MATH2411 Applied Statistics (2023 Summer) Tutorial Notes 3 (Phyllis LIANG)

MATH 2411 Tutorial Notes 03

Topics covered in tutorial 03:

1. Conditional Probability
2. Independent Events
3. Law of Total Probability
4. Baye’s Theorem

1. Conditional Probability

What you need to know:

• What is conditional probability

• Multiplication Rule

• Properties of conditional probability

Conditional Probability:
Let 𝐴 and 𝐵 be two events in a sample space 𝑆 with 𝑃(𝐵) > 0.
𝑃(𝐴∩𝐵)
The Conditional Probability of 𝐴 given that 𝐵 has already occurred is defined as 𝑃(𝐴|𝐵) = 𝑃(𝐵)

Multiplication Rule:
Let 𝐴 and 𝐵 be two events in a sample space 𝑆 with 𝑃(𝐵) > 0.
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴|𝐵)𝑃(𝐵)

Let 𝐴, 𝐵 and 𝐶 be three events in a sample space 𝑆 with 𝑃(𝐴 ∩ 𝐵) > 0,

𝑃(𝐴 ∩ 𝐵 ∩ 𝐶) = 𝑃(𝐶|(𝐴 ∩ 𝐵))𝑃(𝐵|𝐴)𝑃(𝐴)

Properties of conditional probability:

𝑃(𝐴|𝐵) = 1 − 𝑃(𝐴𝐶 |𝐵)
𝑃((𝐴 ∪ 𝐵)|𝐷) = 𝑃(𝐴|𝐷) + 𝑃(𝐵|𝐷) − 𝑃((𝐴 ∩ 𝐵)|𝐷)
𝑃((𝐴 ∩ 𝐵)|𝐷) = 𝑃(𝐴|(𝐵 ∩ 𝐷)) 𝑃(𝐵|𝐷)

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MATH2411 Applied Statistics (2023 Summer) Tutorial Notes 3 (Phyllis LIANG)
Example 3.1 In the seniors year of a high school graduating class of 100 students, 42 studied mathematics,
68 studied psychology, 54 studied history, 22 studied both mathematics and history, 25 studied both
mathematics and psychology, 7 studied history but neither mathematics and psychology, 10 studied all
three subjects, and 8 did not take any of the three. If a students is selected at random, find the probability
that
(a) a person enrolled in psychology takes all three subjects;
(b) a person not taking psychology is taking both history and mathematics?

Example 3.2 The probability that a married man watches a certain television show is 0.4 and the probability
that a married woman watches the show is 0.5. The probability that a man watches the show, given that his
wife does is 0.7. Find the probability that
(a) a married couple watches the show;
(b) a wife watches the show given that her husband does;
(c) at least 1 person of a married couple will watch the show?

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MATH2411 Applied Statistics (2023 Summer) Tutorial Notes 3 (Phyllis LIANG)
2. Independent Events

What you need to know:

• What is independence of events

• Equivalent statements of independent events

Independence of two events:

Events 𝐴 and 𝐵 are independent if and only if
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃(𝐵)
If they are not independent, then they are said to be dependent.
Independence of three events:
Events 𝐴, 𝐵 and 𝐶 are independent if and only if the following conditions are ALL true:
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃(𝐵)
𝑃(𝐴 ∩ 𝐶) = 𝑃(𝐴)𝑃(𝐶)
𝑃(𝐵 ∩ 𝐶) = 𝑃(𝐵)𝑃(𝐶)
𝑃(𝐴 ∩ 𝐵 ∩ 𝐶) = 𝑃(𝐴)𝑃(𝐵)𝑃(𝐶)
If they are not independent, then they are said to be dependent.
Equivalent statements of independent events:
The following statements are equivalent:
(a) 𝐴 and 𝐵 are independent;
(b) 𝐴𝐶 and 𝐵 are independent;
(c) 𝐴 and 𝐵 𝐶 are independent;
(d) 𝐴𝐶 and 𝐵 𝐶 are independent;
Example 3.3 Toss a pair of fair coins, and define the following events
A = {HH, HT}, B = {HH, TH}, C = {HT, TH}.
(i) Are A and B independent? Are B and C independent? Are A and C independent?
(ii) Are A, B and C independent?

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MATH2411 Applied Statistics (2023 Summer) Tutorial Notes 3 (Phyllis LIANG)
3. Law of Total Probability

What you need to know:

• Law of Total Probability

• General version of Law of Total Probability

Law of Total Probability:

