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Unit 3 - Part 2 Conditional Probability

The document discusses different types of probability including conditional probability, multiplication theorem of probability, and Bayes' theorem. It provides examples to illustrate concepts like conditional probability, independent events, and pairwise vs mutual independence.

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0% found this document useful (0 votes)
13 views

Unit 3 - Part 2 Conditional Probability

The document discusses different types of probability including conditional probability, multiplication theorem of probability, and Bayes' theorem. It provides examples to illustrate concepts like conditional probability, independent events, and pairwise vs mutual independence.

Uploaded by

s1062230092
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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XP

1. Conditional Probability
2. Multiplication theorem of Probability
3. Mutual Independence
4. Pairwise Independence
5. Bayes’ Theorem
XP
Conditional Probability
• If A and B are the events of sample space S,
then conditional probability of A given B is the
probability of A such that B has already
occurred and it is given by
P (A| B) = P (A ∩ B) / P (B)

• Multiplication Theorem of Probability: If A and


B are two events of a sample space S then
P (A ∩ B) = P (A| B) × P (B)
Example CONDITION
XP

# Find the probability that the day is Monday.


-1/7
# Find the probability that it is a Monday given that it is a weekday .
-

P(Mon| weekday) = 1/5

Weekday(M T W Th F)🡪 5
DAY
Weekend (S Sun) 🡪 2
Examples XP

• Roll a die and find the probability of getting a 3 & probability


of getting a 3 given no. is odd.
• Ans: Odd (1,3,5)🡪 3
– Odd-1,3,5 die
– Even -2,4,6
Even (2,4,6) 🡪 3
– P(3)=1/6 P(3|odd)= = 1/3

• From a group of 2 girls and 3 boys one student has to be


selected. Find probability of radha being selected given the
student is a girl.
– P(radha)=1/5 girls (Radha,x))🡪 2
student
boys (A,B,C) 🡪 3
P(radha|girl) =1/2
Example 1, 2, 3 XP

• Let A and B be two events with P (A) = 3/8, P (B) = 5/8 and P (A U B) =
¾. Find P (A| B) and P (B| A).
• In a certain college, 25 percent of the students failed in mathematics,
15 percent failed in chemistry and 10 percent failed in both
mathematics and chemistry. A student is selected at random.
– If the student failed chemistry, what is the probability that he or she failed in
mathematics
– If the student failed mathematics, what is the probability that he or she failed in
chemistry
– What is the probability that the student failed in mathematics or chemistry.
– What is the probability that the student is failed neither in Mathematics nor in
Chemistry?
• From a city population, the probability of selecting (i) a male or a
smoker is 7/10 (ii) a male smoker is 2/5 and (iii) a male, if a smoker is
already selected is 2/3. Find the probability of selecting (a) a non-
smoker (b) a male (c) a smoker, if a male is first selected.
Let A and B be two events with P (A) = 3/8, P (B) = 5/8
XP
and P (A U B) = ¾. Find P (A| B) and P (B| A).
P(A ∩ B) = P(A) +P(B) – P(A UB)
= 3/8 +5/8 – 3/4
= 2/8
= 1/4

P(A|B) = n(A ∩ B) / n(B)


= 1/4 / 5/8
= 1 *8 / 4 *5
= 2/5

P(B|A) = n(A ∩ B) / n(A)


= 1/4 / 3/8
= 1 *8 / 4 *3
= 2/3
In a certain college, 25 percent of the students failed in
mathematics, 15 percent failed in chemistry and 10 percent
XP
failed in both mathematics and chemistry. A student is selected
at random.
i. If the student failed chemistry, what is the probability that he or she failed
in mathematics
ii. If the student failed mathematics, what is the probability that he or she
failed in chemistry
iii. What is the probability that the student failed in mathematics or chemistry.
iv. What is the probability that the student is failed neither in Mathematics nor
in Chemistry?
M = student fail in Maths C= Student Fail in the Chemistry
P(M) =0.25 P(C) = 0.15 P(M ∩ C) = 0.10

i) P(M|C) = P(M ∩C) /P(C) iv) P(M’ ∩ C’) = 1- P(MUC)

