Data Science Math Skills
Paul Bendich and Daniel Egger
Duke University
Basic Probability Definitions:
Probability Definitions and Notation
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1 Introduction
Definition
probability—the degree of belief in the truth or falsity of a statement
Range of uncertainty from 0 to 1
Certain statement is true: probability 1
Certain statement is false: probability 0
Example Statement x: “It is raining.”
2 Notation
P (x) probability of x
∼x negation of statement x
Law of excluded middle
P (x) + P (∼ x) = 1
Probability of a statement and the probability of the negation of a statement must sum to
1.
If P (x) = 1, then P (∼ x) = 0, and vice versa.
In general, all outcomes of a probability distribution must sum to 1.
Definitions
probability distribution—collection of statements that are exclusive and exhaustive
exclusive—given complete information, no more than one of the statements can be true
1
Data Science Math Skills
Paul Bendich and Daniel Egger
Duke University
exhaustive—given complete information, at least one of the statements must be true
A distribution X consisting of n statements would be denoted
X = {x1 , x2 , x3 , ..., xn }.
The probability of each statement must sum to 1, which is denoted.
P (x1 ) + P (x2 ) + P (x3 ) + ... + P (xn ) = 1.
3 Principle of indifference
For the i-th outcome xi in a distribution with n possible outcomes,
1
P (xi ) = .
n
Example: Drawing an ace of spades from a well-shuffled deck of 52 cards. The probability
1
of drawing the ace of spades is 52 .
General statement
When there is no basis to choose some outcomes as more likely than others,
number of outcomes as defined in event
P (event) = .
total number of possible outcomes in universe
Example: Event is drawing a queen, which has four outcomes in the event. The total number
4 1
of outcomes is 52, so the probability of drawing a queen is 52 = 13 .
Example: Event is rolling an even number on a six-sided die, which has three outcomes in
the event. The total number of outcomes is 6, so the probability of rolling an even is 36 = 12 .