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,ahemisselepletelyatrandom。SoitisequallylikelytoshowaLowofhonihesenumbersarecreeareBlue,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。