Quiz 2
Registry Synced

stats1-week8

504 words
3 min read

Reading compass

Now · Week map

Deep study for Quiz 2 week 8. Conditioning narrows the sample space; Bayes flips the direction of a conditional statement.

Week map

Given information → P(AB)P(A|B) → multiplication rule → independence → law of total probability → Bayes theorem.

Conditional notation

  • P(AB)P(A|B) → “probability of AA given BB” → probability AA occurs knowing BB occurred.
  • Formula: P(AB)=P(AB)P(B)P(A|B) = \dfrac{P(A \cap B)}{P(B)} — requires P(B)>0P(B) > 0.
  • Narrow sample space: restrict to outcomes where BB is true, renormalize.
Mini-example: die roll, BB = “even,” AA = “greater than 3.” Given even {2,4,6}\{2,4,6\}, favorable {4,6}\{4,6\}P(AB)=2/3P(A|B) = 2/3.

Multiplication rule

P(AB)=P(AB)P(B)=P(BA)P(A)P(A \cap B) = P(A|B) \cdot P(B) = P(B|A) \cdot P(A)
Chain events sequentially: multiply conditionals.

Independence

  • AA and BB independent if P(AB)=P(A)P(A|B) = P(A) — knowing BB does not change AA.
  • Equivalent: P(AB)=P(A)P(B)P(A \cap B) = P(A) \cdot P(B).
  • Independent ≠ mutually exclusive (disjoint events with positive probability are dependent).
Mini-example: fair coin tosses. AA = first head, BB = second head. P(AB)=1/4=P(A)P(B)P(A \cap B) = 1/4 = P(A)P(B).

Bayes and total probability

Law of total probability (partition B1,,BkB_1, \ldots, B_k):
P(A)=i=1kP(ABi)P(Bi)P(A) = \sum_{i=1}^{k} P(A|B_i) P(B_i)
Bayes theorem:
P(BA)=P(AB)P(B)P(A)P(B|A) = \frac{P(A|B) \cdot P(B)}{P(A)}
Flip from P(AB)P(A|B) to P(BA)P(B|A) using prior P(B)P(B) and evidence P(A)P(A).
Mini-example (screening): disease rate 1%, test sensitivity P(+D)=0.99P(+|D)=0.99, specificity P(no D)=0.95P(-|\text{no }D)=0.95. Positive test does not imply 99% sick — denominator P(+)P(+) mixes true and false positives via total probability.

Pattern families

Easy — Read conditional from table or story

Identify P(AB)P(A|B) numerator and denominator. Compute from counts in restricted row.

Medium — Multiply chain

P(AB)P(A \cap B) from P(AB)P(B)P(A|B)P(B). Two-step tree: multiply along branch.

Hard — Bayes setup

Identify hypothesis HH and evidence EE. Plug P(EH)P(E|H), P(H)P(H), compute P(E)P(E) via total probability, then P(HE)P(H|E).

Worked mini-examples

Example 1 — Conditional from counts.
100 students: 40 take stats, 25 take both CS and stats. P(CSstats)=25/40P(\text{CS}|\text{stats}) = 25/40.
Example 2 — Multiplication.
P(rain)=0.2P(\text{rain})=0.2, P(laterain)=0.5P(\text{late}|\text{rain})=0.5P(rain and late)=0.1P(\text{rain and late})=0.1.
Example 3 — Independence check.
Roll die: AA odd, BB greater than 4. P(A)=3/6P(A)=3/6, P(AB)P(A|B) on {5,6}\{5,6\} is 1/2 — not equal → dependent.
Example 4 — Complement conditional.
P(AcB)=1P(AB)P(A^c|B) = 1 - P(A|B).
Example 5 — Bayes skeleton.
Prior P(H)=0.01P(H)=0.01, likelihood P(EH)=0.9P(E|H)=0.9, P(EHc)=0.1P(E|H^c)=0.1. Compute P(HE)P(H|E) using P(E)=0.9(0.01)+0.1(0.99)P(E)=0.9(0.01)+0.1(0.99).

Traps

  • Swapping P(AB)P(A|B) and P(BA)P(B|A) without Bayes.
  • Using P(A)+P(B)P(A)+P(B) instead of conditional formula.
  • Treating independent as disjoint.
  • Forgetting to renormalize when conditioning.
  • Base rate neglect: ignoring small P(H)P(H) in medical/test stories.

Diagnostic (try yourself)

  1. P(AB)=0.12P(A \cap B)=0.12, P(B)=0.4P(B)=0.4. Find P(AB)P(A|B).
  2. Events independent with P(A)=0.3P(A)=0.3, P(B)=0.5P(B)=0.5. Find P(AB)P(A \cap B).
  3. Two cards without replacement: P(second acefirst ace)P(\text{second ace}|\text{first ace}) on standard deck — qualitative: larger or smaller than P(second ace)P(\text{second ace}) unconditional?
  4. Write Bayes formula for P(HE)P(H|E) in terms of P(EH)P(E|H), P(H)P(H), P(E)P(E).
  5. Table row “Test +” split into disease / no disease counts. What probability does P(diseasetest+)P(\text{disease}|\text{test}+) use as denominator?
Document outline

Keep your place and jump directly to a heading.

Table of Contents
System Normal // Awaiting Context

Intelligence Hub

Navigate the knowledge graph to generate context. The Hub adapts dynamically to surface backlinks, related notes, and metadata insights.