SBE10 - 04 (Read-Only) (Compatibility Mode)

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11 Slide Slide 2005 Thomson/South 2005 Thomson/South- -Western Western

Chapter 4 Chapter 4
Introduction to Probabilit Introduction to Probabilit
!"periments# Countin$ %ules# !"periments# Countin$ %ules#
and &ssi$nin$ Probabilities and &ssi$nin$ Probabilities
!'ents and Their Probabilit !'ents and Their Probabilit
Some (asic %elationships Some (asic %elationships
o) Probabilit o) Probabilit
Conditional Probabilit Conditional Probabilit
(aes* Theorem (aes* Theorem
Probabilit as a +umerical ,easure Probabilit as a +umerical ,easure
o) the -i.elihood o) /ccurrence o) the -i.elihood o) /ccurrence
00 11 05 05
Increasin$ -i.elihood o) /ccurrence Increasin$ -i.elihood o) /ccurrence
Probabilit1 Probabilit1
The e'ent The e'ent
is 'er is 'er
unli.el unli.el
to occur0 to occur0
The occurrence The occurrence
o) the e'ent is o) the e'ent is
2ust as li.el as 2ust as li.el as
it is unli.el0 it is unli.el0
The e'ent The e'ent
is almost is almost
certain certain
to occur0 to occur0
2
&n !"periment and Its Sample Space &n !"periment and Its Sample Space
&n &n e"periment e"periment is an process that $enerates is an process that $enerates
4ell 4ell- -de)ined outcomes0 de)ined outcomes0
The The sample space sample space )or an e"periment is the set o) )or an e"periment is the set o)
all e"perimental outcomes0 all e"perimental outcomes0
&n e"perimental outcome is also called a &n e"perimental outcome is also called a sample sample
point point00
!"ample1 (radle In'estments !"ample1 (radle In'estments
(radle has in'ested in t4o stoc.s# ,ar.le /il and (radle has in'ested in t4o stoc.s# ,ar.le /il and
Collins ,inin$0 (radle has determined that the Collins ,inin$0 (radle has determined that the
possible outcomes o) these in'estments three months possible outcomes o) these in'estments three months
)rom no4 are as )ollo4s0 )rom no4 are as )ollo4s0
In'estment 5ain or -oss In'estment 5ain or -oss
in 3 ,onths 6in 70008 in 3 ,onths 6in 70008
,ar.le /il ,ar.le /il Collins ,inin$ Collins ,inin$
10 10
55
00
20 20
99
22
3
& Countin$ %ule )or & Countin$ %ule )or
,ultiple ,ultiple- -Step !"periments Step !"periments
I) an e"periment consists o) a se:uence o) I) an e"periment consists o) a se:uence o) kk steps steps
in 4hich there are in 4hich there are n n
11
possible results )or the )irst step# possible results )or the )irst step#
n n
22
possible results )or the second step# and so on# possible results )or the second step# and so on#
then the total number o) e"perimental outcomes is then the total number o) e"perimental outcomes is
$i'en b 6 $i'en b 6n n
11
86 86n n
22
8 0 0 0 6 8 0 0 0 6n n
kk
80 80
& help)ul $raphical representation o) a multiple & help)ul $raphical representation o) a multiple- -step step
e"periment is a e"periment is a tree dia$ram tree dia$ram00
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(radle In'estments can be 'ie4ed as a (radle In'estments can be 'ie4ed as a
t4o t4o- -step e"periment0 It in'ol'es t4o stoc.s# each step e"periment0 It in'ol'es t4o stoc.s# each
4ith a set o) e"perimental outcomes0 4ith a set o) e"perimental outcomes0
