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png Outline Catalog of articles Probabilists Glossary Notation Journals Category v t e Certainty series Agnosticism Approximation Belief Certainty Doubt Determinism Epistemology Fallibilism Fatalism Hypothesis Justification Nihilism Probability Scientific theory Skepticism Solipsism Theory Truth Uncertainty v t e Probability is a measure or estimation of how likely it is that something will h appen or that a statement is true.[1] Probabilities are given a value between 0 (0% chance or will not happen) and 1 (100% chance or will happen).[2] The higher the degree of probability, the more likely the event is to happen, or, in a lon ger series of samples, the greater the number of times such event is expected to happen. These concepts have been given an axiomatic mathematical derivation in probabili ty theory (see probability axioms), which is used widely in such areas of study as mathematics, statistics, finance, gambling, science, artificial intelligence/ machine learning and philosophy to, for example, draw inferences about the expec ted frequency of events. Probability theory is also used to describe the underly ing mechanics and regularities of complex systems.[3] Contents [hide] 1 Interpretations 2 Etymology 3 History 4 Theory 5 Applications 6 Mathematical treatment 6.1 Independent probability 6.1.1 Mutually exclusive 6.1.2 Not mutually exclusive 6.2 Conditional probability 6.3 Inverse probability 6.4 Summary of probabilities 7 Relation to randomness 8 See also 9 Notes 10 References 11 External links Interpretations[edit]

Main article: Probability interpretations When dealing with experiments that are random and well-defined in a purely theor etical setting (like tossing a fair coin), probabilities describe the statistica l number of outcomes considered divided by the number of all outcomes (tossing a fair coin twice will yield head-head with probability 1/4, because the four out comes head-head, head-tails, tails-head and tails-tails are equally likely to oc cur). When it comes to practical application, however, the word probability does not have a singular direct definition. In fact, there are two major categories of probability interpretations, whose adherents possess conflicting views about the fundamental nature of probability: Objectivists assign numbers to describe some objective or physical state of affa irs. The most popular version of objective probability is frequentist probabilit y, which claims that the probability of a random event denotes the relative freq uency of occurrence of an experiment's outcome, when repeating the experiment. T his interpretation considers probability to be the relative frequency "in the lo ng run" of outcomes.[4] A modification of this is propensity probability, which interprets probability as the tendency of some experiment to yield a certain out come, even if it is performed only once. Subjectivists assign numbers per subjective probability, i.e., as a degree of be lief.[5] The degree of belief has been interpreted as, "the price at which you w ould buy or sell a bet that pays 1 unit of utility if E, 0 if not E."[6] The mos t popular version of subjective probability is Bayesian probability, which inclu des expert knowledge as well as experimental data to produce probabilities. The expert knowledge is represented by some (subjective) prior probability distribut ion. The data is incorporated in a likelihood function. The product of the prior and the likelihood, normalized, results in a posterior probability distribution that incorporates all the information known to date.[7] Starting from arbitrary , subjective probabilities for a group of agents, some Bayesians[who?] claim tha t all agents will eventually have sufficiently similar assessments of probabilit ies, given enough evidence (see Cromwell's rule). Etymology[edit] The word Probability derives from the Latin probabilitas, which can also mean pr obity, a measure of the authority of a witness in a legal case in Europe, and of ten correlated with the witness's nobility. In a sense, this differs much from t he modern meaning of probability, which, in contrast, is a measure of the weight of empirical evidence, and is arrived at from inductive reasoning and statistic al inference.