CHAPTER THREE

Conditional Probability And Independence

By:Nigus G. (MSc.in Biostatistics)

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  Conditional Probability
Conditional Events: If the occurrence of one event has an effect on
the next occurrence of the other event then the two events are
conditional or dependent events.
Example: Suppose we have two red and three white balls in a bag.
1) Draw a ball with replacement
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Let A= the event that the first draw is red → 𝑝 𝐴 =
5
2
B= the event that the 2nd draw is red → 𝑝 𝐵 =
5
⟹ 𝐴 𝑎𝑛𝑑 𝐵 𝑎𝑟𝑒 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡.
2) Draw a ball without replacement
2
Let A= the event that the first draw is red → 𝑝 𝐴 =
5
B= the event that the 2nd draw is red → 𝑝 𝐵 =?
Let B = the event that the second draw is red given that the first draw
1
is red → 𝑝 𝐵 = .
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2
 Cont’d
 We can visualize conditional probability as follows. Think of
P(A) as the proportion of the area of the whole sample space
taken up by A. For P(A|B) we restrict our attention to B.
That is, P(A|B) is the proportion of area of B taken up by A,
i.e. P(A ∩ B)/P(B).

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 Cont’d
 Therefore, the conditional probability of an event A given that B
has already occurred, denoted 𝑝(𝐴/𝐵 ) is
𝑝(𝐴 ∩ 𝐵)
𝑝(𝐴/𝐵)= ,𝑝 𝐵 ≠ 0
𝑝(𝐵)
Remark;
1) 𝑝(𝐴/𝐵 ) = 1 − 𝑝(𝐴/𝐵)
2) 𝑝(𝐵/𝐴 ) = 1 − 𝑝(𝐵/𝐴)
Example: For a student enrolling as freshman at certain
university the probability is 0.25 that he/she will get
scholarship and 0.75 that he/she will graduate. If the
probability is 0.2 that he/she will get scholarship and will also
graduate. What is the probability that a student who get a
scholarship graduate?
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 Solution
Let A = the event that a student will get a scholarship
B= the event that a student will graduate
Given: 𝑝 𝐴 = 0.25, 𝑝 𝐵 = 0.75, 𝑝 𝐴 ∩ 𝐵 = 0.20
Required : 𝒑(𝑩/𝑨)
𝑝(𝐴 ∩ 𝐵) 0.20
𝑝(𝐵/𝐴)= = = 0.80
𝑝(𝐴) 0.25

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  Multiplication Theorem, Bayes’ Theorem and
Total Probability Theorem
 Multiplication Theorem
 If A and B are any two events of a sample space such that
𝑃(𝐴) ≠ 0 and 𝑃(𝐵) ≠ 0, then
𝑃 𝐴 ∩ 𝐵 = 𝑃(A/𝐵)𝑃(𝐵) = 𝑃(𝐵/𝐴)𝑃(𝐴)
 This is simply a rewriting of the definition in our previous
equation of conditional probability.
 The probability that two events, 𝐴 and 𝐵, both occur is
given by Multiplication rule.
𝑃 𝐴 ∩ 𝐵 = 𝑃(A/𝐵)𝑃(𝐵) = 𝑃(𝐵/𝐴)𝑃(𝐴)

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  Total Probability Theorem
 We state the law when the sample space is portioned into
different pieces.
 It is a simple matter to extend the rule when there are more
pieces.
 Suppose the sample space Ω is divided into 3 disjoint
events 𝐵1 , 𝐵2 , 𝐵3 (see the figure below). Then for any
event 𝐴:
 𝑃 𝐴 = 𝑝 𝐴 ∩ 𝐵1 + 𝑝 𝐴 ∩ 𝐵2 + 𝑝 𝐴 ∩ 𝐵3
 𝑃 𝐴 = 𝑝 𝐴/𝐵1 𝑝(𝐵1 ) + 𝑝 𝐴/𝐵2 𝑝(𝐵2 ) +
𝑝 𝐴/𝐵2 𝑝(𝐵2 )

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 Cont’d
 We can visualize total probability as follows
 The sample space Ω and the event A are each divided
into 3 disjoint pieces.
 Such a division is often called a partition of Ω.

