[Prob] Probability Revision List

C1

Definition 1.2.1 (Sample space and event)

Example 1.2.2 (Coin flips).

Definition 1.3.1 (Naive definition of probability)

        where the naive definition is applicable:

Theorem 1.4.1 (Multiplication rule).

h 1.4.11 (Labeling objects)

Example 1.4.12 (Leibniz’s mistake)

1.4.2 Adjusting for overcounting

Theorem 1.4.15 (Binomial coefficient formula).

Example 1.4.18 (Permutations of a word)

Example 1.4.22 (Bose-Einstein)

        choose k times from a set of n objects with replacement,if order doesn’t matter

        is n+k-1 choose k

1.5 Story proofs

Example 1.5.1 (Choosing the complement)

Example 1.5.2 (The team captain)

Example 1.5.3 (Vandermonde’s identity)

Example 1.5.4 (Partnerships).

Definition 1.6.1 (General definition of probability)

        1.axiom

        2.union

Theorem 1.6.3 (Inclusion-exclusion)

Example 1.6.4 (de Montmort’s matching problem)

 

C2

Definition 2.2.1 (Conditional probability)

Intuition 2.2.3 (Pebble World)

Intuition 2.2.4 (Frequentist interpretation)

Example 2.2.5 (Two children)

Example 2.2.6 (Random child is a girl)

Example 2.2.7 (A girl born in winter)

Theorem 2.3.1 (Probability of the intersection of two events).

Theorem 2.3.2 (Probability of the intersection of n events)

Theorem 2.3.3 (Bayes’ rule)

Definition 2.3.4 (Odds).

Theorem 2.3.5 (Odds form of Bayes’ rule).

Theorem 2.3.6 (Law of total probability).

Example 2.3.7 (Random coin). ( Fair coin )

h 2.3.8 (Prior vs. posterior). ( to distinguish）

Example 2.3.9 (Testing for a rare disease).

2.4 Conditional probabilities are probabilities

h 2.4.1.When we write P(A|E)，is a probability function which assigns probabilities in accordance with the knowledge

Theorem 2.4.2 (Bayes’ rule with extra conditioning)

Theorem 2.4.3 (LOTP with extra conditioning).

Example 2.4.4 (Random coin, continued)

 Example 2.4.5 (Unanimous agreement).

Definition 2.5.1 (Independence of two events).

h 2.5.2. Independence is completely different from disjointness.

Definition 2.5.4 (Independence of three events).

Example 2.5.5 (Pairwise independence doesn’t imply independence)

Definition 2.5.6 (Independence of many events)

Definition 2.5.7 (Conditional independence).

 h 2.5.8.Two events can be conditionally independent given E, but not independent given Ec

Example 2.5.9 (Conditional independence given E vs. given Ec ).

Example 2.5.10 (Conditional independence doesn’t imply independence).

Example 2.5.11 (Independence doesn’t imply conditional independence)

2.6 Coherency of Bayes’ rule

2.7 Conditioning as a problem-solving tool

        we knew whether E happened or not, we can condition on E and then on Ec , consider these possibilities separately, then combine them using LOTP

2.7.2 Strategy: condition on the first step

        The strategy of first-step analysis works here because the problem is self-similar in nature

Example 2.7.3 (Gambler’s ruin).

        

2.8 Pitfalls and paradoxes

2.8.1 (Prosecutor’s fallacy)

h 2.8.2 (Defense attorney’s fallacy).

Example 2.8.3 (Simpson’s paradox)