[8] History[edit] Main article: History of probability The scientific study of probability is a modern development. Gambling shows that there has been an interest in quantifying the ideas of probability for millenni a, but exact mathematical descriptions arose much later. There are reasons of co urse, for the slow development of the mathematics of probability. Whereas games of chance provided the impetus for the mathematical study of probability, fundam ental issues are still obscured by the superstitions of gamblers.[9] Christiaan Huygens probably published the first book on probability According to Richard Jeffrey, "Before the middle of the seventeenth century, the term 'probable' (Latin probabilis) meant approvable, and was applied in that se nse, univocally, to opinion and to action. A probable action or opinion was one such as sensible people would undertake or hold, in the circumstances."[10] Howe ver, in legal contexts especially, 'probable' could also apply to propositions f or which there was good evidence.[11] Aside from elementary work by Girolamo Cardano in the 16th century, the doctrine of probabilities dates to the correspondence of Pierre de Fermat and Blaise Pas cal (1654). Christiaan Huygens (1657) gave the earliest known scientific treatme nt of the subject.[12] Jakob Bernoulli's Ars Conjectandi (posthumous, 1713) and

Abraham de Moivre's Doctrine of Chances (1718) treated the subject as a branch o f mathematics.[13] See Ian Hacking's The Emergence of Probability[8] and James F ranklin's The Science of Conjecture[full citation needed] for histories of the e arly development of the very concept of mathematical probability. The theory of errors may be traced back to Roger Cotes's Opera Miscellanea (post humous, 1722), but a memoir prepared by Thomas Simpson in 1755 (printed 1756) fi rst applied the theory to the discussion of errors of observation.[citation need ed] The reprint (1757) of this memoir lays down the axioms that positive and neg ative errors are equally probable, and that certain assignable limits define the range of all errors. Simpson also discusses continuous errors and describes a p robability curve. The first two laws of error that were proposed both originated with Pierre-Simon Laplace. The first law was published in 1774 and stated that the frequency of a n error could be expressed as an exponential function of the numerical magnitude of the error, disregarding sign. The second law of error was proposed in 1778 b y Laplace and stated that the frequency of the error is an exponential function of the square of the error.[14] The second law of error is called the normal dis tribution or the Gauss law. "It is difficult historically to attribute that law to Gauss, who in spite of his well-known precocity had probably not made this di scovery before he was two years old."[14] Daniel Bernoulli (1778) introduced the principle of the maximum product of the p robabilities of a system of concurrent errors. Carl Friedrich Gauss Adrien-Marie Legendre (1805) developed the method of least squares, and introduc ed it in his Nouvelles mthodes pour la dtermination des orbites des comtes (New Met hods for Determining the Orbits of Comets).[citation needed] In ignorance of Leg endre's contribution, an Irish-American writer, Robert Adrain, editor of "The An alyst" (1808), first deduced the law of facility of error, \phi(x) = ce^{-h^2 x^2}, where h is a constant depending on precision of observation, and c is a scale fa ctor ensuring that the area under the curve equals 1. He gave two proofs, the se cond being essentially the same as John Herschel's (1850).[citation needed] Gaus s gave the first proof that seems to have been known in Europe (the third after Adrain's) in 1809. Further proofs were given by Laplace (1810, 1812), Gauss (182 3), James Ivory (1825, 1826), Hagen (1837), Friedrich Bessel (1838), W. F. Donki n (1844, 1856), and Morgan Crofton (1870). Other contributors were Ellis (1844), De Morgan (1864), Glaisher (1872), and Giovanni Schiaparelli (1875). Peters's ( 1856) formula[clarification needed] for r, the probable error of a single observ ation, is well known.