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Foundations of Probability in Python - Part 2

This document discusses calculating probabilities of events, including independent, joint, and conditional probabilities. It provides examples of calculating probabilities of draws from a deck of cards and coin flips. Formulas for total, intersection, and conditional probabilities are presented along with diagrams to illustrate the concepts.

Uploaded by

Mohamed Gaber
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
39 views112 pages

Foundations of Probability in Python - Part 2

This document discusses calculating probabilities of events, including independent, joint, and conditional probabilities. It provides examples of calculating probabilities of draws from a deck of cards and coin flips. Formulas for total, intersection, and conditional probabilities are presented along with diagrams to illustrate the concepts.

Uploaded by

Mohamed Gaber
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Calculating

probabilities of two
events
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N

Alexander A. Ramírez M.
CEO @ Synergy Vision
Independence
Given that A and B are events in a random experiment, the conditions for independence of A
and B are:

1. The order in which A and B occur does not a ect their probabilities.

2. If A occurs, this does not a ect the probability of B.

3. If B occurs, this does not a ect the probability of A.

FOUNDATIONS OF PROBABILITY IN PYTHON


FOUNDATIONS OF PROBABILITY IN PYTHON
FOUNDATIONS OF PROBABILITY IN PYTHON
FOUNDATIONS OF PROBABILITY IN PYTHON
FOUNDATIONS OF PROBABILITY IN PYTHON
FOUNDATIONS OF PROBABILITY IN PYTHON
FOUNDATIONS OF PROBABILITY IN PYTHON
FOUNDATIONS OF PROBABILITY IN PYTHON
Measuring a sample
Generate a sample that represents 1000 throws of two fair coin ips

from scipy.stats import binom


sample = binom.rvs(n=2, p=0.5, size=1000, random_state=1)

array([1, 1, 0, 1, 0, 0, 0, 1, 1, 1, 1, 1, 0, 2, 0, 1, 1, 1, 0, 0, 2, 2,...

Find repeated data

from scipy.stats import find_repeats


find_repeats(sample)

RepeatedResults(values=array([0., 1., 2.]), counts=array([249, 497, 254]))

FOUNDATIONS OF PROBABILITY IN PYTHON


FOUNDATIONS OF PROBABILITY IN PYTHON
FOUNDATIONS OF PROBABILITY IN PYTHON
Measuring a biased sample
Using biased_sample data generated, calculate the relative frequency of each outcome

from scipy.stats import relfreq


relfreq(biased_sample, numbins=3).frequency

array([0.039, 0.317, 0.644])

FOUNDATIONS OF PROBABILITY IN PYTHON


Joint probability calculation

Engine Gear box P_Eng_fail = 0.01


Fails 0.01 0.005 P_GearB_fail = 0.005

Works 0.99 0.995 P_both_fails = P_Eng_fail*P_GearB_fail


print(P_both_fails)

P (Engine f ails and Gear box f ails) =? 0.00005

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A or B) with cards
P (Jack or King) =?

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A or B) with cards (Cont.)
P (Jack or King) = P (Jack) + ...

4
P (Jack or King) = + ...
52

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A or B) with cards (Cont.)
P (Jack or King) = P (Jack) + P (King)

4 4
P (Jack or King) = +
52 52

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A or B) with cards (Cont.)
P (Jack or King) = P (Jack) + P (King)

4 4 8 2
P (Jack or King) = + = =
52 52 52 13

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A or B) with cards (Cont.)
P (Jack or King) = P (Jack) + P (King)

4 4 8 2
P (Jack or King) = + = =
52 52 52 13

FOUNDATIONS OF PROBABILITY IN PYTHON


Probability of A or B

FOUNDATIONS OF PROBABILITY IN PYTHON


Probability of A or B (Cont.)

FOUNDATIONS OF PROBABILITY IN PYTHON


Probability of A or B (Cont.)
P (A or B) =?

FOUNDATIONS OF PROBABILITY IN PYTHON


Probability of A or B (Cont.)
P (A or B) = P (A) + ...

FOUNDATIONS OF PROBABILITY IN PYTHON


Probability of A or B (Cont.)
P (A or B) = P (A) + P (B)

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A or B) with overlap
P (Jack or Heart) =?

