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StatisticsGlossaryprobability

Probability
Outcome

MutuallyExclusiveEvents

SampleSpace

AdditionRule

Event

MultiplicationRule

RelativeFrequency

ConditionalProbability

Probability

LawofTotalProbability

SubjectiveProbability

Bayes'Theorem

IndependentEvents

MainContentspage|Indexofallentries

Outcome
Anoutcomeistheresultofanexperimentorothersituationinvolvinguncertainty.
Thesetofallpossibleoutcomesofaprobabilityexperimentiscalledasamplespace.

SampleSpace
Thesamplespaceisanexhaustivelistofallthepossibleoutcomesofanexperiment.
Eachpossibleresultofsuchastudyisrepresentedbyoneandonlyonepointinthe
samplespace,whichisusuallydenotedbyS.
Examples
ExperimentRollingadieonce:
SamplespaceS={1,2,3,4,5,6}
ExperimentTossingacoin:
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SamplespaceS={Heads,Tails}
ExperimentMeasuringtheheight(cms)ofagirlonherfirstdayatschool:
SamplespaceS=thesetofallpossiblerealnumbers

Event
Aneventisanycollectionofoutcomesofanexperiment.
Formally,anysubsetofthesamplespaceisanevent.
Anyeventwhichconsistsofasingleoutcomeinthesamplespaceiscalledan
elementaryorsimpleevent.Eventswhichconsistofmorethanoneoutcomeare
calledcompoundevents.
Settheoryisusedtorepresentrelationshipsamongevents.Ingeneral,ifAandBare
twoeventsinthesamplespaceS,then
(AunionB)='eitherAorBoccursorbothoccur'
(AintersectionB)='bothAandBoccur'
(AisasubsetofB)='ifAoccurs,sodoesB'
A'or ='eventAdoesnotoccur'
(theemptyset)=animpossibleevent
S(thesamplespace)=aneventthatiscertaintooccur
Example
Experiment:rollingadiceonce
SamplespaceS={1,2,3,4,5,6}
EventsA='score<4'={1,2,3}
B='scoreiseven'={2,4,6}
C='scoreis7'=
='thescoreis<4orevenorboth'={1,2,3,4,6}
='thescoreis<4andeven'={2}
A'or ='eventAdoesnotoccur'={4,5,6}

RelativeFrequency
Relativefrequencyisanothertermforproportionitisthevaluecalculatedbydividing
thenumberoftimesaneventoccursbythetotalnumberoftimesanexperimentis
carriedout.Theprobabilityofaneventcanbethoughtofasitslongrunrelative
frequencywhentheexperimentiscarriedoutmanytimes.
Ifanexperimentisrepeatedntimes,andeventEoccursrtimes,thentherelative
frequencyoftheeventEisdefinedtobe
rfn(E)=r/n
Example
Experiment:Tossingafaircoin50times(n=50)
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EventE='heads'
Result:30heads,20tails,sor=30
Relativefrequency:rfn(E)=r/n=30/50=3/5=0.6
Ifanexperimentisrepeatedmany,manytimeswithoutchangingtheexperimental
conditions,therelativefrequencyofanyparticulareventwillsettledowntosome
value.Theprobabilityoftheeventcanbedefinedasthelimitingvalueoftherelative
frequency:
P(E)=
rfn(E)
Forexample,intheaboveexperiment,therelativefrequencyoftheevent'heads'will
settledowntoavalueofapproximately0.5iftheexperimentisrepeatedmanymore
times.

