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Lecture-5 Conditional Probability and Bayes Rule

The document covers conditional probability, total probability theorem, and Bayes' rule. It provides definitions and examples of these concepts. It also includes practice problems related to applying these probability concepts.

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Moiz Antaria
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57 views27 pages

Lecture-5 Conditional Probability and Bayes Rule

The document covers conditional probability, total probability theorem, and Bayes' rule. It provides definitions and examples of these concepts. It also includes practice problems related to applying these probability concepts.

Uploaded by

Moiz Antaria
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Week 5

Learning Objectives
• Conditional Probability
• Total Probability Theorem
• Bayes Rule
Conditional Probability
the probability of an event B under the condition that an event A
occurs. This probability is called the conditional probability of B given A
and is denoted by P(BIA).
𝑃 𝐴∩𝐵
𝑃 𝐵/𝐴 =
𝑃 𝐴

PRobability and Statistics for Engineers and Scientists by


3/13/2024
Walpole
Conditional Probability

PRobability and Statistics for Engineers and Scientists by


3/13/2024
Walpole
The Product Rule, or the Multiplicative Rule
The Product Rule, or the Multiplicative Rule
Conditional Probability

PRobability and Statistics for Engineers and Scientists by


3/13/2024
Walpole
The Product Rule, or the Multiplicative Rule
Independent Events

PRobability and Statistics for Engineers and Scientists by


3/13/2024
Walpole
Independent Events

PRobability and Statistics for Engineers and Scientists by


3/13/2024
Walpole
Independent Events

PRobability and Statistics for Engineers and Scientists by


3/13/2024
Walpole
PRobability and Statistics for Engineers and Scientists by
3/13/2024
Walpole
Practice Problem
2.77 In the senior year of a high school graduating class of 100 students, 42 studied mathematics, 68 studied
psychology, 54 studied history, 22 studied both mathematics and history, 25 studied both mathematics and
psychology, 7 studied history but neither mathematics nor psychology, 10 studied all three subjects,
and 8 did not take any of the three. If a student is
selected at random, find the probability that
(a) a person enrolled in psychology takes all three subjects;
(b) a person not taking psychology is taking both history and mathematics.
Practice Problem
2.82 For married couples living in a certain suburb, the probability that
the husband will vote on a bond referendum is 0.21, the probability that
the wife will vote on the referendum is 0.28, and the probability that both
the husband and the wife will vote is 0.15. What is the probability that
(a) at least one member of a married couple will vote?
(b) a wife will vote, given that her husband will vote?
(c) a husband will vote, given that his wife will not vote?

PRobability and Statistics for Engineers and Scientists by


3/13/2024
Walpole
One of these individuals is to be selected at random for a tour throughout the country to publicize the
advantages of establishing new industries in the town.
We shall be concerned with the following events:
M: a man is chosen,
E: the one chosen is employed
Calculate P(M|E)
Theorem of total Probability or the rule of Elimination
• Theorem 2.16: If the events B1, B2,.. • ,Bk constitute a partition of the
sample space S such that P(Bi)≠0 for i = 1,2,..., k, then for any event A
of S,
𝐴
•𝑃 𝐴 = σ𝑘𝑖=1 𝑃 𝐴∩ 𝑘
𝐵𝑖 =σ𝑖=1 𝑃 𝑃 𝐵𝑖
𝐵𝑖
Theorem of total Probability or the rule of Elimination

Suppose that we are now given the additional information that 36 of those employed and 12 of those
unemployed are members of the Rotary Club. We wish to find the probability of the event A that the
individual selected is a member of the Rotary Club.
Theorem of total Probability or the rule of Elimination
A person has undertaken a mining job. The probabilities of completion of job on time with and
without rain are 0.42 and 0.90 respectively. If the probability that it will rain is 0.45, then
determine the probability that the mining job will be completed on time.
Bayes rule
Theorem 2.14: (Bayes’ Rule) If the events B1,B2, . . . , Bk constitute a partition of the sample space S
such that P(Bi) = 0 for i = 1, 2, . . . , k, then for any event A in S such that P(A) = 0,
𝑃 𝐵𝑟 ∩ 𝐴 𝑃 𝐵𝑟 𝑃 𝐴 𝐵𝑟
𝑃 𝐵𝑟 𝐴 = 𝑛 = 𝑛
σ𝑖=1 𝑃 𝐵𝑖 ∩ 𝐴 σ𝑖=1 𝑃 𝐵𝑖 𝑃 𝐴 𝐵𝑖
for 𝑟 = 1, 2, . . . , 𝑘.
Practice Problems
Practice Problems
A certain form of cancer is known to be found in women over 60 with probability 0.07. A blood
test exists for the detection of the disease, but the test is not infallible. In fact, it is known that
10% of the time the test gives a false negative (i.e., the test incorrectly gives a negative result) and
5% of the time the test gives a false positive (i.e., incorrectly gives a positive result). If a woman
over 60 is known to have taken the test and received a favorable (i.e., negative) result, what is the
probability that she has the disease?
2.96-Police plan to enforce speed limits by using radar traps at 4 different
locations within the city limits. The radar traps at each of the
locations 𝐿1 , 𝐿2 , 𝐿3 , 𝑎𝑛𝑑 𝐿4 , are operated 40%, 30%, 20%, and 30% of the time,
and if a person who is speeding on his way to work has probabilities of 0.2, 0.1,
0.5, and 0.2, respectively, of passing through these locations, what is the
probability that he will receive a speeding ticket?
2.99-Suppose that the four inspectors at a film factory are supposed to stamp the
expiration date on each package of film at the end of the assembly line. John, who
stamps 20% of the packages, fails to stamp the expiration date once in every 200
packages: Tom, who stamps 60% of the packages, fails to stamp the expiration date
once in every 100 packages; Jeff, who stamps 15% of the packages, fails to stamp the
expiration date once in every 90 packages; and Pat, who stamps 5% of the packages,
fails to stamp the expiration date once in every 200 packages. If a customer complains
that her package of film does not show the expiration date, what is the probability that it
was inspected by John?

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