Lecture 2 - Probability Definition, Joint, Marginal and Conditional Probability
Lecture 2 - Probability Definition, Joint, Marginal and Conditional Probability
Instructor
Dr. Qadri Hamarsheh
Email: [email protected]
Website: http://www.philadelphia.edu.jo/academics/qhamarsheh
Example: Dice
o Sample space 𝑺 = {𝟏; 𝟐; 𝟑; 𝟒; 𝟓 ; 𝟔}
o Events are the subsets of S, e.g.,
A = "outcome is even" = {𝟐; 𝟒; 𝟔}.
B = "outcome is > 4" = {𝟓; 𝟔}.
Example: Rolling two dice
o Sample space is
Dr. Qadri Hamarsheh Probability & Random Variables 5
𝑺 = {(𝟏; 𝟏); (𝟏; 𝟐); (𝟏; 𝟑); (𝟏; 𝟒); (𝟏; 𝟓); (𝟏; 𝟔);
(𝟐; 𝟏); (𝟐; 𝟐); (𝟐; 𝟑); (𝟐; 𝟒); (𝟐; 𝟓); (𝟐; 𝟔);
(𝟑; 𝟏); (𝟑; 𝟐); (𝟑; 𝟑); (𝟑; 𝟒); (𝟑; 𝟓); (𝟑; 𝟔);
(𝟒; 𝟏); (𝟒; 𝟐); (𝟒; 𝟑); (𝟒; 𝟒); (𝟒; 𝟓); (𝟒; 𝟔);
(𝟓; 𝟏); (𝟓; 𝟐); (𝟓; 𝟑); (𝟓; 𝟒); (𝟓; 𝟓); (𝟓; 𝟔);
(𝟔; 𝟏); (𝟔; 𝟐); (𝟔; 𝟑); (𝟔; 𝟒); (𝟔; 𝟓); (𝟔; 𝟔)}:
o Events are all subsets of S, e.g.,
A = "outcomes are the same":
= {(𝟏; 𝟏); (𝟐; 𝟐); (𝟑; 𝟑); (𝟒; 𝟒); (𝟓; 𝟓); (𝟔; 𝟔)}.
B = "outcome of the 1. roll is 1":
= {(𝟏; 𝟏); (𝟏; 𝟐); (𝟏; 𝟑); (𝟏; 𝟒); (𝟏; 𝟓); (𝟏; 𝟔)}.
Discrete Sample Space:
o Example: Experiment of rolling a single die and observing
the number that shows up.
There are six elements 𝑺 = {𝟏, 𝟐, 𝟑, 𝟒, 𝟓, 𝟔} ← Discrete Sample
Space.
Continuous Sample Space:
o Example: Experiment of obtaining a number by spinning the
pointer on a wheel of chance numbered from 0 to 12.
𝒏
o The ratio 𝑨 is the relative frequency (or average number of
𝒏
success) for the event A.
Example: If a fair coin is flipped 𝒏 times, the side that shows up
will be “heads” about 𝒏𝑯 times, then
Hence there are twelve outcomes. They are H1, H2, H3, H4,
H5, H6, T1,T2, T3, T4, T5, and T6.
Once the sample space has been found, probabilities for events
can be computed.
o Example: A coin is tossed and a die is rolled. Find the
probability of getting
a) A head on the coin and a 3 on the die.
b) A head on the coin.
c) A 4 on the die.
𝑩𝟐 𝑨𝟏 ∩ 𝑩𝟐 𝑨𝟐 ∩ 𝑩𝟐 … 𝑨𝒏 ∩ 𝑩𝟐 𝑷(𝑩𝟐 )
… … … … … …
E2
𝑩𝒎 𝑨𝟏 ∩ 𝑩𝒎 𝑨𝟐 ∩ 𝑩𝒎 … 𝑨𝒏 ∩ 𝑩𝒎 𝑷(𝑩𝒎 )
Marginal
𝑷(𝑨𝟏 ) 𝑷(𝑨𝟏 ) … 𝑷(𝑨𝒏 ) 1
Prob. For 𝑨𝒊
𝑷(𝑩𝒋 ) = ∑ 𝑷(𝑨𝒊 ∩ 𝑩𝒋 )
𝒊=𝟏
𝑷(𝑨𝒊 ) = ∑ 𝑷(𝑨𝒊 ∩ 𝑩𝒋 )
𝒋=𝟏
𝒊 = 𝟏, 𝟐, … , 𝒏 and 𝒋 = 𝟏, 𝟐, . . , 𝒎
Conditional Probability: The probability 𝑷(𝑨|𝑩) is called the
conditional probability for two events 𝑨 and 𝑩.
Given some event B with nonzero probability; 𝑷(𝑩) ≠ 𝟎.
The conditional probability of 𝑨 given 𝑩 is:
𝑷(𝑨∩𝑩)
𝑷(𝑨|𝑩) =
𝑷(𝑩)
An expression for the Conditional Probability in terms
of joint and marginal probabilities
𝑵𝑨𝑩
𝑷(𝑨 ∩ 𝑩) 𝑵 𝑵𝑨𝑩
( |
𝑷 𝑩𝑨 = ) = = , 𝑷(𝑨) ≠ 𝟎
𝑷(𝑩) 𝑵𝑨 𝑵𝑨
𝑵
𝑱𝒐𝒊𝒏𝒕 𝐩𝐫𝐨𝐛𝐚𝐛𝐢𝐥𝐢𝐭𝐲
𝐂𝐨𝐧𝐝𝐢𝐭𝐢𝐨𝐧𝐚𝐥 𝐩𝐫𝐨𝐛𝐚𝐛𝐢𝐥𝐢𝐭𝐲 =
𝐌𝐚𝐫𝐠𝐢𝐧𝐚𝐥 𝐩𝐫𝐨𝐛𝐚𝐛𝐢𝐥𝐢𝐭𝐲
Since B is known to have occurred, it becomes the new
sample space replacing the original.