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Stat310
     Welcome & intro to probability


                          Hadley Wickham
Monday, 11 January 2010
1. A message from the Governator
               2. About me & course syllabus
               3. Introduction to probability
               4. Next time




Monday, 11 January 2010
Monday, 11 January 2010
To the Members of the California State Assembly:

     I am returning Assembly Bill 1176 without my signature.

     For some time now I have lamented the fact that major issues are overlooked while many
     unnecessary bills come to me for consideration. Water reform, prison reform, and health
     care are major issues my Administration has brought to the table, but the Legislature just
     kicks the can down the alley.

     Yet another legislative year has come and gone without the major reforms Californians
     overwhelmingly deserve. In light of this, and after careful consideration, I believe it is
     unnecessary to sign this measure at this time.

     Sincerely,
     Arnold Schwarzenegger




http://gov.ca.gov/pdf/press/2009bills/AB1176_Ammiano_Veto_Message.pdf
Monday, 11 January 2010
To the Members of the California State Assembly:

     I am returning Assembly Bill 1176 without my signature.

     For some time now I have lamented the fact that major issues are overlooked while many
     unnecessary bills come to me for consideration. Water reform, prison reform, and health
     care are major issues my Administration has brought to the table, but the Legislature just
     kicks the can down the alley.

     Yet another legislative year has come and gone without the major reforms Californians
     overwhelmingly deserve. In light of this, and after careful consideration, I believe it is
     unnecessary to sign this measure at this time.

     Sincerely,
     Arnold Schwarzenegger




http://gov.ca.gov/pdf/press/2009bills/AB1176_Ammiano_Veto_Message.pdf
Monday, 11 January 2010
A Democratic assemblyman who heckled the
                 governor during a recent event in San Francisco
                 actually received two messages: the veto letter itself
                 and a not-so-subtle rebuke creatively hidden within it.
                 Like a find-the-word puzzle, the second message was
                 visible by stringing together the first letter of each line
                 down the left-hand margin. It consisted of a common
                 four-letter vulgarity followed by the letters “y-o-u.”
                 “My goodness. What a coincidence,” said
                 Schwarzenegger spokesman Aaron McLear. “I
                 suppose when you do so many vetoes, something
                 like this is bound to happen.”


http://www.huffingtonpost.com/2009/10/27/schwarzenegger-sends-lawm_n_336319.html
Monday, 11 January 2010
A Democratic assemblyman who heckled the
                 governor during a recent event in San Francisco
                 actually received two messages: the veto letter itself
                 and a not-so-subtle rebuke creatively hidden within it.
                 Like a find-the-word puzzle, the second message was
                 visible by stringing together the first letter of each line
                 down the left-hand margin. It consisted of a common
                 four-letter vulgarity followed by the letters “y-o-u.”
                 “My goodness. What a coincidence,” said
                 Schwarzenegger spokesman Aaron McLear. “I
                 suppose when you do so many vetoes, something
                 like this is bound to happen.”

                                                                                  Is it?
http://www.huffingtonpost.com/2009/10/27/schwarzenegger-sends-lawm_n_336319.html
Monday, 11 January 2010
Your turn
                   What does “bound to happen” mean in
                   this context? Do you agree that this
                   acrostic could have happened by chance?
                   How could you support your belief?
                   Turn to the person next to you and
                   discuss for 2 minutes. I’ll then ask a
                   couple of you (selected at random) to
                   share your thoughts.

Inspired by http://statistics.berkeley.edu/~stark/Preprints/acrosticVeto09.htm
Monday, 11 January 2010
Before we can answer these
          questions, we need to some
          new vocabulary and tools...




Monday, 11 January 2010
Before we can answer these
          questions, we need to some
          new vocabulary and tools...

