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ProbabilityWikipedia,thefreeencyclopedia
Probability
FromWikipedia,thefreeencyclopedia
Probabilityisthemeasureofthelikelihoodthataneventwilloccur.[1]Probabilityisquantifiedasanumber
between0and1(where0indicatesimpossibilityand1indicatescertainty).[2][3]Thehighertheprobability
ofanevent,[Link]
(unbiased)[Link],thetwooutcomes("head"and"tail")areequallyprobablethe
probabilityof"head"equalstheprobabilityof"tail."Sincenootheroutcomeispossible,theprobabilityis
1/2(or50%)ofeither"head"or"tail".Inotherwords,theprobabilityof"head"is1outof2outcomesand
theprobabilityof"tail"isalso,1outof2outcomes.
Theseconceptshavebeengivenanaxiomaticmathematicalformalizationinprobabilitytheory(see
probabilityaxioms),whichisusedwidelyinsuchareasofstudyasmathematics,statistics,finance,
gambling,science(inparticularphysics),artificialintelligence/machinelearning,computerscience,game
theory,andphilosophyto,forexample,[Link]
theoryisalsousedtodescribetheunderlyingmechanicsandregularitiesofcomplexsystems.[4]
Contents
1
2
3
4
5
6
Interpretations
Etymology
History
Theory
Applications
Mathematicaltreatment
6.1 Independentevents
6.2 Mutuallyexclusiveevents
6.3 Notmutuallyexclusiveevents
6.4 Conditionalprobability
6.5 Inverseprobability
6.6 Summaryofprobabilities
7 Relationtorandomness
8 Seealso
9 Notes
10 Bibliography
11 Externallinks
Interpretations
Whendealingwithexperimentsthatarerandomandwelldefinedinapurelytheoreticalsetting(liketossing
afaircoin),probabilitiescanbenumericallydescribedbythenumberofdesiredoutcomesdividedbythe
[Link],tossingafaircointwicewillyield"headhead","headtail",
"tailhead",and"tailtail"[Link]"headhead"is1outof4
[Link]
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outcomesor1dividedbyfouror1/4(or25%).Whenitcomestopracticalapplicationhowever,thereare
twomajorcompetingcategoriesofprobabilityinterpretations,whoseadherentspossessdifferentviews
aboutthefundamentalnatureofprobability:
[Link]
versionofobjectiveprobabilityisfrequentistprobability,whichclaimsthattheprobabilityofa
randomeventdenotestherelativefrequencyofoccurrenceofanexperiment'soutcome,when
[Link]"inthe
longrun"ofoutcomes.[5]Amodificationofthisispropensityprobability,whichinterpretsprobability
asthetendencyofsomeexperimenttoyieldacertainoutcome,evenifitisperformedonlyonce.
[Link],i.e.,asadegreeofbelief.[6]Thedegreeof
beliefhasbeeninterpretedas,"thepriceatwhichyouwouldbuyorsellabetthatpays1unitof
utilityifE,0ifnotE."[7]ThemostpopularversionofsubjectiveprobabilityisBayesianprobability,
[Link]
knowledgeisrepresentedbysome(subjective)[Link]
[Link],normalized,resultsinaposterior
probabilitydistributionthatincorporatesalltheinformationknowntodate.[8]Startingfromarbitrary,
subjectiveprobabilitiesforagroupofagents,someBayesiansclaimthatallagentswilleventually
havesufficientlysimilarassessmentsofprobabilities,givenenoughevidence(seeCromwell'srule).
Etymology
ThewordprobabilityderivesfromtheLatinprobabilitas,whichcanalsomean"probity",ameasureofthe
authorityofawitnessinalegalcaseinEurope,andoftencorrelatedwiththewitness'[Link],
thisdiffersmuchfromthemodernmeaningofprobability,which,incontrast,isameasureoftheweightof
empiricalevidence,andisarrivedatfrominductivereasoningandstatisticalinference.[9]
History
[Link]
beenaninterestinquantifyingtheideasofprobabilityformillennia,butexactmathematicaldescriptions
[Link],fortheslowdevelopmentofthemathematicsofprobability.
