Probability and Random

Variables
Dr. Sadiq Ali
Lecture Outline

• Conditional Probability
• Independent Events
• Multiplication Rule
 Conditional Probability
• If the occurrence of event B alters the likelihood of
event A to occur,

– Then we are interested in P[A | B] rather than P[A].

– P[A] – the Probability of event A.

– P[A | B] – the Probability of event A given that

event B has occurred.
 Conditional Probability
• Two events are dependent if the outcome of one
affects the probability of the other.

P A|B = P PA∩B
B
for P B >0

P A given B = Prbability of A and B

Prbability of B

• Conditional probability equation applies if event B

can occur: P[B] ≠ 0 or simply as P[B] > 0
 Example: Conditional Probability
• A team’s chances of winning a match increase if it also
wins the toss.

– Thus, the probability of winning the match (Event B)

depends on the outcome of the toss (Event A).

• Let:

– A: Pakistan wins the toss P(A) = 0.5 for a fair coin.

– B: Pakistan wins a Test match P(B) against Australia.

 Example: Conditional Probability
• Since P(B) depends on the toss outcome A, after the
toss, we focus on:

– P(B | A) : Probability of Pakistan winning given it

won the toss.

– P(B | AC ) : Probability of Pakistan winning given it

lost the toss.
Example: Conditional Probability
• Probability that Pakistan will win the toss is,
Area of A
P A = Area of entire Sample Space

• Probability of Pakistan will win the match

Area of B
P B = Area of entire Sample Space
Example: Conditional Probability
• If event A has occurred (Pakistan won the toss), we
focus on the probability of B given A, i.e., P(B | A):

P B|A = P PB∩𝐴
A
for P A >0

P B given A = Prbability of B and A

Prbability of A

To understand the equation, we first visualize both

events using a Venn diagram.
 What is P[B ∩ A] ?

• The probability of B ∩ A is given by the region

common to both A and B. So, lets shade this!
 What is P[B ∩ A] ?

• P B ∩ A = Area of entire
Area of B∩A
Sample Space

P B∩A P B∩A
P B∩A = = =P B∩A
PS 1
 What is P[B ∣ A] ?
• P B|A = P PB∩A
A
for P A >0

• From the Venn diagram, probabilities are represented

as ratios of the shaded regions.

• P B ∩ A = Area of entire
Area of B∩A
Sample Space

• P B|A = P PB∩A
A

• Note that P[B | A] is actually the Probability of B ∩ A,

but within the reduced sample space of A.
 What is P[B ∣ A] ?

• Probability that Pakistan will win both the toss and the match is
P[B ∩ A]
Area of B∩A
P B ∩ A = Area of entire Sample Space

• Probability that Pakistan will win the match, given they had won
the toss is P[B | A]
P B|A = P B given A = Prbability of B and A P B∩A
Prbability of A
=
PA

Clearly P[B | A] is greater than (or equal to) P[B ∩ A].

Example: Conditional Probability
• Experiment: Two dice are rolled. The sum is 7. The
probability that at least one die shows a 3?

• Sample Space S consists of 6 × 6, i.e. 36 events.

• Event A: At least one die shows a 3.

• Event B: The sum of both dice is 7.

Let us Solve to gather!

Example: Conditional Probability
• A = ሼ 3, 1 , 3, 2 , 3, 3 , 𝟑, 𝟒 , 3, 5 , 3, 6 , 1, 3 ,
2, 3 , 𝟒, 𝟑 , 5, 3 , 6, 3 ሽ
• B = ሼ 1, 6 , 2, 5 , 𝟑, 𝟒 , 𝟒, 𝟑 , 5, 2 , (6, 1)ሽ
11
• P A = and P(B) = 6/36
36

• A∩B= 3, 4 , 4, 3 , so P(A ∩ B) = 2/36

• Applying the conditional probability formula we get,
P(A|B) = P(A ∩ B)/P(B) = (2/36)/(6/36) = ⅓
Illustration of conditional probability
 Multiplication rule of Probability
• If the probability of A depends on event B, then

• P A|B = P PA∩B
B
for P B >0

• P A ∩ B = P A |B × P B

• If the probability of B depends on event A, then

• P B|A = P PB∩A
A
for P A >0

• P B ∩ A = P B |A × P A
 Multiplication rule of Probability
• The probability that Pakistan wins a match against
Australia if it wins the toss is 0.4. Assume that a fair
coin is used for the toss (P[heads] = 0.5). Find the
probability that Pakistan will the win the toss and the
match.
Multiplication rule of Probability
• Let event A refer to Pakistan winning the toss.

– P[A] = 0.5

• Let event B refer to Pakistan winning the match.

– P[B | A] = 0.4 (probability that Pakistan wins a

match against Australia if it wins the toss is 0.4)

– P[B⋂A] = P[B | A] × P[A]

– P[B⋂A] = 0.4 × 0.5 = 0.2

 Independent Events
• Two events are independent if one does not affect
the probability of the other.

• If event B is independent of event A, then probability

of B given A is equal to probability of B.