                 But before we do that, I should
              introduce myself and give you some
                     details about this class

Monday, 11 January 2010
I’m from New Zealand. We’re
                                pretty informal in NZ, so:
Monday, 11 January 2010
Please call me Hadley

                          HE LLO
                          my name is




                      Hadley
Monday, 11 January 2010
At Rice, I’m a
         McMurtry divisional advisor and
         major advisor for Statistics

  Away from Rice, I
         play too much xbox, and
         have a dog called Mina




Monday, 11 January 2010
My goals
                   Provide you with a mathematical toolkit to
                   reason about uncertainty.
                   Motivate why this is important and useful.
                   Provide an pedagogical environment
                   designed to maximise the amount you
                   learn.



Monday, 11 January 2010
Syllabus



Monday, 11 January 2010
If you only remember one
 thing, it should be this:




   had.co.nz/stat310
                          (or just google stat310)




Monday, 11 January 2010
Important points

                   Textbook / class party
                   Assessment
                   Course outline
                   The curve of forgetting




Monday, 11 January 2010
Topic         Mathematical tool

                          Probability          Set theory

                          Discrete r.v.          Sums

                 Continuous r.v.          Univariate calculus

                 Multivariate r.v.        Multivariate calculus

         Statistical inference              All of the above

Monday, 11 January 2010
By Day 2, if you have done nothing with the information you learned in that lecture, didn't
              think about it again, read it again, etc. you will have lost 50%-80% of what you learned. Our
              brains are constantly recording information on a temporary basis: scraps of conversation
              heard on the sidewalk, what the person in front of you is wearing. Because the information
              isn't necessary, and it doesn't come up again, our brains dump it all off, along with what was
              learned in the lecture that you actually do want to hold on to!

              By Day 7, we remember even less, and by Day 30, we retain about 2%-3% of the original
              hour! This nicely coincides with midterm exams, and may account for feeling as if you've
              never seen this before in your life when you're studying for exams - you may need to actually
              re-learn it from scratch.

http://www.adm.uwaterloo.ca/infocs/study/curve.html
Monday, 11 January 2010
Back to the problem



Monday, 11 January 2010
Did this message
     To the Members of the California State Assembly:


                             arise from chance?
     I am returning Assembly Bill 1176 without my signature.

     For some time now I have lamented the fact that major issues are overlooked while many
     unnecessary bills come to me for consideration. Water reform, prison reform, and health
     care are major issues my Administration has brought to the table, but the Legislature just
     kicks the can down the alley.

     Yet another legislative year has come and gone without the major reforms Californians
     overwhelmingly deserve. In light of this, and after careful consideration, I believe it is
     unnecessary to sign this measure at this time.

     Sincerely,
     Arnold Schwarzenegger




http://gov.ca.gov/pdf/press/2009bills/AB1176_Ammiano_Veto_Message.pdf
Monday, 11 January 2010
What is probability?
                   Probability is the mathematical
                   machinery necessary to answer questions
                   about uncertain events.


                   We’re scientists/engineers so we need to
                   make this precise...



Monday, 11 January 2010
Random experiment
                   “A random experiment is an experiment,
                   trial, or observation that can be repeated
                   numerous times under the same conditions...
                   It must in no way be affected by any previous
                   outcome and cannot be predicted with
                   certainty.” (http://cnx.org/content/m13470/latest/)
                   i.e. it is uncertain (we don’t know ahead of
                   time what the answer will be) and repeatable
                   (ideally).


Monday, 11 January 2010
Sample space


                   The sample space is the set containing
                   all possible outcomes from a random
                   experiment. Often called S.




                                                            p55
Monday, 11 January 2010
Your turn
                   For each of the following random
                   experiments write down the sample space
                   (2 minutes).
                   Next, pair up and compare your answers.
                   Can you order the experiments by the
                   number of outcomes? (2 minutes)
                   I’ll then ask a few of you (selected at
                   random) to share your answers.


Monday, 11 January 2010
What is S?
                   The sequence of dice rolls until you roll a
                   six.
                   Your final grade in this class.
                   The length of time until you next sneeze.
                   The result of a coin flip.
                   The weight of a bag of m&m’s.