Whereasgamesofchanceprovidedtheimpetusforthemathematicalstudyofprobability, fundamental
issues arestillobscuredbythesuperstitionsofgamblers.[10]
AccordingtoRichardJeffrey,"Beforethemiddleoftheseventeenthcentury,theterm'probable'(Latin
probabilis)meantapprovable,andwasappliedinthatsense,univocally,toopinionandtoaction.A
probableactionoropinionwasonesuchassensiblepeoplewouldundertakeorhold,inthe
circumstances."[11]However,inlegalcontextsespecially,'probable'couldalsoapplytopropositionsfor
whichtherewasgoodevidence.[12]
ThesixteenthcenturyItalianpolymathGerolamoCardanodemonstratedtheefficacyofdefiningoddsasthe
ratiooffavourabletounfavourableoutcomes(whichimpliesthattheprobabilityofaneventisgivenbythe
ratiooffavourableoutcomestothetotalnumberofpossibleoutcomes[13]).Asidefromtheelementarywork
byCardano,thedoctrineofprobabilitiesdatestothecorrespondenceofPierredeFermatandBlaisePascal
(1654).ChristiaanHuygens(1657)gavetheearliestknownscientifictreatmentofthesubject.[14]Jakob
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Bernoulli'sArsConjectandi(posthumous,1713)andAbrahamdeMoivre's
DoctrineofChances(1718)treatedthesubjectasabranchofmathematics.[15]
SeeIanHacking'sTheEmergenceofProbability[9]andJamesFranklin'sThe
ScienceofConjecture[16]forhistoriesoftheearlydevelopmentofthevery
conceptofmathematicalprobability.
ThetheoryoferrorsmaybetracedbacktoRogerCotes'sOperaMiscellanea
(posthumous,1722),butamemoirpreparedbyThomasSimpsonin1755
(printed1756)firstappliedthetheorytothediscussionoferrorsofobservation.
Thereprint(1757)ofthismemoirlaysdowntheaxiomsthatpositiveand
negativeerrorsareequallyprobable,andthatcertainassignablelimitsdefinethe
[Link]
probabilitycurve.
ThefirsttwolawsoferrorthatwereproposedbothoriginatedwithPierreSimon
Laplace.Thefirstlawwaspublishedin1774andstatedthatthefrequencyofan
errorcouldbeexpressedasanexponentialfunctionofthenumericalmagnitude
oftheerror,disregardingsign.Thesecondlawoferrorwasproposedin1778by
Laplaceandstatedthatthefrequencyoftheerrorisanexponentialfunctionof
thesquareoftheerror.[17]Thesecondlawoferroriscalledthenormal
distributionortheGausslaw."Itisdifficulthistoricallytoattributethatlawto
Gauss,whoinspiteofhiswellknownprecocityhadprobablynotmadethis
discoverybeforehewastwoyearsold."[17]
ChristiaanHuygens
probablypublishedthe
firstbookon
probability
DanielBernoulli(1778)introducedtheprincipleofthemaximumproductofthe
probabilitiesofasystemofconcurrenterrors.
AdrienMarieLegendre(1805)developedthemethodofleastsquares,and
introduceditinhisNouvellesmthodespourladterminationdesorbitesdes
comtes(NewMethodsforDeterminingtheOrbitsofComets).[18]Inignorance
ofLegendre'scontribution,anIrishAmericanwriter,RobertAdrain,editorof
"TheAnalyst"(1808),firstdeducedthelawoffacilityoferror,
GerolamoCardano
where isaconstantdependingonprecisionofobservation,and isascale
[Link],the
secondbeingessentiallythesameasJohnHerschel's(1850).Gaussgavethefirst
proofthatseemstohavebeenknowninEurope(thethirdafterAdrain's)in1809.
FurtherproofsweregivenbyLaplace(1810,1812),Gauss(1823),JamesIvory
CarlFriedrichGauss
(1825,1826),Hagen(1837),FriedrichBessel(1838),[Link](1844,1856),
andMorganCrofton(1870).OthercontributorswereEllis(1844),DeMorgan
(1864),Glaisher(1872),andGiovanniSchiaparelli(1875).Peters's(1856)formulaforr,theprobableerror
ofasingleobservation,iswellknown.
[Link]
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InthenineteenthcenturyauthorsonthegeneraltheoryincludedLaplace,SylvestreLacroix(1816),Littrow
(1833),AdolpheQuetelet(1853),RichardDedekind(1860),Helmert(1872),HermannLaurent(1873),
Liagre,Didion,[Link]
theory.
