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Lesson 16

This lesson covers conditional probability and Bayes' Theorem, teaching students how to compute and apply these concepts in real-world scenarios. Key topics include the definition of conditional probability, the independence of events, the law of total probability, and Bayes' Theorem with examples. Students will also engage in self-assessment exercises to reinforce their understanding of the material.

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0% found this document useful (0 votes)
9 views5 pages

Lesson 16

This lesson covers conditional probability and Bayes' Theorem, teaching students how to compute and apply these concepts in real-world scenarios. Key topics include the definition of conditional probability, the independence of events, the law of total probability, and Bayes' Theorem with examples. Students will also engage in self-assessment exercises to reinforce their understanding of the material.

Uploaded by

neyaxi9251
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Degree of Bachelor of Information Technology 1

Lesson 16 - Conditional Probability and Bayes’


Theorem

Learning Outcomes
By the end of this lesson, students will be able to;

• compute conditional probability.

• apply conditional probability in real world application.

• use the total probability theorem to compute probability of an event.

• use the Bayes’ Theorem to compute probability of an event.

16.1 Conditional Probability


Consider a sample space S and two events A and B corresponding to sample space S. It is
sometimes of interest to know the probability of A given that the event B has already occurred.
This type of probability is called the conditional probability of A given B and is denoted by
P (A|B).

Definition 16.1: Conditional Probability

If B is an event with P (B) 6= 0 and A is any event, we define the conditional probability
P (A|B) as follows:
P (A ∩ B)
P (A|B) = .
P (B)
We say that P (A|B) is the probability for A given B.

Example 16.1
Suppose that the balanced die is tossed once. Find the probability of a 1, given that an
odd number was obtained.

Solution.
A: Observe a 1.
B: Observe an odd number.
1
P (A) =
6
1
P (B) =
2
1
P (A ∩ B) = P (A) =
6
P (A ∩ B) 1/6 1
P (A|B) = = =
P (B) 1/2 3

1
2 ITE 1812 - Mathematic for IT

16.1.1 Conditional Probability for the Independent Events


Definition 16.2: Conditional Probability: Independent Events
Two events A and B are said to be independent if any one of the following holds:

• P (A|B) = P (A)

• P (B|A) = P (B)

• P (A ∩ B) = P (A)P (B)

Otherwise, the events are said to be independent.

Example 16.2
Consider th following events in the toss of a single die:
A: Observe an odd number.
B: Observe an even number.
C: Observe a 1 or 2.

(a) Are A and B independent events?

(b) Are A and C independent events?

Solution.

1 1 1
(a) P (A) = , P (B) = and P (C) =
2 2 3
Because A ∩ B = ∅, P (A|B) = 0.
Therefore P (A|B) 6= P (A).
Hence events A and B are dependent.
1
(b) Observe that P (A ∩ C) =
6
1/6 1
Therefore P (A|C) = =
1/3 2
and P (A|C) = P (A).
Hence events A and C are independent.

16.1.2 The Multiplicative Law of Probability


The probability of the intersection of two events A and B is

P (A ∩ B) = P (A)P (B|A) or P (A ∩ B) = P (B)P (A|B).

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Degree of Bachelor of Information Technology 3

If A and B are independent, then

P (A∩B) = P (A)P (B).

16.2 The Law of Total Probability


Definition 16.3: Partition
For some positive integer k, let sets B1 , B2 , . . . , Bk be such that

(i) S = B1 ∪ B2 ∪ · · · ∪ Bk .

(ii) Bi ∩ Bj = ∅ for i 6= j.

Then the collection of sets {B1 , B2 , . . . , Bk } is said to be a partition of S.

16.1 Theorem (Total Probability): Assume that {B1 , B2 , . . . , Bk } is a partition of S


such that P (Bi ) > 0 for i = 1, 2, . . . , k. Then for any event A

k
P (A) = P (A|Bi )P (Bi ).
X

i=1

Example 16.3
The completion of a construction job may be delayed because of a strike. The probabilities
are 0.6 that there will be a strike, 0.85 that the construction job will be completed on
time if there is no strike, and 0.35 that the construction job will be completed on time if
there is a strike. What is the probability that the construction job will be completed on
time?

Solution.
If A is the event that the construction job will be completed on time and B is the event
that there will be a strike.

P (B) = 0.6, P (A|B C ) = 0.85, and P (A|B) = 0.35

P (A) = P (A|B)P (B) + P (A|B C )P (B C )


= 0.6 × 0.35 + 0.4 × 0.85
= 0.55

3
4 ITE 1812 - Mathematic for IT

16.3 Bayes’ Theorem

16.2 Theorem (Bayes’ Theorem): Assume that {B1 , B2 , . . . , Bk } is a partition of S


such that P (Bi ) > 0 for i = 1, 2, . . . , k. Then

P (A|Bj )P (Bj )
P (Bj |A) = Pk .
i=1 P (A|Bi )P (Bi )

Example 16.4

There are five student B1 , B2 , B3 , B4 , B5 (say) in a class. A student is randomly selected


and a mathematical problem is given to him. The probability of B1 solving the problem
is 0.20. The corresponding probabilities for B2 , B3 , B4 and B5 are 0.30, 0.40, 0.50 and
0.60 respectively. If it is given that the problem has been solved find the probability that
it is done by B1 .

Solution.
Let us define the following events.
Bi = {Selecting student Bi }
A = {The problem has been solved}

P (B) = 0.6, P (A|B C ) = 0.85, and P (A|B) = 0.35

We know that P (Bi ) = 1/5 for i = 1, 2, 3, 4, 5 and P (A|B1 ) = 0.20, P (A|B2 ) = 0.30,
P (A|B3 ) = 0.40, P (A|B4 ) = 0.50 and P (A|B5 ) = 0.60. Therefore after applying total
probability theorem we get,
5
1
P (A) = P (A|Bi )P (Bi ) = (0.2 + 0.3 + 0.4 + 0.5 + 0.60) = 0.40
X

i=1 5

The required probability is P (B1 |A).


According to the Bayes’ theorem we have

P (A|B1 )P (B1 )
P (B1 |A) = P5
i=1 P (A|Bi )P (Bi )
0.20(1/5)
=
0.40
= 0.1

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Degree of Bachelor of Information Technology 5

Self-Assessment Exercises
1. Consider the set of all different types of families with three children and write down the
sample space. Let E be the event ‘the family has exactly two boys’ and let F be the
event ‘the first child is a boy’. What is the probability that the family has two boys, given
that the first child is a boy? (Assume that each outcome is equally likely.)

2. If two events A and B which are experiments and have a sample space such that P (A) =
8 1 4
, P (A ∩ B) = and P (A|B) = . Find the followings.
15 3 7
(a) P (B)
(b) P (B|A)
(c) P (B C |A)
(d) P (AC |B)
(e) P (B C |AC )

3. Three machines A, B and C produce respectively 50%, 30% and 20% of the total number
of items of a factory. The percentage of defective outputs of these machines are 3%, 4%
and 5%. If an item is selected at random, find the probability that item is defective. Find
the probability that the item was produced by machine A.

Suggested Reading
Chapter 4: Trevor Wegner, (2013) Applied Business Statistics: Methods & Excel Based Appli-
cations, 3rd Edition, Juta and Company Ltd.

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