Monday, 11 January 2010
Size
                   • Small (< 10)
                   • Large, but finite
                   • Countably infinite
                   • Uncountably infinite
                   • We will follow this order as we develop
                     increasingly complex mathematical
                     tools

Monday, 11 January 2010
More terminology
                   An event is a subset of the sample space.
                   A collection of events are mutually
                   exclusive if...
                   A collection of events are exhaustive if...
                   A collection of events is a partition if it is
                   mutually exclusive and exhaustive


                                                                    p55
Monday, 11 January 2010
I f**k you

                   If we want to frame this as a probability
                   problem, what might the experiment be?
                   What is the sample space? What partition
                   of the sample space might we be
                   interested in?




Monday, 11 January 2010
One answer

                   Sample space: all possible letters written
                   by Arnold Schwarzenegger
                   Partition of interest: presence/absence of
                   offensive message




Monday, 11 January 2010
Probability

                   If I flip a fair coin, the probability of it
                   coming up heads is 50% (or 0.5).
                   S = {H, T}. P(H) = 0.5
                   But what does that mean?




Monday, 11 January 2010
Defining probability

                   • Informally
                   • Classically
                   • Frequentist
                   • Axiomatic (i.e. we don’t care what it means,
                          we just want it to behave in a sensible way)



                                                                         p55-57
Monday, 11 January 2010
Let S = {A, B, C}. Which of the
                 following don’t make sense?
                   P(A) > P(B)
                   P(A) + P(B) + P(C) > 1
                   P(S) = 0.9
                   P(A) + P(B) = P(C)
                   P(A ∪ B) = P(A) + P(B) + 0.1
                   P(A) = -0.1


Monday, 11 January 2010
Three axioms:
               1. P(A) ≥ 0, for all A ⊂ S
               2. P(S) = 1
               3. P(A ∪ B) = P(A) + P(B) if A ∩ B = 0


               (The definition in the book is rigorous, the
               aim here is to help you understand what it
               means)

                                                             p57
Monday, 11 January 2010
Revision
                   Review set theory. You should be familiar with
                   Appendix I or http://en.wikipedia.org/wiki/
                   Algebra_of_sets (up to “The algebra of inclusion”)
                   and able to answer the following questions:
                   1. Simplify (A' ∪ B')'
                   2. Break up A ∪ B into three disjoint pieces.
                   3. Why is A ∪ B ∩ C confusing? How could
                   you fix it?


Monday, 11 January 2010
Next time

                   I’m travelling and my TA is doing is PhD
                   qualifying exams on Friday: so class will
                   be a video (on website) + self study.
                   See you on next week!