,ar.le /il1 ,ar.le /il1 n n
11
< 4 < 4
Collins ,inin$1 Collins ,inin$1 n n
22
< 2 < 2
Total +umber o) Total +umber o)
!"perimental /utcomes1 !"perimental /utcomes1 n n
11
n n
22
< 648628 < 9 < 648628 < 9
& Countin$ %ule )or & Countin$ %ule )or
,ultiple ,ultiple- -Step !"periments Step !"periments
4
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Tree >ia$ram Tree >ia$ram
5ain 5 5ain 5
5ain 9 5ain 9
5ain 9 5ain 9
5ain 10 5ain 10
5ain 9 5ain 9
5ain 9 5ain 9
-ose 20 -ose 20
-ose 2 -ose 2
-ose 2 -ose 2
-ose 2 -ose 2
-ose 2 -ose 2
!'en !'en
,ar.le /il ,ar.le /il
6Sta$e 18 6Sta$e 18
Collins ,inin$ Collins ,inin$
6Sta$e 28 6Sta$e 28
!"perimental !"perimental
/utcomes /utcomes
610# 98 610# 98 5ain 719#000 5ain 719#000
610# 610# - -28 28 5ain 79#000 5ain 79#000
65# 98 65# 98 5ain 713#000 5ain 713#000
65# 65# - -28 28 5ain 73#000 5ain 73#000
60# 98 60# 98 5ain 79#000 5ain 79#000
60# 60# - -28 28 -ose -ose 72#000 72#000
6 6- -20# 98 20# 98 -ose -ose 712#000 712#000
6 6- -20# 20# - -28 28 -ose -ose 722#000 722#000
& second use)ul countin$ rule enables us to count the & second use)ul countin$ rule enables us to count the
number o) e"perimental outcomes 4hen number o) e"perimental outcomes 4hen n n ob2ects are to ob2ects are to
be selected )rom a set o) be selected )rom a set o) NN ob2ects0 ob2ects0
Countin$ %ule )or Combinations Countin$ %ule )or Combinations
C
N
n
N
n N n
n
N
=

?
?6 8?
+umber o) +umber o) Combinations Combinations o) o) NN /b2ects Ta.en /b2ects Ta.en n n at a Time at a Time
4here1 4here1 NN? < ? < NN6 6NN 186 186NN 28 0 0 0 628618 28 0 0 0 628618
n n? < ? < n n6 6n n 186 186n n 28 0 0 0 628618 28 0 0 0 628618
0? < 1 0? < 1
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+umber o) +umber o) Permutations Permutations o) o) NN /b2ects Ta.en /b2ects Ta.en n n at a Time at a Time
4here1 4here1 NN? < ? < NN6 6NN 186 186NN 28 0 0 0 628618 28 0 0 0 628618
n n? < ? < n n6 6n n 186 186n n 28 0 0 0 628618 28 0 0 0 628618
0? < 1 0? < 1
P n
N
n
N
N n
n
N
=

?
?
6 8?
Countin$ %ule )or Permutations Countin$ %ule )or Permutations
& third use)ul countin$ rule enables us to count the & third use)ul countin$ rule enables us to count the
number o) e"perimental outcomes 4hen number o) e"perimental outcomes 4hen n n ob2ects are to ob2ects are to
be selected )rom a set o) be selected )rom a set o) NN ob2ects# 4here the order o) ob2ects# 4here the order o)
selection is important0 selection is important0
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&ssi$nin$ Probabilities &ssi$nin$ Probabilities
Classical ,ethod Classical ,ethod
%elati'e Are:uenc ,ethod %elati'e Are:uenc ,ethod
Sub2ecti'e ,ethod Sub2ecti'e ,ethod
&ssi$nin$ probabilities based on the assumption &ssi$nin$ probabilities based on the assumption
o) o) e:uall li.el outcomes e:uall li.el outcomes
&ssi$nin$ probabilities based on &ssi$nin$ probabilities based on e"perimentation e"perimentation
or historical data or historical data
&ssi$nin$ probabilities based on &ssi$nin$ probabilities based on 2ud$ment 2ud$ment
;
Classical ,ethod Classical ,ethod
I) an e"periment has I) an e"periment has n n possible outcomes# this method possible outcomes# this method
