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L02 ConditionalProbability

This document discusses conditional probability and related concepts: - Conditional probability P(A|B) is the probability of event A given that event B occurred, calculated as P(A|B) = P(A ∩ B)/P(B). - The multiplication rule states that P(A ∩ B) = P(A|B)P(B), allowing "two stage" probabilities to be computed using tree diagrams. - An example calculates the probability of drawing a 2 from two boxes with numbered balls, with replacement between choices. - For sampling without replacement, the probability of drawing all red balls from a mix of red and green balls is calculated using the multiplication rule and

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43 views

L02 ConditionalProbability

This document discusses conditional probability and related concepts: - Conditional probability P(A|B) is the probability of event A given that event B occurred, calculated as P(A|B) = P(A ∩ B)/P(B). - The multiplication rule states that P(A ∩ B) = P(A|B)P(B), allowing "two stage" probabilities to be computed using tree diagrams. - An example calculates the probability of drawing a 2 from two boxes with numbered balls, with replacement between choices. - For sampling without replacement, the probability of drawing all red balls from a mix of red and green balls is calculated using the multiplication rule and

Uploaded by

Pooriya Samadifar
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Notes: Conditional Probability

CS 3130/ECE 3530: Probability and Statistics for Engineers

September 2, 2014
Review of “English translation” for events:
• A ∩ B = “both events A and B happen”

• A ∪ B = “either event A or B (or both) happens”

• Ac = “event A does not happen”


Set Theory Rules: (try drawing Venn diagrams of these)
• Definition of set difference: A − B = A ∩ Bc “event A happens, but B does not”

• Associative Law:
(A ∪ B) ∪ C = A ∪ (B ∪ C)
(A ∩ B) ∩ C = A ∩ (B ∩ C)
• Commutative Law:
A∪B =B∪A
A∩B =B∩A
• Distributive Law:
(A ∪ B) ∩ C = (A ∩ C) ∪ (B ∩ C)
(A ∩ B) ∪ C = (A ∪ C) ∩ (B ∪ C)
• DeMorgan’s Law:
(A ∪ B)c = Ac ∩ B c
(A ∩ B)c = Ac ∪ B c
Probability Rules:
• Inclusion-Exclusion Rule: P (A ∪ B) = P (A) + P (B) − P (A ∩ B)

• Complement Rule: P (Ac ) = 1 − P (A)

• Difference Rule: P (A − B) = P (A) − P (A ∩ B)


Exercise: Try deriving these rules from the definition of a probability function. Draw a Venn diagram to
convince yourself they work.

Conditional Probability:
P (A|B) = “the probability of event A given that we know B happened”
Formula: P (A|B) = P (A ∩ B)/P (B)
Multiplication Rule:
P (A ∩ B) = P (A|B)P (B)

1
Tree diagrams to compute “two stage” probabilities (B = first stage, A = second stage):

1. First branch computes probability of first stage: P (B)

2. Second branch computes probability of second stage, given the first: P (A|B)

3. Multiply probabilities along a path to get final probabilities P (A ∩ B)

Example: You are given two boxes with balls numbered 1 - 5. One box contains balls 1, 3, 5, and the other
contains balls 2 and 4. You first pick a box at random, then pick a ball from that box at random. What is the
probability that you pick a 2?

Picking a Box Picking a Ball Probability


1 1/2 x 1/3 = 1/6
1/3

5 1/3
1/2 1 3 3 1/2 x 1/3 = 1/6
1/3
5 1/2 x 1/3 = 1/6

1/2 2 1/2 x 1/2 = 1/4


1/2
2 4
1/2
4 1/2 x 1/2 = 1/4

Sampling without replacement:


I have a box with 10 red balls and 10 green balls. I draw 2 balls from the box without replacing them. What
is the probability that I get 2 red balls?

Let R1 = “first ball red” and R2 = “second ball red” and use product rule:
1 9 9
P (R1 ∩ R2) = P (R1)P (R2|R1) = × = ≈ 0.24
2 19 38
If I draw 3 balls without replacement, what is the probability that they are all red?

P (R1 ∩ R2 ∩ R3) = P (R1 ∩ R2)P (R3|R1 ∩ R2) Multiplication rule for (R1 ∩ R2) ∩ R3
= P (R1)P (R2|R1)P (R3|R1 ∩ R2) Multiplication rule for R1 ∩ R2
1 9 8 18
= × × = ≈ 0.11
2 19 18 171
In-Class Problem: Exercise 3.2a

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