AndreyMarkovintroduced[19]thenotionofMarkovchains(1906),whichplayedanimportantrolein
[Link]
theorywasdevelopedbyAndreyKolmogorov(1931).[20]
Onthegeometricside(seeintegralgeometry)contributorstoTheEducationalTimeswereinfluential
(Miller,Crofton,McColl,Wolstenholme,Watson,andArtemasMartin).
Theory
Likeothertheories,thetheoryofprobabilityisarepresentationofprobabilisticconceptsinformalterms
thatis,[Link]
bytherulesofmathematicsandlogic,andanyresultsareinterpretedortranslatedbackintotheproblem
domain.
Therehavebeenatleasttwosuccessfulattemptstoformalizeprobability,namelytheKolmogorov
[Link]'sformulation(seeprobabilityspace),setsare
[Link]'stheorem,probabilityis
takenasaprimitive(thatis,notfurtheranalyzed)andtheemphasisisonconstructingaconsistent
[Link],thelawsofprobabilityarethesame,except
fortechnicaldetails.
Thereareothermethodsforquantifyinguncertainty,suchastheDempsterShafertheoryorpossibility
theory,butthoseareessentiallydifferentandnotcompatiblewiththelawsofprobabilityasusually
understood.
Applications
Probabilitytheoryisappliedineverydaylifeinriskassessmentandintradeonfinancialmarkets.
Governmentsapplyprobabilisticmethodsinenvironmentalregulation,whereitiscalledpathwayanalysis.
AgoodexampleistheeffectoftheperceivedprobabilityofanywidespreadMiddleEastconflictonoil
[Link]
[Link],andsignalsothertradersofthatopinion.
Accordingly,[Link]
ofbehavioralfinanceemergedtodescribetheeffectofsuchgroupthinkonpricing,onpolicy,andonpeace
andconflict.[21]
Inadditiontofinancialassessment,probabilitycanbeusedtoanalyzetrendsinbiology([Link])
aswellasecology([Link]).Aswithfinance,riskassessmentcanbeusedasa
statisticaltooltocalculatethelikelihoodofundesirableeventsoccurringandcanassistwithimplementing
protocolstoavoidencounteringsuchcircumstances.
[Link]
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[Link]
importantformostcitizenstounderstandhowprobabilityassessmentsaremade,andhowtheycontributeto
decisions.
[Link]
products,suchasautomobilesandconsumerelectronics,usereliabilitytheoryinproductdesigntoreduce
[Link]'sdecisionsonaproduct's
warranty.[22]
Thecachelanguagemodelandotherstatisticallanguagemodelsthatareusedinnaturallanguage
processingarealsoexamplesofapplicationsofprobabilitytheory.
Mathematicaltreatment
[Link]
[Link]
[Link],[Link]
[Link],thesubset{1,3,5}isanelementofthe
[Link]"events."Inthiscase,{1,3,5}isthe
[Link],theevent
issaidtohaveoccurred.
Aprobabilityisawayofassigningeveryeventavaluebetweenzeroandone,withtherequirementthatthe
eventmadeupofallpossibleresults(inourexample,theevent{1,2,3,4,5,6})[Link]
qualifyasaprobability,theassignmentofvaluesmustsatisfytherequirementthatifyoulookatacollection
ofmutuallyexclusiveevents(eventswithnocommonresults,e.g.,theevents{1,6},{3},and{2,4}areall
mutuallyexclusive),theprobabilitythatatleastoneoftheeventswilloccurisgivenbythesumofthe
probabilitiesofalltheindividualevents.[23]
TheprobabilityofaneventAiswrittenas
,
,or
.[24]Thismathematicaldefinitionof
probabilitycanextendtoinfinitesamplespaces,andevenuncountablesamplespaces,usingtheconceptof
ameasure.
TheoppositeorcomplementofaneventAistheevent[notA](thatis,theeventofAnotoccurring),often
denotedas
,or
itsprobabilityisgivenbyP(notA)=1P(A).[25]Asanexample,the
chanceofnotrollingasixonasixsideddieis1(chanceofrollingasix)
.See
Complementaryeventforamorecompletetreatment.
IftwoeventsAandBoccuronasingleperformanceofanexperiment,thisiscalledtheintersectionorjoint
probabilityofAandB,denotedas
.