4ould assi$n a probabilit o) 1/ 4ould assi$n a probabilit o) 1/n n to each outcome0 to each outcome0
!"periment1 %ollin$ a die !"periment1 %ollin$ a die
Sample Space1 Sample Space1 S S < B1# 2# 3# 4# 5# ;C < B1# 2# 3# 4# 5# ;C
Probabilities1 !ach sample point has a Probabilities1 !ach sample point has a
1/; chance o) occurrin$ 1/; chance o) occurrin$
!"ample !"ample
+umber o) +umber o)
Polishers %ented Polishers %ented
+umber +umber
o) >as o) >as
00
11
22
33
44
44
;;
19 19
10 10
22
-ucas Tool %ental 4ould li.e to assi$n -ucas Tool %ental 4ould li.e to assi$n
probabilities to the number o) car polishers probabilities to the number o) car polishers
it rents each da0 /))ice records sho4 the )ollo4in$ it rents each da0 /))ice records sho4 the )ollo4in$
)re:uencies o) dail rentals )or the last 40 das0 )re:uencies o) dail rentals )or the last 40 das0
!"ample1 -ucas Tool %ental !"ample1 -ucas Tool %ental
=
!ach probabilit assi$nment is $i'en b !ach probabilit assi$nment is $i'en b
di'idin$ the )re:uenc 6number o) das8 b di'idin$ the )re:uenc 6number o) das8 b
the total )re:uenc 6total number o) das80 the total )re:uenc 6total number o) das80
4/40 4/40
Probabilit Probabilit
+umber o) +umber o)
Polishers %ented Polishers %ented
+umber +umber
o) >as o) >as
00
11
22
33
44
44
;;
19 19
10 10
22
40 40
010 010
015 015
045 045
025 025
005 005
1000 1000
When economic conditions and a compan*s When economic conditions and a compan*s
circumstances chan$e rapidl it mi$ht be circumstances chan$e rapidl it mi$ht be
inappropriate to assi$n probabilities based solel on inappropriate to assi$n probabilities based solel on
historical data0 historical data0
We can use an data a'ailable as 4ell as our We can use an data a'ailable as 4ell as our
e"perience and intuition# but ultimatel a probabilit e"perience and intuition# but ultimatel a probabilit
'alue should e"press our 'alue should e"press our de$ree o) belie) de$ree o) belie) that the that the
e"perimental outcome 4ill occur0 e"perimental outcome 4ill occur0
The best probabilit estimates o)ten are obtained b The best probabilit estimates o)ten are obtained b
combinin$ the estimates )rom the classical or relati'e combinin$ the estimates )rom the classical or relati'e
)re:uenc approach 4ith the sub2ecti'e estimate0 )re:uenc approach 4ith the sub2ecti'e estimate0
9
&pplin$ the sub2ecti'e method# an analst &pplin$ the sub2ecti'e method# an analst
made the )ollo4in$ probabilit assi$nments0 made the )ollo4in$ probabilit assi$nments0
!"per0 /utcome !"per0 /utcome +et 5ain +et 5ain or or -oss -oss Probabilit Probabilit
610# 98 610# 98
610# 610# 28 28
65# 98 65# 98
65# 65# 28 28
60# 98 60# 98
60# 60# 28 28
6 620# 98 20# 98
6 620# 20# 28 28
719#000 5ain 719#000 5ain
79#000 5ain 79#000 5ain
713#000 5ain 713#000 5ain
73#000 5ain 73#000 5ain
79#000 5ain 79#000 5ain
72#000 -oss 72#000 -oss
712#000 -oss 712#000 -oss
722#000 -oss 722#000 -oss
020 020
009 009
01; 01;
02; 02;
010 010
012 012
002 002
00; 00;
1; 1; Slide Slide 2005 Thomson/South 2005 Thomson/South- -Western Western
&n &n e'ent e'ent is a collection o) sample points0 is a collection o) sample points0
