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I have been reading the book "Introduction To Statistics, A Customised Edition of Statistics For Business and Economics" by P. Newbold et al.

As I understand their statement of classical probability:

...Classical probability is the propertion of times that an event will occur assuming that all outcomes in are sample space a equally likely to occur...

So as I understand it, we assume each outcome is equally likely, so for, say a die roll my sample space, the set of all possible outcomes of a random experiment, is {1, 2, 3, 4, 5, 6}.

Ie.

$$ P(A)=\frac{number\ of\ outcomes\ relevant\ to\ event\ A}{total\ number\ of\ outcomes} = \frac{N_A}{N} $$

My first question had been:

  1. Is it correct to say that we have to assume each outcome is equally likely?

My thinking had been this: So if I want the probability I roll a 6, for example, the number of relevant outputs is len({6}) = 1 and the total number of outcomes is len({1,2,3,4,5,6}) = 6, so I would say P(6) is 1/6.

But what if my dice is unfair. How can I represent this in classical probability? The number of outcomes remain the same... what tools does classic probability have to allow for this? Or is this where relative frequency probability is required?

The reason I was asking is that I couldn't see how we could, using classical probability, model a biased dice for example. I think now that it can't and that to model events of unequal probability we need relative frequency probability.

All I was asking for was confirmation that my thinking on this was correct. It seems there has been quite dome disagreement on it, but above is a verbatim quote from the book.

So... given this, the book also makes the following definitions:

Sample Space = The set of all possible basic outcomes from a random experiment.

Population = The complete set of items or "events" of interest. Size is very large, denoted N, possibly infinite.

So my next question had been,

  1. Is the "sample space" in this case (for classical probability) also the population? .

Still not sure if sample space is the same as population: I have understood "sample space" as "the set of all possible basic outcomes from a random experiment." I have understood population as "the complete set of items or "events" of interest"... so surely all possible results of an experiment must be the complete set of items of interest, so the two terms are equivalent? This seems wrong to me, but I don't have a grasp as to why?

In fact even in relative frequency probability, how do these two terms really differ.

Jimbo
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  • We do not have to assume that each outcome is equally likely. – André Nicolas Feb 17 '16 at 16:28
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    Population and sample space are the same. Population is used in statistics and sample space in probability. In the experiment of rolling a dice, the sample space (population) is 6 equiprobable outcomes. In the experiment of choosing a person and measuring their height, the population (sample space) is all possible heights, which are far from equiprobable. – Paul Feb 17 '16 at 16:39
  • Thanks for commenting guys :) I've updated my question to reflect a bit more about my confusion. Any thoughts? – Jimbo Feb 17 '16 at 17:10
  • I think the formula $P(A)=N_{A}/N$ is similar as saying "all outcomes are equally likely". So if the dice is unfair, one can not use this formula and may use the sigma-addition proposition. – lzstat Feb 17 '16 at 17:18
  • @lzstat: Hey, thanks for you rreply :) What's the "sigma-addition proposition?" – Jimbo Feb 18 '16 at 09:01
  • basically, use the third axiom of probability if it is valid, $P(A)=\sum_{i}p(\omega_{i}) $ where $\omega_{i}$ is an element of event A and there are countably many of them. In most case it is valid for countably many of them. – lzstat Feb 18 '16 at 15:13
  • @lzstat: Thanks again for replying. SO, to summarise, I have been correct in thinking that classical probability is not capable of modelling an unfair dice for example?? For this we have relative fequency prob. I've made another question edit as its too long to type here :) – Jimbo Feb 20 '16 at 09:07
  • "to summari(z)e, I have been correct in thinking that classical probability is not capable of modelling an unfair dice for example?" Wow. No this is not correct. Absolutely not. That is, unless your meaning of the phrase "classical probability" is quite idiosyncratic. – Did Feb 20 '16 at 10:14
  • @Did ok... could you explain? – Jimbo Feb 21 '16 at 10:42
  • "could you explain?" This is relatively difficult since we have no clue about how you got this strange idea. Indicating some texts where you read or understood this would be a start. Anyhow, how to model the result of a biased coin in the setting you suggest? – Did Feb 21 '16 at 10:49
  • Okay. When I have a chance I will pop up the book title from which I'm learning – Jimbo Feb 21 '16 at 10:58
  • OK. Seeing the (unfortunate) developments below makes me even more curious about your sources... – Did Feb 26 '16 at 09:35
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    @Did your comments are not helpful... If you have an answer to the question that will teach me something please answer. At the moment it feels like you are either trolling or sitting in an ivory tower. Please enlighten us mere mortals with your wisdom! – Jimbo Feb 27 '16 at 10:20
  • Funny, I thought I was making precise points and asking for precise references. That you wish to call that trolling or whatever, instead of addressing the former and providing the latter, is your choice... but do not pretend to relate this choice to the substance of my comments (still here for all to see). To sum up, I am fully ready to enlighten you but at the moment I cannot because of your stonewalling. Hey, no big deal. – Did Feb 27 '16 at 11:59
  • Not wasting anymore time on you @did. Either explain or don't. – Jimbo Feb 27 '16 at 18:43
  • I did explain things, as can be seen from the heavy rewriting of the question that occurred after my comments. The resulting version of the question indeed confines itself to uniform probabilities on finite sets and explains that the term "classical probability" should be understood as describing this case. – Did Feb 28 '16 at 10:41

