population.

Outcome Red Orange Yellow Green Blue

Probability 0.20 0.20 0.20 0.20 0.20 1.00

All probs are > 0, and sum = 1.

POPULATION (Pie Chart)

(using basic Set Theory)

An outcome is the result of an experiment on a population.

Outcome Red Orange Yellow Green Blue

Probability 0.20 0.20 0.20 0.20 0.20 1.00

All probs are > 0, and sum = 1.

POPULATION (Pie Chart)

(using basic Set Theory)

An outcome is the result of an experiment on a population.

Outcome Red Orange Yellow Green Blue

Probability 0.20 0.20 0.20 0.20 0.20 1.00

All probs are > 0, and sum = 1.

POPULATION (Pie Chart)

(using basic Set Theory)

An outcome is the result of an experiment on a population.

Outcome Red Orange Yellow Green Blue

All probs are > 0, and sum = 1.

POPULATION (Pie Chart)

(using basic Set Theory)

An outcome is the result of an experiment on a population.

Outcome Red Orange Yellow Green Blue

Probability 0.10 0.15 0.20 0.25 0.30 1.00

Intersection E F = E and F = {Red, Yellow}

All probs are > 0, and sum = 1.