Conditional Probability

Instructional Example-1

What is the probability of getting two heads?

𝑃(𝑔𝑒𝑡𝑡𝑖𝑛𝑔 𝑡𝑤𝑜 ℎ𝑒𝑎𝑑𝑠)

1 1 1
 
2 2 4
Probability of getting one head from the 1st tossing

Probability of getting one head from the 2nd tossing

Instructional Example-1 contd

What is the probability of getting two heads given that

the first tossing is resulted in Head?

𝑃(𝑔𝑒𝑡𝑡𝑖𝑛𝑔 𝑡𝑤𝑜 ℎ𝑒𝑎𝑑𝑠|𝑡ℎ𝑒 1𝑠𝑡 𝑡𝑜𝑠𝑠𝑖𝑛𝑔 𝑤𝑎𝑠 ℎ𝑒𝑎𝑑)

1 1
1 
2 2
Probability of getting one head from the 1st tossing

Probability of getting one head from the 2nd tossing

General Statement
Let A and B be two events

The probability of an event B under the knowledge that the outcome will be
in event A is denoted as
-> given
𝑃(B|𝐴)=Probability of B given A

A B
Conditional Probability

Instructional Example-2
How likely you are jarring the blue marble, randomly

𝑃(𝐵𝑙𝑢𝑒) =? 4/0
Conditional Probability

𝐴 𝐵
Bowl
Conditional Probability

How likely you are jarring the blue marble in bowl A

>
-
17
𝐴

𝑃(𝑏𝑙𝑢𝑒|𝑖𝑡 ℎ𝑎𝑠 𝑏𝑒𝑒𝑛 𝑐𝑎𝑚𝑒 𝑓𝑟𝑜𝑚 𝑏𝑜𝑤𝑙 𝐴) = 1/5

-
- 𝐵
Bowl
A
Bowl
B
Blue

3
Yellow

2
Conditional Probability

Bowl A Bowl B

• The mathematical definition of conditional probability is

𝑃(𝑏𝑙𝑢𝑒 ∩ 𝑏𝑜𝑤𝑙 𝐴) 1/10

𝑃(𝑏𝑙𝑢𝑒|𝑏𝑜𝑤𝑙 𝐴) = = = 1/5
𝑃(𝑏𝑜𝑤𝑙 𝐴) 5/10
Axioms and Theorem 1.4 (Product Rule, Chain Rule)
Let A and B be two events

Axiom 1: 𝑃(𝐵|𝐴) ≥ 0 -
PAIA) =
=
Axiom 2: 𝑃 𝐴 𝐴 = 𝑃 𝐵 𝐵 = 1
Axiom 3: P (𝐴|𝐵) = P(A), if A and B are independent events

=
↳ (A)

PLAIB) =

R)PABA() chain risle

For a
sequence of n events : generalized
the chain rule can be as follow
.

↑ Ainaa nay ....

Man) Pla ,P(Ae/ti) Plagi/Azna))
=
.
.
.....

Plan/tin Aan - ....

nau)
Example-1.4
A random sample of 900 adults are classified by gender and working conditions
as listed in the table
A person is picked from this group randomly, find the probability that
• The person is male given that the person has a job: P(𝑀|𝐸) PIMIE) 46%/00
=

• The person does not have a job given that the person is a female : P(U|𝐹)

PlIF) =

260/400

P(Mne) 460/900
-

P(E) 900
Axioms

im
Let A and B be two events, A⊂B B
6
A
Axiom 1: 𝑃 𝐴 𝐵 < 1
Axiom 2: 𝑃 𝐵 𝐴 = 1
- .. · 4

Let A and B be two events

PLBIA) TAB)
= = (A) = 1
PLA) PLA)
Axiom 1: 𝑃 𝐴 𝐵 = 𝑃 𝐵 𝐴 if 𝑃 𝐴 = 𝑃(𝐵) or 𝑃 𝐴 ∩ 𝐵 = 0

PLA/B)
= us

PLB(A)-
 • Observable: An experiment having observable result.
• Unobservable: An experiment having unobservable result.

