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Chapter 4

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Chapter 4

Uploaded by

Martha Nemera
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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CHAPTER FOUR

CONDITIONAL PROBABILITY
AND INDEPENDENCE
Outline
2.1 Conditional Probability

2.2 Multiplication theorem, Bayes’ Theorem and


Total probability theorem

2.3 Independent Events


Conditional probability and Independence
– Conditional probability provides us with a way to reason about the
outcome of an experiment, based on partial information.
– If the occurrence of one event has an effect on the occurrence of
the other event then the two events are conditional or dependant
events.
– The conditional probability of an event is a probability obtained
with the additional information that some other event has already
occurred.
– The conditional probability of an event A given that B has already
occurred, denoted P(A|B) is
P( A  B )
P( A | B) = , if P(B)  0
P (B )
– Remark:
P( Ac | B) = 1 − P( A | B )

3
Conditional probability …
➢ Definition
➢ The probability that B occurs given that A occurs is called the conditional
probability of B given A and is written
P( B | A)
➢ The conditional probability of B given A is the probability that an event, B,
will occur given that another event, A, has occurred
P( A  B )
P( B | A) = , if P(A)  0
P ( A)
➢ Example: A fair coin is tossed two times. What is the probability that the
second coin is a head if you know that at least one head appears.
Conditional
outcome, new
sample space
(reduced)
Example: A family has two children. What is the conditional
probability that both are boys given that at least one of them is a boy?
Assume that the sample space S is given by S = {(b, b), (b, g), (g, b),
(g, g)}, and all outcomes are equally likely. (b, g) means, for
instance, that the older child is a boy and the younger child is a girl.
Solution :
• Let A be both are boys and
• B be at least one of them is a boy
P( A  B )
1
1
P( A | B) = = 4=
P (B ) 3 3
4

Exercise: Let A and B are two events such that P(A Ս B) = 3/4,
P(A Ո B) = 1/4 and P(A′) = 2/3, then find P(A′/B)? Ans = 5/8.

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The addition Rules for Probability
1. If two events A and B are mutually exclusive, then the
probability that A or B will occur is

2. If two events A and B are not mutually exclusive, then the


probability that A or B will occur is

Example 1: If a single card is drawn from an ordinary deck and its


number is noted, then find the probability that:
a) It is an ace or a diamond.
b) It is an ace or a black.
c) It is an ace or a Jack.
The Multiplication Rules (Theorems)
The multiplication rules can be used to find the probability of two or
more events that occur in sequence.
• Independent events: Two events A and B are independent if the
occurrence of "A" does not affect the probability of "B" occurring.
• Dependent events: Two events are dependent if the first event
affects the outcome or occurrence of the second event in a way
the probability is changed.
5.6.1 The Multiplication Rules for Probability
1. If two events A and B are independent, then the probability of
both A and B will occur is

2. If two events A and B are dependent, then the probability of both


A and B will occur is
Example 1: A coin is flipped and a die is rolled. Find the probability
of getting a head on the coin and a 4 on the die.
Solution: These two events are independent since the outcome of the
first event (tossing a coin) does not affect the probability outcome of
the second event (rolling a die).

Example 2: An urn contains 3 red balls, 2 blue balls and 5 white


balls. A ball is selected and its color noted. Then it is replaced. A
second ball is selected and its color noted. Find the probability of:
a) Selecting two blue balls.
b) Selecting a blue ball and then a white ball.
c) Selecting a red ball and then a blue ball.
Example 3: A card is drawn from an ordinary deck and its number
noted. Then it is not replaced. A second card is drawn and its number
noted, then find the probability of:
a) Getting two Jacks (J). b)Getting an ace ( A) and a king (K).
c) Getting a flower and a spade. d) Getting a red and a black in order.
Independence
– Two events A and B are independent if and only if P( A  B) = P( A)P(B)
– independence is equivalent to the condition P(A|B) = P(A).

Example: Toss a fair a coin and die together, what is the probability
of getting head on the coin if the die shows an even number.

Exercise: A box contains four black and six white balls. What is the
probability of getting two black balls in drawing one after the other
under the following conditions?
a) The first ball drawn is not replaced?
b) The first ball drawn is replaced?

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Independent events

➢Example: A box contains four black and six white balls. Two balls are drawn
one after the other. What is the probability that the second ball drawn is black
under the following conditions?
a) The first ball drawn is not replaced.
5
9
6
10
4
9
4
10
6
9

3
4 9
b) The first ball drawn is replaced. 10
The second ball drawn is black with probability
10
Bayes' Theorem and The Total Probability Theorem
• The law of total probability: Suppose 𝐵1 , 𝐵2 , … , 𝐵𝑚 are
disjoint events such that 𝐵1 ∪ 𝐵2 ∪ … ∪ 𝐵𝑚 = 𝑆. The probability
of an arbitrary event A can be expressed as:
𝑃(𝐴) = 𝑃 𝐵1 𝑥 𝑃 𝐴/𝐵1 + 𝑃 𝐵2 𝑥 𝑃 𝐴/𝐵2 + ⋯ + 𝑃 𝐵𝑚 𝑥 𝑃 𝐴/𝐵𝑚 .
Bayes' Rule
Suppose the events 𝐵1 , 𝐵2 , … , 𝐵𝑚 are disjoint and 𝐵1 ∪ 𝐵2 ∪ … ∪ 𝐵𝑚 = 𝑆.
The conditional probability of Bi given an arbitrary event A, can be
expressed as:
𝑃 𝐵𝑖 ∩ 𝐴 𝑃 𝐵𝑖 𝑥 𝑃 𝐴/𝐵𝑖
𝑃 𝐵𝑖 /𝐴 = =
𝑃𝐴 𝑃 𝐵1 𝑥 𝑃 𝐴/𝐵1 + 𝑃 𝐵2 𝑥 𝑃 𝐴/𝐵2 + ⋯ + 𝑃 𝐵𝑚 𝑥 𝑃 𝐴/𝐵𝑚

Example 1: Box 1 contains 2 red balls and one blue ball. Box 2
contains 3 blue balls and one red ball. A coin is tossed. If it falls
heads up, Box 1 is selected and a ball is drawn. If it falls tails up, Box
2 is selected and a ball is drawn. Then find the probability of
selecting a red ball.
Example 2: A shipment of two boxes, each containing 6 telephones,
is received by a store. Box1 contains one defective phone and box 2
contains 2 defective phones. After the boxes are unpacked, a phone is
selected and found to be defective. Then find the probability that it
came from box 2

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