Probability
Aprobabilityprovidesaquantatativedescriptionofthelikelyoccurrenceofaparticular
event.Probabilityisconventionallyexpressedonascalefrom0to1arareeventhas
aprobabilitycloseto0,averycommoneventhasaprobabilitycloseto1.
Theprobabilityofaneventhasbeendefinedasitslongrunrelativefrequency.Ithas
alsobeenthoughtofasapersonaldegreeofbeliefthataparticulareventwilloccur
(subjectiveprobability).
Insomeexperiments,alloutcomesareequallylikely.Forexampleifyouwereto
chooseonewinnerinarafflefromahat,allraffleticketholdersareequallylikelyto
win,thatis,theyhavethesameprobabilityoftheirticketbeingchosen.Thisisthe
equallylikelyoutcomesmodelandisdefinedtobe:
numberofoutcomescorrespondingtoeventE
P(E)=
totalnumberofoutcomes
Examples
1. Theprobabilityofdrawingaspadefromapackof52wellshuffledplayingcards
is13/52=1/4=0.25since
eventE='aspadeisdrawn'
thenumberofoutcomescorrespondingtoE=13(spades)
thetotalnumberofoutcomes=52(cards).
2. Whentossingacoin,weassumethattheresults'heads'or'tails'eachhave
equalprobabilitiesof0.5.

SubjectiveProbability
Asubjectiveprobabilitydescribesanindividual'spersonaljudgementabouthowlikely
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aparticulareventistooccur.Itisnotbasedonanyprecisecomputationbutisoftena
reasonableassessmentbyaknowledgeableperson.
Likeallprobabilities,asubjectiveprobabilityisconventionallyexpressedonascale
from0to1arareeventhasasubjectiveprobabilitycloseto0,averycommonevent
hasasubjectiveprobabilitycloseto1.
Aperson'ssubjectiveprobabilityofaneventdescribeshis/herdegreeofbeliefinthe
event.
Example
ARangerssupportermightsay,"IbelievethatRangershaveprobabilityof0.9of
winningtheScottishPremierDivisionthisyearsincetheyhavebeenplayingreally
well."

IndependentEvents
Twoeventsareindependentiftheoccurrenceofoneoftheeventsgivesusno
informationaboutwhetherornottheothereventwilloccurthatis,theeventshaveno
influenceoneachother.
Inprobabilitytheorywesaythattwoevents,AandB,areindependentiftheprobability
thattheybothoccurisequaltotheproductoftheprobabilitiesofthetwoindividual
events,i.e.
Theideaofindependencecanbeextendedtomorethantwoevents.Forexample,A,
BandCareindependentif:
a. AandBareindependentAandCareindependentandBandCare
independent(pairwiseindependence)
b.
Iftwoeventsareindependentthentheycannotbemutuallyexclusive(disjoint)and
viceversa.
Example
Supposethatamanandawomaneachhaveapackof52playingcards.Eachdraws
acardfromhis/herpack.Findtheprobabilitythattheyeachdrawtheaceofclubs.
Wedefinetheevents:
A=probabilitythatmandrawsaceofclubs=1/52
B=probabilitythatwomandrawsaceofclubs=1/52
ClearlyeventsAandBareindependentso:
=1/52.1/52=0.00037
Thatis,thereisaverysmallchancethatthemanandthewomanwillbothdrawthe
aceofclubs.
Seealsoconditionalprobability.
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MutuallyExclusiveEvents
Twoeventsaremutuallyexclusive(ordisjoint)ifitisimpossibleforthemtooccur
together.
Formally,twoeventsAandBaremutuallyexclusiveifandonlyif
Iftwoeventsaremutuallyexclusive,theycannotbeindependentandviceversa.
Examples
1. Experiment:Rollingadieonce
SamplespaceS={1,2,3,4,5,6}
EventsA='observeanoddnumber'={1,3,5}
B='observeanevennumber'={2,4,6}
=theemptyset,soAandBaremutuallyexclusive.
2. Asubjectinastudycannotbebothmaleandfemale,norcantheybeaged20
and30.Asubjectcouldhoweverbebothmaleand20,orbothfemaleand30.