Observable

𝑃 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑙𝑖𝑔ℎ𝑡 𝑤𝑖𝑙𝑙 𝑏𝑒 𝑟𝑒𝑑 𝑡ℎ𝑒 𝑠𝑒𝑐𝑜𝑛𝑑 𝑙𝑖𝑔ℎ𝑡 ℎ𝑎𝑠 𝑏𝑒𝑒𝑛 𝑟𝑒𝑑)

Unobservable

𝑃 𝑡ℎ𝑒 𝑠𝑒𝑐𝑜𝑛𝑑 𝑙𝑖𝑔ℎ𝑡 𝑤𝑖𝑙𝑙 𝑏𝑒 𝑟𝑒𝑑 | 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑙𝑖𝑔ℎ𝑡 ℎ𝑎𝑠 𝑏𝑒𝑒𝑛 𝑟𝑒𝑑 )
Conditional Probability

Instructional Example-3
What is the probability of this blue marble picked from bowl A
𝐴 𝐵 𝑃 𝐵𝑙𝑢𝑒 𝐵𝑜𝑤𝑙 𝐴 =1/5
P[Blue]=4/10
P[Bowl A]=5/10

𝐴 𝐵

𝐶 𝑃(𝑏𝑜𝑤𝑙 𝐴|𝐵𝐿𝑈𝐸)
Bayes’ Rule

Theorem 1.5

For any event A and B

𝑃 𝐵|𝐴 𝑃(𝐴)
𝑃 𝐴|𝐵 =
𝑃(𝐵)
P(BIA) =
> observable
PLAIB) PANB) P(BIA) =
PAB)
P(B) PLA)

PlAnB) =
P(AIBIP(B) PLANB) P(BIAPIA)
=

PLAIBPIB) PLBIAPLA)
=
Bayes’ Rule

Theorem 1.5

For any event A and B

𝑃 𝐵|𝐴 𝑃(𝐴) Blue Yellow

𝑃 𝐴|𝐵 =
𝑃(𝐵) Bowl
A
1 4

Bowl
3 2
B

Respecting to our question:

1 5
𝑃 𝐵𝑙𝑢𝑒 𝐵𝑜𝑤𝑙 𝐴 =1/5 𝑃 𝐵𝑙𝑢𝑒 𝐵𝑜𝑤𝑙 𝐴 𝑃[𝐵𝑜𝑤𝑙 𝐴] 5 × 10 1
P[Blue]=2/5 𝑃 𝐵𝑜𝑤𝑙 𝐴 𝐵𝑙𝑢𝑒 = = =
Assume that P[Bowl A]=1/2 𝑃[𝐵𝑙𝑢𝑒] 4 4
10
Conditional Probability

More examples on Conditional Probability

Example-1.5

Hint: Assume an event “A” that is a set of acceptable resistors…

Machine B2
950 1050
acceptable
Machine B1 Machine B3
300
7800 = 0 78
-
.

10000

3000

10000
7800

Ise
the chain rule
P(AIB1) = 0 8 .

PLA) P(AnB1) +PlAnBe) + PlANB3)

PLAIBel
=

= 0 . 9

P
=
(ABIP(B1) +PLAIBPB2) +P(AIB3)PIB3) P(AIB3) = 0 . 6

= 0 : 78 P(Bil = 0 3
.

P(B3) = 0 .
3

P (B2) = 0 .
4
Conditional Probability

Example-1.6
Example 1.5

Hint: Assume an event “A” that is a set of acceptable resistors…

After putting all resitors together “What is the probability of any chosen resistor
comes from machine B1 knowing that this resistor is acceptable?”

P(Bil) = PlBr)
PB1) = xo3 P[B1|A]=0.307
0 78 -
P(A) .
Instructive Example
Customers are used to evaluate preliminary product designs. In the past, 95% of highly successful
products received good reviews, 60% of moderately successful products received good reviews,
and 10% of poor products received good reviews. In addition, 40% of products have been highly
successful, 35% have been moderately successful, and 25% have been poor products.
P(SH P(H) P(GIP(PIP)
>
.

- >
-

P(G) P(GnH)+P(Gnm) +P(GnP)

=

P(H(G) P(HnG)/P(g)
=
= P(SH)P(H)P(G(H)
-
= 0 .
97
P(G)
6
>
- 1- 0
95
.

