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Lecture 4

probability lec4

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12 views12 pages

Lecture 4

probability lec4

Uploaded by

maimoonaziz2003
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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2.

4 Conditional Probability
2.5 Independence Of Events

EEE251 Probability Methods in Engineering

Lecture 4. Dr. Bakhtiar Ali

Department of Electrical & Computer Engineering.


COMSATS University Islamabad

Dr. Bakhtiar Ali 1/12


2.4 Conditional Probability
2.4.1 Bayes Rule
2.5 Independence Of Events

Example 1.
Many communication systems can be modeled in the following
way. First, the user inputs a 0 or a 1 into the system, and a
corresponding signal is transmitted. Second, the receiver makes a
decision about what was the input to the system, based on the
signal it received. Suppose that the user sends 0s with probability
1 − p and 1s with probability p, and suppose that the receiver
makes random decision errors with probability . For i=0,1, let Ai
be the event input was i, and let Bi be the event receiver decision
was i. Find the probabilities P [Ai ∩ Bi ].

P [A0 ∩ B0 ] = (1 − p)(1 − ) P [A1 ∩ B0 ] = p


P [A0 ∩ B1 ] = (1 − p) P [A1 ∩ B1 ] = p(1 − )

Dr. Bakhtiar Ali 2/12


2.4 Conditional Probability
2.4.1 Bayes Rule
2.5 Independence Of Events

Law of total probability

Let B1 , B2 , . . . , Bn be mutually exclusive events whose union


equals the sample space S as shown below

We refer to these sets as a partition of S. Any event A can be


represented as the union of mutually exclusive events in the
following way:
A = A ∩ S = A ∩ (B1 ∪ B2 ∪ · · · ∪ Bn )
= (A ∩ B1 ) ∪ (A ∩ B2 ) ∪ · · · ∪ (A ∩ Bn )

Dr. Bakhtiar Ali 3/12


2.4 Conditional Probability
2.4.1 Bayes Rule
2.5 Independence Of Events

Law of total probability Contd.

By Corollary 4, the probability of A is


P [A] = P [A ∩ B1 ] + P [A ∩ B2 ] + · · · + P [A ∩ Bn ]
can be written as

P [A] = P [A|B1 ]P [B1 ] + P [A|B2 ]P [B2 ] + · · · + P [A|Bn ]P [Bn ]

n
X
P [A] = P [A|Bi ]P [Bi ]
i=1

which is the Law of total probability

Dr. Bakhtiar Ali 4/12


2.4 Conditional Probability
2.4.1 Bayes Rule
2.5 Independence Of Events

Example 2.
An urn contains two black balls and three white balls. Two balls
are selected at random from the urn without replacement and the
sequence of colors is noted. Find the probability of the event W2
i.e (the second ball is white).

P[B1] P[W1]

P[W2 /B1] P[W2 /W1]


P[B2 /B1] P[B2 /W1]

P [W2 ] = P [W2 ∩ B1 ] + P [W2 ∩ W1 ]


P [W2 ] = P [W2 |B1 ]P [B1 ] + P [W2 |W1 ]P [W1 ]
3 2 1 3 3
( )( ) + ( )( ) =
4 5 2 5 5
Dr. Bakhtiar Ali 5/12
2.4 Conditional Probability
2.4.1 Bayes Rule
2.5 Independence Of Events

2.4.1 Bayes Rule

Let B1 , B2 , . . . , Bn be a partition of a sample space S.


Suppose that event A occurs, what is the probability of event
Bi . By the definition of conditional probability we have
P [A ∩ Bi ]
P [Bi |A] =
P [A]
P [A|Bi ]P [Bi ] P [A|Bi ]P [Bi ]
= = Pn
P [A] i=1 P [A|Bi ]P [Bi ]

The a priori probabilities of these events P [Bi ], are the


probabilities of the events before the experiment is performed.
Now suppose that the experiment is performed, and we are
informed that event A occurred; the a posteriori
probabilities are the probabilities of the events in the
partition P [Bi |A], given this additional information.
Dr. Bakhtiar Ali 6/12
2.4 Conditional Probability
2.4.1 Bayes Rule
2.5 Independence Of Events

Example 3.
In the binary communication system in Example 1, find which
input is more probable given that the receiver has output a 1.
Assume that, a priori, the input is equally likely to be 0 or 1.