[to whom?] In the nineteenth century authors on the general theory included Laplace, Sylves tre Lacroix (1816), Littrow (1833), Adolphe Quetelet (1853), Richard Dedekind (1 860), Helmert (1872), Hermann Laurent (1873), Liagre, Didion, and Karl Pearson. Augustus De Morgan and George Boole improved the exposition of the theory. Andrey Markov introduced[citation needed] the notion of Markov chains (1906), wh ich played an important role in stochastic processes theory and its applications . The modern theory of probability based on the measure theory was developed by Andrey Kolmogorov (1931).[citation needed] On the geometric side (see integral geometry) contributors to The Educational Ti mes were influential (Miller, Crofton, McColl, Wolstenholme, Watson, and Artemas Martin).[citation needed] Further information: History of statistics Theory[edit] Main article: Probability theory Like other theories, the theory of probability is a representation of probabilis tic concepts in formal terms that is, in terms that can be considered separately f rom their meaning. These formal terms are manipulated by the rules of mathematic s and logic, and any results are interpreted or translated back into the problem

domain. There have been at least two successful attempts to formalize probability, namel y the Kolmogorov formulation and the Cox formulation. In Kolmogorov's formulatio n (see probability space), sets are interpreted as events and probability itself as a measure on a class of sets. In Cox's theorem, probability is taken as a pr imitive (that is, not further analyzed) and the emphasis is on constructing a co nsistent assignment of probability values to propositions. In both cases, the la ws of probability are the same, except for technical details. There are other methods for quantifying uncertainty, such as the Dempster Shafer t heory or possibility theory, but those are essentially different and not compati ble with the laws of probability as usually understood. Applications[edit] Probability theory is applied in everyday life in risk assessment and in trade o n financial markets. Governments apply probabilistic methods in environmental re gulation, where it is called pathway analysis. A good example is the effect of t he perceived probability of any widespread Middle East conflict on oil prices whic h have ripple effects in the economy as a whole. An assessment by a commodity tr ader that a war is more likely vs. less likely sends prices up or down, and sign als other traders of that opinion. Accordingly, the probabilities are neither as sessed independently nor necessarily very rationally. The theory of behavioral f inance emerged to describe the effect of such groupthink on pricing, on policy, and on peace and conflict.[15] The discovery of rigorous methods to assess and combine probability assessments has changed society. It is important for most citizens to understand how probabi lity assessments are made, and how they contribute to decisions. Another significant application of probability theory in everyday life is reliab ility. Many consumer products, such as automobiles and consumer electronics, use reliability theory in product design to reduce the probability of failure. Fail ure probability may influence a manufacture's decisions on a product's warranty. [16] The cache language model and other statistical language models that are used in natural language processing are also examples of applications of probability the ory. Mathematical treatment[edit] See also: Probability axioms Consider an experiment that can produce a number of results. The collection of a ll results is called the sample space of the experiment. The power set of the sa mple space is formed by considering all different collections of possible result s. For example, rolling a die can produce six possible results. One collection o f possible results gives an odd number on the die. Thus, the subset {1,3,5} is a n element of the power set of the sample space of die rolls. These collections a re called "events." In this case, {1,3,5} is the event that the die falls on som e odd number. If the results that actually occur fall in a given event, the even t is said to have occurred. A probability is a way of assigning every event a value between zero and one, wi th the requirement that the event made up of all possible results (in our exampl e, the event {1,2,3,4,5,6}) is assigned a value of one. To qualify as a probabil ity, the assignment of values must satisfy the requirement that if you look at a collection of mutually exclusive events (events with no common results, e.g., t he events {1,6}, {3}, and {2,4} are all mutually exclusive), the probability tha t at least one of the events will occur is given by the sum of the probabilities of all the individual events.