The The probabilit o) an e'ent probabilit o) an e'ent is e:ual to the sum o) is e:ual to the sum o)
the probabilities o) the sample points in the e'ent0 the probabilities o) the sample points in the e'ent0
I) 4e can identi) all the sample points o) an I) 4e can identi) all the sample points o) an
e"periment and assi$n a probabilit to each# 4e e"periment and assi$n a probabilit to each# 4e
can compute the probabilit o) an e'ent0 can compute the probabilit o) an e'ent0
!'ents and Their Probabilities !'ents and Their Probabilities
@
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!'ent !'ent MM< ,ar.le /il Pro)itable < ,ar.le /il Pro)itable
MM< B610# 98# 610# < B610# 98# 610# 28# 65# 98# 65# 28# 65# 98# 65# 28C 28C
PP6 6MM8 < 8 < PP610# 98 D 610# 98 D PP610# 610# 28 D 28 D PP65# 98 D 65# 98 D PP65# 65# 28 28
< 020 D 009 D 01; D 02; < 020 D 009 D 01; D 02;
< 0=0 < 0=0
!'ent !'ent CC < Collins ,inin$ Pro)itable < Collins ,inin$ Pro)itable
CC < B610# 98# 65# 98# 60# 98# 6 < B610# 98# 65# 98# 60# 98# 620# 98C 20# 98C
PP6 6CC8 < 8 < PP610# 98 D 610# 98 D PP65# 98 D 65# 98 D PP60# 98 D 60# 98 D PP6 620# 98 20# 98
< 020 D 01; D 010 D 002 < 020 D 01; D 010 D 002
< 049 < 049
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Some (asic %elationships o) Probabilit Some (asic %elationships o) Probabilit
There are some There are some basic probabilit relationships basic probabilit relationships that that
can be used to compute the probabilit o) an e'ent can be used to compute the probabilit o) an e'ent
4ithout .no4led$e o) all the sample point probabilities0 4ithout .no4led$e o) all the sample point probabilities0
Complement o) an !'ent Complement o) an !'ent
Intersection o) T4o !'ents Intersection o) T4o !'ents
,utuall !"clusi'e !'ents ,utuall !"clusi'e !'ents
Enion o) T4o !'ents Enion o) T4o !'ents
The complement o) The complement o) A A is denoted b is denoted b A A
cc
00
The The complement complement o) e'ent o) e'ent A A is de)ined to be the e'ent is de)ined to be the e'ent
consistin$ o) all sample points that are not in consistin$ o) all sample points that are not in A. A.
Complement o) an !'ent Complement o) an !'ent
!'ent !'ent A A A A
cc
Sample
Space S
Sample
Space S
Fenn Fenn
>ia$ram >ia$ram
11
The union o) e'ents The union o) e'ents A A and and BB is denoted b is denoted b A A BB..
The The union union o) e'ents o) e'ents A A and and BB is the e'ent containin$ is the e'ent containin$
all sample points that are in all sample points that are in A A or or B B or both0 or both0
Sample
Space S
Sample
Space S
!'ent !'ent A A !'ent !'ent BB
MM CC < ,ar.le /il Pro)itable < ,ar.le /il Pro)itable
or or Collins ,inin$ Pro)itable Collins ,inin$ Pro)itable
MM CC < B610# 98# 610# < B610# 98# 610# 28# 65# 98# 65# 28# 65# 98# 65# 28# 60# 98# 6 28# 60# 98# 620# 98C 20# 98C
PP6 6MM C) C) << PP610# 98 D 610# 98 D PP610# 610# 28 D 28 D PP65# 98 D 65# 98 D PP65# 65# 28 28
D D PP60# 98 D 60# 98 D PP6 620# 98 20# 98
< 020 D 009 D 01; D 02; D 010 D 002 < 020 D 009 D 01; D 02; D 010 D 002
< 092 < 092
12
The intersection o) e'ents The intersection o) e'ents A A and and BB is denoted b is denoted b A A ..