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A or B) with overlap (Cont.)
P (Jack or Heart) = P (Jack) + ...

4
P (Jack or Heart) = + ...
52

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A or B) with overlap (Cont.)
P (Jack or Heart) = P (Jack) + P (Heart) ...

4 13
P (Jack or Heart) = + ...
52 52

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A or B) with overlap (Cont.)
P (Jack or Heart) = P (Jack) + P (Heart)...

4 13
P (Jack or Heart) = + ...
52 52

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A or B) with overlap (Cont.)
P (Jack or Heart) = P (Jack) + P (Heart) − P (Jack and Heart)

4 13 1
P (Jack or Heart) = + −
52 52 52

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A or B) with overlap (Cont.)
P (Jack or Heart) = P (Jack) + P (Heart) − P (Jack and Heart)

4 13 1 16 4
P (Jack or Heart) = + − = =
52 52 52 52 13

FOUNDATIONS OF PROBABILITY IN PYTHON


Diagram of P(A or B)

FOUNDATIONS OF PROBABILITY IN PYTHON


Diagram of P(A or B) (Cont.)

FOUNDATIONS OF PROBABILITY IN PYTHON


Diagram of P(A or B) (Cont.)
P (A or B) =?

FOUNDATIONS OF PROBABILITY IN PYTHON


Diagram of P(A or B) (Cont.)
P (A or B) = P (A) + ...

FOUNDATIONS OF PROBABILITY IN PYTHON


Diagram of P(A or B) (Cont.)
P (A or B) = P (A) + P (B) ...

FOUNDATIONS OF PROBABILITY IN PYTHON


Diagram of P(A or B) (Cont.)
P (A or B) = P (A) + P (B) ...

FOUNDATIONS OF PROBABILITY IN PYTHON


Diagram of P(A or B) (Cont.)
P (A or B) = P (A) + P (B) − P (A and B)

FOUNDATIONS OF PROBABILITY IN PYTHON


Diagram of P(A or B) (Cont.)
P (A or B) = P (A) + P (B) − P (A and B)

FOUNDATIONS OF PROBABILITY IN PYTHON


P(Jack or Heart) calculation in Python
P_Jack = 4/52
P_Hearts = 13/52
P_Jack_n_Hearts = 1/52
P_Jack_or_Hearts = P_Jack + P_Hearts - P_Jack_n_Hearts
print(P_Jack_or_Hearts)

0.307692307692

FOUNDATIONS OF PROBABILITY IN PYTHON


Let's calculate
probabilities of two
events
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N
Conditional
probabilities
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N

Alexander A. Ramírez M.
CEO @ Synergy Vision
Dependent events

FOUNDATIONS OF PROBABILITY IN PYTHON


Dependent events (Cont.)

4
P (Jack) = ≃ 7.69%
52

FOUNDATIONS OF PROBABILITY IN PYTHON


Dependent events (Cont.)

3
P (Jack) = ≃ 5.88%
51

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability formula

P (A and B) = P (A)P (B)

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability formula (Cont.)

P (A and B) = P (A)P (B∣A)

P (A and B)
P (B∣A) =
P (A)

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

P (Red∣Jack) =?

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

P (Jack and Red)


P (Red∣Jack) =
P (Jack)

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

P (Jack and Red)


P (Red∣Jack) =
P (Jack)

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

P (Jack and Red) X


P (Red∣Jack) = = 4
P (Jack) 52

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

2
P (Jack and Red) 52
P (Red∣Jack) = = 4
P (Jack) 52

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

2
P (Jack and Red) 52 2 1
P (Red∣Jack) = = 4
= =
P (Jack) 52
4 2

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

2
P (Jack and Red) 52 2 1
P (Red∣Jack) = = 4
= =
P (Jack) 52
4 2

FOUNDATIONS OF PROBABILITY IN PYTHON


P(Red | Jack) calculation in Python
P_Jack = 4/52
P_Jack_n_Red = 2/52

P_Red_given_Jack = P_Jack_n_Red / P_Jack

print(P_Red_given_Jack)

0.5

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability

P (Jack∣Red) =?