= 0.10 /0.15 = 2/3 =1-0.30


=0.70
ii) P(C|M) = P(M ∩C) /P(C)
= 0.10 /0.25 = 2/5

iii) P(MUC) = P(M)+P(C) – P(M ∩C)


= 0.25 +0.15 – 0.10 = 0.30
From a city population, the probability of selecting (i) a male or a
smoker is 7/10 (ii) a male smoker is 2/5 and (iii) a male,XP if a
smoker is already selected is 2/3. Find the probability of
selecting (a) a non-smoker (b) a male (c) a smoker, if a male is
M =first
Maleselected.
S = Smoker
Given Data , P(MUS) = 7/10 P(M ∩ S) = 2/5 P(M|S) = 2/3

i) Non-smoker P(S’) =? iii) P(S|M) = P(M ∩ S) /P(M)


= 2/5 /1/2
P(M|S) = P(M ∩ S) /P(S) = 4/5

2/3 = 2/5 /P(S)


P(S) = 3/5
P(S’) = 1-P(S) = 2/5

ii) A male P(M) =?

P(MUS) =P(M)+P(S) – P(M ∩ S)


7/10 = P(M)+3/5-2/5
P(M) = 1/2
Example 4,5 XP

• If A and B are two events and P(B) <1 prove that


P(A|B’) = {P(A) –P(A∩B)} / {1-P(B)}

• We are given a box containing 5000 IC chips, of which 1000 are


manufactured by company X and rest by company Y. 10% of the
chips made by company X and 5% of the chips made by company Y
are defective. If a randomly chosen chip is found to be defective,
find the probability that it comes from company X.
Example 4
If A and B are two events and P(B) <1 prove that
P(A|B’) = {P(A) –P(A∩B)} / {1-P(B)} XP
.

Solution:

P (A| B’) = P (A ∩ B’) / P (B’)

= {P(A) –P(A∩B)} / {1-P(B)} from Theorems of probability


Example 5
We are given a box containing 5000 VLSI chips, 1000 of which XPare
manufactured by company X and the rest by company Y. Ten percent of the
chips made by company X are defective and 5% of the chips made by
company Y are defective. If a randomly chosen chip is found to be defective,
find the probability that it came from company X.
Example 6
Let A and B be events with P(A) =0.6, P(B) = 0.3 and P(A∩B) =0.2.Find P(A|B),
P(B|A), P(AUB) , P(A’),P(B’), P(A’|B’), P(B’|A’) XP
.

i) P(A|B) = P(A ∩ B)/P(B) = 0.2/0.3 = 2/3

ii) P(B|A) = P(A ∩ B)/P(A) = 0.2/0.6 = 1/3

iii) P(AUB) = P(A)+P(B) - P(A ∩ B) = 0.6+0.3 – 0.2 = 0.7

iv) P(A’) = 1 – P(A) = 1-0.6 = 0.4

v) P(B’) = 1 – P(B) = 1-0.3 = 0.7

vi) P(A’|B’) = P(A’ ∩ B’)/P(B’) = 1- P(AU B) / 1-P(B) = 1-0.7 / 1-0.3 = 3/7

vii)P(B’|A’) = P(A’ ∩ B’)/P(A’) = 1- P(AU B) / 1-P(A) = 1-0.7 / 1-0.6 = 3/4


Independent Events XP

• Two or more events are said to be independent if the


happening or non-happening of any one of them, does not
affect the happening of others

• If A and B are two events of a sample space S such that


P (A| B) = P (A)
then A and B are said to be independent events

• If A and B are independent events then


P (A ∩ B) = P (A) × P (B)
Important points :-Independent Events XP

• If A and B are two mutually exclusive events, then A∩B =Ф , which


implies P(A∩B) =0. Now if they are independent then either P(A)
=0 or P(B) =0

• If the events A and B are independent and the events B and C are
independent ,then A and C need not be independent. In other
words, the relation of independence is not a transitive relation

• If A and B are independent events then so are events A’ and B,


events A and B’ and events A’ and B’
Example 7
Consider 4 computer firms A, B, C and D bidding for a contract. XPA
survey of past bidding success of this firm on similar contract
gives following probability of winning. P (A) = 0.35, P (B) = 0.15,
P(C) = 0.3, P (D) = 0.2. Before the decision is made to avoid a
contract, firm B withdraws its bid. Find the new probabilities of
winning the bid for A, C and D.
Example 8,9 XP