The The intersection intersection o) e'ents o) e'ents A A and and BB is the set o) all is the set o) all
sample points that are in both sample points that are in both A A and and BB00
Sample
Space S
Sample
Space S
Intersection o) A and B Intersection o) A and B
and and Collins ,inin$ Pro)itable Collins ,inin$ Pro)itable
MM CC < B610# 98# 65# 98C < B610# 98# 65# 98C
PP6 6MM C) C) << PP610# 98 D 610# 98 D PP65# 98 65# 98
< 020 D 01; < 020 D 01;
< 03; < 03;
13
The The addition la4 addition la4pro'ides a 4a to compute the pro'ides a 4a to compute the
probabilit o) e'ent probabilit o) e'ent A, A, or or B, B, or both or both A A and and B B occurrin$0 occurrin$0
&ddition -a4 &ddition -a4
The la4 is 4ritten as1 The la4 is 4ritten as1
PP6 6A A BB8 < 8 < PP6 6A A8 D 8 D PP6 6BB8 8 PP6 6A A BB))
or or Collins ,inin$ Pro)itable Collins ,inin$ Pro)itable
We .no41 We .no41 PP6 6MM8 < 0=0# 8 < 0=0# PP6 6CC8 < 049# 8 < 049# PP6 6MM CC8 < 03; 8 < 03;
Thus1 Thus1 PP6 6MM C) C) < < PP6 6MM8 D P6 8 D P6CC8 8 PP6 6MM CC8 8
< 0=0 D 049 < 0=0 D 049 03; 03;
< 092 < 092
&ddition -a4 &ddition -a4
6This result is the same as that obtained earlier 6This result is the same as that obtained earlier
usin$ the de)inition o) the probabilit o) an e'ent08 usin$ the de)inition o) the probabilit o) an e'ent08
14
T4o e'ents are said to be T4o e'ents are said to be mutuall e"clusi'e mutuall e"clusi'e i) the i) the
e'ents ha'e no sample points in common0 e'ents ha'e no sample points in common0
T4o e'ents are mutuall e"clusi'e i)# 4hen one e'ent T4o e'ents are mutuall e"clusi'e i)# 4hen one e'ent
occurs# the other cannot occur0 occurs# the other cannot occur0
Sample
Space S
Sample
Space S
I) e'ents I) e'ents A A and and BB are mutuall e"clusi'e# are mutuall e"clusi'e# PP6 6A A BB)) < 00 < 00
The addition la4 )or mutuall e"clusi'e e'ents is1 The addition la4 )or mutuall e"clusi'e e'ents is1
PP6 6A A BB8 < 8 < PP6 6A A8 D 8 D PP6 6BB8 8
there*s no need to there*s no need to
include G include G PP6 6A A BB))HH
15
The probabilit o) an e'ent $i'en that another e'ent The probabilit o) an e'ent $i'en that another e'ent
has occurred is called a has occurred is called a conditional probabilit conditional probabilit00
& conditional probabilit is computed as )ollo4s 1 & conditional probabilit is computed as )ollo4s 1
The conditional probabilit o) The conditional probabilit o) A A $i'en $i'en BB is denoted is denoted
b b PP6 6A AIIBB80 80
6 8
6 I 8
6 8
P A B
P A B
P B
=
We .no41 We .no41 PP6 6MM CC8 < 03;# 8 < 03;# PP6 6MM8 < 0=0 8 < 0=0
Thus1 Thus1
6 8 03;
6 I 8 05143
6 8 0=0
P C M
P C M
P M
= = =
< Collins ,inin$ Pro)itable < Collins ,inin$ Pro)itable
$i'en $i'en ,ar.le /il Pro)itable ,ar.le /il Pro)itable
6 I 8 P C M
1;
,ultiplication -a4 ,ultiplication -a4
The The multiplication la4 multiplication la4 pro'ides a 4a to compute the pro'ides a 4a to compute the
probabilit o) the intersection o) t4o e'ents0 probabilit o) the intersection o) t4o e'ents0
PP6 6A A BB8 < 8 < PP6 6BB8 8PP6 6A AIIBB8 8
We .no41 We .no41 PP6 6MM8 < 0=0# 8 < 0=0# PP6 6CCIIMM8 < 05143 8 < 05143
and and Collins ,inin$ Pro)itable Collins ,inin$ Pro)itable
Thus1 Thus1 PP6 6MM C) C) < < PP6 6MM8 8PP6 6M|C M|C8 8
< 60=086051438 < 60=086051438
< 03; < 03;
