- Click to edit Master subtitle style EE 3180 Probability and Conditional Probability and Bayes Theorem Jeffrey B Burl EE 3180 Probability and 11

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Unformatted text preview: Click to edit Master subtitle style EE 3180 Probability and Conditional Probability and Bayes Theorem Jeffrey B. Burl EE 3180 Probability and 11 EE 3180 Probability and Conditional Probability n Conditional probability is very frequently used in signal processing. n Probability that an airplane is at a given distance given a received radar signal. n Probability of alternator failure given a current output measurement. n Typical to measure something to infer EE 3180 Probability and 22 EE 3180 Probability and Conditional Probability via Set Theory n The conditional probability of A given B is defined: n Note that if A and B are elementary events: n But A and B do not have to be elementary events. EE 3180 Probability and 33 Pr( ) Pr( | ) , Pr( ) Pr( ) A B A B B B B = Pr( ) Pr( , ) A B A B = EE 3180 Probability and Example n Consider the case of flipping 4 coins. n Define A as having the number of heads be 2 or fewer. n Define B as having an even number of heads. n Note that the point probability for this experiment would consist of the probabilities of each combination of four coins....
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This note was uploaded on 06/16/2010 for the course EE ee3180 taught by Professor Burl during the Spring '10 term at Michigan Technological University.

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- Click to edit Master subtitle style EE 3180 Probability and Conditional Probability and Bayes Theorem Jeffrey B Burl EE 3180 Probability and 11

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