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[05] STATISTICS: Basic Probability

08 Mar 2020

Reading time ~7 minutes

Table of Contents
  • 목차
  • Basic Probability Concepts
    • Assessing Probability
    • EVENT
    • Probability
    • Exclusive Events
    • Computing
  • Conditional Probabilities
  • PLUS
  • Bayes’ Theorem
  • Counting Rules
  • 문제

목차

  • Basic Probability Concepts
    • Assessing Probability
    • EVENT
    • Probability
    • Exclusive Events
    • Computing
  • Conditional Probabilities
  • PLUS
  • Bayes’ Theorem
  • Counting Rules

👀, 🤷‍♀️ , 📜, 📝
이 아이콘들을 누르시면 정답, 개념 부가 설명을 보실 수 있습니다:)



Basic Probability Concepts

  • Probability(확률): the chance that an uncertain event will occur (always between 0 and 1)
  • Impossible Event: an event that has no chance of occurring (probability = 0)
  • Certain Event: an event that is sure to occur (probability = 1)

Assessing Probability

There are three approaches to assessing the probability of an uncertain event:

1) a priori

  • based on prior knowledge of the process
  • 즉, 아직 일어나지 않았지만 일어나기 전 짐작할 수 있는 확률
    image
📝 예시 보기

image

2) empirical probability

  • 중요하고 잘 쓰임
  • 경험적 확률이다
  • 이미 벌어져있다. 즉 증거로 쓸수 있다는 것이다
    image
📝 예시 보기

image

3) subjective probability image


EVENT

Each possible outcome of a variable is an event.

[Simple event]
• An event described by a single characteristic • e.g., A day in January from all days in 2015

[Joint event]
• An event described by two or more characteristics

  • 즉, 동시에 일어나는 것
    • e.g. A day in January that is also a Wednesday from all days in 2015

[Complement of an event A]
• All events that are not part of event A

  • 즉, 여집합이다.
  • denoted A’
    • e.g., All days from 2015 that are not in January

[Sample Space]

  • collection of all possible events
  • 즉, 일어날 수 있는 경우의 수
  • ex) 주사위는 6면이니 6이다
📝 예시 보기

image

[Venn Diagram]

  • 우리가 흔히 아는 벤다이어그램이다 image

[Contingency Tables]

  • 오른쪽 맨 아래: Total Number Of Sample Space Outcome image

[Decision Tree]

  • 알고리즘에서와 그림이 많이 달라서 그냥 넘어가도 됨 image

Probability

[Simple Probability]

  • probability of a simple event
📝 예시 보기

image

[Joint Probability]

  • occurrence of two or more events (joint event)
  • 동시에 일어나는 사건에 대한 확률
📝 예시 보기

image


Exclusive Events

[Mutually Exclusive Events]

  • Mutually exclusive events: Events that cannot occur simultaneously
    • A와 B가 Mutually exclusive events라면 동시에 일어날 수 없다는 것을 의미한다
📝 예시 보기

image

[Collectively Exhaustive Events]

  • Collectively exhaustive events
    • One of the events must occur
    • The set of events covers the entire sample space
    • 주어진 경우를 제외하고는 없다!
    • 즉 주어진 보기가 전체를 줬다
📝 예시 보기

image


Computing

[Joint Probabilities]

  • 교집합
  • 두 사건을 보두 만족하는 것을 구하면 된다
    image
📝 예시 보기

image

[Marginal Probabilities]

  • Where B1, B2, …, Bk are k mutually exclusive and collectively exhaustive events image
📝 예시 보기

image

[Marginal & Joint Probabilities In A Contingency Table] image

[General Addition Rule]

  • General Addition Rule
    image
  • If A and B are mutually exclusive, then P(A and B) = 0, so the rule can be simplified:
    image
📝 예시 보기

image


Conditional Probabilities

probability of one event, given that another event has occurred
image 즉, B가 일어났을때 A가 일어날 확률이다.

Where P(A and B) = joint probability of A and B

  • P(A) = marginal or simple probability of A
  • P(B) = marginal or simple probability of B
📝 예시 보기

image image image image



PLUS

[Independence]
Two events are independent if and only if image

  • Events A and B are independent when the probability of one event is not affected by the fact that the other event has occurred
  • 즉,A가 일어나는데 B가 아무 상관이 없다는 이야기다.