Monday, 11 January 2010

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01 Introduction

  • 1. Stat310 Welcome & intro to probability Hadley Wickham Monday, 11 January 2010
  • 2. 1. A message from the Governator 2. About me & course syllabus 3. Introduction to probability 4. Next time Monday, 11 January 2010
  • 4. To the Members of the California State Assembly: I am returning Assembly Bill 1176 without my signature. For some time now I have lamented the fact that major issues are overlooked while many unnecessary bills come to me for consideration. Water reform, prison reform, and health care are major issues my Administration has brought to the table, but the Legislature just kicks the can down the alley. Yet another legislative year has come and gone without the major reforms Californians overwhelmingly deserve. In light of this, and after careful consideration, I believe it is unnecessary to sign this measure at this time. Sincerely, Arnold Schwarzenegger http://gov.ca.gov/pdf/press/2009bills/AB1176_Ammiano_Veto_Message.pdf Monday, 11 January 2010
  • 5. To the Members of the California State Assembly: I am returning Assembly Bill 1176 without my signature. For some time now I have lamented the fact that major issues are overlooked while many unnecessary bills come to me for consideration. Water reform, prison reform, and health care are major issues my Administration has brought to the table, but the Legislature just kicks the can down the alley. Yet another legislative year has come and gone without the major reforms Californians overwhelmingly deserve. In light of this, and after careful consideration, I believe it is unnecessary to sign this measure at this time. Sincerely, Arnold Schwarzenegger http://gov.ca.gov/pdf/press/2009bills/AB1176_Ammiano_Veto_Message.pdf Monday, 11 January 2010
  • 6. A Democratic assemblyman who heckled the governor during a recent event in San Francisco actually received two messages: the veto letter itself and a not-so-subtle rebuke creatively hidden within it. Like a find-the-word puzzle, the second message was visible by stringing together the first letter of each line down the left-hand margin. It consisted of a common four-letter vulgarity followed by the letters “y-o-u.” “My goodness. What a coincidence,” said Schwarzenegger spokesman Aaron McLear. “I suppose when you do so many vetoes, something like this is bound to happen.” http://www.huffingtonpost.com/2009/10/27/schwarzenegger-sends-lawm_n_336319.html Monday, 11 January 2010
  • 7. A Democratic assemblyman who heckled the governor during a recent event in San Francisco actually received two messages: the veto letter itself and a not-so-subtle rebuke creatively hidden within it. Like a find-the-word puzzle, the second message was visible by stringing together the first letter of each line down the left-hand margin. It consisted of a common four-letter vulgarity followed by the letters “y-o-u.” “My goodness. What a coincidence,” said Schwarzenegger spokesman Aaron McLear. “I suppose when you do so many vetoes, something like this is bound to happen.” Is it? http://www.huffingtonpost.com/2009/10/27/schwarzenegger-sends-lawm_n_336319.html Monday, 11 January 2010
  • 8. Your turn What does “bound to happen” mean in this context? Do you agree that this acrostic could have happened by chance? How could you support your belief? Turn to the person next to you and discuss for 2 minutes. I’ll then ask a couple of you (selected at random) to share your thoughts. Inspired by http://statistics.berkeley.edu/~stark/Preprints/acrosticVeto09.htm Monday, 11 January 2010
  • 9. Before we can answer these questions, we need to some new vocabulary and tools... Monday, 11 January 2010
  • 10. Before we can answer these questions, we need to some new vocabulary and tools... But before we do that, I should introduce myself and give you some details about this class Monday, 11 January 2010
  • 11. I’m from New Zealand. We’re pretty informal in NZ, so: Monday, 11 January 2010
  • 12. Please call me Hadley HE LLO my name is Hadley Monday, 11 January 2010
  • 13. At Rice, I’m a McMurtry divisional advisor and major advisor for Statistics Away from Rice, I play too much xbox, and have a dog called Mina Monday, 11 January 2010
  • 14. My goals Provide you with a mathematical toolkit to reason about uncertainty. Motivate why this is important and useful. Provide an pedagogical environment designed to maximise the amount you learn. Monday, 11 January 2010
  • 16. If you only remember one thing, it should be this: had.co.nz/stat310 (or just google stat310) Monday, 11 January 2010
  • 17. Important points Textbook / class party Assessment Course outline The curve of forgetting Monday, 11 January 2010
  • 18. Topic Mathematical tool Probability Set theory Discrete r.v. Sums Continuous r.v. Univariate calculus Multivariate r.v. Multivariate calculus Statistical inference All of the above Monday, 11 January 2010