Independentevents
Iftwoevents,AandBareindependentthenthejointprobabilityis
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forexample,iftwocoinsareflippedthechanceofbothbeingheadsis
.[26]
Mutuallyexclusiveevents
IfeithereventAoreventBoccursonasingleperformanceofanexperimentthisiscalledtheunionofthe
eventsAandBdenotedas
.Iftwoeventsaremutuallyexclusivethentheprobabilityofeither
occurringis
Forexample,thechanceofrollinga1or2onasixsideddieis
Notmutuallyexclusiveevents
Iftheeventsarenotmutuallyexclusivethen
Forexample,whendrawingasinglecardatrandomfromaregulardeckofcards,thechanceofgettinga
heartorafacecard(J,Q,K)(oronethatisboth)is
,becauseofthe52cardsofadeck
13arehearts,12arefacecards,and3areboth:herethepossibilitiesincludedinthe"3thatareboth"are
includedineachofthe"13hearts"andthe"12facecards"butshouldonlybecountedonce.
Conditionalprobability
ConditionalprobabilityistheprobabilityofsomeeventA,giventheoccurrenceofsomeothereventB.
Conditionalprobabilityiswritten
,andisread"theprobabilityofA,givenB".Itisdefinedby[27]
If
then
[Link],itispossibletodefine
aconditionalprobabilityforsomezeroprobabilityeventsusingaalgebraofsuchevents(suchasthose
arisingfromacontinuousrandomvariable).
Forexample,inabagof2redballsand2blueballs(4ballsintotal),theprobabilityoftakingaredballis
however,whentakingasecondball,theprobabilityofitbeingeitheraredballorablueballdepends
ontheballpreviouslytaken,suchas,ifaredballwastaken,theprobabilityofpickingaredballagain
wouldbe
sinceonly1redand2blueballswouldhavebeenremaining.
Inverseprobability
Inprobabilitytheoryandapplications,Bayes'rulerelatestheoddsofevent toevent ,before(prior
to)andafter(posteriorto)conditioningonanotherevent .Theoddson toevent issimplytheratio
[Link] areofinterest,notjusttwo,therule
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canberephrasedasposteriorisproportionaltopriortimeslikelihood,
wheretheproportionalitysymbolmeansthatthelefthandsideisproportionalto(i.e.,equalsaconstant
times)therighthandsideas varies,forfixedorgiven (Lee,2012BertschMcGrayne,2012).Inthis
formitgoesbacktoLaplace(1774)andtoCournot(1843)seeFienberg(2005).SeeInverseprobability
andBayes'rule.
Summaryofprobabilities
Event
Summaryofprobabilities
Probability
A
notA
AorB
AandB
AgivenB
Relationtorandomness
Inadeterministicuniverse,basedonNewtonianconcepts,therewouldbenoprobabilityifallconditions
wereknown(Laplace'sdemon),(buttherearesituationsinwhichsensitivitytoinitialconditionsexceeds
ourabilitytomeasurethem,[Link]).Inthecaseofaroulettewheel,iftheforceofthehandandthe
periodofthatforceareknown,thenumberonwhichtheballwillstopwouldbeacertainty(thoughasa
practicalmatter,thiswouldlikelybetrueonlyofaroulettewheelthathadnotbeenexactlylevelledas
[Link]'NewtonianCasinorevealed).Ofcourse,thisalsoassumesknowledgeofinertiaand
frictionofthewheel,weight,smoothnessandroundnessoftheball,variationsinhandspeedduringthe
[Link]
[Link]
kinetictheoryofgases,wherethesystem,whiledeterministicinprinciple,issocomplex(withthenumber
ofmoleculestypicallytheorderofmagnitudeofAvogadroconstant6.021023)thatonlyastatistical
descriptionofitspropertiesisfeasible.
Probabilitytheoryisrequiredtodescribequantumphenomena.[28]Arevolutionarydiscoveryofearly20th
centuryphysicswastherandomcharacterofallphysicalprocessesthatoccuratsubatomicscalesandare
[Link],
accordingtotheCopenhageninterpretation,itdealswithprobabilitiesofobserving,theoutcomebeing
[Link],thelossofdeterminismfor
[Link]
lettertoMaxBorn:"IamconvincedthatGoddoesnotplaydice".[29]LikeEinstein,ErwinSchrdinger,
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whodiscoveredthewavefunction,believedquantummechanicsisastatisticalapproximationofan
underlyingdeterministicreality.[30]Inmoderninterpretations,quantumdecoherenceaccountsfor
subjectivelyprobabilisticbehavior.
