Statistical Communications

Introduction to
Basic Concepts

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Refresh Your Memory

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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.,

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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Conditional Probability
Definition: Two events and are independent if and only if

equivalently

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Conditional Probability
Warning!
Disjoint (mutually exclusive) Independent
Disjoint:
Independent:

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Law of Total Probability
Let be a partition of the sample space with
For any event we have

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Law of Total Probability

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Law of Total Probability

Example:
Three coins are in a bag:
a) Coin 1: probability of heads is 0.9.
b) Coin 2: probability of heads is 0.6.
c) Coin 3: probability of heads is 0.3.
I draw a coin at random and toss it. What is the probability of heads?

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Law of Total Probability

Example:
I have three bags that each contain 100 marbles:
Bag 1 has 75 red and 25 blue marbles;
Bag 2 has 60 red and 40 blue marbles;
Bag 3 has 45 red and 55 blue marbles.
I choose one of the bags at random and then pick a marble from the chosen bag, also at
random. What is the probability that the chosen marble is red?

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Bayes' Rule
For any two events and , where , we have

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Bayes' Rule
For any two events and , where , we have

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Bayes' Rule
If is a partition of the sample space , and is any event
with we have

Lesson
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Orchestrated Conversation:
Bayes' Rule
Example.
In the coins problem, suppose that we know the result is heads; what is the
probability that Coin 1 was chosen?

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Orchestrated Conversation:
Bayes' Rule
Example.
In the marbles example, suppose we observe that the chosen
marble is red. What is the probability that Bag 1 was chosen?

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Orchestrated Conversation:
Bayes' Rule
Example.
A certain disease affects about 1 out of 10, 000 people. There is a test to check whether the person
has the disease. The test is quite accurate. In particular, we know that:

• the probability that the test result is positive (suggesting the person has the disease), given that
the person does not have the disease, is only 2 percent;

• the probability that the test result is negative (suggesting the person does not have the disease),
given that the person has the disease, is only 1 percent.

A random person gets tested for the disease and the result comes back positive. What is the
probability that the person has the disease?

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Orchestrated Conversation:
Bayes' Rule
Example.
A certain disease affects about 1 out of 10, 000 people. There is a test to check whether the
person has the disease.

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Orchestrated Conversation:
Bayes' Rule
Example.
A certain disease affects about 1 out of 10, 000 people. There is a test to check whether the
person has the disease.

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Bayes' Rule
Example. In a communication system a zero or a one is transmitted with the
probability or
respectively. Due to the noise in the channel, a zero can be received as a one,
with probability and a one can be received as a zero also with probability .
A one was observed, what is the probability that a one was transmitted?

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