23MT2005-Session 2 Conditional and Bayes Rule
23MT2005-Session 2 Conditional and Bayes Rule
Topic
Session - 2
AIM OF THE
SESSION
To familiarize students with the rules of conditional probability and independence of events
INSTRUCTIONAL
OBJECTIVES
This Session is designed
LEARNING OUTCOMES
Conditional Probability
Multiplicative Rule
Independent events
Bayes Rule
Conditional probability
Conditional Probability
The probability of happening of an event ‘A when the event ‘B’ has already happened is called conditional
probability of A/B.
P(A/B)=, P(B)
The probability of happening of an event ‘B when the event ‘A’ has already happened is called conditional
probability of B/A.
P(B/A) =, P(A)
Conditional probability can be contrasted with unconditional probability. Unconditional probability refers to the
likelihood that an event will take place irrespective of whether any other events have taken place or any other
conditions are present.
One of the objectives of calculating conditional probability is to determine whether two events are related.
Dependent events
Two events are dependent when the outcome of the first event influences the outcome of the second event
An event is deemed dependent if it provides information about another event. An event is deemed independent
P(AՈB)=P(A).P(B/A)
P(AՈB)=P(B).P(A/B)
Example:
Independent events do not affect one another and do not increase or decrease the probability of another event
happening.
CASE STUDIES
Example 1: In a group of 100 computer buyers, 40 bought CPU, 30 purchased monitor, and 20 purchased
CPU and monitors. If a computer buyer chose at random and bought a CPU, what is the probability they also
bought a Monitor?
Solution: As per the first event, 40 out of 100 bought CPU, So, P(A) = 40% or 0.4
Now, according to the question, 20 buyers purchased both CPU and monitors.
So, this is the intersection of the happening of two events. Hence, P(A∩B) = 20% or 0.2
By the formula of conditional probability we know;
P(B|A) = P(A∩B)/P(B)
P(B|A) = 0.2/0.4 = 2/4 = ½ = 0.5
The probability that a buyer bought a monitor, given that they purchased a CPU, is 50%.
EXAMPLES
In a batch, there are 80% C programmers, and 40% are Java and C programmers. What is the probability that
a C programmer is also Java programmer?
Let A --> Event that a student is Java programmer
B --> Event that a student is C programmer
P(A|B) = P(A ∩ B) / P(B) = (0.4) / (0.8) = 0.5
So there are 50% chances that student that knows C also knows Java.
Dependent or Independent?
Method to Identify Independent Events Before applying probability formulas, one needs to identify an
independent event. Few steps for checking whether the probability belongs to a dependent or independent
events:
Step 1: Check if it possible for the events to happen in any order? If yes, go to
Step 2: Check if one event affects the outcome of the other event? If yes, go to step 4, or else go to Step 3
Step 3: The event is independent. Use the formula of independent events and get the answer.
Step 4: The event is dependent. Use the formula of dependent event and get the answer.
Bayes Rule
Priori Probability: The probability P(Ei ) is considered as the priori probability of hypothesis Ei
Likelihood Probability: The Probability of P(A/Ei) is considered as the event likely to occur.
Posteriori Probability: The probability P(Ei |A) is considered as the posteriori probability of hypothesis Ei
Bayes’ theorem is also called the formula for the probability of “causes”.
Since the Ei ‘s are a partition of the sample space S, one and only one of the events Ei occurs (i.e. one of the
events Ei must occur and the only one can occur). Hence, the above formula gives us the probability of a
If the events B1, B2,…,Bk constitute a partition of the sample space S such that P(Bi
in S such that P(A)
𝑃 ( 𝐵𝑟 ∩ 𝐴 ) 𝑃 ( 𝐵𝑟 ) 𝑃 ( ( 𝐴 / 𝐵𝑟 )
𝑃 ( 𝐵𝑟 / 𝐴 ) = 𝐾
= 𝑘
, 𝑓𝑜𝑟 =1 , 2 ,... , 𝑘
∑ 𝑃 ( 𝐵𝑖 ∩ 𝐴 ) ∑ 𝑃 ( 𝐵𝑖 ) 𝑃 ( 𝐴 / 𝐵𝑖 )
𝑖=1 𝑖=1
One of the many applications of Bayes’ theorem is Bayesian inference, a particular approach to statistical
inference. Bayesian inference has found application in various activities, including medicine, science,
philosophy, engineering, sports, law, etc.