– P B|A = P B

• Example of Independent Event: Coin Tosses in a

sequence (Outcome of First coin toss does not effect
the probability of the second coin toss)
Multiplication rule Independent Events
• If P[B] depends on outcome of event A (i.e. the
two events are dependent), then

P B ∩ 𝐴 = P B|A × P A For dependent

• But if P[B] does not depend on outcome of event

A (i.e. the two events are independent), then

P B ∩ 𝐴 = P B × P A For independent
Multiplication rule Independent Events
• Similarly, if P[A] depends on outcome of event B
(i.e. the two events are dependent), then

P A ∩ B = P A|B × P B for dependent

• But if P[A] does not depend on outcome of event B

(i.e. the two events are independent), then

P A ∩ B = P A × P B for independent
Example 1: Multiplication rule of Probability
• Ahmed tosses a fair coin twice. Using the multiplication
rule of Probability, find the probability that he gets heads
in the first toss AND tails in the second toss.

• Solution: The 1st and 2nd tosses are both independent

events?????
P[A⋂B] = P[A] × P[B]?????
Example 1: Multiplication rule of Probability

• Let event A refer to heads in the 1st toss

P[A] = 1/2

• Let event B refer to tails in the 2nd toss

P[B] = 1/2

• P[H in1st toss and T in 2nd toss] = P[A⋂B]

• P[A⋂B] = P[A] × P[B] = 1/2 × 1/2 = 1/4

Example 2: Multiplication rule of Probability
• Ahmed tosses a biased coin twice with probability of
heads 1/3. Write the sample space of this experiment.
Find the probability that he gets at least one head.
Example 2: Multiplication rule of Probability
• P[Heads] = 1/3.

• To find the Probability of getting Tails in a coin toss

Let event A denote getting Tails.

• By the Axiom of Probability:

• P[A] = 1 – P[AC ]

• P[Tails] = 1 – P[Heads] = 2/3

• S = {HH, HT, TH, TT}

• P[at least 1 head] = P[HH] + P[HT] + P[TH]

• P[at least 1 head] = (1/3 × 1/3) + (1/3 × 2/3) + (2/3 ×

1/3).

• P[at least 1 head] = (1/9) + (2/9) + (2/9).

• P[at least 1 head] = 5 / 9.

Alternate Method.

• P[at least 1 Heads] = 1 – P[No Heads]

• P[at least 1 Heads] = 1 – P[TT]

• P[at least 1 Heads] = 1 – (2/3 × 2/3)

• P[at least 1 Heads] = 1 – (4/9) = 𝟓 / 𝟗.

Properties of Conditional Probability
• Non-negativity: (A|B) ≥ 0

• Self-probability: P(B|B) = 1

• Complement rule: P(AC |B) = 1 − P(A|B)

• Union rule: P(A ∪ B|C) = P(A|C) + P(B|C) −

P(A ∩ B|C)

• Order matters:P(A|B) ≠ P(B|A) in general

 Bayes Theorem
• One of the most useful results in conditional probability

• Suppose you have P(B|A), but need P(A|B).

P(A|B)P(B) = P(A ∩ B) = P(B|A)P(A).

• Divide by P(B)
P A∩B P BA P A
P AB = = for P B ≠ 0
P B P B

29
Visual proof
of Bayes'
theorem
 Quiz Time 15 Mins

• Tina is playing a coin-flipping game with Ben. She

will flip a coin 3 times. If the coin lands on heads
more than tails, Tina wins; if it lands on tails more
than heads, Ben wins. Let A be the event “Tina
wins,” H be “first flip is heads,” and T be “first flip
is tails.” Compute P(A) P(A|H) and P(A|T)
 Solution
• Step 1. The sample space is {HHH, HHT, HTH, THH,
HTT, THT, TTH, TTT}. The event A consists of the first
4 of those outcomes: HHH, HHT, HTH, and THH. Thus,
P(A)=4/8=1/2
• Step 2. Now, let’s compute P(A|H) We are assuming the
result of the first flip is heads. That leaves us with 4
possible outcomes: HHH, HHT, HTH, and HTT. Of those,
Tina wins 3 (HHH, HHT, HTH) and loses one (HTT). So,
P(A|H)=3/4
• Step 3. If the result of the first flip is instead tails, the 4
possible outcomes are THH, THT, TTH, and TTT. Of
those, Tina wins 1 (THH) and loses 3 (THT, TTH, TTT).
so, P(A|T)=1/4
 Home Assignment
• Problem 1: Consider the situation below. There are 12
points with equal probability of happening. Find the
probabilities P[A|B] and P[B|A].
 Home Assignment
• Problem 2: Suppose that the 6 outcomes in S are equally
likely. What is P(E|F) in each of these two cases ?
• Hint: P E|F = PPE∩F
F
 Home Assignment
• Problem 3: Suppose that the 6 outcomes in S are
equally likely. What is P(E|F) in each of these two
cases ?
• Hint: P E|F = PPE∩F
F