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

P (Red and Jack)


P (Jack∣Red) =
P (Red)

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

P (Red and Jack)


P (Jack∣Red) =
P (Red)

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

P (Red and Jack)


P (Jack∣Red) =
P (Red)

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

P (Red and Jack) X


P (Jack∣Red) = = 26
P (Red) 52

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

2
P (Red and Jack) 52
P (Jack∣Red) = = 26
P (Red) 52

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

2
P (Red and Jack) 52 2 1
P (Jack∣Red) = = 26
= =
P (Red) 52
26 13

FOUNDATIONS OF PROBABILITY IN PYTHON


Conditional probability (Cont.)

2
P (Red and Jack) 52 2 1
P (Jack∣Red) = = 26
= =
P (Red) 52
26 13

FOUNDATIONS OF PROBABILITY IN PYTHON


P(Jack | Red) calculation in Python
P_Red = 26/52
P_Red_n_Jack = 2/52

P_Jack_given_Red = P_Red_n_Jack / P_Red

print(P_of_Jack_given_Red)

0.0769230769231

FOUNDATIONS OF PROBABILITY IN PYTHON


Let's condition
events to calculate
probabilities
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N
Total probability law
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N

Alexander A. Ramírez M.
CEO @ Synergy Vision
Deck of cards example

FOUNDATIONS OF PROBABILITY IN PYTHON


Deck of cards example (Cont.)

P (F ace card) =?

FOUNDATIONS OF PROBABILITY IN PYTHON


Deck of cards example (Cont.)

P (F ace card) = P (Club and F ace card) + ...

FOUNDATIONS OF PROBABILITY IN PYTHON


Deck of cards example (Cont.)

P (F ace card) = P (Club and F ace card) + P (Spade and F ace card) + ...

FOUNDATIONS OF PROBABILITY IN PYTHON


Deck of cards example (Cont.)

P (F ace card) = P (Club and F ace card) + P (Spade and F ace card)+

P (Heart and F ace card) + ...

FOUNDATIONS OF PROBABILITY IN PYTHON


Deck of cards example (Cont.)

P (F ace card) = P (Club and F ace card) + P (Spade and F ace card)+

P (Heart and F ace card) + P (Diamond and F ace card)

FOUNDATIONS OF PROBABILITY IN PYTHON


Face card example in Python
Total probability calculation, FC is Face card in the code

P_Club_n_FC = 3/52
P_Spade_n_FC = 3/52
P_Heart_n_FC = 3/52
P_Diamond_n_FC = 3/52

P_Face_card = P_Club_n_FC + P_Spade_n_FC + P_Heart_n_FC + P_Diamond_n_FC


print(P_Face_card)

The probability of a face card is:

0.230769230769

FOUNDATIONS OF PROBABILITY IN PYTHON


Total probability

FOUNDATIONS OF PROBABILITY IN PYTHON


Total probability (Cont.)

FOUNDATIONS OF PROBABILITY IN PYTHON


Total probability (Cont.)

P (D) =?

FOUNDATIONS OF PROBABILITY IN PYTHON


Total probability (Cont.)

P (D) = P (V 1 and D) + ...

FOUNDATIONS OF PROBABILITY IN PYTHON


Total probability (Cont.)

P (D) = P (V 1 and D) + P (V 2 and D) + ...

FOUNDATIONS OF PROBABILITY IN PYTHON


Total probability (Cont.)

P (D) = P (V 1 and D) + P (V 2 and D) + P (V 3 and D)

FOUNDATIONS OF PROBABILITY IN PYTHON


Total probability (Cont.)

P (D) = P (V 1)P (D∣V 1) + P (V 2)P (D∣V 2) + P (V 3)P (D∣V 3)

FOUNDATIONS OF PROBABILITY IN PYTHON


Damaged parts example in Python
A certain electronic part is manufactured by three di erent vendors, V1, V2, and V3.

Half of the parts are produced by V1, and V2 and V3 each produce 25%. The probability of a
part being damaged given that it was produced by V1 is 1%, while it's 2% for V2 and 3% for V3.

What is the probability of a part being damaged?

FOUNDATIONS OF PROBABILITY IN PYTHON


Damaged parts example in Python (Cont.)
What is the probability of a part being damaged?