6This result is the same as that obtained earlier 6This result is the same as that obtained earlier
usin$ the de)inition o) the probabilit o) an e'ent08 usin$ the de)inition o) the probabilit o) an e'ent08
1=
Independent !'ents Independent !'ents
I) the probabilit o) e'ent I) the probabilit o) e'ent A A is not chan$ed b the is not chan$ed b the
e"istence o) e'ent e"istence o) e'ent BB# 4e 4ould sa that e'ents # 4e 4ould sa that e'ents A A
and and BB are are independent independent00
T4o e'ents T4o e'ents A A and and BB are independent i)1 are independent i)1
PP6 6A AIIBB8 < 8 < PP6 6A A8 8 PP6 6BBIIA A8 < 8 < PP6 6BB8 8
or or
The multiplication la4 also can be used as a test to see The multiplication la4 also can be used as a test to see
i) t4o e'ents are independent0 i) t4o e'ents are independent0
PP6 6A A BB8 < 8 < PP6 6A A8 8PP6 6BB8 8
)or Independent !'ents )or Independent !'ents
19
)or Independent !'ents )or Independent !'ents
We .no41 We .no41 PP6 6MM CC8 < 03;# 8 < 03;# PP6 6MM8 < 0=0# 8 < 0=0# PP6 6CC8 < 049 8 < 049
(ut1 (ut1 PP6 6M)P(C) M)P(C) < 60=0860498 < 034# not 03; < 60=0860498 < 034# not 03;
&re e'ents &re e'ents MMand and CC independentJ independentJ
>oes >oes PP6 6MM CC8 < 8 < PP6 6M)P(C) M)P(C) JJ
Kence1 Kence1 MMand and CC are are not not independent0 independent0
+e4 +e4
In)ormation In)ormation
&pplication &pplication
o) (aes* o) (aes*
Theorem Theorem
Posterior Posterior
Probabilities Probabilities
Prior Prior
/)ten 4e be$in probabilit analsis 4ith initial or /)ten 4e be$in probabilit analsis 4ith initial or
prior probabilities prior probabilities00
Then# )rom a sample# special report# or a product Then# )rom a sample# special report# or a product
test 4e obtain some additional in)ormation0 test 4e obtain some additional in)ormation0
5i'en this in)ormation# 4e calculate re'ised or 5i'en this in)ormation# 4e calculate re'ised or
posterior probabilities posterior probabilities00
(aes* theorem (aes* theorempro'ides the means )or re'isin$ the pro'ides the means )or re'isin$ the
prior probabilities0 prior probabilities0
1@
& proposed shoppin$ center & proposed shoppin$ center
4ill pro'ide stron$ competition 4ill pro'ide stron$ competition
)or do4nto4n businesses li.e )or do4nto4n businesses li.e
-0 S0 Clothiers0 I) the shoppin$ -0 S0 Clothiers0 I) the shoppin$
center is built# the o4ner o) center is built# the o4ner o)
-0 S0 Clothiers )eels it 4ould be best to -0 S0 Clothiers )eels it 4ould be best to
relocate to the center0 relocate to the center0
!"ample1 -0 S0 Clothiers !"ample1 -0 S0 Clothiers
The shoppin$ center cannot be built unless a The shoppin$ center cannot be built unless a
Lonin$ chan$e is appro'ed b the to4n council0 The Lonin$ chan$e is appro'ed b the to4n council0 The
plannin$ board must )irst ma.e a recommendation# )or plannin$ board must )irst ma.e a recommendation# )or
or a$ainst the Lonin$ chan$e# to the council0 or a$ainst the Lonin$ chan$e# to the council0
Prior Probabilities Prior Probabilities
-et1 -et1
A A
11
< to4n council appro'es the Lonin$ chan$e < to4n council appro'es the Lonin$ chan$e
A A
22
< to4n council disappro'es the chan$e < to4n council disappro'es the chan$e
P6 P6A A
11
8 < 0=# P6 8 < 0=# P6A A
22
8 < 03 8 < 03
