Basic Concept of Probability
Presented by
Md. Abdullah
Lecturer
Department of Computer Science and Engineering
Bangladesh Army International University of Science and Technology
Introduction to Probability
Kolmogorov axioms of Probability
Conditional and Unconditional Probability
Outlines
Prior and Posterior Probability
Bayes Theorem
Example of Bayes Theorem
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What is a Probability?
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Probability
✔ Used to quantify likelihood or chance
✔ Used to represent risk or uncertainty in engineering applications
✔ Can be interpreted as our degree of belief or relative frequency
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Probability
✔ Probability statements describe the likelihood that particular values occur.
✔ The likelihood is quantified by assigning a number from the interval [0, 1] to the
set of values (or a percentage from 0 to 100%).
✔ Higher numbers indicate that the set of values is more likely
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Probability
✔ A probability is usually expressed in terms of a random variable.
✔ For the part length example, X denotes the part length and the probability
statement can be written in either of the following forms
✔ Both equations state that the probability that the random variable X assumes a
value in [10.8, 11.2] is 0.25.
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Probability
The Kolmogorov axioms are the foundations of probability theory introduced by
Russian mathematician Andrey Kolmogorov in 1933.
There are three axioms. Those are mentioned below:
1. The probability of event E in sample space S is between 0 and 1, i.e., 0 ≤ p(E) ≤ 1.
2. When the union of all E = S, p(S) = 1.
3. The probability of the union of two sets of events A and B is:
p(A ∪ B) = p(A) + p(B) - p(A ∩ B)
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Probability
Sample Space:
✔ The collection of all possible outcomes in an experiment.
✔ For example, when rolling a die, the sample space is {1, 2, 3, 4, 5, 6}.
Event:
✔ A subset of the sample space.
✔ Represents specific outcomes of interest.
✔ Example: Rolling an even number (event E = {2, 4, 6}).
Probability of an Event (P(E)):
✔ A number between 0 and 1.
✔ If P(E) = 0, the event is impossible.
✔ If P(E) = 1, the event is certain.
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Probability
Independent events: Two events A and B are independent if and only if the
probability of their both occurring is equal to the product of their occurring
individually. This independence relation is expressed:
p(A ∩ B) = p(A) * p(B)
Example:
✔ Imagine flipping a coin in the air.
✔ If we get Heads, and then flip the coin again, the outcome (whether it’s
Heads or Tails) is independent of the first toss.
✔ Similarly, if we get Tails initially, the second toss remains independent of the
first.
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Probability
Complement of an Event:
❑ The complement of an event consists of all the other outcomes that are not
part of the event itself. Symbolically, if we denote an event as A, its
complement is represented as A’ (or sometimes Ac or A).
For example:
❑ If we consider the event of rolling a die and getting a 4, the complement
would be getting any other number (1, 2, 3, 5, or 6).
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Probability
Mutually Exclusive Events:
▪ Two events are mutually exclusive (also called disjoint) if they cannot occur
simultaneously.
▪ In other words, if event A happens, event B cannot happen at the same time.
Examples:
▪ Tossing a coin: Getting heads and tails are mutually exclusive.
▪ Rolling a die: Getting a 2 and a 5 are mutually exclusive.
▪ Drawing a red card and drawing a club from a deck of cards (since all clubs are
black) are also mutually exclusive.
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Probability
Unconditional Probability:
✔ Unconditional probability refers to the probability of an event regardless of the
preceding or future occurrence of other events.
✔ It is unaffected by previous or future events.
✔ The unconditional probability of an event (A) is denoted as (P(A)).
Examples:
✔ What is the probability of landing heads in a coin toss?
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Probability
Conditional probability:
Conditional Probability is the probability of an event that would be affected
by another event.
It comes with a condition based on prior information.
The conditional probability of an event (A) given event (B) is denoted as
(P(A|B)).
Examples:
What is the probability that it is sunny today, given that it will rain tomorrow?
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Probability
Prior Probability:
The prior probability represents our initial belief or knowledge about an
event before we observe any new evidence.
It is based on existing information or assumptions.
For instance, if we want to estimate the probability of rain tomorrow, our
prior might be based on historical weather data or seasonal patterns.
The prior probability of event (A) is denoted as (P(A)).
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Probability
Posterior Probability:
The posterior (after the fact) probability, generally a conditional probability, of an
event is the probability of an event given some new evidence. The posterior
probability of an event given some evidence is symbolized:
p(event | evidence).
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Probability
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Probability
Bayes Theorem:
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Probability
Bayes Theorem:
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Any Questions?
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Thank You
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