[17] The probability of an event A is written as P(A), p(A) or Pr(A).[18] This mathem atical definition of probability can extend to infinite sample spaces, and even uncountable sample spaces, using the concept of a measure. The opposite or complement of an event A is the event [not A] (that is, the even t of A not occurring); its probability is given by P(not A) = 1 - P(A).[19] As a n example, the chance of not rolling a six on a six-sided die is 1 (chance of ro

lling a six) = 1 - \tfrac{1}{6} = \tfrac{5}{6}. See Complementary event for a mo re complete treatment. If two events A and B occur on a single performance of an experiment, this is ca lled the intersection or joint probability of A and B, denoted as P(A \cap B). Independent probability[edit] If two events, A and B are independent then the joint probability is P(A \mbox{ and }B) = P(A \cap B) = P(A) P(B),\, for example, if two coins are flipped the chance of both being heads is \tfrac{1 }{2}\times\tfrac{1}{2} = \tfrac{1}{4}.[20] Mutually exclusive[edit] If either event A or event B or both events occur on a single performance of an experiment this is called the union of the events A and B denoted as P(A \cup B) . If two events are mutually exclusive then the probability of either occurring is P(A\mbox{ or }B) = P(A \cup B)= P(A) + P(B). For example, the chance of rolling a 1 or 2 on a six-sided die is P(1\mbox{ or } 2) = P(1) + P(2) = \tfrac{1}{6} + \tfrac{1}{6} = \tfrac{1}{3}. Not mutually exclusive[edit] If the events are not mutually exclusive then \mathrm{P}\left(A \hbox{ or } B\right)=\mathrm{P}\left(A\right)+\mathrm{P}\left( B\right)-\mathrm{P}\left(A \mbox{ and } B\right). For example, when drawing a single card at random from a regular deck of cards, the chance of getting a heart or a face card (J,Q,K) (or one that is both) is \t frac{13}{52} + \tfrac{12}{52} - \tfrac{3}{52} = \tfrac{11}{26}, because of the 5 2 cards of a deck 13 are hearts, 12 are face cards, and 3 are both: here the pos sibilities included in the "3 that are both" are included in each of the "13 hea rts" and the "12 face cards" but should only be counted once. Conditional probability[edit] Conditional probability is the probability of some event A, given the occurrence of some other event B. Conditional probability is written \mathrm{P}(A \mid B), and is read "the probability of A, given B". It is defined by[21] \mathrm{P}(A \mid B) = \frac{\mathrm{P}(A \cap B)}{\mathrm{P}(B)}.\, If \mathrm{P}(B)=0 then \mathrm{P}(A \mid B) is formally undefined by this expre ssion. However, it is possible to define a conditional probability for some zero -probability events using a s-algebra of such events (such as those arising from a continuous random variable).[citation needed] For example, in a bag of 2 red balls and 2 blue balls (4 balls in total), the pr obability of taking a red ball is 1/2; however, when taking a second ball, the p robability of it being either a red ball or a blue ball depends on the ball prev iously taken, such as, if a red ball was taken, the probability of picking a red ball again would be 1/3 since only 1 red and 2 blue balls would have been remai ning. Inverse probability[edit] In probability theory and applications, Bayes' rule relates the odds of event A_ 1 to event A_2, before (prior to) and after (posterior to) conditioning on anoth er event B. The odds on A_1 to event A_2 is simply the ratio of the probabilitie s of the two events. When arbitrarily many events A are of interest, not just tw o, the rule can be rephrased as posterior is proportional to prior times likelih ood, P(A|B)\propto P(A) P(B|A) where the proportionality symbol means that the l eft hand side is proportional to (i.e., equals a constant times) the right hand side as A varies, for fixed or given B (Lee, 2012; Bertsch McGrayne, 2012). In t his form it goes back to Laplace (1774) and to Cournot (1843); see Fienberg (200 5). See Inverse probability and Bayes' rule. Summary of probabilities[edit] Summary of probabilities Event Probability A P(A)\in[0,1]\, not A P(A^c)=1-P(A)\, A or B \begin{align}