Esin$ sub2ecti'e 2ud$ment1 Esin$ sub2ecti'e 2ud$ment1
20
+e4 In)ormation +e4 In)ormation
The plannin$ board has recommended The plannin$ board has recommended a$ainst a$ainst the the
Lonin$ chan$e0 -et Lonin$ chan$e0 -et BB denote the e'ent o) a ne$ati'e denote the e'ent o) a ne$ati'e
recommendation b the plannin$ board0 recommendation b the plannin$ board0
5i'en that 5i'en that BB has occurred# should -0 S0 Clothiers has occurred# should -0 S0 Clothiers
re'ise the probabilities that the to4n council 4ill re'ise the probabilities that the to4n council 4ill
appro'e or disappro'e the Lonin$ chan$eJ appro'e or disappro'e the Lonin$ chan$eJ
Conditional Probabilities Conditional Probabilities
Past histor 4ith the plannin$ board and the Past histor 4ith the plannin$ board and the
to4n council indicates the )ollo4in$1 to4n council indicates the )ollo4in$1
PP6 6BBIIA A
11
8 < 02 8 < 02 PP6 6BBIIA A
22
8 < 0@ 8 < 0@
PP6 6BB
CC
IIA A
11
8 < 09 8 < 09 PP6 6BB
CC
IIA A
22
8 < 01 8 < 01
Kence1 Kence1
21
P6B
c
IA
1
8 < 09 P6B
c
IA
1
8 < 09
P6A
1
8 < 0= P6A
1
8 < 0=
P6A
2
8 < 03 P6A
2
8 < 03
P6BIA
2
8 < 0@ P6BIA
2
8 < 0@
P6B
c
IA
2
8 < 01 P6B
c
IA
2
8 < 01
P6BIA
1
8 < 02 P6BIA
1
8 < 02
P6A
1
B8 < 014 P6A
1
B8 < 014
P6A
2
B8 < 02= P6A
2
B8 < 02=
P6A
2
B
c
8 < 003 P6A
2
B
c
8 < 003
P6A
1
B
c
8 < 05; P6A
1
B
c
8 < 05;
Tree >ia$ram Tree >ia$ram
To4n Council To4n Council Plannin$ (oard Plannin$ (oard !"perimental !"perimental
/utcomes /utcomes
1 1 2 2
6 8 6 I 8
6 I 8
6 8 6 I 8 6 8 6 I 8 000 6 8 6 I 8
i i
i
n n
P A P B A
P A B
P A P B A P A P B A P A P B A
=
+ + +
To )ind the posterior probabilit that e'ent To )ind the posterior probabilit that e'ent A A
ii
4ill 4ill
occur $i'en that e'ent occur $i'en that e'ent B B has occurred# 4e appl has occurred# 4e appl
(aes* theorem (aes* theorem00
(aes* theorem is applicable 4hen the e'ents )or (aes* theorem is applicable 4hen the e'ents )or
4hich 4e 4ant to compute posterior probabilities 4hich 4e 4ant to compute posterior probabilities
are mutuall e"clusi'e and their union is the entire are mutuall e"clusi'e and their union is the entire
sample space0 sample space0
22
Posterior Probabilities Posterior Probabilities
5i'en the plannin$ board*s recommendation not 5i'en the plannin$ board*s recommendation not
to appro'e the Lonin$ chan$e# 4e re'ise the prior to appro'e the Lonin$ chan$e# 4e re'ise the prior
probabilities as )ollo4s1 probabilities as )ollo4s1
1 1
1
1 1 2 2
6 8 6 I 8
6 I 8
6 8 6 I 8 6 8 6 I 8
P A P B A
P A B
P A P B A P A P B A
=
+
=
+
(. )(. )
(. )(. ) (. )(. )
7 2
7 2 3 9
< 034 < 034
Conclusion Conclusion
The plannin$ board*s recommendation is $ood The plannin$ board*s recommendation is $ood
ne4s )or -0 S0 Clothiers0 The posterior probabilit o) ne4s )or -0 S0 Clothiers0 The posterior probabilit o)
the to4n council appro'in$ the Lonin$ chan$e is 034 the to4n council appro'in$ the Lonin$ chan$e is 034
compared to a prior probabilit o) 0=00 compared to a prior probabilit o) 0=00
23
Tabular &pproach Tabular &pproach
Step 1 Step 1
Prepare the )ollo4in$ three columns1 Prepare the )ollo4in$ three columns1
Column 1 Column 1 The mutuall e"clusi'e e'ents )or 4hich The mutuall e"clusi'e e'ents )or 4hich
posterior probabilities are desired0 posterior probabilities are desired0
