NProbability

NProbability[pred,xdist]

gives the numerical probability for an event that satisfies the predicate pred under the assumption that x follows the probability distribution dist.

NProbability[pred,{x1,x2,}dist]

gives the numerical probability that an event satisfies pred under the assumption that {x1,x2,} follows the multivariate distribution dist.

NProbability[pred,{x1dist1,x2dist2,}]

gives the numerical probability that an event satisfies pred under the assumption that x1, x2, are independent and follow the distributions dist1, dist2, .

NProbability[pred1pred2,]

gives the numerical conditional probability of pred1 given pred2.

Details and Options • xdist can be entered as x dist dist or x[Distributed]dist.
• pred1pred2 can be entered as pred1 cond pred2 or pred1[Conditioned]pred2.
• NProbability works like Probability except numerical summation and integration methods are used.
• For a continuous distribution dist, the probability of pred is given by Boole[pred]f[x]x where f[x] is the probability density function of dist and the integral is taken over the domain of dist.
• For a discrete distribution dist, the probability of pred is given by Boole[pred]f[x] where f[x] is the probability density function of dist and the summation is taken over the domain of dist.
• NProbability[pred,{x1dist1,x2dist2}] corresponds to NExpectation[NProbability[pred,x2dist2],x1dist1] so that the last variable is summed or integrated first.
• N[Probability[]] calls NProbability for probabilities that cannot be done symbolically.
• The following options can be given:
•  AccuracyGoal ∞ digits of absolute accuracy sought PrecisionGoal Automatic digits of precision sought WorkingPrecision MachinePrecision the precision used in internal computations Method Automatic what method to use

Examples

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Basic Examples(3)

Compute the probability of a simple event:

 In:= Out= In:= Out= In:= Out= In:= Out= Compute the probability of a nonlinear and logical combination of inequalities:

 In:= Out= In:= Out= In:= Out= In:= Out= Compute a conditional probability:

 In:= Out= In:= Out= Possible Issues(1)

Introduced in 2010
(8.0)