Statistical Communications
Introduction to
Basic Concepts
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Text Book
• Online: Probability, Statistics and Random Processes | Free Textbook | Course
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2
Refresh Your Memory
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3
Refresh Your Memory
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4
Refresh Your Memory
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Refresh Your Memory
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Sample Space
Sample Space:
a) Countable:
Discrete Probability Space
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Sample Space
b) Uncountable
Continuous Probability Space
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Continuous Probability Space
Example: I choose a point completely at random in
a)
b)
c)
d)
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Example
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Continuous Probability Space
Key point: Axioms of Probability applies to continuous probability spaces.
Example: Suppose we know that the probability that a certain machine lasts
more than or equal to years is :
Find the following sets:
a)
b)
c)
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Conditional Probability
Suppose that in a certain city, 0.3 percent of the days are rainy.
The probability that it rains given that it is cloudy might be:
Conditional probability: The probability given
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Conditional Probability
Example. Roll a fair die, what is the probability that the outcome is an even
number given it was less than or equal to 3, i.e.,
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Conditional Probability
Example. Roll a fair die, what is the probability that the outcome is an even
number given it was less than or equal to 3, i.e.,
Note:
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Conditional Probability
Definition: The Conditional Probability , the probability that
occurred given that has occurred is given by
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Summary of Probability
Axioms of Probability:
a) For any event
b) Probability of the sample space is
c) If are disjoint events, then
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Conditional Probability
If and are two events in a sample space then
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Conditional Probability
Conditional probability satisfies the probability axioms :
a) For any event
b) Conditional probability of given is
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Conditional Probability
c) If are disjoint events, then
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Conditional Probability
Special cases:
1) and are disjoint:
2)
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Conditional Probability
Special cases:
1) and are disjoint:
2)
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Conditional Probability
3)
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Conditional Probability
Example.
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Conditional Probability
Example.
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Conditional Probability
Example. Roll a die, what is the probability that it is larger than or equal to 5,
given that it is an even number ?
, even number
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Conditional Probability
Example.
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Conditional Probability
Definition: Two events and are independent if and only if
equivalently
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Conditional Probability
Example.
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Conditional Probability
Warning!
Disjoint (mutually exclusive) Independent
Disjoint:
Independent:
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Conditional Probability
Suppose and are disjoint:
If
If disjoint Not independent.
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Conditional Probability
Example:
independent
Event that there is a connection from node to node
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Conditional Probability
Remark:
1)
2) If are independent, then
a) are independent.
b) are independent.
c) are independent.
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Conditional Probability
Example:
independent
Find
Note that are independent.
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Conditional Probability
If and are two events in a sample space then the conditional
probability of given is defined as
Two events A and B are independent if and only if
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Independence
Three events and are independent if all of the following conditions
hold
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Independence
Example.
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Conditional Probability
Example.
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Independence
Example.
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