Column 2 Column 2 The prior probabilities )or the e'ents0 The prior probabilities )or the e'ents0
Column 3 Column 3 The conditional probabilities o) the ne4 The conditional probabilities o) the ne4
in)ormation in)ormation given given each e'ent0 each e'ent0
618 618 628 628 638 638 648 648 658 658
!'ents !'ents
A A
ii
Prior Prior
PP6 6A A
ii
8 8
Conditional Conditional
PP6 6BBIIA A
ii
8 8
A A
11
A A
22
0= 0=
03 03
100 100
02 02
0@ 0@
24
Step 2 Step 2
Column 4 Column 4
Compute the 2oint probabilities )or each e'ent and Compute the 2oint probabilities )or each e'ent and
the ne4 in)ormation the ne4 in)ormation BB b usin$ the multiplication b usin$ the multiplication
la40 la40
,ultipl the prior probabilities in column 2 b ,ultipl the prior probabilities in column 2 b
the correspondin$ conditional probabilities in the correspondin$ conditional probabilities in
column 30 That is# column 30 That is# PP6 6A A
i i
IIBB8 < 8 < PP6 6A A
ii
8 8 PP6 6BBIIA A
ii
80 80
618 618 628 628 638 638 648 648 658 658
!'ents !'ents
A A
ii
Prior Prior
PP6 6A A
ii
8 8
PP6 6BBIIA A
ii
8 8
A A
11
A A
22
0= 0=
03 03
100 100
02 02
0@ 0@
014 014
02= 02=
Moint Moint
PP6 6A A
i i
IIBB8 8
0= " 02 0= " 02
25
Step 2 6continued8 Step 2 6continued8
We see that there is a 014 probabilit o) the to4n We see that there is a 014 probabilit o) the to4n
council appro'in$ the Lonin$ chan$e and a ne$ati'e council appro'in$ the Lonin$ chan$e and a ne$ati'e
There is a 02= probabilit o) the to4n council There is a 02= probabilit o) the to4n council
disappro'in$ the Lonin$ chan$e and a ne$ati'e disappro'in$ the Lonin$ chan$e and a ne$ati'e
Step 3 Step 3
Column 4 Column 4
Sum the 2oint probabilities0 The sum is the Sum the 2oint probabilities0 The sum is the
probabilit o) the ne4 in)ormation# probabilit o) the ne4 in)ormation# PP6 6BB80 The sum 80 The sum
014 D 02= sho4s an o'erall probabilit o) 041 o) a 014 D 02= sho4s an o'erall probabilit o) 041 o) a
ne$ati'e recommendation b the plannin$ board0 ne$ati'e recommendation b the plannin$ board0
2;
618 618 628 628 638 638 648 648 658 658
!'ents !'ents
A A
ii
Prior Prior
PP6 6A A
ii
8 8
PP6 6BBIIA A
ii
8 8
A A
11
A A
22
0= 0=
03 03
100 100
02 02
0@ 0@
014 014
02= 02=
Moint Moint
PP6 6A A
i i
IIBB8 8
PP6 6BB8 < 041 8 < 041
Step 4 Step 4
Column 5 Column 5
Compute the posterior probabilities usin$ the basic Compute the posterior probabilities usin$ the basic
relationship o) conditional probabilit0 relationship o) conditional probabilit0
The 2oint probabilities The 2oint probabilities PP6 6A A
i i
IIBB8 are in column 4 and 8 are in column 4 and
the probabilit the probabilit PP6 6BB8 is the sum o) column 40 8 is the sum o) column 40
) (
) (
) | (
B P
B A P
B A P
i
i
=
2=
618 618 628 628 638 638 648 648 658 658
!'ents !'ents
A A
ii
Prior Prior
PP6 6A A
ii
8 8
PP6 6BBIIA A
ii
8 8
A A
11
A A
22
0= 0=
03 03
100 100
02 02
0@ 0@
014 014
02= 02=
Moint Moint
PP6 6A A
i i
IIBB8 8
PP6 6BB8 < 041 8 < 041
014/041 014/041
Posterior Posterior
PP6 6A A
ii
IIBB8 8
003415 3415
0;595 0;595
100000 100000
!nd o) Chapter 4 !nd o) Chapter 4

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11 Slide Slide 2005 Thomson/South 2005 Thomson/South- -Western Western

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