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Definitions--Chapter 4
Introductory Statistics definitions (probability concepts)
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Mathematics
Undergraduate 2
02/18/2013

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Term
probability theory
Definition
the science of uncertainty
Term
experiment
Definition
an action whose outcome cannot be predicted with certainty
Term
event
Definition
some specified result that may or may not occur when an experiment is performed

a collection of outcomes for the experiment, that is, any subset of the sample space. An event occurs if and only if the outcome of the experiment is a member of the event.
Term
at random
Definition
each experimental unit is equally likely to be the one obtained
Term
frequentist interpretation of probability
Definition
construes the probability of an event to be the proportion of times it occurs in a large number of repetitions of the experiment
Term
probability model
Definition
a mathematical description of the experiment based on certain primary aspects and assumptions
Term
equal-likelihood model
Definition
an example of a probability model whose primary aspect and assumption are that all possible outcomes are equally likely to occur
Term
basic properties of probabilities
Definition
1. the probability of an event is always between 0 and 1, inclusive

2. the probability of an event that cannot occur is 0. (an event that cannot occur is called an impossible event)

3. the probability of an event that must occur is 1 (an event that must occur is called a certain event)
Term
sample space
Definition
the collection of all possible outcomes for an experiment
Term
venn diagrams
Definition
one of the best ways to portray events and relationships among events visually. Sample space is depicted as a rectangle, and the various events are drawn as disks inside the rectange
Term
complement (denoted not E)
Definition
consists of all outcomes not in E
Term
mutually exclusive events
Definition
two or more events are mutually exclusive if no two of them have outcomes in common
Term
probability notation
Definition
if E is an event, then P(E) represents the probability that event E occurs. It is read "the probability of E"
Term
special addition rule
Definition
for mutually exclusive events, the probability that one or another of the events occurs equals the sum of the individual probabilities
Term
complementation rule
Definition
the probability an event occurs equals 1 minus the probability the event does not occur
Term
general addition rule
Definition
for events that are not mutually exclusive

If A and B are any two events, then
P(A or B) = P(A) + P(B) - P(A & B)
Term
conditional probability
Definition
the probability that the event occurs under the assumption that another event occurs

The probability that event B occurs given that event A occurs

P(A & B) / P(A)
Term
general multiplication rule
Definition
for any two events, the probability that both occur equals the probability that a specified one occurs times the contitional probability of the other event, given the specified event

If A and B are any two events
P(A & B) = P(A) * the probability of B given A
Term
independent events
Definition
one event is independent of another event if knowing whether the latter event occurs does not affect the probability of the former event
Term
special multiplication rule
Definition
two events are independent if and only if the probability that both occur equals the product of their individual probabilities

If A and B are independent events then
P(A & B) = P(A) * P(B)
Term
exhaustive events
Definition
events are said to be exhaustive if one or more of them must occur
Term
rule of total probability (stratified sampling theorum)
Definition
Let A1, A2,...,Ak be mutually exclusive and exhaustive events. Then the probability of an event B can be obtained by multiplying the probability of each Aj by the contitional probability of B given Aj and then summing the products
Term
Basic Counting Rule (BCR)
Definition
the total number of ways that several actions can occur equals the product of the individual number of ways for each action
Term
factorials
Definition
the factorial of a counting number is obtained by successively multiplying it by the next smaller counting number until reaching 1
Term
permutation
Definition
a permutation of r objects from a collection of m objects is any ordered arrangement of r of the m objects
Term
permutations rule
Definition
the number of possible permutations of r objects from a collection of m objects is given by the formula

m! / (m - r)!
Term
special permutations rule
Definition
the number of possible permutations of m objects among themselves is m!
Term
combinations rule
Definition
the number of possible combinations of r objects from a collection of m objects is given by the formula

m! / r!(m-r)!
Term
combination
Definition
a combination of r objects from a collection of m objects is any unordered arrangement or r of the m objects--in other words, any subset of r objects from the collection of m objects (order matters in permutations, but not combinations)
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