Psych. 304 Worksheet #1 Probability Worksheet This worksheet is intended to act as a brief “tutorial” covering basic concepts in probability theory. Have a look at the appendix of the Hastie & Dawes textbook before completing this worksheet. It will be marked primarily on the basis of effort. Answers will be posted on the course webpage. Conjunctions and Disjunctions Consider two propositions (also referred to as events or possibilities), A and B, each of which may either be true or false. (One example you can keep in mind while completing this worksheet is that A is “it will rain tomorrow” and B is “it will be windy tomorrow.”) We can assign probabilities to each, denoted as p(A) and p(B). We can also judge the probability of the conjunction of the two events, denoted p(A&B), which is the probability that both A and B are true. Here is a Venn diagram showing one possible relationship between A and B: neither A nor B A B A&B Imagine that we know (or have already judged) the values of p(A), p(B), and p(A&B). Given these values, how would you compute the value of the disjunction p(A or B), the probability that either A or B (or both) is true? Mutual Exclusivity Two propositions, A and B, are said to be mutually exclusive if they cannot both be true at the same time (i.e., if one’s being true implies that the other is false). In the special case of A and B being mutually exclusive, what is the probability of their disjunction p(A or B)? Use your solution for the previous question to answer this one. Psych. 304 Worksheet #1 Conditional Probability The probability of A being true assuming that B is true is denoted p(A | B), and is read “the probability of A given B.” This is called a conditional probability, because it represents our revised probability of A under the assumption or condition that B is true. Once again assuming that we know p(A), p(B), and p(A&B), work out the equation we can use to find p(A | B). (Hint: In the figure above, assuming that B is true amounts to focusing on the circle representing B, and excluding the other possibilities falling outside the circle.) Then work out the equation for finding p(B | A). Under what condition are these two “inverse” conditional probabilities equal? Chaining Principle Rewrite the formula you worked out for computing p(A | B) from p(B), and p(A&B), this time solving for p(A&B). The result is what Hastie & Dawes refer to as the chaining principle, because the conjunction is thought of in terms of a chain of events. This kind of “chain” is readily extended to conjunctions of three or more events. Can you find a similar equation for p(A&B&C)? Independence Two propositions A and B are said to be independent if finding out whether one is true or false has no effect on the probability of the other. Under such circumstances, p(A | B) = p(A), that is, our probability of A is unchanged by the knowledge that B is true. In the special case of A and B being independent, what happens to the multiplication rule for determining p(A&B)? How are the concepts of independence and mutual exclusivity related? That is, are all pairs of independent events also mutually exclusive, or vice versa? Bayes’ Rule What is the relationship between p(A | B) and p(B | A)? That is, if you knew the values of p(A), p(B), and p(A | B), what is the equation you could use to find p(B | A)? Hint: Combine the two equations you’ve already worked out for p(A | B) and p(B | A). Your answer should give you a simple form of Bayes’ rule (or theorem), which can be used to revise one’s probability of some hypothesis (H) being true in light of new data (D). Simply replace A with D and B with H in the equation you have just worked out.