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1.2 Conditional Probability - 1st Part

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13 views11 pages

1.2 Conditional Probability - 1st Part

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tilakrajcoc
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
You are on page 1/ 11

1.

2 Conditional Probability

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1.2 Conditional Probability

Denition: Conditional Probability


The conditional probabilty of an event B , assuming that
the event A has already happened, is denoted by P(B/A) and
dened as
P(B/A) =
P(B ∩ A)
P(A)
provided P(A) 6= 0
Example
When a fair dice is tossed, the conditional probabilty of get-
ting '1' , given that an odd number has already been obtained
is 1/3 as explained below:
2/ 11
Let A be the event of getting an odd number and B be the
event of getting '1'.
So S = {1, 2, 3, 4, 5, 6}, A = {1, 3, 5} and B = {1}
P(B/A) =
P(A ∩ B)
P(A)
Now A ∩ B = {1} and so P(A ∩ B) = 1/6
Also P(A) = 3/6 = 1/2
∴ P(B/A) = 1/6
1/2 = 1/3

Note:
From the denition of conditional probability,
P(B∩A)
P(B/A) = P(A)
n(A∩B)/n(S) n(A∩B)
= n(A)/n(S) =
So in the above example, P(B/A) can also be found out
n(A)

directly using P(B/A) = = n(A∩B)


=
n(A)
1
3 3/ 11
Addition theorem of Probabilty

Statement
If A and B are any two events, then
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)

Proof:
We know that A = (A ∩ B̄) ∪ (A ∩ B).
Clearly A ∩ B̄ and A ∩ B are mutually exclusive events.
∴ P(A) = P(A ∩ B̄) + P(A ∩ B) (1)
Similarly B is the union of two mutually exclusive events
Ā ∩ B and A ∩ B .
∴ P(B) = P(Ā ∩ B) + P(A ∩ B) (2)

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S
A∪B
A B

A ∩ B̄ A∩B Ā ∩ B

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(1) + (2) gives
P(A) + P(B) = P(A ∩ B̄) + P(A ∩ B) + P(Ā ∩ B) + P(A ∩ B)
= P(A ∪ B) + P(A ∩ B)
since
A∪B is the disjoint union of ,
A ∩ B̄ A ∩ B and Ā ∩ B
∴ P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
Hence the theorem

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Corollary:
If A and B are any two events, then P(A ∪ B) ≤ P(A) + P(B)
Proof:
From the above theorem, it is clear that
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
≤ P(A) + P(B)

Note:
Addition theorem of probability can be extended to any three
events A, B and C as follows:
P(A ∪ B ∪ C ) = P(A) + P(B) + P(C ) − P(A ∩ B)
−P(B ∩ C ) − P(C ∩ A) + P(A ∩ B ∩ C )

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Multiplication (or) Product theorem of Probabilty

Statement
If A is an event that has already occured and B is any
other event, then
P(A ∩ B) = P(A) × P(B/A)

Proof:
Let n , n be the number of cases favourable to the events A
A ∩ B and n be the total number of cases.
A AB

Then P(A ∩ B) = nAB


n
nA nAB
= n
x nA
= P(A) × P(B/A)
∴ P(A ∩ B) = P(A) × P(B/A)
Hence the theorem 8/ 11
Note 1:
Product theorem of probability can be extended to three events
A, B and C as follows:
P(A ∩ B ∩ C ) = P(A) × P(B/A) × P(C /A ∩ B)

Note 2:
The following properties can easily be deduced from the deni-
tion of conditional probability.
1. If A ⊆ B , then P(B/A) = 1 since A ∩ B = A.
2. If B ⊆ A, then P(B/A) ≥ P(B) since A ∩ B = B and so
P(B)
≥ P(B) as P(A) ≤ 1.
3. If A and B are mutually exclusive events, then P(B/A) = 0
P(A)

since P(A ∩ B) = 0.
4. If P(A) ≥ P(B), then P(A/B) ≥ P(B/A).
5. If A ⊆ A , then P(A /A) ≤ P(A /B).
1 2 1 2

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Denition: Independent Events
Two events are said to be independent if the occurence of one
event does not depend on the occurence or non occurence of
another event.
Example
If a coin is thrown twice, the result of the second throw is in no
way aected by the result of the rst throw. Thus the events
are independent events.
Denition: Dependant Events
Two events are said to be dependant if the occurence of one
event depends on the occurence of the other event.
Note:
When two events A and B are independent, P(B/A) = P(B)
as B does not depend on the occurence of A. 10/ 11
So if A and B are independent events, then the product theorem
takes the form P(A ∩ B) = P(A) × P(B).
Conversely, if P(A ∩ B) = P(A) × P(B), then A and B are
independent.
Standard Results
The product theorem can be extended to any number of
independent events.
If A , A , ... and A are independent events, then
1 2 n
P(A ∩ A ∩ ... ∩ A ) = P(A ) × P(A ) × ... × P(A )
1 2 1 2
If A and B are two independent events, then
n n

(i) A and B̄ are also independent.


(ii) Ā and B are also independent.
(iii) Ā and B̄ are also independent.
11/ 11

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