Robert P. Dobrow - Probability

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Discover the latest edition of a practical introduction to the theory of probability, complete with R code samples In the newly revised Second Edition of
distinguished researchers Drs. Robert Dobrow and Amy Wagaman deliver a thorough introduction to the foundations of probability theory. The book includes a host of chapter exercises, examples in R with included code, and well-explained solutions. With new and improved discussions on reproducibility for random numbers and how to set seeds in R, and organizational changes, the new edition will be of use to anyone taking their first probability course within a mathematics, statistics, engineering, or data science program.
New exercises and supplemental materials support more engagement with R, and include new code samples to accompany examples in a variety of chapters and sections that didn’t include them in the first edition.
The new edition also includes for the first time: 
A thorough discussion of reproducibility in the context of generating random numbers Revised sections and exercises on conditioning, and a renewed description of specifying PMFs and PDFs Substantial organizational changes to improve the flow of the material Additional descriptions and supplemental examples to the bivariate sections to assist students with a limited understanding of calculus Perfect for upper-level undergraduate students in a first course on probability theory, is also ideal for researchers seeking to learn probability from the ground up or those self-studying probability for the purpose of taking advanced coursework or preparing for actuarial exams.

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Example 1.8 In a city, suppose 75% of the population have brown hair, 40% have brown eyes, and 25% have both brown hair and brown eyes. A person is chosen at random from the city. What is the probability that they

1 Have brown eyes or brown hair?

2 Have neither brown eyes nor brown hair?

To gain intuition, draw a Venn diagram, as in Figure 1.2. Let картинка 138be the event of having brown hair; let картинка 139denote brown eyes.

1 The probability of having brown eyes or brown hair isNotice that and are not mutually exclusive. If we made a mistake and used the simple addition rule , we would mistakenly get

2 The complement of having neither brown eyes nor brown hair is having brown eyes or brown hair. Thus,

FIGURE 12 Venn diagram 15 EQUALLY LIKELY OUTCOMES The simplest - фото 140

FIGURE 12 Venn diagram 15 EQUALLY LIKELY OUTCOMES The simplest - фото 141

FIGURE 1.2 : Venn diagram.

1.5 EQUALLY LIKELY OUTCOMES

The simplest probability model for a finite sample space is that all outcomes are equally likely. If картинка 142has картинка 143elements, then the probability of each outcome is Probability - изображение 144, as probabilities sum to 1. That is, Probability - изображение 145, for all картинка 146

Computing probabilities for equally likely outcomes takes a fairly simple form. Suppose картинка 147is an event with картинка 148elements, with картинка 149. As is the sum of the probabilities of all the outcomes contained in In - фото 150is the sum of the probabilities of all the outcomes contained in In other words probability with equally likely outcomes reduces to counting - фото 151,

In other words probability with equally likely outcomes reduces to counting - фото 152

In other words, probability with equally likely outcomes reduces to counting elements in картинка 153and картинка 154.

Example 1.9 A palindrome is a word that reads the same forward or backward. Examples include mom, civic, and rotator. Pick a three-letter “word” at random choosing from D, O, or G for each letter. What is the probability that the resulting word is a palindrome? (Words in this context do not need to be real words in English, e.g., is a palindrome.)There are 27 possible words (three possibilities for each of the three letters). List and count the palindromes: DDD, OOO, GGG, DOD, DGD, ODO, OGO, GDG, and GOG. The probability of getting a palindrome is

Example 1.10 A bowl has red balls and blue balls. A ball is drawn randomly from the bowl. What is the probability of selecting a red ball?The sample space consists of balls. The event has elements. Therefore, .

A model for equally likely outcomes assumes a finite sample space. Interestingly, it is impossible to have a probability model of equally likely outcomes on an infinite sample space. To see why, suppose Probability - изображение 155and Probability - изображение 156for all where is a nonzero constant Then summing the probabilities gives Wh - фото 157, where is a nonzero constant Then summing the probabilities gives While equally - фото 158is a nonzero constant. Then summing the probabilities gives

While equally likely outcomes are not possible in the infinite case there are - фото 159

While equally likely outcomes are not possible in the infinite case, there are many ways to assign probabilities for an infinite sample space where outcomes are not equally likely. For instance, let Probability - изображение 160with Probability - изображение 161for Probability - изображение 162. Then, using results for geometric series,

We introduce some basic counting principles in the next two sections because - фото 163

We introduce some basic counting principles in the next two sections because counting plays a fundamental role in probability when outcomes are equally likely.

1.6 COUNTING I

Counting sets is sometimes not as easy as картинка 164. But a basic counting principle known as the multiplication principle allows for tackling a wide range of problems.

Multiplication principle

If there are картинка 165ways for one thing to happen, and картинка 166ways for a second thing to happen, there are картинка 167ways for both things to happen.

More generally—and more formally—consider an Probability - изображение 168-element sequence Probability - изображение 169If there are картинка 170possible values for the first element, картинка 171possible values for the second element, картинка 172, and Probability - изображение 173possible values for the Probability - изображение 174th element, there are Probability - изображение 175possible sequences.

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