• Two men A and B fire at a target. Suppose P(A) = 1/3 and P(B) =
1/5 denote their probabilities of hitting the target. Find the
probability that
– A does not hit the target
– Both hit the target
– at least one of them hit the target
– Neither hits the target

• Box A contains 5 red marbles and 3 blue marbles and Box B


contains 3 red and 2 blue. A marble is drawn at random from each
box.
– Find the probability p that both marbles are red
– Find the probability p that one is red and other is blue
Example 8
Two men A and B fire at a target. Suppose P(A) = 1/3 and P(B) XP=
1/5 denote their probabilities of hitting the target. Find the
probability that
A does not hit the target
Both hit the target
at least one of them hit the target
Neither hits the target
Example 9
Box A contains 5 red marbles and 3 blue marbles and Box B XP
contains 3 red and 2 blue. A marble is drawn at random from each
box.
Find the probability p that both marbles are red
Find the probability p that one is red and other is blue
Type of Independent Events XP

• Pairwise independent event


Three events are said to be pairwise independent event
if every pair of two events is independent

• Mutually independent event


The events in sample space S are said to be mutually
independent if the probability of the simultaneous
occurrence of finite number of them is equal to the
product of their separate probabilities
P (A ∩ B) = P (A) × P (B)
XP

• Pairwise independent event


Two events are said to be pairwise independent event if every
pair of two events is independent
A,B,C are events then they are pairwise independent if (A,B),
(B,C),(C,A) is independent.

Pair wise independent 🡪 P(A∩B) = P(A) * P(B)


P(B∩C) = P(B) * P(C)
P(C∩A) = P(C) * P(A)

Mutual independence🡪 P(A∩B∩C) = P(A) * P(B) * P(C)


Example 10
An electronic device is made up of 2 components A and B andXP is
such that it works as long as 1 component works. Probability of
failure of A is 0.2 and that of B is 0.1. If they work independently,
find the probability that device works.
P (A ∩ B) = P (A) × P (B)

P(A’) = 0.2 P(B’) = 0.1

P(Device will work) = 1 - P(Device will not work)


= 1 – P(A’∩B’)
= 1- P(A’)P(B’)
= 1- 0.2 *0.1
= 0.98
EXAMPLE 11, 12 XP

• Prove that with example that mutual independence does not imply
pair wise independence.

• Prove that with example that any events may be pair wise
independent but need not to be mutually independent.
• Prove that with example that mutual independence does not
imply pair wise independence. XP
• Or is it possible to have PA∩B∩C)=P(A)*P(B)*P(C),
with P(A∩B) <> P(A)*P(B), P(A ∩C)<>P(A)*P(C) , P(B ∩C)<>P(B)*P(C)
• Consider 2 die example:
• A:First die shows 1,2,3 B: First Die show 3,4,5
• C :sum of no. on two die is 9 ={(3,6),(4,5),(5,4),(6,3)}
• P(A)=18/36 =1/2 P(B)=18/36=1/2 P(C)=4/36=1/9
• A∩B={(3,1),(3,2),(3,3),(3,4),(3,5),(3,6)}
• P(A∩B)=6/36=1/6 and P(A)*P(B)=1/2*1/2=1/4
• Here P(A∩B)<> P(A)*P(B)

• P(A∩B ∩C) =1/36 P(A)*P(B)*P(C) =1/2*1/2*1/9=1/36


• Here P(A∩B ∩C) =P(A)*P(B)*P(C) 2nd die
1 1 1 2 1 3 1 4 1 5 1 6
2 1 2 2 2 3 2 4 2 5 2 6
Example 11 3 1 3 2 3 3 3 4 3 5 3 6
1st die

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
Example 12
XP

• Prove that with example that any events may be pair wise
independent but need not to be mutually independent.

