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Randomness and probability · Probability

Interpretations of Probability

"Tomorrow, a $70\%$ chance of rain." "I have a $90\%$ chance of passing the admission exam." "When you flip a coin, heads comes up with probability $\frac{1}{2}$." These are three sentences with a probability number, but each number was obtained in a different way: by counting cases, by measuring frequencies, or by making a reasoned estimate. Knowing where each number comes from, and when a method cannot be used, is just as important as knowing how to calculate.

Classical or Laplace probability

Fair six-sided die with the three even numbers highlighted to show that the probability of getting an even number is 3 out of 6. fair 6-sided die: each face is 1 of 6 equally likely outcomes 1 2 3 4 5 6 P(even) = 3/6 = 0.5 evens: 2, 4 and 6 (3 of 6)

The rule works by symmetry: if nothing distinguishes one outcome from another, none deserves more probability than the others.

Frequentist probability and the law of large numbers

What if there is no symmetry? A thumbtack can land point up or on its side, but there is no reason for both possibilities to be equally likely. In that case we turn to experience: repeat the experiment many times and see how often the event occurs.

You can check this with a simulation (in a spreadsheet or in GeoGebra): each time the experiment is repeated, one more point appears on the graph of $f_n$, and the oscillations get smaller and smaller.

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A drawing pin is dropped $400$ times and lands point up on $260$ occasions. a) Estimate the probability that the drawing pin lands point up. b) Explain why Laplace's…

A drawing pin is dropped $400$ times and lands point up on $260$ occasions.

  1. a) Estimate the probability that the drawing pin lands point up.
  2. b) Explain why Laplace's rule cannot be applied in this experiment.
  3. c) Which interpretation of probability did you use in part a)?
Solve
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The repeated tossing of a coin has been simulated on a computer and the relative frequency of HEADS has been recorded after $10$, $100$, $1,000$ and $10,000$ tosses, as…

The repeated tossing of a coin has been simulated on a computer and the relative frequency of HEADS has been recorded after $10$, $100$, $1,000$ and $10,000$ tosses, as shown in the graph.

0.7 0.6 0.5 0.4 0.3 10 100 1000 10000 relative frequency of HEADS No. of tosses (log scale) 0.5 0.70 0.40 0.58 0.47 0.512 0.497
  1. a) Towards what value does the relative frequency seem to stabilise? What probability would you estimate for HEADS?
  2. b) What law justifies this behavior? State it in your own words.
  3. c) Explain why the estimate with $10$ tosses is unreliable even if the experiment is correct.
Solve
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A municipality wants to estimate the proportion of residents who recycle daily. A survey of $2,000$ people chosen at random yields $1,340$ who claim to recycle daily. a)…

A municipality wants to estimate the proportion of residents who recycle daily. A survey of $2,000$ people chosen at random yields $1,340$ who claim to recycle daily.

  1. a) Estimate the probability that a resident chosen at random recycles daily and indicate which interpretation of probability you are using.
  2. b) Another school repeats the survey with only $50$ people and obtains $31$ who recycle ($0.62$). Which of the two estimates is more reliable? What theoretical result justifies this?
  3. c) Write a correct conclusion about the proportion of residents who recycle, mentioning the role of sample size.
Solve

The gambler's fallacy: chance has no memory

Twenty die rolls shown as boxes, none with a result of five, and an arrow toward roll 21, where the probability of a five is still one sixth. 20 rolls in a row, none showing a 5 each box is a roll (from 1 to 20) on roll 21 it is still P(5) = 1/6

A coin or a die remembers nothing. If today's result depended on yesterday's, the experiment would not be independent. The law of large numbers does not "correct" the past: it simply happens that, with thousands of new flips, the early deviations weigh less and less.

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State whether the following statements are true or false, justifying your answer: a) "I have rolled this fair die $20$ consecutive times without getting a $5$. According…

State whether the following statements are true or false, justifying your answer:

  1. a) "I have rolled this fair die $20$ consecutive times without getting a $5$. According to the law of large numbers, on the next roll it is very likely that a $5$ will finally come up."
  2. b) "Even though no $5$ has come up in the last $20$ rolls, the probability of getting one on the next roll remains $\frac{1}{6}$: chance has no memory."
Solve
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After simulating $10,000$ coin flips on a computer, the relative frequency of HEADS turned out to be $0.5003$. Two students comment on the result: Student A: "The coin…

After simulating $10,000$ coin flips on a computer, the relative frequency of HEADS turned out to be $0.5003$. Two students comment on the result:

  • Student A: "The coin is biased, because if it were fair the relative frequency would be exactly $0.5$."

  • Student B: "The exact probability of HEADS for this coin is $0.5003$."