P_V1 = 0.5
P_V2 = 0.25
P_V3 = 0.25

P_D_g_V1 = 0.01
P_D_g_V2 = 0.02
P_D_g_V3 = 0.03

FOUNDATIONS OF PROBABILITY IN PYTHON


Damaged parts example in Python (Cont.)
We apply the total probability formula

P_Damaged = P_V1 * P_D_g_V1 + P_V2 * P_D_g_V2 + P_V3 * P_D_g_V3


print(P_Damaged)

The probability of being damaged is:

0.0175

FOUNDATIONS OF PROBABILITY IN PYTHON


Let's start using the
total probability law
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N
Bayes' rule
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N

Alexander A. Ramírez M.
CEO @ Synergy Vision
FOUNDATIONS OF PROBABILITY IN PYTHON
P(A and B) for independent events

P (A and B) = P (A)P (B)

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A and B) for dependent events

P (A and B) = P (A)P (B)

P (A and B) = P (A)P (B∣A)

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A and B) for dependent events (Cont.)

P (A and B) = P (A)P (B)

P (A and B) = P (A)P (B∣A)

P (B and A) = P (B)P (A∣B)

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A and B) is equal to P(B and A)

P (A and B) = P (A)P (B)

P (A and B) = P (A)P (B∣A)

P (B and A) = P (B)P (A∣B)

FOUNDATIONS OF PROBABILITY IN PYTHON


P(A and B) is equal to P(B and A) (Cont.)

P (A and B) = P (A)P (B)

P (A and B) = P (A)P (B∣A)

P (B and A) = P (B)P (A∣B)

P (A)P (B∣A) = P (A and B) = P (B and A) = P (B)P (A∣B)

FOUNDATIONS OF PROBABILITY IN PYTHON


Bayes' relation

P (A and B) = P (A)P (B)

P (A and B) = P (A)P (B∣A)

P (B and A) = P (B)P (A∣B)

P (A)P (B∣A) = P (A and B) = P (B and A) = P (B)P (A∣B)

P (A)P (B∣A) = P (B)P (A∣B)

FOUNDATIONS OF PROBABILITY IN PYTHON


Bayes' rule

P (A)P (B∣A) = P (B)P (A∣B)

P (A)P (B∣A)
⟹ P (A∣B) =
P (B)

FOUNDATIONS OF PROBABILITY IN PYTHON


Total probability

P (D) = P (V1 and D) + P (V2 and D) + P (V3 and D)

FOUNDATIONS OF PROBABILITY IN PYTHON


Total probability (Cont.)

P (D) = P (V1 and D) + P (V2 and D) + P (V3 and D)

P (V1 and D) = P (V1 )P (D∣V1 )

P (V2 and D) = P (V2 )P (D∣V2 )

P (V3 and D) = P (V3 )P (D∣V3 )

P (D) = P (V1 )P (D∣V1 ) + P (V2 )P (D∣V2 ) + P (V3 )P (D∣V3 )

FOUNDATIONS OF PROBABILITY IN PYTHON


Total probability (Cont.)

P (D) = P (V1 )P (D∣V1 ) + P (V2 )P (D∣V2 ) + P (V3 )P (D∣V3 )

FOUNDATIONS OF PROBABILITY IN PYTHON


Bayes' formula
P (A)P (B∣A)
P (A∣B) =
P (B)

FOUNDATIONS OF PROBABILITY IN PYTHON


Bayes' formula (Cont.)
Bayes' formula:
P (A)P (B∣A)
P (A∣B) =
P (B)
The probability of a part being from vendor i, given that it is damaged:
P (Vi )P (D∣Vi )
P (Vi ∣D) =
P (D)

FOUNDATIONS OF PROBABILITY IN PYTHON


Bayes' formula (Cont.)
Bayes' formula:
P (A)P (B∣A)
P (A∣B) =
P (B)
The probability of a part being from vendor i, given that it is damaged:
P (Vi )P (D∣Vi )
P (Vi ∣D) =
P (D)

P (V1 )P (D∣V1 )
P (V1 ∣D) =
P (V1 )P (D∣V1 ) + P (V2 )P (D∣V2 ) + P (V3 )P (D∣V3 )

FOUNDATIONS OF PROBABILITY IN PYTHON


Visual representation of Bayes' rule

P (V1 )P (D∣V1 )
P (V1 ∣D) =
P (V1 )P (D∣V1 ) + P (V2 )P (D∣V2 ) + P (V3 )P (D∣V3 )

FOUNDATIONS OF PROBABILITY IN PYTHON


Visual representation of Bayes' rule (Cont.)