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 Cont’d
 Total probability could wright as or the general formula for
total probability is;
𝑛 𝑛

𝑃 𝐴 = 𝑃 𝐴 ∩ 𝐵𝑖 = 𝑃 𝐴/𝐵𝑖 𝑃(𝐵𝑖 )
𝑖=1 𝑖=1
Now, if we are interested in determining the value of 𝑃 𝐵𝑘 /𝐴 ,
𝑃 𝐵𝑘 ∩ 𝐴 𝑃 𝐵𝑘 𝑃 𝐴/𝐵𝑘
𝑃 𝐵𝑘 /𝐴 = = 𝑛
𝑃(𝐴) 𝑖=1 𝑃 𝐴/𝐵𝑖 𝑃 𝐵𝑖
This is called the Bayes’ theorem.

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 Example
In a Binary communication system a zero and one is
transmitted with probability of 0.6 and 0.4
respectively. Due to an error in the communication
system a zero becomes a one with probability of 0.1
and a one becomes zero with probability of 0.08.
Determine the probability
I. Of receiving one
II. That a one was transmitted when the receiving message
one.

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 Solution
Let 𝑆 be the sample space corresponding to binary
communication. Suppose 𝑇0 be event of transmitting 0 and 𝑇1
be the event of transmitting 1, and 𝑅0 and 𝑅0 be corresponding
events of receiving 0 and 1 respectively.
Given 𝑃 𝑇0 = 0.6, 𝑃 𝑇1 = 0.4 and
𝑃 𝑅1 /𝑇0 = 0.1, 𝑃 𝑅0 /𝑇1 = 0.08
i. Probability of receiving one =P 𝑅1
P 𝑅1 = 𝑃 𝑇1 𝑃 𝑅1 /𝑇1 + 𝑃 𝑇0 𝑃 𝑅1 /𝑇0
0.4 × 0.92 + 0.6 × 0.1 = 0.428

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 Cont’d
ii. Using Bayes’ theorem
𝑃 𝑇1 𝑃 𝑅1 /𝑇1
𝑃 𝑇1 /𝑅1 =
P 𝑅1
𝑃 𝑇1 𝑃 𝑅1 /𝑇1
=
𝑃 𝑇1 𝑃 𝑅1 /𝑇1 + 𝑃 𝑇0 𝑃 𝑅1 /𝑇0

0.4𝑥0.92
= 0.86
0.4𝑥0.92 + 0.6𝑥0.1

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 Exercise
 A network administrator is monitoring traffic on a server. It
is known that 70% of the traffic comes from internal users
and 30% from external users. If 80% of the internal traffic is
deemed secure and 50% of the external traffic is secure, what
is the probability that a randomly selected secure traffic
packet came from an internal user?

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  Probability of Independent Events
 Two events A and B are independent if and only if
𝑝 𝐴 ∩ 𝐵 = 𝑝 𝐴 𝑝(𝐵)
Hence: 𝑝(𝐴/𝐵)= 𝑝 𝐴 , p(B/A)= 𝑝(𝐵)
Example: A box contains four black and six white balls. What
is the probability of getting two black balls in drawing one after
the other under the following conditions?
a) The first ball drawn is not replaced.
b) The first ball drawn is replaced.
 Solution; Let A= first drawn ball is black
B= second drawn is black
Required : 𝒑(𝑨 ∩ 𝑩)
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 Solutions;
4 3 2
a) 𝑝 𝐴 ∩ 𝐵 = 𝑝(𝐵/𝐴) 𝑝 𝐴 = =
10 9 15
4 4 4
b) 𝑝 𝐴 ∩ 𝐵 = 𝑝 𝐴 𝑝(𝐵) = =
10 10 25

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