lec.01 - ENGG2430 Lecture 1 Introduction and Mathematical...

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ENGG2430 Lecture 1: Introduction and Mathematical Background Minghua Chen ([email protected]) Information Engineering The Chinese University of Hong Kong Reading: Ch. 1.1 and 1.2 of the textbook M. Chen ([email protected]) ENGG2430 lecture 1 1 / 16
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What is Probability “Probability is common sense reduced to calculation.” – Laplace It is a language I Like French: “A vaincre sans péril, on triomphe sans gloire.” – Corneille I Meaning: “To win without risk is a triumph without glory.” I Like C++: #include <iostream> using namespace std; void main() { F cout << "Hello World!" << endl; F cout << "Welcome to C++ Programming" << endl; } M. Chen ([email protected]) ENGG2430 lecture 1 2 / 16
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Probability Is a New Language In your previous math courses, you have learned how to deal with situations with certainty I Describe situations with certainty I Make decision in face of situation with certainty I Utilize certainty I Deterministic number: 0, 1, 0.5, 1 / 3, π ... I Deterministic variable: x = 2, y = 100 i = 1 i I Computing deterministic variables: F Find the solution for x 2 + 2 x + 1 = 0 F Compute x and y from x + y = 3 x + 2 y = 4 This course on probability is on how to deal with situation with uncertainty M. Chen ([email protected]) ENGG2430 lecture 1 3 / 16
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Why Probability Describe uncertain situations I E.g., raining probability for tomorrow is 30% Make decisions in face of uncertainty I Monty Hall problem I “No other statistical puzzle comes so close to fooling all the people all the time” – psychologist Massimo Piattelli-Palmarini Utilizing uncertainty (randomness) I Randomized strategies in online decision I Estimate by sampling-and-resampling M. Chen ([email protected]) ENGG2430 lecture 1 4 / 16
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