  1. a) Analyse the error in each of the two arguments.
  2. b) Write down a correct conclusion about what the experiment allows us to state regarding the coin.
Solve

Subjective probability

Two subjective assignments for a game: a coherent one that sums to 1 and an incoherent one that sums to 1.2. win 0.5 · tie 0.3 · lose 0.2 sum = 1: it is coherent win 0.6 · tie 0.3 · lose 0.3 sum = 1.2: NOT coherent no cases to count and no repetitions possible: we reason it out and check that the sum is 1
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The weather app announces: "tomorrow, $70\ \%$ probability of rain". a) Explain what this statement means: is it a classical (Laplace), frequentist or subjective…

The weather app announces: "tomorrow, $70\ \%$ probability of rain".

  1. a) Explain what this statement means: is it a classical (Laplace), frequentist or subjective probability? What data do you think it is based on?
  2. b) Three friends assign probabilities to Saturday's match. The first says: "my team wins with probability $0.5$, draws with $0.3$ and loses with $0.3$". The second says: "it wins with $0.6$, draws with $0.3$ and loses with $0.1$". Are both assignments coherent? Why?
  3. c) Can a subjective probability be "incorrect" even if it is coherent? Comment briefly.
Solve
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Three people are discussing the probability that the 8:00 bus arrives late: Person 1: "Out of the last $200$ school days, it arrived late $24$ times, so the probability…

Three people are discussing the probability that the 8:00 bus arrives late:

  • Person 1: "Out of the last $200$ school days, it arrived late $24$ times, so the probability is $0.12$."

  • Person 2: "The bus arrives either on time or late: two possible outcomes, so the probability of arriving late is $\frac{1}{2}$."

  • Person 3: "I'd say there is a $40\ \%$ probability of it arriving late; that's what my experience tells me."

  1. a) Identify which interpretation of probability (frequentist, classical or Laplace, and subjective) corresponds to each statement.
  2. b) The reasoning of one of the people is incorrect. Which one is it and why?
  3. c) What data would you collect to improve each of the three estimates?
Solve

Geometric probability

What is the probability that a dart lands in a certain zone of a board? Here the outcome is a point in a continuous region and there are infinitely many possible cases, so they can no longer be counted. If all positions are equally likely, "number of cases" is replaced by "measure of the region."

A rectangle representing the total region and a circle inside it representing the region favorable to event A. A P(A) = area of A divided by the total area

When the object has size: follow the center

If what lands is an object with size (a coin, a disk), its position is determined by its center. Then the total region is where the center can land, and the favorable region is where the center meets the condition.

An 8-centimeter square tile with a shaded 5-centimeter inner square: the region where the center of the coin can be so that it does not touch the grout lines. 5 cm center tile: 8 cm A 60 by 60 minute square with a shaded diagonal strip where the difference between the two arrival times is at most 15 minutes. x: Ximena's arrival (min) 0 60 60 they meet
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At a carnival booth, a game called "the lucky disk" is played: a disk of $2\ \text{cm}$ in diameter is dropped onto a grid of squares of side length $5\ \text{cm}$, as…

At a carnival booth, a game called "the lucky disk" is played: a disk of $2\ \text{cm}$ in diameter is dropped onto a grid of squares of side length $5\ \text{cm}$, as shown in the figure, and you win if the disk lands without touching any line.

5 cm ⌀ 2 cm without touching a line Disk inside the cell touching a line Disk superimposed on line
  1. a) Calculate the theoretical probability of winning. (Hint: the position of the disk is determined by its center; reason about which region of each square the center must land in.)
  2. b) A player drops the disk $300$ times and wins $114$ times. Calculate the relative frequency of winning and compare it with the theoretical probability.
  3. c) Does the experimental result contradict the theoretical probability? Give reasons for your answer.
Solve
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A dart is thrown at a circular target made of three concentric circles of radii $r$, $2r$ and $3r$. Assuming that the dart always hits the target and that the…

A dart is thrown at a circular target made of three concentric circles of radii $r$, $2r$ and $3r$. Assuming that the dart always hits the target and that the probability of hitting a region is directly proportional to its area, calculate the probability that the dart hits the middle annulus (the region contained between the circle of radius $r$ and that of radius $2r$).

Solve
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Two delivery lorries, $A$ and $B$, arrive at a loading bay independently and at random between 12:00 and 13:00 hours. Lorry $A$ needs 15 minutes to unload, whilst lorry…

Two delivery lorries, $A$ and $B$, arrive at a loading bay independently and at random between 12:00 and 13:00 hours. Lorry $A$ needs 15 minutes to unload, whilst lorry $B$ needs 10 minutes. If a lorry arrives and the bay is occupied, it must wait. Using geometric probability (representing the arrival time of $A$ on the X-axis and that of $B$ on the Y-axis), calculate the probability that neither lorry has to wait for the other.

Solve

Back to the beginning: "heads with probability $\frac{1}{2}$" is classical (the symmetry of the coin); "$90\%$ chance of passing the exam" is subjective (a belief based on how you have studied); and "$70\%$ chance of rain" is informed subjective (it combines historical frequencies and physical models).

Summary

See all the exercises in this section