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Independence of Two Events - Conditional Independence - Independence of A Collection of Events - Pairwise Independence - Reliability

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Āñīn Abrìtí Wåri
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18 views

Independence of Two Events - Conditional Independence - Independence of A Collection of Events - Pairwise Independence - Reliability

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Āñīn Abrìtí Wåri
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© © All Rights Reserved
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LECTURE 3: Independence

• Independence of two events


• Conditional independence
• Independence of a collection of events
• Pairwise independence
• Reliability
• The king's sibling puzzle

1
A niodel based on conditional probabilities

• 3 tosses of a biased coin: P(H) = p, P(T) =1- p

HHH

HHf
• Multiplication rule: P(T HT) =
HTII
• Total probability:
HIT
P(l head)=
• Bayes rule:
TIIT
ITH
P(first toss is H I1 head) =
·rrr

2
Independence of two events n
• Intuit-ve ••definit ..on'': P(B I A) - P(B)

- occurrence of A provides o new information about B

P(A) >0 P(B) >0


Independent?
Definit-on of -ndependence (An B) - (A) P( )

Symmetr·c with respect to A and B

implies P(A B) = P(A)


applies even if P(A) =O
3
I depe dence of even con1plerne I s

Definition of ·ndependence: P(A n B) - (A) • P( )

• If A and B are independent, then A and nc are ind ·ependent.

- Intuitive argu ent - Formal proof

4
• Conditiona independence, given C,
·s det·ne as independence under the probability law P( • I C)

Assume A and B are independent

• If we are told that C occurred,


are A and B ·ndependent?

5
Conditioning may affect independence
• Two unfair coins, A and B:
P(H I coin A)= 0.9, P(H I coin B) = 0.1
• choose either coin with equal probability
• Are coin tosses independent?

Coin A Compare:
0.5
P(toss 11 = H)

P(toss 11 =H I first 10 tosses are heads)

6
Independenc of a col ection of eve s

• Intuitive ''definition": Informat·on on some of the events


does n•ot c ange probabi ·ties related to the remaining events

Definit·on: Events A 1 , A 2 , ... , An are called independent ·t.


P(Ai n Aj n · · n Am) = P(Ai)P(Aj) · P(Am) for any distinct indices i,j, ... , m

n = 3:
P(A1 n A2) - P(A1) · P(A2)
P(A1 n A3) = P(A1) · P(A3) pairwise i dependence
P(A2 n A3) - P(A2) · P(A3)

7
Independence vs. pa-rwise -n ependence
• Two independent fair coin tosses HH HT
H 1 : First toss is H
H 2 : Seco d toss ·s H
TH TT
P( H1) = P( H2) = 1/2
• C : t e two tosses . ad the same resu t

H1, H 2 , a d C are pairwis depe dent, b t not independe t


8
Reliability

Pi · probability t at unit i is ..up"


independent units

probab·lity t at system ·s ..up"?

Pl

P2

P3

9
The king's sibling

• The king comes from a family of two children.


What is the probability that his sibling is female?

10
MIT OpenCourseWare
https://ocw.mit.edu

Resource: Introduction to Probability


John Tsitsiklis and Patrick Jaillet

The following may not correspond to a particular course on MIT OpenCourseWare, but has been provided by the author as an individual learning resource.

For information about citing these materials or our Terms of Use, visit: https://ocw.mit.edu/terms.

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