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Conditional Probability:: A B A B

Conditional probability is the probability of an event A occurring given that another event B has occurred. It is denoted as P(A|B). The conditional probability of events A and B is dependent if knowing B occurs affects the probability of A occurring. It is independent if knowing B does not change the probability of A. Bayes' rule describes the relationship between conditional probabilities and is used to calculate the probability of a hypothesis given evidence. It allows recalculating the probabilities of potential causes of an event after new information is acquired.

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112 views

Conditional Probability:: A B A B

Conditional probability is the probability of an event A occurring given that another event B has occurred. It is denoted as P(A|B). The conditional probability of events A and B is dependent if knowing B occurs affects the probability of A occurring. It is independent if knowing B does not change the probability of A. Bayes' rule describes the relationship between conditional probabilities and is used to calculate the probability of a hypothesis given evidence. It allows recalculating the probabilities of potential causes of an event after new information is acquired.

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© © All Rights Reserved
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Conditional Probability:

The probability of occurring an event A when


it is known that some event B has occurred is
called the conditional probability of A given
B and is denoted 𝑃(𝐴|𝐵).

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Definition
The conditional probability of the event A given
the event B is defined by

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Notes:

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Example:
339 physicians are classified as given in the table
below. A physician is to be selected at random.
(1) Find the probability that:
(a) the selected physician is aged 40 – 49
(b) the selected physician smokes occasionally
(c) the selected physician is aged 40 – 49 and
smokes occasionally
(2) Find the probability that the selected physician
is aged
40 – 49 given that the physician smokes
occasionally.
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Solution:

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Note:

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Note:
 𝑃(𝐴|𝐵) = 𝑃(𝐴) means that knowing B has no
effect on the probability of occurrence of A. In
this case A is independent of B.
 𝑃(𝐴|𝐵) > 𝑃(𝐴) means that knowing B increases
the probability of occurrence of A.
 𝑃(𝐴|𝐵) < 𝑃(𝐴) means that knowing B decreases
the probability of occurrence of A.
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Independent Events
Definition:
Two events A and B are independent if and only if
𝑃(𝐴|𝐵) = 𝑃(𝐴) and 𝑃(𝐵|𝐴) = 𝑃(𝐵). Otherwise A
and B are dependent.
Example:
In the previous example, we found that
𝑃 𝐴3 𝐵2 ≠ 𝑃 𝐴3
Therefore, the events 𝐴3 and 𝐵2 are dependent, i.e.,
they are not independent. Also, we can verify that
𝑃 𝐵2 𝐴3 ≠ 𝑃 𝐵2
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Multiplicative Rule

Theorem:
If 𝑃(𝐴) ≠ 0 and 𝑃(𝐵) ≠ 0, then:
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) 𝑃(𝐵|𝐴)
= 𝑃(𝐵) 𝑃(𝐴|𝐵)

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Example
Suppose we have a fuse box containing 20
fuses of which 5 are defective (D) and 15 are
non-defective (N). If 2 fuses are selected at
random and removed from the box in
succession without replacing the first, what is
the probability that both fuses are defective?

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Solution:
Define the following events:
A = {the first fuse is defective}
B = {the second fuse is defective}
𝐴 ∩ 𝐵 ={the first fuse is defective and the second
fuse is defective} = {both fuses are defective}

We need to calculate 𝑃(𝐴 ∩ 𝐵).

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Theorem

Two events A and B are independent if and


only if
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) 𝑃(𝐵)
(Multiplicative Rule for independent events)

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Note:

Two events A and B are independent if one of


the following conditions is satisfied:
(i) 𝑃(𝐴|𝐵) = 𝑃(𝐴)
⇔ (ii) 𝑃(𝐵|𝐴) = 𝑃(𝐵)
⇔ (iii) 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) 𝑃(𝐵)

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Theorem (𝑘 = 3)

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Bayes' Rule
Definition:
The events 𝐴1 , 𝐴2 ,…, and 𝐴𝑛 constitute a partition
of the sample space 𝑆 if:
𝑛

𝐴𝑖 = 𝐴1 ∪ 𝐴2 ∪ ⋯ ∪ 𝐴𝑛 = 𝑆
𝑖=1

𝐴𝑖 ∩ 𝐴𝑗 = ∅, ∀ 𝑖≠𝑗

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Theorem: (Total Probability)
If the events 𝐴1 , 𝐴2 ,…, and 𝐴𝑛 constitute a partition
of the sample space 𝑆 such that
𝑃(𝐴𝑘 ) ≠ 0 for 𝑘 = 1,2, … , 𝑛,
then for any event B:
𝑛 𝑛

𝑃 𝐵 = 𝑃 𝐴𝑘 ∩ 𝐵 = 𝑃 𝐴𝑘 . 𝑃(𝐵 𝐴𝑘 )
𝑘=1 𝑘=1

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Example
Three machines 𝐴1 , 𝐴2 and 𝐴3 make 20%,
30%, and 50%, respectively, of the products.
It is known that 1%, 4%, and 7% of the
products made by each machine, respectively,
are defective. If a finished product is
randomly selected, what is the probability
that it is defective?

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Solution:

Define the following events:


B = {the selected product is defective}
𝐴1 = {the selected product is made by machine 𝐴1 }
𝐴2 = {the selected product is made by machine 𝐴2 }
𝐴3 = {the selected product is made by machine 𝐴3 }

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Question:
If it is known that the selected product is
defective, what is the probability that it is
made by machine 𝐴1 ?
Answer:

This rule is called Bayes' rule.


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Theorem: (Bayes' rule)

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Example
In the previous example, if it is known that
the selected product is defective, what is the
probability that it is made by:
(a) machine 𝐴2 ?
(b) machine 𝐴3 ?

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Solution:

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Note:
P(𝐴1 |B) = 0.0408, P(𝐴2 |B) = 0.2449, P(𝐴3 |B) = 0.7142
3

𝑃 𝐴𝑘 𝐵 = 1
𝑘=1

If the selected product was found defective, we


should check machine 𝐴3 first, if it is ok, we should
check machine 𝐴2 , if it is ok, we should check
machine 𝐴1 .
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