"We come into the world and take our chances,
Fate is just the weight of circumstances
That's the way that lady luck dances,
Roll the bones"

- Rush

Chance as a deterministic process
 

  • nonetheless, probability rules and concepts useful for describing patterns of events and dealing with uncertainty

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  • personal probability

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  • relative frequency probability

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    Four key probability rules:

    1) probabilities for all possible outcomes in an uncertain situation must sum to 1

    2) probability of one or the other of two mutually exclusive events occurring is the sum of their probabilities

    3) if two events are independent, probability of both occurring is product of their individual probabilities

    4) if one event is a subset of another event, probability of subset event cannot be larger than probability of event for which it is a subset
     
     

  • expected value - average value of an observation in the long run

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  • sum of (probability of value x value) across all possible values
  • Psychological effects on reasoning about probability
     
  • certainty effect

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  • availability heuristic

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  • anchoring

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  • representativeness

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  • heuristic/conjunction fallacy

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  • optimism

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  • conservatism

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  • overconfidence

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    Intuition and relative frequency
     

  • people don't estimate relative frequency probabilities very well in many circumstances

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  • coincidences - common except when you specify a particular event, time, context, & individual(s)

  • examples:
     

  • probability of a shared birthday among 19 persons = 40%

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  • small world phenomenon - "six degrees of separation"

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  • Intel vs. AMD re "Am386" chip

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  • coincidences appear unlikely because we fail to consider all noncoincidental events and experiences

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    gambler's fallacy/law of small numbers - small samples represent the long-term pattern
     

    confusion of the inverse
     

  • confusing probability of having disease given positive test with probability of positive test given disease

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  • how likely is disease if tested positive?

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    1) base rate of disease (prevalence)
    2) sensitivity - proportion with disease who test positive
    3) specificity - proportion without disease who test negative