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Part 1B Paper 7, Probability and Statistics

Lecture handouts and other material

Lecture 1, Probability Fundamentals (handout)

The premier league demo from the www.understandinguncertainty.org web site.

Wikipedia entry for entropy

Exercise: You are given 12 balls, all equal in weight except for one that is either heavier or lighter. You are also given a two-pan balance to use. In each use of the balance you may put any number of the 12 balls on the left pan and the same number on the right pan, and push a button to initiate the weighing; there are three possible outcomes: either the weights are equal, or the balls on the left are heavier, or the balls on the left are lighter. Your task is to design a strategy to determine which is the odd ball and whether it is heavier or lighter than the others in as few uses of the balance as possible.

While thinking about this problem, you may find it helpful to consider the following questions:
a) How can one measure information?
b) When you have identified the odd ball and whether it is heavy or light, how much information have you gained?
c) Once you have designed a strategy, draw a tree showing, for each of the possible outcomes of a weighing, what weighing you perform next. At each node in the tree, how much information have the outcomes so far given you, and how much information remains to be gained?
d) How much information is gained when you learn 1) the state of a flipped coin; 2) the states of two flipped coins; 3) the outcome of when a four-sided die is rolled?
e) How much information is gained on the first step of the weighing problem if 6 balls are weighed against the other 6? How much is gained if 4 are weighed against 4 on the first step, leaving out 4 balls?

(This is exercise 4.1 from the book Information Theory, Inference, and Learning Algorithms by David J.C. MacKay.)

Lecture 2, Discrete probability distributions (handout)

Lecture 3, Continuous distributions (handout)

Lecture 4, Combining and manipulating distributions (handout)

Lecture 5, Moment generating functions (handout)

Lecture 6, Testing and statistical significance (handout)

The advanced material concerning model B on slides 12-14 of lecture 6 is good to know about, but you will not be expected to be able to derive this at the exam.

Examples Papers

Examples paper number 7/5
Examples paper number 7/6 NOTE: Unfortunately there is an error in the answer in the distributed version of Examples paper 7/6, question 7, part a), the correct answer is p=0.03 (and not p=0.01 as stated). The on-line version of the paper has been corrected.

Lecturer

Carl Edward Rasmussen
Last modified: Mon Mar 2 10:13:04 GMT 2009