Lecture 3 Conditional Probability, Independence and Sequential Experiments

Last Time Probability Axioms Some Consequences of the Axioms Conditional Probability Reading Assignment: Sections 1.1-1.5

Probability & Stochastic Processes Yates & Goodman (2nd Edition)

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Lecture 3: Probabilities and Experiments

This Week Independence Sequential Experiments &Tree Diagrams Counting Methods Independent Trials Reliability Methods Discrete Random Variables

Definitions Probability Mass Function

Reading Assignment: Sections 1.6-2.2

Probability & Stochastic Processes Yates & Goodman (2nd Edition)

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Lecture 3:
Next Week Discrete Random Variables

Probability Mass Function Family of D.R.Vs Cumulative Distribution Function Averages

Reading Assignment: Sections 2.1-2.5

Probability & Stochastic Processes Yates & Goodman (2nd Edition)

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Diaconis, P., Holmes, S., and Montgomery, R. (2007) Dynamical Bias in the Coin Toss. SIAM Review 49, 211-235.

Persi Diaconis (Jan. 31, 1945 - , ) Sunseri Prof. of Statistics and Mathematics, Stanford U. born into a family of professional musicians left home at 14 to travel with magician Dai Vernon at 16 on his own as a magician for 8 years a friend recommended a probability book by Feller and then found that he couldn't read it so enrolled in N.Y. City College at night and got degree in mathematics in 2.5 years got PhD in statistics, Harvard, in 3 years Stanford an expert at deception "I work from seven A.M. to midnight each day. I'm always doing mathematics."

sender 0

receiver 0

1 q

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Conditional Probability (Graphic Interpretation)

S A B1

B2

P(A|B1) = ? P(B1|A) = ?
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Semiconductor Process Control

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Example 1.23 again, Q: E1 = {1,2}, E2={2,3}, E3={1,3}, E1 & E3, E2&E3, E1 &E2 independent? How about E1&E2&E3?

Q: 20!= =2.43x 1019

Semiconductor Yield Analysis

VLSI Testing example A semiconductor wafer has M VLSI chips on it and these chips have the same circuitry. Each VLSI chip consists of N interconnected transistors. A transistor may fail (not function properly) with a probability p because of its fabrication process, which we assume to be independent among individual transistors. A chip is considered a failure if there are n or more transistor failures. Derive the probability that a chip is good.

Probability & Stochastic Processes Yates & Goodman (2nd Edition)

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Semiconductor Yield Analysis: Root Cause Diagnosis

Now suppose that the value of a current I of the chip depends on transistor 1. If transistor 1 fails, we will observe an abnormal I value with a probability q and a normal I value with a probability 1-q; if transistor 1 is good, we will observe an normal I value with a probability r and an abnormal I value with a probability 1-r. What is the probability that you measure an abnormal I value? When the I value you measured is normal, what is the probability that transistor 1 actually fails?

Probability & Stochastic Processes Yates & Goodman (2nd Edition)

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Independent Trials
G m l R iPol a b r u rb m es n e Two gamblers A and B with a and b dollars play the game of fair coin toss with wager of $1 per game until one of them runs out of money. What is the probability that A runs out of money?

Ans: b/(a+b), why?

Solution: Let p(i) be the probability that a gambler starts with i dollars and run out of money eventually. After a coin toss, the gambler either wins or loses and starts from i+1 or i-1 dollars, so p(i )= (1/2) p(i+1) + (1/2) p(i-1) . Also, p(0) = 1, p(a+b) = 0, so p(i+1 )- p(i ) = p(i)p(i-1) Finally, we have p(i)= (a+b-i)/(a+b), p(a) = b/(a+b). For an unfair coin toss game, we can also find the probability that gambler A runs out of money

Probability & Stochastic Processes Yates & Goodman (2nd Edition)

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Jir Pr o:oe o nto e ae s a dx ttl r ot tl l a l l

Example Alex, Ben, and Tim are three prisoners, one of whom is scheduled to die. Alex asks a jailer to tell him who will be freed so that Alex could ask him to bring a letter to Aewf It jl tlAe t t h h n o B n n l s i .fh ae es l h w i oe f e ad x e e ir l x a c Tim is going to be freed, will this change the probability of Alex dying?

Let A, B, T, and J be the event that Alex, Ben, and Tim will die and the event that a jailer told Alex that Tim will be freed. Then P(A|J) = P(J|A)P(A)/[P(J|A)P(A) + P(J|B)P(B) + P(J|T)P(T)] = (1/2)(1/3)/[(1/2)(1/3) + 1(1/3) + 0(1/3)] = 1/3. Q: Relation to independence?

Probability & Stochastic Processes Yates & Goodman (2nd Edition)

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Code Pattern Detection Example

One bit arrives in each clock i po . i Po . -p 0 wt rb P 1 wt rb 1 h h Po . 0 1 in t eetdi n clocks} = ? rb{ 0 s o d tc n e

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Chapter 2 Discrete Random Variables

Example 2.A1
(1) Toss a coin (2) Gender at birth (3) Random walk Q: Probability space of each experiment?

Probability & Stochastic Processes Yates & Goodman (2nd Edition)

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