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Chapter 4

This document provides lecture notes on probability and statistics. It covers topics such as conditional probability, independence of events, and Bayes' rule. Specifically, it defines what conditional events are, provides examples of calculating conditional probabilities, and explains that two events are independent if their joint probability equals the product of their individual probabilities. It also presents the formula for Bayes' rule and shows how to calculate the probability of independent events occurring together.

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Roha Cbc
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33 views7 pages

Chapter 4

This document provides lecture notes on probability and statistics. It covers topics such as conditional probability, independence of events, and Bayes' rule. Specifically, it defines what conditional events are, provides examples of calculating conditional probabilities, and explains that two events are independent if their joint probability equals the product of their individual probabilities. It also presents the formula for Bayes' rule and shows how to calculate the probability of independent events occurring together.

Uploaded by

Roha Cbc
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Lecture notes on probability and Statistics (Stat 2061) Chapter 3: ELEMENTARY

PROBABILITY

Chapter 4
4 Conditional probability and Independency
Conditional Events: If the occurrence of one event has an effect on the next
occurrence of the other event then the two events are conditional or
dependent events.

Example: Suppose we have two red and three white balls in a bag
1. Draw a ball with replacement
2
p( A )=
Let A= the event that the first draw is red 5
2
p(B )=
B= the event that the second draw is red  5
A and B are independent.
2. Draw a ball with out replacement
2
p( A )=
Let A= the event that the first draw is red 5

B= the event that the second draw is red  p(B )=?


This is conditional.
Let B= the event that the second draw is red given that the first draw is

red  p(B )=1 /4

Conditional probability of an event

The conditional probability of an event A given that B has already occurred,

denoted p( A / B) is

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Lecture notes on probability and Statistics (Stat 2061) Chapter 3: ELEMENTARY
PROBABILITY

p( A∩B)
, p( B)≠0
p( A / B) = p( B)
'
Remark: (1) p( A / B)=1− p( A / B)
'
(2) p(B / A )=1− p(B / A )

Examples
1. For a student enrolling at freshman at certain university the
probability is 0.25 that he/she will get scholarship and 0.75 that he/she
will graduate. If the probability is 0.2 that he/she will get scholarship
and will also graduate. What is the probability that a student who get a
scholarship graduate?

Solution: Let A= the event that a student will get a scholarship


B= the event that a student will graduate
given p( A )=0 . 25 , p(B )=0. 75 , p ( A∩B )=0. 20
Re quired p ( B / A )
p ( A∩B ) 0. 20
p ( B/ A )= = =0 . 80
p(A) 0. 25
2. If the probability that a research project will be well planned is 0.60
and the probability that it will be well planned and well executed is
0.54, what is the probability that it will be well executed given that it
is well planned?
Solution; Let A= the event that a research project will be well
Planned
B= the event that a research project will be well
Executed

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Lecture notes on probability and Statistics (Stat 2061) Chapter 3: ELEMENTARY
PROBABILITY

given p( A )=0 . 60 , p ( A∩B )=0 . 54


Re quired p ( B / A )
p ( A∩B ) 0. 54
p ( B/ A )= = =0 . 90
p(A) 0. 60
3. A lot consists of 20 defective and 80 non-defective items from which
two items are chosen without replacement. Events A & B are defined
as A = the first item chosen is defective, B = the second item
chosen is defective
a. What is the probability that both items are defective?
b. What is the probability that the second item is defective?
Solution; Exercise
Note; for any two events A and B the following relation holds.

p ( B ) =p ( B/ A ) . p ( A ) + p ( B/ A ' ) . p ( A ' )
Bayes' Rule
Let B1 and B2 be disjoint events whose union is S. Let also A be another event. We can
Write

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Lecture notes on probability and Statistics (Stat 2061) Chapter 3: ELEMENTARY
PROBABILITY

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Lecture notes on probability and Statistics (Stat 2061) Chapter 3: ELEMENTARY
PROBABILITY

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Lecture notes on probability and Statistics (Stat 2061) Chapter 3: ELEMENTARY
PROBABILITY

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Lecture notes on probability and Statistics (Stat 2061) Chapter 3: ELEMENTARY
PROBABILITY

Probability of Independent Events

Two events A and B are independent if and only if p ( A∩B )= p ( A ) . p ( B )

Here p ( A /B )= p ( A ) , P ( B/ A )= p ( B )
Example; A box contains four black and six white balls. What is the
probability of getting two black balls in drawing one after the other under
the following conditions?
a. The first ball drawn is not replaced
b. The first ball drawn is replaced
Solution; Let A= first drawn ball is black
B= second drawn is black

Required p ( A∩B )

a. p ( A∩B )= p ( B / A ) . p ( A )=( 4 /10 ) ( 3 /9 )=2/15

b. p ( A∩B )= p ( A ) . p ( B )=( 4/10 ) ( 4 /10 )=4 /25

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