  • 19. By Day 2, if you have done nothing with the information you learned in that lecture, didn't think about it again, read it again, etc. you will have lost 50%-80% of what you learned. Our brains are constantly recording information on a temporary basis: scraps of conversation heard on the sidewalk, what the person in front of you is wearing. Because the information isn't necessary, and it doesn't come up again, our brains dump it all off, along with what was learned in the lecture that you actually do want to hold on to! By Day 7, we remember even less, and by Day 30, we retain about 2%-3% of the original hour! This nicely coincides with midterm exams, and may account for feeling as if you've never seen this before in your life when you're studying for exams - you may need to actually re-learn it from scratch. http://www.adm.uwaterloo.ca/infocs/study/curve.html Monday, 11 January 2010
  • 20. Back to the problem Monday, 11 January 2010
  • 21. Did this message To the Members of the California State Assembly: arise from chance? I am returning Assembly Bill 1176 without my signature. For some time now I have lamented the fact that major issues are overlooked while many unnecessary bills come to me for consideration. Water reform, prison reform, and health care are major issues my Administration has brought to the table, but the Legislature just kicks the can down the alley. Yet another legislative year has come and gone without the major reforms Californians overwhelmingly deserve. In light of this, and after careful consideration, I believe it is unnecessary to sign this measure at this time. Sincerely, Arnold Schwarzenegger http://gov.ca.gov/pdf/press/2009bills/AB1176_Ammiano_Veto_Message.pdf Monday, 11 January 2010
  • 22. What is probability? Probability is the mathematical machinery necessary to answer questions about uncertain events. We’re scientists/engineers so we need to make this precise... Monday, 11 January 2010
  • 23. Random experiment “A random experiment is an experiment, trial, or observation that can be repeated numerous times under the same conditions... It must in no way be affected by any previous outcome and cannot be predicted with certainty.” (http://cnx.org/content/m13470/latest/) i.e. it is uncertain (we don’t know ahead of time what the answer will be) and repeatable (ideally). Monday, 11 January 2010
  • 24. Sample space The sample space is the set containing all possible outcomes from a random experiment. Often called S. p55 Monday, 11 January 2010
  • 25. Your turn For each of the following random experiments write down the sample space (2 minutes). Next, pair up and compare your answers. Can you order the experiments by the number of outcomes? (2 minutes) I’ll then ask a few of you (selected at random) to share your answers. Monday, 11 January 2010
  • 26. What is S? The sequence of dice rolls until you roll a six. Your final grade in this class. The length of time until you next sneeze. The result of a coin flip. The weight of a bag of m&m’s. Monday, 11 January 2010
  • 27. Size • Small (< 10) • Large, but finite • Countably infinite • Uncountably infinite • We will follow this order as we develop increasingly complex mathematical tools Monday, 11 January 2010
  • 28. More terminology An event is a subset of the sample space. A collection of events are mutually exclusive if... A collection of events are exhaustive if... A collection of events is a partition if it is mutually exclusive and exhaustive p55 Monday, 11 January 2010
  • 29. I f**k you If we want to frame this as a probability problem, what might the experiment be? What is the sample space? What partition of the sample space might we be interested in? Monday, 11 January 2010
  • 30. One answer Sample space: all possible letters written by Arnold Schwarzenegger Partition of interest: presence/absence of offensive message Monday, 11 January 2010
  • 31. Probability If I flip a fair coin, the probability of it coming up heads is 50% (or 0.5). S = {H, T}. P(H) = 0.5 But what does that mean? Monday, 11 January 2010
  • 32. Defining probability • Informally • Classically • Frequentist • Axiomatic (i.e. we don’t care what it means, we just want it to behave in a sensible way) p55-57 Monday, 11 January 2010
  • 33. Let S = {A, B, C}. Which of the following don’t make sense? P(A) > P(B) P(A) + P(B) + P(C) > 1 P(S) = 0.9 P(A) + P(B) = P(C) P(A ∪ B) = P(A) + P(B) + 0.1 P(A) = -0.1 Monday, 11 January 2010
  • 34. Three axioms: 1. P(A) ≥ 0, for all A ⊂ S 2. P(S) = 1 3. P(A ∪ B) = P(A) + P(B) if A ∩ B = 0 (The definition in the book is rigorous, the aim here is to help you understand what it means) p57 Monday, 11 January 2010
  • 35. Revision Review set theory. You should be familiar with Appendix I or http://en.wikipedia.org/wiki/ Algebra_of_sets (up to “The algebra of inclusion”) and able to answer the following questions: 1. Simplify (A' ∪ B')' 2. Break up A ∪ B into three disjoint pieces. 3. Why is A ∪ B ∩ C confusing? How could you fix it? Monday, 11 January 2010
  • 36. Next time I’m travelling and my TA is doing is PhD qualifying exams on Friday: so class will be a video (on website) + self study. See you on next week! Monday, 11 January 2010