AdditionRule
TheadditionruleisaresultusedtodeterminetheprobabilitythateventAoreventB
occursorbothoccur.
Theresultisoftenwrittenasfollows,usingsetnotation:
where:
P(A)=probabilitythateventAoccurs
P(B)=probabilitythateventBoccurs
=probabilitythateventAoreventBoccurs
=probabilitythateventAandeventBbothoccur
Formutuallyexclusiveevents,thatiseventswhichcannotoccurtogether:
=0
Theadditionrulethereforereducesto
=P(A)+P(B)
Forindependentevents,thatiseventswhichhavenoinfluenceoneachother:
Theadditionrulethereforereducesto

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Example
Supposewewishtofindtheprobabilityofdrawingeitherakingoraspadeinasingle
drawfromapackof52playingcards.
WedefinetheeventsA='drawaking'andB='drawaspade'
Sincethereare4kingsinthepackand13spades,but1cardisbothakinganda
spade,wehave:
=4/52+13/521/52=16/52
So,theprobabilityofdrawingeitherakingoraspadeis16/52(=4/13).
Seealsomultiplicationrule.

MultiplicationRule
Themultiplicationruleisaresultusedtodeterminetheprobabilitythattwoevents,A
andB,bothoccur.
Themultiplicationrulefollowsfromthedefinitionofconditionalprobability.
Theresultisoftenwrittenasfollows,usingsetnotation:
where:
P(A)=probabilitythateventAoccurs
P(B)=probabilitythateventBoccurs
=probabilitythateventAandeventBoccur
P(A|B)=theconditionalprobabilitythateventAoccursgiventhateventBhas
occurredalready
P(B|A)=theconditionalprobabilitythateventBoccursgiventhateventAhas
occurredalready
Forindependentevents,thatiseventswhichhavenoinfluenceononeanother,the
rulesimplifiesto:
Thatis,theprobabilityofthejointeventsAandBisequaltotheproductofthe
individualprobabilitiesforthetwoevents.

ConditionalProbability
Inmanysituations,oncemoreinformationbecomesavailable,weareabletorevise
ourestimatesfortheprobabilityoffurtheroutcomesoreventshappening.For
example,supposeyougooutforlunchatthesameplaceandtimeeveryFridayand
youareservedlunchwithin15minuteswithprobability0.9.However,giventhatyou
noticethattherestaurantisexceptionallybusy,theprobabilityofbeingservedlunch
within15minutesmayreduceto0.7.Thisistheconditionalprobabilityofbeingserved
lunchwithin15minutesgiventhattherestaurantisexceptionallybusy.
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Theusualnotationfor"eventAoccursgiventhateventBhasoccurred"is"A|B"(A
givenB).Thesymbol|isaverticallineanddoesnotimplydivision.P(A|B)denotes
theprobabilitythateventAwilloccurgiventhateventBhasoccurredalready.
Arulethatcanbeusedtodetermineaconditionalprobabilityfromunconditional
probabilitiesis:
where:
P(A|B)=the(conditional)probabilitythateventAwilloccurgiventhateventB
hasoccuredalready
=the(unconditional)probabilitythateventAandeventBbothoccur
P(B)=the(unconditional)probabilitythateventBoccurs

LawofTotalProbability
Theresultisoftenwrittenasfollows,usingsetnotation:
where:
P(A)=probabilitythateventAoccurs
=probabilitythateventAandeventBbothoccur
=probabilitythateventAandeventB'bothoccur,i.e.AoccursandB
doesnot.
Usingthemultiplicationrule,thiscanbeexpressedas
P(A)=P(A|B).P(B)+P(A|B').P(B')

Bayes'Theorem
Bayes'Theoremisaresultthatallowsnewinformationtobeusedtoupdatethe
conditionalprobabilityofanevent.
Usingthemultiplicationrule,givesBayes'Theoreminitssimplestform:

UsingtheLawofTotalProbability:
P(B|A).P(A)
P(A|B)=
P(B|A).P(A)+P(B|A').P(A')
where:
P(A)=probabilitythateventAoccurs
P(B)=probabilitythateventBoccurs
P(A')=probabilitythateventAdoesnotoccur
P(A|B)=probabilitythateventAoccursgiventhateventBhasoccurred
already
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P(B|A)=probabilitythateventBoccursgiventhateventAhasoccurred
already
P(B|A')=probabilitythateventBoccursgiventhateventAhasnotoccurred
already

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