Seealso
Chance(disambiguation)
Classmembershipprobabilities
Equiprobability
Heuristicsinjudgmentanddecisionmaking
Probabilitytheory
Statistics
Estimators
EstimationTheory
Probabilitydensityfunction
InLaw
Balanceofprobabilities
Notes
1."Probability"([Link]
resource=Webster%27s&word=probability&use1913=on).Webster'sRevisedUnabridgedDictionary.G&C
Merriam,1913
2."Kendall'sAdvancedTheoryofStatistics,Volume1:DistributionTheory",AlanStuartandKeithOrd,6thEd,
(2009),ISBN9780534243128
[Link],"AnIntroductiontoProbabilityTheoryandItsApplications",(Vol1),3rdEd,(1968),Wiley
,ISBN0471257087
[Link]([Link]
website
[Link],Ian(1965).[Link].ISBN0521051657.
[Link],Brunode(1970)."Logicalfoundationsandmeasurementofsubjectiveprobability".ActaPsychologica
34:[Link].1016/00016918(70)900120.
[Link],Alan."InterpretationsofProbability".TheStanfordEncyclopediaofPhilosophy(Winter2012Edition),
[Link](ed.).Retrieved22April2013.
[Link],[Link],AllenMcKean,JosephW.(2004).IntroductiontoMathematicalStatistics(6thed.).
UpperSaddleRiver:Pearson.ISBN0130085073.
[Link],I.(2006)TheEmergenceofProbability:APhilosophicalStudyofEarlyIdeasaboutProbability,
InductionandStatisticalInference,CambridgeUniversityPress,ISBN9780521685573
[Link],John.(1973)IntroductiontoProbability.DickensonISBN9780822100782(p.1)
[Link],R.C.,ProbabilityandtheArtofJudgment,CambridgeUniversityPress.(1992).pp.5455.ISBN0
521394597
[Link],J.(2001)TheScienceofConjecture:EvidenceandProbabilityBeforePascal,JohnsHopkins
UniversityPress.(pp.22,113,127)
[Link],[Link]
magazine2012([Link]
[Link],William,ABriefHistoryofProbability,SecondMoment,retrieved20080523
[Link],[Link],TijanaT.(2008).Quantumleap:fromDiracandFeynman,acrossthe
universe,[Link],NJ:WorldScientific.p.16.ISBN978981281927
7.
[Link]
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[Link],James(2001).TheScienceofConjecture:[Link]
UniversityPress.ISBN0801865697.
[Link](1923)"Firstandsecondlawsoferror".JournaloftheAmericanStatisticalAssociation,18,143
[Link],EugeneWilliam." "AdrienMarieLegendre"(version9)".StatProb:TheEncyclopediaSponsoredby
StatisticsandProbabilitySocieties.Retrieved27January2016.
[Link]://[Link]/~rrw1/markov/[Link]
[Link],PaulM.B.(1988)."AndreiNikolaevichKolmogorov".CWIQuarterly(1):318.Retrieved27January
2016.
[Link],Laurie(2010)"WhitherEfficientMarkets?EfficientMarketTheoryandBehavioralFinance".TheFinance
Professionals'Post,2010.
[Link],Michael(2011)"ManagementInsights".ManagementScience
[Link],[Link],8thEdition.Page2627.
[Link](2005)Page8.
[Link](2005),page9
[Link](2005)page35.
[Link](2005)page29.
[Link],Mark(2010)"InterpretationsofNegativeProbabilities",[Link].1287v1
[Link],[Link],4December1926,in:Einstein/Born
Briefwechsel19161955([Link]
[Link],W.J.(1992).Schrdinger:[Link].p.479.ISBN0521437679.
Bibliography
Kallenberg,O.(2005)[Link],New
York.510pp.ISBN0387251154
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Olofsson,Peter(2005)Probability,Statistics,andStochasticProcesses,WileyInterscience.504pp
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[Link])([Link]
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Probability([Link]
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ProbabilityandStatisticsEBook
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Retrievedfrom"[Link]
Categories: Probability Probabilityandstatistics Dimensionlessnumbers
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