P(GIM) =- 0 .

Ph/ PH =

P(G(P) = 0 1 .

P() ↑ (H) = 0 . 4

Detailed Solution
3/4 (1 -
0 .

617) P(m) = 0 . 37

↑ (GTH) + P(G(H) = 1 P(p) = 0 27

.
Independence
• In some cases, the conditional probability of P(B | A) might equal P(B). In
this special case, knowledge that the outcome of the experiment is in event
A does not affect the probability that the outcome is in event B.

Example:
Six parts are selected randomly from a bin of 50 parts, but assume that the
selected part is replaced before the next one is selected. The bin contains 3
&

defective parts and 47 nondefective parts. What is the probability that the second
part is defective given that the first part is defective?

with replacement: 4) 1part is

defective)
=
350 P12 part
,
is
defective(1st defective)
is =

3/0
without replacement 4)
:
1part is
defective) =
3/0 P12 part
, is
defective(1st defective)
is =

2/
Definition: Independence
Definition: Let A and B be two events, A and B are independent if
only if any one of the following equivalent statements is true:

I. P A ∩ B = P A P B
II. P(A|B)=P(A)
III. P(B|A)=P(B)

INDEPENDENT & MUTUALLY EXCLUSIVE ARE NOT SAME

IN PROBABILITY

• Mutually exclusive events cannot occur both

• For independent cases, the overlapping is possible. The events cannot affect
each other
Properties of Mutually Exc. and Independence

Let A and B be two events, A and B are mutually exclusive if only if

P(𝐴 ∩ 𝐵)= 0
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(B) (theorem 1.3)
𝑃(𝐴|𝐵) = 0

Let A and B be two events, A and B are independent if only if

P(𝐴 ∩ 𝐵) = 𝑃(𝐴) 𝑃(𝐵)

𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(B) − 𝑃(𝐴)𝑃(B) (theorem 1.3)
𝑃(𝐴|𝐵) = 𝑃(𝐴)
P(BIA) P(B)=
Independent or Mutually Exc. ?
Case 1- Consider a fair coin and a fair six-sided die. Let event A be obtaining
heads, and event B be rolling a 6. Are these events mutually ex. or independent?

P(𝑨 ∩ 𝑩)=? 1/12

P(A) 1/2 P(B) 16 if the events are independent PLANBI 12 16

= = : = x
,

Case 2- Consider a fair six-sided die as before, differently, we have the property
that the even-numbered faces are colored red, and the odd-numbered faces are
colored green. Let event A be rolling a green face, and event B be rolling a 6. Are
these events mutually ex. or independent?

P(𝑨 ∩ 𝑩)=? E
If P(A | B) = 0.3, P(B) = 0.8, and P(A) = 0.3, are the events B and the complement of A
independent?
P(AY) and P (B) =?

check whether PlAn B) PLAY P(B)

=

n ur
~
07 08 . .

↳ use the chain risle :

P(AB) =
P(B)P(AYB)
~ m

0 . 81-0 3
.
 Instructive Example
The following circuit operates only if there is a path of functional devices from left to
right. The probability that each device functions is shown on the graph. Assume that
devices fail independently. What is the probability that the circuit operates?

* 30
↑

⑳ . 95 .
P the circuit operates) =
0 95x0 9
.
. =
05

-A
operates) operates
,

Pl the circuit PCA operates A2

*
↑
=
or

⑳ 95
.

P( Al operates and Az does not operate

t

90 ↑) An Ac
doesnot operate and
+
operates
-
> Az
↑ An operates and Az operates
Compare the results
. which does work reliable ?
system =
(0 97)(0 1) + (0 05) (0 9) + (0 97)(0 9)
. . .
. .
.

=
Instructive Example
The following circuit operates only if there is a path of functional devices from left to
right. The probability that each device functions is shown on the graph. Assume that
devices fail independently. What is the probability that the circuit operates?

PlAnBnC) = P(a)P(B)P(c)
Al

B
=
(1 -
10 .
1))(1 -
10 .
05/2)(8 99)
.

Az C = 0 986
.

B2
Az