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IE 254 Exam I - Reminder

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IE 254 Exam I - Reminder. Reminder: Test 1 - June 21 (see syllabus) Chapters 1, 2, Appendix BI ... Monday at first of class! Probability & Statistics I. Sample ... – PowerPoint PPT presentation

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Title: IE 254 Exam I - Reminder


1
IE 254 Exam I - Reminder
  • Reminder Test 1 - June 21 (see syllabus)
    Chapters 1, 2, Appendix BI
  • HW Chapter 1 due Monday at first of class!

2
Sample Spaces and Events
  • Random Experiments (with/without sampling
    replacement)
  • Sample Space
  • Discrete
  • Events
  • Mutually Exclusive
  • Understand the definitions from text, not
    memorize!
  • Review set operations
  • Tree Diagrams

3
Counting Techniques (Appendix BI)
  • Why?
  • Sometimes, determining the number of outcomes
    (events is fairly difficult in more complex
    situations)
  • Multiplication Rule (tree diagrams)
  • Permutations (I-1)
  • Permutations (arrangements) (I-2)
  • Arrangements (not all different) (I-3)
  • Combinations (I-4) (order not important)

4
Probability
  • Probability Interpretations
  • Degree of Belief / Relative Frequency
  • Equally Likely Outcomes
  • Probability of an Event P(E)
  • Probability Axioms
  • P(S) 1
  • 0 ? P(E) ? 1
  • For two events E1 and E2 with E1?E2 ?,
  • P(E1?E2) P(E1) P(E2)

5
Probability Rules
  • Addition Rules
  • P(A?B) P(A) P(B) - P(A?B)
  • If A B are mutually exclusive events, then
    P(A?B) P(A) P(B)
  • A collection of events, E1, E2, . . ., Ek, is
    said to be mutually exclusive if for all pairs,
    Ei ?Ej ?
  • For a collection of mutually exclusive events,
    P(E1 ?E2 ?. . . ?Ek) P(E1)P(E2). . .P(Ek)

6
Probability Rules contd...
  • Conditional Probability
  • of an event A given an event B is denoted as
    P(AB) P(A?B) / P(B)
  • Multiplication Rule
  • P(A?B) P(AB)P(B) P(BA)P(A)

7
Probability Rules contd...
  • Total Probability Rule (two events)
  • For any events A B ,
  • P(B) P(B?A) P(B ? A) P(BA)P(A)
    (BA)P(A)
  • Total Probability Rule (multiple events)
  • Assume E1, E2, . . ., Ek, are k mutually
    exclusive and
  • exhaustive sets. Then P(B) P(B ? E1) P(B? E2)
  • . . . P(B ? Ek) P(B E1)P(E1) P(B
    E2)P(E2) . . .
  • P(B Ek)P(Ek)

8
Probability Rules contd...
  • Independence Two events are independent if
    only if, any one of the following is true.
  • P(AB) P(A)
  • P(BA) P(B)
  • P(A?B) P(A)P(B)
  • The events E1, E2, . . ., Ek, are independent
    iff for any subset Ei1, Ei2, . . ., Eik
  • P(Ei1 ? Ei2 ?. . . ?Eik) P(Ei1 )P(Ei2 ). .
    .P(Eik)

9
Bayes Theorem
  • Bayes Theorem
  • P(AB) P(BA)P(A)/ P(B)
  • If E1, E2, . . ., Ek, are k mutually exclusive
    and exhaustive events and B is any event, then
  • P(E1B) P(BE1)P(E1)/
  • P(BE1)P(E1) P(BE2)P(E2). . . P(BEk)P(Ek)

10
IE254 Chapter 2 and Appendix BI HW
  • Homework Assignment
  • Chapter 2 s 21, 23, 27, 29, 31, 35, 43, 47, 50,
    51, 53, 57, 63, 67, 71, 79, 83, 91, 99
  • Appendix BI s 1, 5, 11, 15
  • All due Friday June 18, 1999
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