P(A\cup B) & = P(A)+P(B)-P(A\cap B) \\ P(A\cup B) & = P(A)+P(B) \qquad\mbox{if A and B are mutually exclusive} \\ \end{align} A and B \begin{align} P(A\cap B) & = P(A|B)P(B) = P(B|A)P(A)\\ P(A\cap B) & = P(A)P(B) \qquad\mbox{if A and B are independent}\\ \end{align} A given B P(A \mid B) = \frac{P(A \cap B)}{P(B)} = \frac{P(B|A)P(A)}{P(B)} \, Relation to randomness[edit] Main article: Randomness In a deterministic universe, based on Newtonian concepts, there would be no prob ability if all conditions are known (Laplace's demon), (but there are situations in which sensitivity to initial conditions exceeds our ability to measure them, i.e. know them). In the case of a roulette wheel, if the force of the hand and the period of that force are known, the number on which the ball will stop would be a certainty (though as a practical matter, this would likely be true only of a roulette wheel that had not been exactly levelled as Thomas A. Bass' Newtonia n Casino revealed). Of course, this also assumes knowledge of inertia and fricti on of the wheel, weight, smoothness and roundness of the ball, variations in han d speed during the turning and so forth. A probabilistic description can thus be more useful than Newtonian mechanics for analyzing the pattern of outcomes of r epeated rolls of roulette wheel. Physicists face the same situation in kinetic t heory of gases, where the system, while deterministic in principle, is so comple x (with the number of molecules typically the order of magnitude of Avogadro con stant 6.021023) that only statistical description of its properties is feasible. Probability theory is required to describe quantum phenomena.[22] A revolutionar y discovery of early 20th century physics was the random character of all physic al processes that occur at sub-atomic scales and are governed by the laws of qua ntum mechanics. The objective wave function evolves deterministically but, accor ding to the Copenhagen interpretation, it deals with probabilities of observing, the outcome being explained by a wave function collapse when an observation is made. However, the loss of determinism for the sake of instrumentalism did not m eet with universal approval. Albert Einstein famously remarked in a letter to Ma x Born: "I am convinced that God does not play dice".[23] Like Einstein, Erwin S chrdinger, who discovered the wave function, believed quantum mechanics is a stat istical approximation of an underlying deterministic reality.[24] In modern inte rpretations, quantum decoherence accounts for subjectively probabilistic behavio r. See also[edit] Portal icon Logic portal Main article: Outline of probability Chance (disambiguation) Class membership probabilities Equiprobability Heuristics in judgment and decision making Notes[edit] Jump up ^ "Probability". Webster s Revised Unabridged Dictionary. G & C Merriam, 1 913 Jump up ^ Feller, W. (1968), An Introduction to Probability Theory and its Appli cations (Volume 1). ISBN 0-471-25708-7[page needed] Jump up ^ Probability Theory The Britannica website Jump up ^ Hacking, Ian (1965). The Logic of Statistical Inference. Cambridge Uni versity Press. ISBN 0-521-05165-7.[page needed] Jump up ^ Finetti, Bruno de (1970). "Logical foundations and measurement of subj ective probability". Acta Psychologica 34: 129 145. doi:10.1016/0001-6918(70)90012 -0.

Jump up ^ Hjek, Alan. "Interpretations of Probability". The Stanford Encyclopedia of Philosophy (Winter 2012 Edition), Edward N. Zalta (ed.). Retrieved 22 April 2013. Jump up ^ Hogg, Robert V.; Craig, Allen; McKean, Joseph W. (2004). Introduction to Mathematical Statistics (6th ed.). Upper Saddle River: Pearson. ISBN 0-13-008 507-3.