Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd
Upload
6 views

ProbaRules2

The document outlines fundamental probability rules, including addition rules, conditional probability, total probability, independence, and Bayes' theorem. It provides propositions and examples to illustrate how to calculate probabilities for various events, including exercises to apply these concepts. Key formulas and definitions are presented to aid in understanding the relationships between different probability events.

Uploaded by

sbaitinourelimene
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
6 views

ProbaRules2

The document outlines fundamental probability rules, including addition rules, conditional probability, total probability, independence, and Bayes' theorem. It provides propositions and examples to illustrate how to calculate probabilities for various events, including exercises to apply these concepts. Key formulas and definitions are presented to aid in understanding the relationships between different probability events.

Uploaded by

sbaitinourelimene
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 10

1 ADDITION RULES

1.2: Probability Rules

1 Addition Rules

Proposition 1 :

1.
P A0 = 1 P (A)

2.
if A B then P (A) P (B )

3.
P (A [ B ) = P (A) + P (B ) P (A \ B )

4. If (Ai) are pairewise disjoint (mutually exclusive) events


then
X
P [Ai = P (Ai)
i
i
1 fatine.maghrebi@iscae.uma.tn
1 ADDITION RULES

Example 1 Text, Example 2-13, P33-P’50

Exercise 1 The probability that a blood donor has blood


type A is 0.35, the probability that a donor has hyperten-
sion is 0.15 and the probability that he has hypertension
and blood type A is 0.10.

1. Find (S; T ) :

2. Find probabilities of the events

(a) He has hypertension or blood type A?

(b) He has no hypertension?

A = " a donor has blood type A"


H = " a donor has hypertension"

1. (S; T ) :
n o
S = (A; H ) ; A; H 0 ; A0; H ; A0; H 0
T = P (S )
2 fatine.maghrebi@iscae.uma.tn
1 ADDITION RULES

2.

P (A) = 0:35 P (H ) = 0:15 P (A \ H ) = 0:10

(a)

P (A [ H ) = P (A) + P (H ) P (A \ H )
= 0:35 + 0:15 0:10 = 0:40

(b)

P H0 = 1 P (H ) = 1 0:15 = 0:85
another way to solve the problem is to …nd prob-
abilities of each elementary event:

P (A; H ) = 0:10 P A; H 0 = 0:25


P A0; H = 0:05 P A0; H 0 = 0:60

Proposition 2

P (A [ B [ C ) = P (A) + P (B ) +P (C )
P (A \ B ) P (A \ C ) P (B \ C )
+ P (A \ B \ C )
Poincaré Formula gives a generalisation for any set of n
events.
3 fatine.maghrebi@iscae.uma.tn
2 CONDITIONAL PROBABILITY

2 Conditional Probability

De…nition 1 Let (S; T ; P) be a probability space, A; B


in T such that P (A) 6= 0: The conditionnal probability
of B given A is:
P (A \ B )
P (B=A) = PA(B ) =
P (A)

when all outcomes are equally likely (n …nite)


nb of outcomes in A \ B
P (B=A) =
nb of outcomes in A

Example 2 We ‡ip a balanced coin wich odd sides are


red and even sides are white. If you know that the side
rolled is white, …nd the probability of getting a 6.

A = " getting an even number " = " getting a white side "
B = " getting a 6 "
1 1 1
P (A) = P (B ) = P (A \ B ) =
2 6 6
1
P (A \ B ) 6 2 1
P(B=A) = = 1
= =
P (A) 2
6 3

4 fatine.maghrebi@iscae.uma.tn
3 TOTAL PROBABILITY RULE

3 Total Probability Rule

3.1 Multiplication Rule

P (A \ B ) = P (B=A) P(A) = P (A=B ) P(B )

Example 3 Text, Example 2-20, P43-P’60

3.2 Total Probability Rule

Proposition 3

P (B ) = P (B \ A) + P B \ A0
= P (B=A) P(A) + P B=A0 P(A0)
Proof: since S = A [ A0 then

B = B \ S = B \ A [ A0
= (B \ A) [ B \ A0

5 fatine.maghrebi@iscae.uma.tn
3.2 Total Probability Rule 3 TOTAL PROBABILITY RULE

Example 4 Text, Example 2-21, P44-P’61

More generally

De…nition 2 A collection of sets A1; A2; :::; An said to


be exhaustive if
[Ai = S
i

Proposition 4 Assume A1; A2; :::; An are n mutually


exclusive and exhaustive sets then
n
X n
X
P( B ) = P(B \ Ai) = P (B=Ai) P(Ai)
i=1 i=1

Example 5 Text, Example 2-22, P44-P’61

6 fatine.maghrebi@iscae.uma.tn
4 INDEPENDENCE

4 Independence

De…nition 3 Two events A and B of S are independent


if
P(A \ B ) = P(A):P(B )
so if P(A) 6= 0 and A and B independent then

P(B=A) = P(B )

Example 6 Text, Example 2-24, P47-P’64

Exercise 2 Show that if A and B are independent events,


then:

1. A and B 0 are independent.

2. A0 and B are independent.

3. A0 and B 0 are independent.

7 fatine.maghrebi@iscae.uma.tn
5 BAYES’THEOREM

5 Bayes’Theorem

Theorem 1 Let (S; T ; P) be a probability space, A; B


in T such that P (A) 6= 0 and P (B ) 6= 0 then
P (B=A) P (A)
P (A=B ) =
P (B=A) P (A) + P (B=A0) P (A0)
i.e , if we know P(A), P(B ) and the probability of B

given A, we can …nd the probability of A given B .

Proof
P (A \ B )
P(B=A) = () P (A \ B ) = P(B=A)P (A)
P (A)

P (B ) = P B \ A [ A0 = P (B \ A)+P B \ A0

P (A \ B ) P(B=A)P (A)
P (A=B ) = =
P (B ) P (B \ A) + P (B \ A0)

Example 7 Text, Example 2-29, P52-P’69

8 fatine.maghrebi@iscae.uma.tn
5 BAYES’THEOREM

Exercise 3 A disease is present in a population in the


proportion of one sick person in 10,000. A new screening
test is positive at 99% if the person is sick and at 0.1%
if the person is not sick. What is the probability that the
person is sick when the test is positive?

Consider the events

M = " The person is sick" T = "the test is positiv"


then
P (M ) = 0; 0001 P M 0 = 0; 9999
P (T =M ) = 0:99 P T =M 0 = 0:001
Bayes’theorem
P (T =M ) P (M )
P (M=T ) = 0 0
' 0:09
P (T =M ) P (M ) + P (T =M ) P (M )

9 fatine.maghrebi@iscae.uma.tn
5 BAYES’THEOREM

Trivial Particular Cases

1. If A B and P (A) 6= 0 then

P (B=A) = 1 P B 0=A = 0

2. If B A and P (A) 6= 0 then


P (B ) P (A) P (B )
P (B=A) = P B 0=A =
P (A) P (A)

Theorem 2 Bayes’general theorem: A1; A2; :::; An


are n mutually exclusive and exhaustive sets then, for
every event B with P (B ) 6= 0
P(B=Ai)P(Ai)
P(Ai=B ) = P
i P(B=Ai)P(Ai)

Example 8 Text, Example 2-30, P52-P’69

10 fatine.maghrebi@iscae.uma.tn

You might also like