2nd die
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
1st die

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
Example 12 continued….
• Prove that with example that any events may be pair wise independen
XP
but need not to be mutually independent.
• Or is it possible to have P(A∩B) = P(A)*P(B), P(A ∩C)=P(A)*P(C) , P(A
∩C)=P(A)*P(C) but P(A∩B∩C)<>P(A)*P(B)*P(C)
• Consider 2 die example: A ∩ B∩C= {(1,6),(2,5),(3,4)}
• A:First die shows 1,2,3 B: second Die show 4,5,6
• C :sum of two numbers is 7 ={(1,6),(6,1)(4,3),(3,4),(5,2),(2,5)}
P(A)=18/36 =1/2 P(B)=18/36=1/2 P(C)=6/36=1/6
A∩B={(1,4),(1,5),(1,6),(2,4),(2,5),(2,6),(3,4),(3,5),(3,6)}
P(A∩B)=9/36=1/4 and P(A)*P(B)=1/2*1/2=1/4
P(A∩B)= P(A)*P(B)
A∩C={(1,6),(2,5),(3,4)}
P(A∩C)=3/36=1/12 and P(A)*P(C)=1/2*1/6=1/12
B∩C={(1,6),(3,4),(2,5)} P(A∩C)= P(A)*P(C)
P(B∩C)=3/36=1/12 and P(B)*P(C)=1/2*1/6=1/12 P(B∩C)= P(B)*P(C)
P(A∩B ∩C) =3/36 P(A)*P(B)*P(C) =1/2*1/2*1/9=1/36
Here P(A∩B ∩C) <>P(A)*P(B)*P(C)
Example 13
If four squares are chosen at random on a chessboard, find the
XP
chance that they should be in a diagonal line.
Example 14, 15, 16 (Do it yourself) XP
• A problem in Statistics is given to three students A,B and C
whose chances for solving it are ½, ¾, ¼ respectively. What
is the probability that the problem will be solved if all of
them try independently?
• It is 8:5 against the wife who is 40 years old living till she is
70 and 4:3 against her husband now 50 living till he is
80.Find the probability that:
– Both will be alive -- None will be alive
– Only wife will be alive --Only husband will be alive
– Only one will be alive --at least one will be alive
• Consider the following events for a family with children:
A={children of both genders}
B={at most one boy}
– Show that A and B are independent events if a family has 3
children
– Show that A and B are dependent events if a family has only 2
children
Example 14
XP
• A problem in Statistics is given to three students A,B and C whose
chances for solving it are ½, ¾, ¼ respectively. What is the
probability that the problem will be solved if all of them try
independently? Gupta kapoor pg.no.3.55

Method 1
• The problem will be solved if at least one of them will solve the
problem. P(problem will be solved )= P(AUBUC)
• = 1-P(AUBUC)’=1-P(A’ ∩B’∩C’)=1-P(A’)P(B’)P(C’)=29/32

Method 2

• P(problem will be solved )=P(AUBUC)


=P(A) +P(B) +P(C) –P(A ∩ B) –P(B ∩ C) –P(C∩A) +P(A ∩ B∩ C)
= ½ +3/4 +1/4 – ½*3/4 - ¾*1/4 - ¼*1/2 +1/2*3/4*1/4
=29/32
Example 15
It is 8:5 against the wife who is 40 years old living till she is 70XP
and
4:3 against her husband now 50 living till he is 80.Find the
probability that:
1) Both will be alive 2) None will be alive
3) Only wife will be alive 4) Only husband will be alive
5) Only one will be alive 6) at least one will be alive
Solution: Let A be the event that wife will be alive,
and B that husband will be alive, 30 years hence. Now, its given,
P(A) = 5/8+5 = 5/13 and P(B) = 3/4+3 = 3/7, this implies P (not A)
= 1 – P(A) = 8/13 and P (not B) = 4/7.

Here, A and B are independent and hence, all events, A, B, not A


and not B are also independent and hence,

1) P(A ∩ B)= P(A) * P(B)= 15/91 and


2) P(not A ∩ not B) = P(not A) * P(not B) = 32/91.
3) P(A ∩ not B) =P(A) – P (A ∩ B) = 5/13-15/91 = 20/91
4) P(not A ∩ B) =P(B) – P (A ∩ B) = 3/7-15/91 = 24/91
5) P(A not B) + P(not A ∩ B) = 20/91+24/91 = 44/91
Example 16
Consider the following events for a family with children: XP
A={children of both genders}
B={at most one boy}
Show that A and B are independent events if a family has 3 children
Show that A and B are dependent events if a family has only 2 children

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