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Probability

Probability is the branch of mathematics concerning events and numerical descriptions of how likely they are to occur. The probability of an event is a number between 0 and 1; the larger the probability, the more likely an event is to occur.[note 1][1][2] A simple example is the tossing of a fair (unbiased) coin. Since the coin is fair, the two outcomes ("heads" and "tails") are both equally probable; the probability of "heads" equals the probability of "tails"; and since no other outcomes are possible, the probability of either "heads" or "tails" is 1/2 (which could also be written as 0.5 or 50%).

Not to be confused with probability theory, game theory, graph theory, or statistics.

These concepts have been given an axiomatic mathematical formalization in probability theory, which is used widely in areas of study such as statistics, mathematics, science, finance, gambling, artificial intelligence, machine learning, computer science, game theory, and philosophy to, for example, draw inferences about the expected frequency of events. Probability theory is also used to describe the underlying mechanics and regularities of complex systems.[3]

assign numbers to describe some objective or physical state of affairs. The most popular version of objective probability is frequentist probability, which claims that the probability of a random event denotes the relative frequency of occurrence of an experiment's outcome when the experiment is repeated indefinitely. This interpretation considers probability to be the relative frequency "in the long run" of outcomes.[4] A modification of this is propensity probability, which interprets probability as the tendency of some experiment to yield a certain outcome, even if it is performed only once.

Objectivists

assign numbers per subjective probability, that is, as a degree of belief.[5] The degree of belief has been interpreted as "the price at which you would buy or sell a bet that pays 1 unit of utility if E, 0 if not E",[6] although that interpretation is not universally agreed upon.[7] The most popular version of subjective probability is Bayesian probability, which includes expert knowledge as well as experimental data to produce probabilities. The expert knowledge is represented by some (subjective) prior probability distribution. These data are incorporated in a likelihood function. The product of the prior and the likelihood, when normalized, results in a posterior probability distribution that incorporates all the information known to date.[8] By Aumann's agreement theorem, Bayesian agents whose prior beliefs are similar will end up with similar posterior beliefs. However, sufficiently different priors can lead to different conclusions, regardless of how much information the agents share.[9]

Subjectivists

When dealing with random experiments – i.e., experiments that are random and well-defined – in a purely theoretical setting (like tossing a coin), probabilities can be numerically described by the number of desired outcomes, divided by the total number of all outcomes. This is referred to as theoretical probability (in contrast to empirical probability, dealing with probabilities in the context of real experiments). For example, tossing a coin twice will yield "head-head", "head-tail", "tail-head", and "tail-tail" outcomes. The probability of getting an outcome of "head-head" is 1 out of 4 outcomes, or, in numerical terms, 1/4, 0.25 or 25%. However, when it comes to practical application, there are two major competing categories of probability interpretations, whose adherents hold different views about the fundamental nature of probability:

Applications[edit]

Probability theory is applied in everyday life in risk assessment and modeling. The insurance industry and markets use actuarial science to determine pricing and make trading decisions. Governments apply probabilistic methods in environmental regulation, entitlement analysis, and financial regulation.


An example of the use of probability theory in equity trading is the effect of the perceived probability of any widespread Middle East conflict on oil prices, which have ripple effects in the economy as a whole. An assessment by a commodity trader that a war is more likely can send that commodity's prices up or down, and signals other traders of that opinion. Accordingly, the probabilities are neither assessed independently nor necessarily rationally. The theory of behavioral finance emerged to describe the effect of such groupthink on pricing, on policy, and on peace and conflict.[24]


In addition to financial assessment, probability can be used to analyze trends in biology (e.g., disease spread) as well as ecology (e.g., biological Punnett squares).[25] As with finance, risk assessment can be used as a statistical tool to calculate the likelihood of undesirable events occurring, and can assist with implementing protocols to avoid encountering such circumstances. Probability is used to design games of chance so that casinos can make a guaranteed profit, yet provide payouts to players that are frequent enough to encourage continued play.[26]


Another significant application of probability theory in everyday life is reliability. Many consumer products, such as automobiles and consumer electronics, use reliability theory in product design to reduce the probability of failure. Failure probability may influence a manufacturer's decisions on a product's warranty.[27]


The cache language model and other statistical language models that are used in natural language processing are also examples of applications of probability theory.

Contingency

Equiprobability

Fuzzy logic

Heuristic (psychology)

(2005) Probabilistic Symmetries and Invariance Principles. Springer-Verlag, New York. 510 pp. ISBN 0-387-25115-4

Kallenberg, O.

Kallenberg, O. (2002) Foundations of Modern Probability, 2nd ed. Springer Series in Statistics. 650 pp.  0-387-95313-2

ISBN

Olofsson, Peter (2005) Probability, Statistics, and Stochastic Processes, Wiley-Interscience. 504 pp  0-471-67969-0.

ISBN

Virtual Laboratories in Probability and Statistics (Univ. of Ala.-Huntsville)

on In Our Time at the BBC

Probability

Probability and Statistics EBook

. Probability Theory: The Logic of Science. Preprint: Washington University, (1996). – HTML index with links to PostScript files and PDF (first three chapters)

Edwin Thompson Jaynes

People from the History of Probability and Statistics (Univ. of Southampton)

Probability and Statistics on the Earliest Uses Pages (Univ. of Southampton)

on Earliest Uses of Various Mathematical Symbols

Earliest Uses of Symbols in Probability and Statistics

A tutorial on probability and Bayes' theorem devised for first-year Oxford University students

pdf file of An Anthology of Chance Operations (1963) at UbuWeb

U B U W E B :: La Monte Young

Archived 27 July 2011 at the Wayback Machine, by Charles Grinstead, Laurie Snell Source Archived 25 March 2012 at the Wayback Machine (GNU Free Documentation License)

Introduction to Probability – eBook

(in English and Italian) , Probabilità e induzione, Bologna, CLUEB, 1993. ISBN 88-8091-176-7 (digital version)

Bruno de Finetti

Richard Feynman's Lecture on probability.