Introduction to Statistics: Difference between revisions

wikademia>Zach Garner
wikademia>Zach Garner
Replace colloquialism
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At this point it's worth remembering that all events are ''not'' disjoint events.  For events that are not disjoint, we end up with the following probability definition.<br>
At this point it's worth remembering that all events are ''not'' disjoint events.  For events that are not disjoint, we end up with the following probability definition.<br>
<math> P(A\cup B) = P(A) + P(B) - P(A\cap B)</math><br>
<math> P(A\cup B) = P(A) + P(B) - P(A\cap B)</math><br>
How can we see this from example?  Well, let's consider drawing from a deck of cards.  I'll define two ''events'': "drawing a Queen", and "drawing a Spade".  We can tell off the bat that these are not disjoint events, because you can draw a queen that is also a spade.  There are four queens in the deck, so if we perform the experiment of drawing a card, putting it back in the deck and shuffling (what statisticians refer to as ''sampling with replacement'', we will end up with a probability of <math>\frac{1}{13}</math> for a queen draw.  By the same argument, we obtain a probability for drawing a spade as <math>\frac{1}{4}</math>.  The expression <math>P(A\cup B)</math> here can be translated as "the chance of drawing a queen or a spade".  If we assume naively (as I used to) that for this case <math>P(A\cup B) = P(A) + P(B)</math>, we can simply add our probabilities together for "the chance of drawing a queen or a spade" as <math>\frac{1}{13}+\frac{1}{4}</math>.  If we were to gather some data experimentally, we would find that our results would differ from the prediction -- the probability observed would be slightly less than <math>\frac{1}{13}+\frac{1}{4}</math>.  Why?  Because we're counting the queen of spades twice in our expression, once as a spade, and again as a queen.  We need to count it only once, as it can only be drawn with probability of <math>\frac{1}{52}</math>.  [[Still confused?]] <br>
How can we see this from example?  Well, let's consider drawing from a deck of cards.  I'll define two ''events'': "drawing a Queen", and "drawing a Spade".  It is immediately clear that these are not disjoint events, because you can draw a queen that is also a spade.  There are four queens in the deck, so if we perform the experiment of drawing a card, putting it back in the deck and shuffling (what statisticians refer to as ''sampling with replacement'', we will end up with a probability of <math>\frac{1}{13}</math> for a queen draw.  By the same argument, we obtain a probability for drawing a spade as <math>\frac{1}{4}</math>.  The expression <math>P(A\cup B)</math> here can be translated as "the chance of drawing a queen or a spade".  If we assume naively (as I used to) that for this case <math>P(A\cup B) = P(A) + P(B)</math>, we can simply add our probabilities together for "the chance of drawing a queen or a spade" as <math>\frac{1}{13}+\frac{1}{4}</math>.  If we were to gather some data experimentally, we would find that our results would differ from the prediction -- the probability observed would be slightly less than <math>\frac{1}{13}+\frac{1}{4}</math>.  Why?  Because we're counting the queen of spades twice in our expression, once as a spade, and again as a queen.  We need to count it only once, as it can only be drawn with probability of <math>\frac{1}{52}</math>.  [[Still confused?]] <br>


'''Proof:''' If <math>A</math> and <math>B</math> are not disjoint, we have to avoid the double counting problem by exactly specifying their union.<br>
'''Proof:''' If <math>A</math> and <math>B</math> are not disjoint, we have to avoid the double counting problem by exactly specifying their union.<br>