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math121b:04-15 [2020/04/14 22:51]
pzhou
math121b:04-15 [2020/04/15 09:44] (current)
pzhou
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 ** Conditional Probability **: suppose we want to know "given that $A$ happens, what is the probability $B$ will happen?"  ** Conditional Probability **: suppose we want to know "given that $A$ happens, what is the probability $B$ will happen?" 
-$$ \P(A | B) := \frac{ \P(A \cap B) } {\P(B) \} $$+$$ \P(A | B) := \frac{ \P(A \cap B) } {\P(B) } $$
  
 ** The product rule ** ** The product rule **
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 First thing first, find out what is $\Omega$ and $\P$.  First thing first, find out what is $\Omega$ and $\P$. 
  
-Here is an interesting example: https://en.wikipedia.org/wiki/Bertrand_paradox_(probability)+Be aware when someone say: "let me randomly choose ...."  
 + 
 +Here is an interesting example: [[https://en.wikipedia.org/wiki/Bertrand_paradox_(probability) | Bertrand Paradox ]] 
 + 
 +Another hard example: let $M$ be a random symmetric matrix of size $N \times N$, where each entry is iid Gausian. Question: how does eigenvalues of this matrix distribute? 
  
  
  
  
math121b/04-15.1586929900.txt.gz · Last modified: 2020/04/14 22:51 by pzhou