P (V1 )P (D∣V1 )
P (V1 ∣D) =
P (V1 )P (D∣V1 ) + P (V2 )P (D∣V2 ) + P (V3 )P (D∣V3 )

FOUNDATIONS OF PROBABILITY IN PYTHON


Visual representation of Bayes' rule (Cont.)

P (V1 )P (D∣V1 )
P (V1 ∣D) =
P (V1 )P (D∣V1 ) + P (V2 )P (D∣V2 ) + P (V3 )P (D∣V3 )

FOUNDATIONS OF PROBABILITY IN PYTHON


Visual representation of Bayes' rule (Cont.)

P (V1 )P (D∣V1 )
P (V1 ∣D) =
P (V1 )P (D∣V1 ) + P (V2 )P (D∣V2 ) + P (V3 )P (D∣V3 )

FOUNDATIONS OF PROBABILITY IN PYTHON


Visual representation of Bayes' rule (Cont.)

P (V1 )P (D∣V1 )
P (V1 ∣D) =
P (V1 )P (D∣V1 ) + P (V2 )P (D∣V2 ) + P (V3 )P (D∣V3 )

FOUNDATIONS OF PROBABILITY IN PYTHON


Visual representation of Bayes' rule (Cont.)

P (V1 )P (D∣V1 )
P (V1 ∣D) =
P (V1 )P (D∣V1 ) + P (V2 )P (D∣V2 ) + P (V3 )P (D∣V3 )

FOUNDATIONS OF PROBABILITY IN PYTHON


Visual representation of Bayes' rule (Cont.)

P (V1 )P (D∣V1 )
P (V1 ∣D) =
P (V1 )P (D∣V1 ) + P (V2 )P (D∣V2 ) + P (V3 )P (D∣V3 )

FOUNDATIONS OF PROBABILITY IN PYTHON


Visual representation of Bayes' rule (Cont.)

P (V1 )P (D∣V1 )
P (V1 ∣D) =
...

FOUNDATIONS OF PROBABILITY IN PYTHON


Visual representation of Bayes' rule (Cont.)

P (V1 )P (D∣V1 )
P (V1 ∣D) =
P (V1 )P (D∣V1 ) + P (V2 )P (D∣V2 ) + P (V3 )P (D∣V3 )

FOUNDATIONS OF PROBABILITY IN PYTHON


Factories and parts example in Python
A certain electronic part is manufactured by three di erent vendors, V1, V2, and V3.

Half of the parts are produced by V1, and V2 and V3 each produce 25%. The probability of a
part being damaged given that it was produced by V1 is 1%, while it's 2% for V2 and 3% for V3.

Given that the part is damaged, what is the probability that it was manufactured by V1?

FOUNDATIONS OF PROBABILITY IN PYTHON


Factories and parts example in Python (Cont.)
Given that the part is damaged, get the probability that it was manufactured by V1.

P_V1 = 0.5
P_V2 = 0.25
P_V3 = 0.25

P_D_g_V1 = 0.01
P_D_g_V2 = 0.02
P_D_g_V3 = 0.03

P_Damaged = P_V1 * P_D_g_V1 + P_V2 * P_D_g_V2 + P_V3 * P_D_g_V3

FOUNDATIONS OF PROBABILITY IN PYTHON


Factories and parts example in Python (Cont.)
P_V1_g_D = (P_V1 * P_D_g_V1) / P_Damaged # P(V1|D) calculation
print(P_V1_g_D)

A randomly selected part which is damaged is manufactured by V1 with probability:

0.285714285714

FOUNDATIONS OF PROBABILITY IN PYTHON


Let's exercise with
Bayes
F O U N D AT I O N S O F P R O B A B I L I T Y I N P Y T H O N

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