By the Venn diagram, we can notice that (𝐴 ∩ 𝐵) and (𝐴 ∩ 𝐵 𝐶 ) are disjoint. Therefore, we can write the
event 𝐴 as
𝐴 = (𝐴 ∩ 𝐵) ∪ (𝐴 ∩ 𝐵 𝐶 )
And then have the result often known as “LAW OF TOTAL PROBABILITY”
𝑃(𝐴) = 𝑃(𝐴 ∩ 𝐵) + P(𝐴 ∩ 𝐵 𝐶 )
For 0 < 𝑃(𝐵) < 1,
𝑃(𝐴) = 𝑃(𝐴|𝐵)𝑃(𝐵) + 𝑃(𝐴|𝐵 𝐶 )𝑃(𝐵 𝐶 )
Law of Total Probability --- General Version:
Let 𝐵1, 𝐵2,⋯, 𝐵𝑛 be a PARTITION (both mutually exclusive and exhaustive) of a sample space 𝑆 such that
0 < 𝑃(𝐵𝑖 ) < 1for all 𝑖, then for any event 𝐴:

𝑃(𝐴) = ∑ 𝑃(𝐴|𝐵𝑖 )𝑃(𝐵𝑖 )

𝑖=1

4. Baye’s Theorem

What you need to know:

• Baye’s Theorem --- 1st form

• Baye’s Theorem --- 2nd form

Baye’s Theorem --- 1st form:

If 𝑃(𝐴) > 0 and 𝑃(𝐵) > 0, then we have

𝑃(𝐵)
𝑃(𝐵|𝐴) = 𝑃(𝐴|𝐵)
𝑃(𝐴)
PS:
1. The unconditional probability 𝑃(𝐵) is also called the prior probability of 𝑩 in the sense that it does
not take any information ahout 𝐴 into account;

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MATH2411 Applied Statistics (2023 Summer) Tutorial Notes 3 (Phyllis LIANG)
2. The conditional probability of 𝐵 given 𝐴, 𝑃(𝐵|𝐴), is also called the posterior probability in contrast
to the prior probability 𝑃(𝐵). It is “posterior” in the sense that some additional information
(occurrence of 𝐴) into has been taken into account;

Baye’s Theorem --- 2nd form:

Let 𝐵1, 𝐵2,⋯, 𝐵𝑛 be a PARTITION (both mutually exclusive and exhaustive) of a sample space 𝑆 such that
0 < 𝑃(𝐵𝑖 ) < 1 for all 𝑖, then for any event 𝐵𝑖 :

𝑃(𝐵𝑖 )
𝑃(𝐵𝑖 |𝐴) = 𝑛 𝑃(𝐴|𝐵𝑖 )
∑𝑖=1 𝑃(𝐴|𝐵𝑖 )𝑃(𝐵𝑖 )

Example 3.4 Alice has two coins in her pockets, a fair coin (head on one side and tail on the other side) and
a two-headed coin. She picks one at random from her pocket, tosses it and obtains head. What is the
probability that she flipped the fair coin?

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MATH2411 Applied Statistics (2023 Summer) Tutorial Notes 3 (Phyllis LIANG)
Example 3.5 The emails of a person received belong to one of the three categories: (i) 10% being high
priority (ii) 20% being low priority and (iii) 70% being spam. The person considers setting a filter by deleting
any emails with the word “free” in it. The probability for a high or low priority email to contain “free” is 1%
and for a spam is 90%. What is the probability of a deleted email based on this filter to be actually a high
priority?

Example 3.6 An HIV test gives a positive result with probability 98% when the patient is indeed affected by
HIV. While it gives a negative result with 99% probability when the patient is not affected by HIV.
Given that 0.1% of the population are affected by HIV.
(a) What is the probability that the test result is correct?
(b) A person is randomly drawn from the population and he is found positive, what is the probability
that he is affected by HIV?

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MATH2411 Applied Statistics (2023 Summer) Tutorial Notes 3 (Phyllis LIANG)
Example 3.7 A conservative university decided to test all 10000 students for hard drug use and all students
agreed to take the test. 99% of hard drug users will get positive result. If a student does not use hard drugs,
there is a 5% chance that the test will come up positive. Suppose 2% of the students are hard drug users.
(a) How many students will get a positive result?
(b) What percentage of those students who were tested positive are actually not hard drug users?

Example 3.8 A robot manufacturer produces robots which contain hundreds of circuits. From years of
production, it’s known that 2 out of 1000 robots are defective. For a certain test method, if a robot is not
defective, the test is negative 97% of the time, while if a robot is defective, the test is positive 99.5% of the
time.
(a) What is the probability that a randomly selected robot will get a negative result?
(b) If a randomly selected robot gets a positive result, what is the probability that it is defective?

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MATH2411 Applied Statistics (2023 Summer) Tutorial Notes 3 (Phyllis LIANG)
Example 3.9 Police plan to enforce speed limits by using radar traps at 4 different locations within the city
limits. The radar traps at each of the locations 𝐿1, 𝐿2, 𝐿3 and 𝐿4 are operated 40%, 30%, 20%, and 30% of
the time, and if a person who is speeding on his way to work has probabilities of 0.2, 0.1, 0.5, and 0.2,
respectively, of passing through these locations. Suppose that he will pass and only pass through one of
these locations.
(a) What is the probability that he will receive a speeding ticket?
(b) If he received a speeding ticket on his way to work, what is the probability that he passed through
the radar trap located at 𝐿2?

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