{"id":2192,"date":"2013-06-24T09:46:21","date_gmt":"2013-06-24T13:46:21","guid":{"rendered":"http:\/\/scientopia.org\/blogs\/goodmath\/?p=2192"},"modified":"2013-06-24T09:46:21","modified_gmt":"2013-06-24T13:46:21","slug":"independence-and-combining-probabilities","status":"publish","type":"post","link":"http:\/\/www.goodmath.org\/blog\/2013\/06\/24\/independence-and-combining-probabilities\/","title":{"rendered":"Independence and Combining probabilities."},"content":{"rendered":"<p> As I alluded to in my previous post, simple probability is really a matter of observation, to produce a model. If you roll a six sided die over and over again, you&#8217;ll see that each face comes up pretty much equally often, and so you model it as 1\/6 probability for each face. There&#8217;s not really a huge amount of principle behind the basic models: it&#8217;s really just whatever works. This is the root of the distinction between interpretations: a frequentist starts with an experiment, and builds a descriptive model based on it, and says that the underlying phenomena being tested has the model as g, a property; a Bayesian does almost the same thing, but says that the model describes the state of their knowledge.<\/p>\n<p> Where probability starts to become interesting in when you <em>combine<\/em> things. I know the probability of outcomes for rolling one die: how can I use that to see what happens when I roll five dice together? I know the probability of drawing a specific card from a deck: what are the odds of being dealt a particular poker hand?<\/p>\n<p> We&#8217;ll start with the easiest part: combining independent probabilities. The probability of two events are independent when there&#8217;s no way for the outcome of one to influence the outcome of the other. For example, if you&#8217;re flipping a coin several times, the result of one coin flip has no effect on the result of a subsequent flip. On the other hand, dealing 10 cards from a deck is a sequence of dependent events: once you&#8217;ve dealt one card, the next deal must come from the <em>remaining<\/em> cards: you can&#8217;t deal the same card twice.<\/p>\n<p> If you know the probability space of your trials, then recognizing an independent situation is easy: if the outcome of one trial doesn&#8217;t alter the probability space of other trials, then they&#8217;re independent.\n<\/p>\n<p> Look back at the coin flip example: we know what the probability space of a coin flip looks like: it&#8217;s got two, equally probable outcomes. If you&#8217;ve flipped a coin once, and you&#8217;re going to flip another coin, the result of the first flip can&#8217;t do anything that alters the probability space of a subsequent flip.\n<\/p>\n<p> But if you think about dealing cards, that&#8217;s not true. With a standard deck of cards, the initial probability space has 52 outcomes, each of which is equally likely. So the odds of being dealt the 5 of spades is exactly 1\/52.<\/p>\n<p> Now, suppose that you got lucky, and you did get dealt the 5 of spades on the first card. What&#8217;s the probability of being dealt the 5 of spades&#8217;s  on the second? If they were independent events, it would still be 1\/52. But once you&#8217;ve dealt one card, you can&#8217;t deal it again. The probability of being dealt the 5 of spades as the second card is 0: it&#8217;s impossible. The probability space only has 51 possible outcomes, and the 5 of spades <em>is not<\/em> one of them. The space has changed. That&#8217;s the definition of a dependent event.<\/p>\n<p> When you&#8217;re faced with dependent probabilities, you need to figure out how the probability space will be changed, and incorporate that into your computation. Once you&#8217;ve incorporated the change in the probability space of the second test, then you&#8217;ve got a new independent probability, and you can combine them. Figuring out how to alter the probability space can be extremely difficult, but that&#8217;s what makes it interesting.<\/p>\n<p> When you&#8217;re dealing with independent events, it&#8217;s easy to combine them. There are two basic ways of combining event probabilities,<br \/>\nand they should be familiar from logic: event1 AND event2, and event1 OR event2.\n<\/p>\n<p> Suppose you&#8217;re looking at two test with independent outcomes. I know that the probability of event <em>e<\/em> is <em>P(e)<\/em>, and the probability of event <em>f<\/em> is <em>P(f)<\/em> Then the outcome of <em>e &amp; f<\/em> &#8211; that is, of having <em>e<\/em> as the outcome of the first trial, and <em>f<\/em> as the outcome of the second, is <em>P(e)&times;P(f)<\/em>. The odds of rolling HTTH on a coin is (1\/2)*(1\/2)*(1\/2)*(1\/2)=(1\/16). <\/p>\n<p> If you&#8217;re looking at independent alternatives &#8211; that is, the probability of <em>e<\/em> OR <em>F<\/em>, you combine the probabilities of the event with addition:  <em>P(e) + P(f)<\/em>. So, the odds of drawing any heart from a deck: for each card, it&#8217;s 1\/52. There are thirteen different hearts. So the odds of drawing a red are 1\/52 + 1\/52 + &#8230; = 13\/52 = 1\/4. <\/p>\n<p> That still doesn&#8217;t get us to the really interesting stuff. We still can&#8217;t quite work out something like the odds of being dealt a flush. To get there, we need to learn some combinatorics, which will allow us to formulate the probability spaces that we need for an interesting probability.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>As I alluded to in my previous post, simple probability is really a matter of observation, to produce a model. If you roll a six sided die over and over again, you&#8217;ll see that each face comes up pretty much equally often, and so you model it as 1\/6 probability for each face. There&#8217;s not [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"jetpack_post_was_ever_published":false,"_jetpack_newsletter_access":"","_jetpack_dont_email_post_to_subs":false,"_jetpack_newsletter_tier_id":0,"_jetpack_memberships_contains_paywalled_content":false,"_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":true,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[53],"tags":[],"class_list":["post-2192","post","type-post","status-publish","format-standard","hentry","category-probability"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"","jetpack_shortlink":"https:\/\/wp.me\/p4lzZS-zm","jetpack_sharing_enabled":true,"jetpack_likes_enabled":true,"_links":{"self":[{"href":"http:\/\/www.goodmath.org\/blog\/wp-json\/wp\/v2\/posts\/2192","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/www.goodmath.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/www.goodmath.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/www.goodmath.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/www.goodmath.org\/blog\/wp-json\/wp\/v2\/comments?post=2192"}],"version-history":[{"count":0,"href":"http:\/\/www.goodmath.org\/blog\/wp-json\/wp\/v2\/posts\/2192\/revisions"}],"wp:attachment":[{"href":"http:\/\/www.goodmath.org\/blog\/wp-json\/wp\/v2\/media?parent=2192"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/www.goodmath.org\/blog\/wp-json\/wp\/v2\/categories?post=2192"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/www.goodmath.org\/blog\/wp-json\/wp\/v2\/tags?post=2192"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}