Probability Methods and measurement

This book is an elementary and practical introduction to probability theory. It differs from other introductory texts in two important respects. First, the per­ sonal (or subjective) view of probability is adopted throughout. Second, emphasis is placed on

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OTHER STATISTICS TEXTS FROM CHAPMAN AND HALL The Analysis of Time Series C. Chatfield Statistics for Technology C. Chatfield Introduction to Multivariate Analysis C: Chatfield and A.J. Collins Applied Statistics D.R. Cox and E.J. Snell An Introduction to Statistical Modelling A.J. Dobson Introduction to Optimization Methods and their Application in Statistics B.S. Everitt Multivariate Statistics - A Practical Approach B. Flury and H. Riedwyl Multivariate Analysis of Variance and Repeated Measures D.J. Hand and c.c. Taylor Multivariate Statistical Methods - a primer Bryan F. Manley Statistical Methods in Agriculture and Experimental Biology R. Mead and R.N. Curnow Elements of Simulation B.J.T. Morgan Essential Statistics D.G. Rees Foundations of Statistics D.G. Rees Decision Analysis: A Bayesian Approach J.Q. Smith Applied Statistics: A Handbook of BMDP Analyses E.J. Snell Elementary Applications of Probability Theory H.C. Tuckwell Intermediate Statistical Methods G.B. Wetherill Further information of the complete range of Chapman and Hall statistics books is available from the publishers.

Probability Methods and measurement

Anthony O'Hagan University of Warwick

London New York CHAPMAN AND HALL

First published in 1988 by Chapman and Hall Ltd 11 New Fetter Lane, London EC4P 4EE Published in the USA by Chapman and Hall 29 West 35th Street, New York NY 10001

© 1988 A. O'Hagan ISBN-13: 978-94-010-7038-6 001: 10.1 007/978-94-009-1211-3

e-ISBN-13: 978-94-009-1211-3

This title is available in both hardbound and paperback editions. The paperback edition is sold subject to the condition that it shall not, by way of trade or otherwise, be lent, resold, hired out, or otherwise circulated without the publisher's prior consent in any form of binding or cover other than that in which it is published and without a similar condition including this condition being imposed on the subsequent purchaser. All rights reserved. No part of this book may be reprinted, or reproduced or utilized in any form or by any electronic, mechanical or other means, now known or hereafter invented, including photocopying and recording, or in any information storage and retrieval system, without permission in writing from the publisher. British Library Cataloguing in Publication Data O'Hagan, Anthony Probability: methods and measurement. 1. Probabilities I. Title 519.2 QA273

Library of Congress Cataloging in Publication Data O'Hagan, Anthony. Probability: methods and measurement. Bibliography: p. Includes index. 1. Probabilities. I. Title. QA273.034 1988 519.2 87-29999

To Anne

Contents

xi

Preface

1 Probability and its laws

1.1 1.2 1.3 1.4 1.5 1.6 1.7

Uncertainty and probability Direct measurement Exercises l(a) Betting behaviour Fair bets The Addition Law Exercises l(b) The Multiplication Law Independence Exercises 1(c)

1 1 4 8 8 10

12 15 16 18 19

True probabilities Exercises 2(a) Elaboration Exercises 2(b) The disjunction theorem Exercises 2( c) The sum theorem Exercises 2( d) Partitions Symmetry probability Exercises 2( e)

21 21