Statistical independence.ppt

s.i. and m.e. Theorem of Total Probabilities Bayes Theorem given the result, ask for the likelihood of a specific cause. * * Statistical independence if E1 and E2 are s.i. or s.i. Example: E2 = flood in 廣西 on June E3 = flood in 哈爾濱 on June E1 = flood in 廣東 on June P(E1) = 0.1; P(E2)=0.1; P(E3) = 0.1 E1 and E2 are not s.i. E1 and E3 are s.i. if E1 and E2 are s.i. if all are s.i. if E1 and E2 are m.e. if E1 and E2 are s.i. E2.19 ① ② ring is super ring steel bar steel bar P (failure of this bar system) = ? P(failure) E1 = bar ① is weak (under strength) E2 = bar ② is weak (under strength) If 5% of bars are weak s.i. P(E1)=0.05 0.05 P(failure) if assume perfectly dependent P(failure) P(E1|E2)=1 B C A 2 1 3 P(E1)=2/5 P(E2)=3/4 P(E3)=2/3 P(E3|E2)=4/5 P(E1|E2E3)=1/2 a) P(go from A to B through C) E1 : ① is open b) P(go from A to B) 1/2 3/5 P (L = landslides in the next storm) = ? small rainfall S medium rainfall M heavy rainfall H Rainfall magnitude (from hydrologist) P(S) = 2P(M) P(M) = 3P(H) P(S)+P(M)+P(H) = 1 Example: H P(L) = 0.9 P(L|H) M P(L) = 0.2 P(L|M) S P(L) = 0.05 P(L|S) if from geotechnical engineer if rainfall magnitude equally likely, P(L) = 1/3(0.9+0.2+0.05)=0.38 P(S) = 0.6 P(M) = 0.3 P(H) = 0.1 P(L) = 0.05×0.6+0.2×0.3+0.9×0.1=0.18 P(L|S) P(S) P(L|M) P(M) P(L|H) P(H) E1 E2 En A S Ei’s are m.e. and c.e. A = AS = A(E1?E2 …? En) = AE1?AE2 …? AEn c.e. P(A) = P(AE1)+P(AE2) +…+P(AEn) = P(A|E1)P(E1)+… rule m.e. Example: 4 - way stop intersection Given information traffic from E – 60 veh/10min traffic from S - 50 veh/10min traffic from W – 70 veh/10min traffic from N – 20 veh/10min P (next vehicle will go east from the intersection) = ? addition information from similar intersection: 70% of traffic will go straight 20% of traffic will go right turn 10% of traffic will go left turn E N W S what % of traffic will go east after intersection