2 Answers2

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If we define the population as the complete set of items or "events" of interest.

And

We define the sample space as the set of all possible outcomes (exhaustively) from a random experiment.

Then, I wondered this...

Take a dice roll. The population is the complete set of possible items {1, 2, 3, 4, 5, 6}. The sample space is the set of all possible outcomes, also {1, 2, 3, 4, 5, 6}. So here sample space and population appear to be the same thing, so when are they not and what are the distinguishing factors between the two??

The WikiPedia page on sample spaces caused the penny to drop for me:

...For many experiments, there may be more than one plausible sample space available, depending on what result is of interest to the experimenter. For example, when drawing a card from a standard deck of fifty-two playing cards, one possibility for the sample space could be the various ranks (Ace through King), while another could be the suits (clubs, diamonds, hearts, or spades)...

Ah ha! So my population is the set of all cards {1_heart, 2_heart, ..., ace_heart, 1_club, ...} but the sample space may be, if we are looking for the suits, just {heart, club, diamond, spade}. So the population and sample space are different here.

In summary the population is the set of items I'm looking at. The sample space may or may not be the population... that depends on what question about the population is being asked.

This answers the latter half of my question... possibly I didn't ask it clearly enough or it was just too obvious (it just took a while for it to sink into my head)

The other half of the question is answered by "Qwerty". In all the sources I've looked at it appears classical probability treats events as equally likely. [1] [2] (and the book I referenced in the Q). "Qwerty" has expanded it slightly... but I believe this is where relative frequency probability comes into play and allows us to model "unfair" (not equally likely) events: From [2]

The probability of an event is the ratio of the number of cases favorable to it, to the number of all cases possible when nothing leads us to expect that any one of these cases should occur more than any other, which renders them, for us, equally possible.

And

The classical definition of probability was called into question by several writers of the nineteenth century, including John Venn and George Boole.2 The frequentist definition of probability became widely accepted as a result of their criticism

Jimbo
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As far your first problem goes, I understand that the main problem lies in modelling the unfair die case with classical probability . This modelling can be done(I think,if the probabilities are rational)as follows:

First, we need to understand that throwing a fair die is quite equivalent to randomly picking balls (numbered $1-6$) of absolutely the same size and shape (and other properties) from a bag. Now say the probability of the six faces be $\frac{p_1}{q},\frac{p_2}{q},\frac{p_3}{q},\frac{p_4}{q},\frac{p_5}{q},\frac{p_6}{q}$ (You can easily figure out $p_i\ \&\ q$ (all integers)). And now its simple: Take a bag containing $p_i$ balls numbered $i$ and randomly pick from them! Now simple classical probability is enough to judge the outcome of the throw of a biased die.

So you see , the problem lies mainly in our inability to model things appropriately using classical probability. In most cases , it is however quite easy to take the approach of weightage and other mathematics (relative frequency probability) as it is sometimes extremely difficult(and often nearly impossible: for eg,if the probabilities are some irrational number) to create models of an experiment for classical probability and choose uniformly from them. The failure is more of our inability than of classical probability.

As far your second question goes, this is , I think ,a beautiful answer to your doubt.

Qwerty
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  • Thank you for your answer... it helped make the penny drop for me. Also want to say thanks for the respectful tone of your answer... I realise it might have been a very simple question but you've taken the time to answer constructively and politely :) – Jimbo Feb 22 '16 at 11:00
  • Sorry for my silly "hope".... The android stack exchange app doesn't show which answer has been accepted ... ... – Qwerty Feb 22 '16 at 12:52
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    This answer obviously pleased the OP very much... unfortunately, it conforts them in the false belief that "classical probability" theory only deals with uniform discrete probabilities and their transforms. Not nearly so. Any person believing that "classical probability" is unable to model a biased coin with bias $1/e$, say, should first and foremost being explained why their belief is wrong, not conforted in it. – Did Feb 26 '16 at 09:33