ReviewofProbability,RandomProcess,RandomFieldforImageProcessing.ppt

Review of Probability, Random Process, Random Fieldfor Image Processing Probability Models Experiment: Throw a dice, toss a coin, … Each experiment has an outcome Experiments can be repeated. Sample space (?) The set of all possible outcomes of an experiments Event A subset of outcomes in ? that has a particular meanings. Probability of an event A P(A) = |A|/|?| |A|: cardinality of A, # of elements in set A. Example : Card draw A single card is drawn from a well shuffled deck of playing cards. Find P(drawing an Ace) ? = {1, 2, …, 52}, |?| = 52. Event A = drawing an Ace. Assume the four Aces cards are labeled as 1, 2, 3, 4, then event A = {1, 2, 3, 4}, |A| = 4 Thus, P(A) = 4/52 = 1/13 Axioms of a Probability Model Each outcome ?i of an experiment can be assigned to a probability measure P(?i) such that 0 ? P(?i) ? 1. For fair experiments where each outcome is equally likely to occur, P(?i) = 1/|?| In general, the probability of an event, which is a set of outcomes is evaluated as: Given a set A, its corresponding probability measure P(A) has the following properties: P(?) = 0. The empty set is an impossible event. P(A) ? 0 for every event A. If Am ? An = ? for m ? n, then P(?) = 1. The probability of entire sample space = unity. Independence Question: Given a fair coin, and a well-shuffled deck of cards. What is the probability of toss the coin and observe a Head AND drawing a Jack of hearts? Answer: P(Head) = ? P(Jack of hearts) = 1/52. But the events of tossing a coin and drawing a card are independent!. Hence P(Head AND Jack of hearts) = P(Head)?P(Jack of hearts) = 1/104. Independence Two events A and B are statistically independent if P(A?B) = P(A)P(B) Independence of N events Given N events {An; 1?n?N}. We say these N events are mutually independent iff where J ? {1, 2, …, N} is any subset of the indices Conditional Probability Let A and B be two events in the same sample space ?. Given that B has occurred, the conditional probability tha