3-Statistics-Probability

probability statistics

Event-outcome chance {probability} {risk} is between zero and one. To find probability, count how many times outcome happens compared to how many times event repeats: p = outcomes / events. Probability can be from theory {a priori probability} or from experiment {empirical probability}.

conditional probability

First-event outcome can influence second-event outcome {conditional probability}| {prior probability}. For conditional probability, to find probability that outcome happens in first event and outcome happens in second event, multiply first-outcome probability times modified second-outcome probability {conditional probability law} {law of conditional probability}: P = p1 * p2(p1).

Kolmogorov probability

Systematic probability {Kolmogorov probability} {Kolmogorov axioms} can use three axioms. Outcome probability is zero or positive real number. Probability that event has some outcome is one. For disjoint subsets, probability of union of subsets is sum of subset probabilities {sigma-additivity} {additivity}.

large numbers law

The more times event repeats, the closer to actual probability outcome-probability becomes {large numbers law} {law of large numbers}.

Monte Carlo fallacy

People can believe that an improbable situation that has not happened recently is more likely to happen now, or that the past affects next outcome of random process {Monte Carlo fallacy} {gambler's fallacy}.

risk in probability

Expected outcome divided by outcome value measures risk {risk, outcome}. Expected outcome value is worth or gain multiplied by probability.

weak law of large numbers

After many independent events, relative frequency approaches outcome probability {weak law of large numbers}.

3-Statistics-Probability-Events

birthday probability

Probability is 0.5 that at least two people out of 25 have same birthday {birthday, probability}.

Buffon problem

What is probability that needle falls on parallel lines {Buffon's problem} {Buffon problem}? Probability that needle touches line is 2 * l / (pi * d), where l is needle length and d is distance between lines.

Monty Hall problem

First, contestant chooses one of three outcomes. Then contestant learns that one of other two outcomes is incorrect. Do people switch to another outcome or keep current choice {Monty Hall problem}? Switch, because first guess was only 1/3 correct, but second guess must be 2/3 correct, because contestant now knows that probability of one outcome is zero.

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Date Modified: 2022.0225