Let Ak be the event that the input was k, k = 0, 1, then A0 and


A1 are a partition of sample space of input-output pairs. Let B1
be the event receiver output was a 1. The probability of B1 is
P [B1 ] = P [B1 |A0 ]P [A0 ] + P [B1 |A1 ]P [A1 ]
1 1 1
( ) + (1 − )( ) =
2 2 2
Applying Bayes rule, we obtain the a posteriori probabilities
P [B1 |A0 ]P [A0 ] /2
P [A0 |B1 ] = = =
P [B1 ] 1/2
P [B1 |A1 ]P [A1 ] (1 − )/2
P [A1 |B1 ] = = = (1 − )
P [B1 ] 1/2
Dr. Bakhtiar Ali 7/12
2.4 Conditional Probability
2.4.1 Bayes Rule
2.5 Independence Of Events

Example 4.
A computer manufacturer uses chips from three sources. Chips
from sources A, B, and C are defective with probabilities .005,
.001, and .010, respectively. If a randomly selected chip is found to
be defective, find the probability that the manufacturer was A;
that the manufacturer was C. Assume that the proportions of chips
from A, B, and C are 0.5, 0.1, and 0.4,respectively.

P[def.] = P [def.|A]P [A] + P [def.|B]P [B] + P [def.|C]P [C]


= (0.005)(0.5) + (0.001)(0.1) + (0.010)(0.4) = 0.0066

P [def.|A]P [A] (0.005)(0.5)


P [A|def.] = = = 0.3788
P [def.] 0.0066

P [def.|C]P [C] (0.010)(0.4)


P [C|def.] = = = 0.6061
P [def.] 0.0066
Dr. Bakhtiar Ali 8/12
2.4 Conditional Probability
2.5 Independence Of Events

Independence Of Events

If knowledge of the occurrence of an event B does not alter


the probability of some other event A, then it would be
natural to say that event A is independent of B.
In terms of probabilities this situation occurs when
P [A ∩ B]
P [A] = P [A|B] =
P [B]
The above equation has the problem that the right-hand side
is not defined when P [B] = 0
We will define two events A and B to be independent if
P [A ∩ B] = P [A]P [B]
which implies that
P [A|B] = P [A] and P [B|A] = P [B]

Dr. Bakhtiar Ali 9/12


2.4 Conditional Probability
2.5 Independence Of Events

Example 5.
A ball is selected from an urn containing two black balls, numbered
1 and 2 and two white balls, numbered 3 and 4. Let the events A,
B and C be defined as follows:
A = {(1, b), (2, b)}, ”black ball selected”,
B = {(2, b), (4, w)}, ”even-numbered ball selected”,
C = {(3, w), (4, w)} ”number of ball is greater than two”.
Are events A and B independent? Are events A and C
independent?

Example 6.
Two numbers x and y are selected at random between zero and
one. Let the events A, B, and C be defined as follows:
A = {x > 0.5}, B = {y > 0.5}, and C = {x > y}
Are the events A and B independent? Are A and C independent?

Dr. Bakhtiar Ali 10/12


2.4 Conditional Probability
2.5 Independence Of Events

Independence Of Events
What conditions should three events A, B, and C satisfy in order
for them to be independent?
First, they should be pairwise independent,that is,
P [A ∩ B] = P [A]P [B], P [A ∩ C] = P [A]P [C]
and P [B ∩ C] = P [B]P [C]
In addition, knowledge of the joint occurrence of any two, say
A and B, should not affect the probability of the third,that is,
P [A ∩ B ∩ C] = P [A ∩ B]P [C] = P [A]P [B]P [C]
where we have used the fact that A and B are pairwise
independent. Thus we conclude that three events A, B, and C
are independent if the probability of the intersection of any
pair or triplet of events is equal to the product of the
probabilities of the individual events.
In order for a set of n events to be independent, the
probability of an event should be unchanged when we are
given the joint occurrence of any subset of the other events.
Dr. Bakhtiar Ali 11/12
2.4 Conditional Probability
2.5 Independence Of Events

Example 7 (2.34).
Suppose a fair coin is tossed three times and we observe the
resulting sequence of heads and tails. Find the probability of the
elementary events.

The sample space of this experiment is


S = {HHH, HHT, HT H, T HH, T T H, T HT, HT T, T T T }
The assumption that the coin is fair means that the outcomes
of a single toss are equiprobable, i.e P [H] = P [T ] = 1/2.
If we assume that the outcomes of the coin tosses are
independent,then
1
P [{HHH}] = P [{H}]P [{H}]P [{H}] =
8
1
P [{HHT }] = P [{H}]P [{H}]P [{T }] =
8

Dr. Bakhtiar Ali 12/12

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