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Probability
1.0
(
Old Results
) ( ) ( ) ( )
1.1
Independent Events
Probability of both occurring: ( ) ( ) ( ) ( )
1.2
(
Conditional Probability
)
( ( ) ) ( ( ) ( ( ) )
P(A/B) = probability of A under the condition that B has already occurred = common occurrences of A and B out of total occurrences of B, P(B) 0
) ( ( ) )
Similarly, (
, P(A) 0
1.3
Bayes Theorem
: : E1, E2, E3, , En, mutually exclusive ( ) P(E1), P(E2), P(E3), , P(En); ( ) ( ) ( )
What Does It Mean In English? Event A is independent. Its occurrences are divided across Eis. Probability of A occurring with Ei = P(A/Ei) Partial probability of A coming from Ei = P(A/Ei). P(Ei) This can also be seen as contribution from Ei to P(A) Total probability of A = sum of contributions from all Eis Total probability of A: ( ) ( ) ( )
In each machine, the probability of defect is different. Given a defect, we want to know what is the probability that it came from a specific machine
What Does It Mean In English? Out of total probability of A, how much is the fractional contribution from Ei? Absolute contribution of Ei to P(A) Fractional contribution of Ei to P(A) : : P(A/Ei). P(Ei) ( )
( ) ( ) ( )
Generic Solution Steps For 3 machines Probability of machine i Probability of defect in machine i Defect probability contribution from machine i Fractional Defect probability contribution from machine i P(Mi) P(M1) P(M2) P(M3) P(Mi) P(D/Mi) P(D/M1) P(D/M2) P(D/M3) DPC(Mi) = P(D/Mi). P(Mi) DPC(Mi) = P(D/M1). P(M1) DPC(Mi) = P(D/M2). P(M2) DPC(Mi) = P(D/M3). P(M3) P(D) = DPC(Mi) ( ( ( ( = ( ) ) ) )
( ( ) ( ( ) ( ( ) ( ( ) ) ) ) )
) = P(D)
1.4
Probability Distribution
S = sample space of a random experiment X = a real-valued function X(w) = random variable = unique real number assigned by X for each w S Discrete random variable = random variable which can assume only a finite number of values Probability distribution = values of a random variable along with corresponding probabilities X P(X) Conditions Mean (expected value of X) xi pi x1 p1 x2 p2 x3 p3 xn pn
: :
each pi 0, ( )
: :
1.5
Binomial Distribution
Binomial = two outcomes
Applicable to experiments which have only two outcomes success or failure. Bernoullis theorem n = number of trials p = probability of success q = probability of failure, p + q = 1 Random variable: X = number of successes Probability of r successes Recurrence Mean Variance Variance : : : : : P(X = r) = nCr pr qn-r ( = np 2 = npq = ) ( )
Conditions for Bernoullis theorem 1. Number of trials n is finite and fixed 2. Each trial gives a success or failure 3. p and q are constant
Probability Table r
n
0 1 q
n
1 n npq
n-1
2 n(n-1) n(n-1) p q
2 n-2 n n
3 C3
3 n-3
n n
r Cr
r n-r
n-1 n q np
n-1
n n q pn
Cr
P(X = r)
C3 p q
Cr p q