COMP538 Knowledge Discovery and Data Mining_2011 Semester 1_week4PSDM.pptVIP

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COMP538 Knowledge Discovery and Data Mining_2011 Semester 1_week4PSDM.ppt

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Probability and Statistics for Data Mining COMP5318 Question 1 Question: Suppose you randomly select a credit card holder and the person has defaulted on their credit card. What is the probability that the person selected is a ‘Female’? Probability Probability is the mathematical language to understand uncertainty. We need to make decisions in the presence of uncertainty which is ever present. Example: The Earth is warming- a phenomenon that is known as Global Warming (GW). Is modern human activity the cause of GW. Physics driven approach Data driven approach Experiments and Observation When an experiment is carried out we observe the outcome – which is often uncertain. If not uncertain then why carry out the experiment? We look into a random shopping basket. Does it contain a a packet of “Tofu”? We toss a coin, does it land on “Heads”? We ask a question: “Is it raining in Broom, WA, right now”? Building Blocks of Probability The space of all possible outcomes is called the sample space. Non-trivial to decide. Single Coin Toss. The space is {H,T}. Shopping Basket. The space of all possible combinations of all items sold in the store. Shopping Basket: {Tofu, Not-Tofu}. Events Events are subsets of the sample space. Events are often defined in familiar terms. In the shopping basket scenario A vegetarian shopping basket is an event. all possible vegetarian item combinations. Throw of a dice. The event we are looking for could be: Even Number = {2,4,6}, where the sample space = {1,2,3,4,5,6} Events Let G be the set of all galaxies. Characterize each galaxy by three number d: distance from earth a: major axis b: minor axis Elliptic Galaxies (EG) EG ={(a,b,d) | a/b 1.5} Distant Spiral Galaxies (DSG) DSG ={(a,b,d) | a/b = 1.5 and d 10} Events Let G be the set of all genes. Each gene can be “on” or “off”. Let E correspond to the event: all genes which are “on” when the skin cells are “starved”. Events are Sets At the most basic level events are sets. Therefore we c