Basic Probability Definitions: Joint Probabilities: Video Companion
Uploaded by
Rouța RuxandraBasic Probability Definitions: Joint Probabilities: Video Companion
Uploaded by
Rouța RuxandraData Science Math Skills
Paul Bendich and Daniel Egger
Duke University
Basic Probability Definitions: Joint Probabilities
Video companion
1 Introduction
Definition
joint probabilityprobability that two separate events with separate probability distribu-
tions are both true
P (A and B) is written P (A, B), and read the joint probability of A and B or the prob-
ability that A is true and B is true.
2 Order of joint probabilities
For probability distributions X and Y :
X = {x1 , x2 , x3 , ..., xn }
Y = {y1 , y2 , y3 , ..., yn }
Ordering does not matter in joint probabilities, for either the probability distributions or the
individual events.
P (X, Y ) = P (Y, X)
P (x1 , y1 ) = P (y1 , x1 )
3 Independence
Definition
independenceknowing the outcome of one event does not change the probability of the other
The probability of two independent events:
P (x1 , y1 ) = P (x )P (y )
| {z } | 1{z 1}
joint distribution product distribution
1
Data Science Math Skills
Paul Bendich and Daniel Egger
Duke University
Venn diagramsshow the intersection and union of sets
universe of all possible outcomes
P (x1 ) P (y1 )
product
4 OR probability
Probability that either of two events occurs:
P (x1 or y1 ) = P (x1 ) + P (y1 ) P (x1 , y1 )
Venn diagram:
universe of all possible outcomes
P (x1 ) P (y1 )
