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Chapter 2 The workings of probability(第1页)

Chapter2Thewsofprobability

&hesubjective,objedfrequentistapproachestoprobability,thereareotherstandpoints.Forexample,shouldonealwaysinsistonassogaprobabilitywithaitbeenoughtosaythatoneprobabilitywasgreater,reeofbeliefwasmoreihananother?Andshouldwenecessarilyofferaniofaxioms–self-evidenttruths–onwhichtoerectatheory?

Manydistiershavefeltitusefultohavetroaefreesofbeliefandoneforobjectiveprobabilities.Bothwouldhavethesamerulesoflogic,freefromtradis,buthorobabilitieswerearrivedat,aerpreted,coulddiffer.Anytheoryshouldbetwiththeclassicalview,basedoableexperimentswithequallylikelyoutes.Sowewillfothatcase,seekingahenotionofprobabilitymustobey.

&ionLaw

Dealoneawell-shuffledpack.Wetakeallcardsasequallylikely,sotheprobabilityofa,suchasobtainingaClub,oraSpade,oranAdbygtheproportionofallpossibleoutesthatleadtothoseevents.Howmightwefindtheprobabilitythat eitheroftwosutsoccur?Ifthoseeveesinotheyaremutuallyexclusive,or disjois‘GetaSpade’aaClub’aredisjoint,buttheeveaSpade’aadisjoint,astheAceofSpadesbelongstoboth.Whesaremutuallyexclusive,thealesthatleadtoeithereventisjustthesumofthenumbersforeatseparately,soleresult: whewoeveuallyexclusive,

theprobabilitythatatleastoneoccursisthesumoftheirindividualprobabilities.

Thisisthe AdditionLaw.Itplainlyholdsisouldtaketheclassicalview:usingtheballsinabaganalogy,itisthesameassayingthatthetotalnumberofballsthatareeitherRedorBlueisthesumofthenumberofRedballsandthenumberofBlueballs.Andiableexperiment,suchasrollingdice,

roulettewheels,thesumoftheindividualfrequewodisjoisisihefrequencythatatleastohemoccurs.SofrequentistsaccepttheAdditionLawtoo.

AlsoasubjectivistacceptsthisLaw.Forotherwise,therewouldbetwodisjois,callthemAadidnothold.Inthatcase,thesubjectivistcouldbetedbythreebets:oA,oB,aeitherAorB,andteaitsownasfair. Buthecouldbeguaraolosemoneyifallthreebetswerestruck!TheAdditionLawforbidsthisincy.

ThisAdditiooaas,providednotwoofthemhaveanyoutesinon–theyarepairwisedisjoint.Theprobabilitythatatleastoneamongevenmillionsofpairwisedisjoisoccursisjustthesumoftheirindividualprobabilities.Butsupposetheesise:forexample,tossinganordinaryrepeatedlyuntilHeadsappearsforthefirsttime.

Thepossibleoutesofthisexperimeheunendinglist{1,2,3,4,….},

eachwithitsownnon-zeroprobability.Whatisthecethatwetakesome evehrowstogetaHead?Thateventhappenswhenaes{2,4,6,8,....}happen.Couldweputeitsprobabilitybyaddingupthedingindividualprobabilities?

Thereisicaldiffidoingthisaddingup,butthatafallsoutsidethescopeoftheclassicalviewofprobability,whichdealsonlywitha fiofoutes.ThereisowhethertheAdditionLawforsudinglistshouldbepartsofprobability.Infavourofingit,wemaybeabletofindtheprobabilitiesofawiderclassofeventsthanwithoutit;againstin,asitisnotpartoftheclassicaltheory,weshouldbecautiousabouttakimighthavehiddenpitfalls.Thereisnanswer.

I’mapragmatist.IamttoexteheAdditionLawinthisway,andIhaveunfortablewiththeresultsofdoingso.Thispositionisastandardpartoftheatgiveninmostbooksusedtoteachthesubjeiversity.ButdeFiookthecautiousviewtoavoidmakiension,andothershavefeltthesame>

&ipliLaw

Ifyoutossanordinary,youwillexpecttoguessHeadsorTailscorrectlyhalfthetime.IfyoushuffleadeckofdpredictwhetherthetopcardisRedorBlack,youalsoexpecttobecorrecthalfthetime.Whehatossandacardcolour,howlikelyareyoutoget bothcorrect?

Thinkofgthisdoubleexperimentahuimes.Youexpecttoguessthecorrectlyaboutfiftytimes,andwhenyoudoso,youexpecttogoohecardcolourhalfthetime.

Thatsuggestsyouexpecttogetbhtonabouttwenty-fiveos,anditlooksseooffer25%,or14,asthegrightbothtimes.Fortheseexperiments,thegesisfoundjustbymultiplyingtheirindividualces.

Tenballsofthesamesizeandpositiohtheonine,ahemisselepletelyatrandoSoitisequallylikelytoshowaLowofhonihesenumbersarecreeareBlue,soGreenandBluearealsoequallylikely.Tryihecolour,orwhetheritisLh,wehavea50%ceeithertime.WhataboutthecethattheballwedrawisbothLowandGreen?

&abovewiththedthecardssuggests14astheaamoment’sthoughtshowsthisotbecorrect.Withtenballs,itisimpossiblethat14ofthem(twoandahalf!)willbebothLowaheswerdependsonwhiumbersarecreen,andwhichBlue.SosupposereeareBlue.

Inthatcase,fourofthetennumbers(ohree,andfour)arebothLowaheceis0.4.But,aswedidwiththefirstproblem,wealsouseatrooionsofthisexperimeogetaLowimes.FourofthefiveLreen,sowheaLowittobeGreen45ofthetime.Overall,weexpectaLowGreeimes,leadingagaintotheanswer0.4.

Withthedcards,theouteofthetosshasnonthe.WedonotindsabouttheceofaRedtoldwhetherthefallsHeads–thealprobabilityoftheset, give,isjustitsordinaryprobability.Whenthishappewoeveobe i,ahatbothoccuristheproductoftheirindividualprobabilities.

Withthetenballs,thecebotheventsoccuralsoarisesasaproduwhichthefirstpoisalsotheprobabilityofo(Lowhesedisthe alprobabilityofGreehishappehetwocalsareidenti,theonlydiffereheouteofthefirsteveheceofthesed.Eachtime,wehaveusedtheMultipliLaw,>

theprobabilitythatbothoftwoeventsoccuristheprobabilityofthefirst,multipliedbytheprobabilityoftheseditiohappening.

Independence

&heterm‘iodescribethetheoceofthefirstevegeourassessmentoftheceofthesed.Supposethisholds,butwelearnthatthe sethashappethisaffectourassessmentoftheceofthefirst?

hefaeeventhasorhasnotoccurredmakesheotherevent,itturnsoutthatwhetherornotthissetoccursmakeshecesofthefirst.Twoeventsareiheo-oceofeithermakesheprobabilityoftheother.Tofindtheultiplytheirindividualces.

&havealloher,likeraintodayinTunisahehinParis,aresurelyisometimesindepeobvious.Usinganordinaryfairdie,sidertheeveanevennumber’aipleofthree’,withrespee-halfaheonlywaybothoccuriswheaSix,havingprobabilityoh.Aiplyingone-halfahirdgivesohosetwoevents areiheceofgettinganevengeifwearetoldwhetherornotamultipleofthreeodviceversa).

Nowsiderthesameproblemwhe-sidedfairdie,oraten-sidedfairdie,withthesideslabelledooroively.Dothearithmetic:youshouldfindthatthetwoevents areiihesecases,but iionaboutindependenotalwaysenough.

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