[page needed] ^ Jump up to: a b Hacking, I. (2006) The Emergence of Probability: A Philosophic al Study of Early Ideas about Probability, Induction and Statistical Inference, Cambridge University Press, ISBN 978-0-521-68557-3[page needed] Jump up ^ Freund, John. (1973) Introduction to Probability. Dickenson ISBN 978-0 822100782 (p. 1) Jump up ^ Jeffrey, R.C., Probability and the Art of Judgment, Cambridge Universi ty Press. (1992). pp. 54-55 . ISBN 0-521-39459-7 Jump up ^ Franklin, J. (2001) The Science of Conjecture: Evidence and Probabilit y Before Pascal, Johns Hopkins University Press. (pp. 22, 113, 127) Jump up ^ Abrams, William, A Brief History of Probability, Second Moment, retrie ved 2008-05-23 Jump up ^ Ivancevic, Vladimir G.; Ivancevic, Tijana T. (2008). Quantum leap : fr om Dirac and Feynman, across the universe, to human body and mind. Singapore ; H ackensack, NJ: World Scientific. p. 16. ISBN 978-981-281-927-7. ^ Jump up to: a b Wilson EB (1923) "First and second laws of error". Journal of the American Statistical Association, 18, 143 Jump up ^ Singh, Laurie (2010) "Whither Efficient Markets? Efficient Market Theo ry and Behavioral Finance". The Finance Professionals' Post, 2010. Jump up ^ Gorman, Michael (2011) "Management Insights". Management Science[full citation needed] Jump up ^ Ross, Sheldon. A First course in Probability, 8th Edition. Page 26-27. Jump up ^ Olofsson (2005) Page 8. Jump up ^ Olofsson (2005), page 9 Jump up ^ Olofsson (2005) page 35. Jump up ^ Olofsson (2005) page 29. Jump up ^ Burgi, Mark (2010) "Interpretations of Negative Probabilities", p. 1. arXiv:1008.1287v1 Jump up ^ Jedenfalls bin ich berzeugt, da der Alte nicht wrfelt. Letter to Max Born , 4 December 1926, in: Einstein/Born Briefwechsel 1916-1955. Jump up ^ Moore, W.J. (1992). Schrdinger: Life and Thought. Cambridge University Press. p. 479. ISBN 0-521-43767-9. References[edit] Kallenberg, O. (2005) Probabilistic Symmetries and Invariance Principles. Spring er -Verlag, New York. 510 pp. ISBN 0-387-25115-4 Kallenberg, O. (2002) Foundations of Modern Probability, 2nd ed. Springer Series in Statistics. 650 pp. ISBN 0-387-95313-2 Olofsson, Peter (2005) Probability, Statistics, and Stochastic Processes, WileyInterscience. 504 pp ISBN 0-471-67969-0. External links[edit] Wikiquote has a collection of quotations related to: Probability Wikibooks has a book on the topic of: Probability Virtual Laboratories in Probability and Statistics (Univ. of Ala.-Huntsville) Probability on In Our Time at the BBC. (listen now) Probability and Statistics EBook Edwin Thompson Jaynes. Probability Theory: The Logic of Science. Preprint: Washi ngton University, (1996). HTML index with links to PostScript files and PDF (fir st three chapters) People from the History of Probability and Statistics (Univ. of Southampton) Probability and Statistics on the Earliest Uses Pages (Univ. of Southampton) Earliest Uses of Symbols in Probability and Statistics on Earliest Uses of Vario us Mathematical Symbols A tutorial on probability and Bayes theorem devised for first-year Oxford Univers

ity students [1] pdf file of An Anthology of Chance Operations (1963)] at UbuWeb Introduction to Probability - eBook, by Charles Grinstead, Laurie Snell Source ( GNU Free Documentation License) (English) (Italian) Bruno de Finetti, Probabilit e induzione, Bologna, CLUEB, 199 3. ISBN 88-8091-176-7 (digital version) [show] v t e Logic [hide] v t e Areas of mathematics Areas Arithmetic Algebra elementary linear multilinear abstract Geometry discrete alg ebraic differential finite Trigonometry Calculus/Analysis Functional analysis S et theory Logic Category theory Number theory Combinatorics Graph theory Topolog y Lie theory Differential equations/Dynamical systems Mathematical physics Numer ical analysis Computation Information theory Probability Mathematical statistics Mathematical optimization Control theory Game theory Representation theory Divisions Pure mathematics Applied mathematics Discrete mathematics Computational mathemat ics Category Mathematics portal Outline Lists [hide] v t e Statistics [show] Descriptive statistics [show] Data collection [show] Statistical inference [show] Correlation and regression analysis [show] Categorical, multivariate, time-series, or survival analysis [show] Applications Category Portal Outline Index Categories: ProbabilityProbability and statistics Navigation menu Create accountLog inArticleTalkReadEditView history Search Main page Contents Featured content Current events Random article Donate to Wikipedia Interaction Help About Wikipedia Community portal Recent changes Contact page Toolbox Print/export Languages Alemannisch ???? ??????? Aragons ?????

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