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EC003 2024 Lecture-4 Conditional Probability (Autosaved)

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4 views

EC003 2024 Lecture-4 Conditional Probability (Autosaved)

Uploaded by

RAJ KISHAN 19PE10017
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Lecture-4

• Example: The United States Senate contains two senators from


each of the 50 states. (a) If a committee of eight senators is
selected at random, what is the probability that it will contain at
least one of the two senators from a certain specified state? (b)
What is the probability that a group of 50 senators selected at
random will contain one senator from each state?
Multiplication Rule for Conditional Probabilities

• Let A and B be events. If Pr(B) > 0, then


Pr(A ∩ B) = Pr(B) Pr(A|B)

• Similarly if Pr(A) > 0, then


Pr(A ∩ B) = Pr(A) Pr(B|A)
Multiplication Rule for Conditional Probabilities
Let A and B be events. If Pr(B) > 0, then Pr(A ∩ B) = Pr(B) Pr(A|B)
Similarly if Pr(A) > 0, then Pr(A ∩ B) = Pr(A) Pr(B|A)
Independence of events
• Two events are independent if
• Pr(A ∩ B) = Pr(A) Pr(B)

• This is the only definition of probability, other definitions may sometimes be misleading such as
the occurrence of A has nothing to do with the occurrence of B.
• Pr(A|B) = Pr(A)
• This definition works only when Pr(B) > 0

• Example: Suppose that A is an event such that Pr(A) = 0 and that B is any other event. Prove that
A and B are independent events.
• Pr(A ∩ B) = Pr(A) Pr(B)= 0 since Pr (A)=0.

• If two events A and B are independent, then the events A and Bc are also independent.
• Pr(A ∩ Bc) = Pr(A) - Pr(A ∩ B) = Pr(A) - Pr(A) Pr(B) = Pr(A)[1 - Pr(B)]= Pr(A) Pr( B c)
• Bbb

• Example: Suppose that a person rolls two balanced dice three times in succession. Determine
the probability that on each of the three rolls, the sum of the two numbers that appear will be
7.
• Pr(A ∩ B ∩ C) = Pr(A) Pr(B) Pr(C) = (6/36) (6/36)(6/36)
• In order for three events A, B, and C to be independent, the following four relations must be
satisfied
1. Pr(A ∩ B) = Pr(A) Pr(B)
2. Pr(A ∩ C) = Pr(A) Pr(C)
3. Pr(B ∩ C) = Pr(B) Pr(C)
4. Pr(A ∩ B ∩ C) = Pr(A) Pr(B) Pr(C)
• It is possible that condition 4 is satisfied, but one or more of the conditions 1-3 are not
satisfied.

• It is also possible that conditions 1-3 are satisfied but condition 4 is not satisfied.

• Example: Suppose that a fair coin is tossed twice so that the sample space S = {HH, HT,
TH, TT}. Define the following three events: A = {H on first toss} = {HH, HT}, B = {H on
second toss} = {HH, TH}, and C = {Both tosses the same} = {HH, TT}.

Pr(A) = Pr(B) = Pr(C) = ½

⇒ A ∩ B = A ∩ C = B ∩ C = A ∩ B ∩ C = {HH}.

⇒ Pr (A ∩ B) = Pr (A ∩ C) = Pr (B ∩ C) = 1/4.

• But Pr (A ∩ B ∩ C) =1/4 ≠ Pr(A) Pr(B) Pr(C)= 1/8

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