Lecture

Law of Total Probability

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COM-102: Advanced information, computation, communication II

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Description

This lecture covers the Law of Total Probability, which states that for any event and its complement, the probability of another event can be calculated by considering all possible disjoint events. Through examples and exercises, the instructor demonstrates how to apply this law in real-world scenarios, such as calculating the probability of a bulb working for over 5000 hours given information about two factories. The lecture also introduces concepts like conditional probability, Bayes' Rule, and expected value of random variables, providing a comprehensive understanding of fundamental probability principles.

Instructors (2)

Bixio Rimoldi

Bixio Rimoldi received the Dipl. El.-Ing degree as well as the Dr. ès Sciences degree from the ETHZ, Switzerland. Since 1997, he holds a full professor position at the School of Computer and Communication Sciences at EPFL and he is the director of EPFL's Mobile Communications Laboratory (LCM). Prior to joining EPFL, he was in the faculty of the Electrical Engineering department of Washington University. In 1993, he received a US National Science Foundation Young Investigator Award. In 2000, he was elected to the grade of Fellow of the IEEE. During the period 2002-2009 he has been on the Board of Governors of the IEEE Information Theory Society, where he served in several offices including President. He was co-chairman with Bruce Hajek of the 1995 IEEE Information Theory Workshop on Information Theory, Multiple Access, and Queueing (St Louis, MO), and co-chairman with Jim Massey of the 2002 IEEE International Symposium in Information Theory (Lausanne, Switzerland). He has been a member of the editorial board of "Foundations and Trends on Communications and Information Theory," and was an editor of the European Transactions on Telecommunications. During 2005 and 2006 he was the Director of EPFL's Bachelor program in Communication Systems. His interests are in various aspects of digital communications, information theory, and software-defined radio.

Michael Christoph Gastpar

Michael Gastpar is a (full) Professor at EPFL. From 2003 to 2011, he was a professor at the University of California at Berkeley, earning his tenure in 2008. He received his Dipl. El.-Ing. degree from ETH Zürich, Switzerland, in 1997 and his MS degree from the University of Illinois at Urbana-Champaign, IL, USA, in 1999. He defended his doctoral thesis at EPFL on Santa Claus day, 2002. He was also a (full) Professor at Delft University of Technology, The Netherlands. His research interests are in network information theory and related coding and signal processing techniques, with applications to sensor networks and neuroscience. He is a Fellow of the IEEE. He is the co-recipient of the 2013 Communications Society & Information Theory Society Joint Paper Award. He was an Information Theory Society Distinguished Lecturer (2009-2011). He won an ERC Starting Grant in 2010, an Okawa Foundation Research Grant in 2008, an NSF CAREER award in 2004, and the 2002 EPFL Best Thesis Award. He has served as an Associate Editor for Shannon Theory for the IEEE Transactions on Information Theory (2008-11), and as Technical Program Committee Co-Chair for the 2010 International Symposium on Information Theory, Austin, TX.

Official source

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Probability theory: Topics in probability theory

Related concepts (32)

Probability space

In probability theory, a probability space or a probability triple is a mathematical construct that provides a formal model of a random process or "experiment". For example, one can define a probability space which models the throwing of a die. A probability space consists of three elements: A sample space, , which is the set of all possible outcomes. An event space, which is a set of events, , an event being a set of outcomes in the sample space. A probability function, , which assigns each event in the event space a probability, which is a number between 0 and 1.

Probability axioms

The Kolmogorov axioms are the foundations of probability theory introduced by Russian mathematician Andrey Kolmogorov in 1933. These axioms remain central and have direct contributions to mathematics, the physical sciences, and real-world probability cases. An alternative approach to formalising probability, favoured by some Bayesians, is given by Cox's theorem. The assumptions as to setting up the axioms can be summarised as follows: Let be a measure space with being the probability of some event , and .

Conditional probability distribution

In probability theory and statistics, given two jointly distributed random variables and , the conditional probability distribution of given is the probability distribution of when is known to be a particular value; in some cases the conditional probabilities may be expressed as functions containing the unspecified value of as a parameter. When both and are categorical variables, a conditional probability table is typically used to represent the conditional probability.

Complex random variable

In probability theory and statistics, complex random variables are a generalization of real-valued random variables to complex numbers, i.e. the possible values a complex random variable may take are complex numbers. Complex random variables can always be considered as pairs of real random variables: their real and imaginary parts. Therefore, the distribution of one complex random variable may be interpreted as the joint distribution of two real random variables.

Independent and identically distributed random variables

In probability theory and statistics, a collection of random variables is independent and identically distributed if each random variable has the same probability distribution as the others and all are mutually independent. This property is usually abbreviated as i.i.d., iid, or IID. IID was first defined in statistics and finds application in different fields such as data mining and signal processing. Statistics commonly deals with random samples. A random sample can be thought of as a set of objects that are chosen randomly.

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