Notes โบ EENG 3421: Probability and Statistics for Engineers Lecture 2
Relative Frequency and Conditional Probability
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Table of Contents
Relative Frequency Approach
$$f_{A}(n) = \frac{N_{n}(A)}{n}$$- $N_n(A)$: number of times event $A$ occurs
- $f_A(n)$: relative frequency of $A$ after $n$ repetitions
Theorem 02.1 (Regularity of Statistics).
Given unlimited repetitions, the relative frequency of $A$ will approach the true probability of $A$.
$$P[A] = \lim_{ n \to \infty } f_{A}(n) = \lim_{ n \to \infty } \frac{N_{n}(A)}{n}$$Conditional Probability
- Reducing the sample space once you have information about an experiment’s outcome
- Conditional probability of event $A$ given the occurrence of event $B$:
- Only defined for $P[B] > 0$
- $P[A \cap B]$ is the joint probability of $A$ and $B$
- $P[A|B]$ is the probability that $A$ occurs relative to a sample space of all the outcomes in $B$
- Useful shortcut if $A$ is contained in $B$: Since $A \subset B \implies AB = A$, $P[A | B] = \frac{P[A]}{P[B]}$
- Example: if $A$ is the bottom of the deck being the ace of clubs and $B$ is the bottom of the deck being black, then $P[A|B] =\frac{P[A]}{P[B]}$ since all ace of clubs are black
References
- Course lecture slides 3
Sources
- Course lecture slides 3