[Multiplication Rules]
Multiplication rule for two events A and B: image

Note: If A and B are independent, then and the multiplication rule simplifies to
Independence에 의해서,
image



Bayes’ Theorem

  • Bayes’ Theorem is used to revise previously calculated probabilities based on new information.
  • 즉 이전에 계산된 확률을 수정하는데 사용
  • 조건부 확률의 연장이다

image where:

  • Bi = ith event of k mutually exclusive and collectively exhaustive events
  • A = new event that might impact P(Bi)
📝 예시 보기

image image image image



Counting Rules

즉 순열과 조합이다.


[Counting Rule 1]
상호 배타적(mutually exclusive)이고 집단적으로 철저한(collectively exhaustive events) 개의 사건 중 하나가 n개의 시험 각각에서 발생할 수 있는 경우,

가능한 결과의 수:
\(K^n\)

📝 예시 보기

• If you roll a fair die 3 times then there are 63
= 216 possible


[Counting Rule 2]
1차 시행에서 \(k_1\) 이벤트가, 2차 시행에서 \(k_2\) 이벤트가, 그리고 n차 시행에서 \(k_n\) 이벤트가 있는 경우,

가능한 결과의 수:
\((k_1)(k_2)...(K^n)\)

📝 예시 보기

• You want to go to a park, eat at a restaurant, and see a movie.
There are 3 parks, 4 restaurants, and 6 movie choices.
How many different possible combinations are there?

• Answer: (3)(4)(6) = 72 different possibilities


[Counting Rule 3]
Permutations(순열): The number of ways of arranging X objects selected from n objects in order is( n개의 개체에서 선택한 X개의 개체를 순서대로 정렬하는 방법 수),

가능한 결과의 수:
\(nP_x = n!/(n-X)!\)

📝 예시 보기

• You have five books and are going to put three on a bookshelf.
How many different ways can the books be ordered on the bookshelf?

• Answer:image different possibilities


[Counting Rule 4]
Combinations(조합): The number of ways of selecting X objects from n objects, irrespective of order, is

가능한 결과의 수:
\(nC_x = n!/X!(n-X)!\)

📝 예시 보기

• You have five books and are going to select three are to read.
How many different combinations are there, ignoring the order in which they are selected?

• Answer: different possibilities image

• Answer:image different possibilities



문제

1. If two events are collectively exhaustive, what is the probability that one or the other occurs?

📜 정답 보기

1 -> collectively exhaustive

2. If two events are mutually exclusive and collectively exhaustive, what is the probability that both occur?

📜 정답 보기

mutually exclusive: 교집합이 없다
collectively exhaustive: 이 이벤트를 제외한 것은 없다.

mutually exclusive이므로 동시에 일어날 확률은 0이다.

[TABLE 4]
In a meat packaging plant Machine A accounts for 60% of the plant’s output, while Machine B accounts for 40% of the plant’s output. In total, 4% of the packages are improperly sealed. Also, 3% of the packages are from Machine A and are improperly sealed.

3. Referring to Table 4, if a package selected at random is improperly sealed, the probability that it came from machine A is ________.

📜 정답 보기

image 즉 \(0.03/0.04 = 0.75\)

4. Referring to Table 4, if a package selected at random came from Machine B, the probability that it is properly sealed is ________.

📜 정답 보기

image 즉 \(0.039/0.04 = 0.975\)

5. Based on the report, during prime time, husbands are watching TV 60% of time. When the husband is watching TV, 40% of the time the wife is also watching. When the husband is not watching TV, 30% of the time the wife is watching TV. Find the probability that if the wife is watching TV, the husband is also watching TV.

📜 정답 보기

위와 같은 표를 그리면,
즉 \(0.24/0.36 = 0.667\)

6. A company has 2 machines that produce widgets. An older machine produces 23% defective widgets, while the new machine produces only 8% defective widgets. In addition, the new machine produces 3 times as many widgets as the older machine does. Given a randomly chosen widget was tested and found to be defective, what is the probability it was produced by the new machine?

📜 정답 보기

위와 같은 표를 그리면,
즉 \(0.06/0.118 = 0.511\)

7. There are only 4 empty rooms available in a student dormitory for eleven new freshmen. Each room is considered unique so that it matters who is being assigned to which room. How many different ways can those 4 empty rooms be filled one student per room?

📜 정답 보기

경우의 수 문제이다.
순서가 있는 4명을 뽑는 것이므로 순열을 쓴다.

image

8. A debate team of 4 is to be chosen from a class of 35. There are two twin brothers in the class.How many possible ways can the team be formed which will include only one of the twin brothers?

📜 정답 보기

33명과 2명의 쌍둥이가 있음.

image

9. A debate team of 4 is to be chosen from a class of 35. There are two twin brothers in the class. How many possible ways can the team be formed which will not include any of the twin brothers?

📜 정답 보기

image



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