Example: Bayes’ theorem to define the accuracy of medical test results by considering how likely any given
person is to have a disease and the test’s overall accuracy.
Bayes’ theorem relies on consolidating prior, Likelihood probability distributions to generate posterior
probabilities. In Bayesian statistical inference, prior probability is the probability of an event before new data is
collected.
Applications of Baye’s Rule
A Particular football team is known to run 30% of its plays to the left and 70% to the right. A linebacker on an
opposing team note that the right guard shifts his stance most of the time (80%) when plays go to the right and
he uses a balanced stance the remainder of the time. When plays go to the left, the guard takes a balanced
stance 90% of the time and the shift stance the remaining 10%. On a particular play, the linebacker notes that
the guard takes a balanced stance.
ii) Find the probability that the play will go the right
iii) If you were the linebacker, which direction would you prepare to defend if you saw the balanced stance?
Applications of Baye’s Rule
Solution:
Given, P(L) = P( Plays to left)=0.30
P(R) = P ( Plays to right)=0.70
P(Shifts stance/ plays to right)=0.80
P(Balanced stance/ plays to right)=0.20
P(Balanced stance / plays to the left)=0.90
P(Shits stance/ plays to the left)=0.10
P(balanced stance)=P(L).P(Balanced stance/ plays to the left) + P(R).P(Balanced stance/Place to the right)
41% of the time the guard takes a balanced stance
Applications of Baye’s Rule
=(0.30)*(0.90)/(0.41) = 0.27/0.41
5
65.85% of the time he play to left
=(0.70)*(0.20)/(0.41) = 0.3415
34.15% of the time he play to the right
In this session, the concept of conditional probability, Applications of Baye’s rule have discussed.
1. How to find conditional probability.
2. Difference between Dependent and independent events
3. State the importance of Baye’s Rule
4. Baye’s Rule and its applications.
SELF-ASSESSMENT QUESTIONS
Let P(E) denote the probability of the event E. Given P(A) = 1, P(B) = 1/2, the values of P(A | B)
and P(B | A) respectively are:
7. The Probability that a regularly scheduled flight departs on time is P(D)=0.83; the probability that it arrives on
time is P(A)=0.82; and the probability that it departs and arrives on time is P(DՈA)=0.78
Find the probability that a plane
(a) arrives on time given that it departed on time.
(b) departed on time given that it has arrived on time,
(c) neither departed on time nor arrived on time.
8. Two firms V and W consider bidding on a road building job, which may or may not be awarded depending on the
amounts of the bids. Firm V submits a bid and the probability is 3/4 that it will get the job provided firm W does not
bid. The probability is 3/4 that W will bid, and if it does, the probability that V will get the job is only 1/3.
i) What is the probability that V will get the job?
ii) If V gets the job, what is the probability that W did not bid?
REFERENCES FOR FURTHER LEARNING OF THE
SESSION
Reference Books:
1. Chapter 1 of TP1: William Feller, An Introduction to Probability Theory and Its Applications: Volume 1, Third Edition,
1968 by John Wiley & Sons,Inc.
2. Richard A Johnson, Miller& Freund’s Probability and statistics for Engineers, PHI, New Delhi, 11th Edition (2011).
Sites and Web links:
1. * https://ncert.nic.in/textbook.php?kemh1=16-16 *
2. Notes: sections 1 to 1.3 of http://www.statslab.cam.ac.uk/~rrw1/prob/prob-weber.pdf
3. https://ocw.mit.edu/courses/res - 6 -012 -introduction -to -probability - spring -
2018/91864c7642a58e216e8baa8fcb4a5cb5_MITRES_6_012S18_L01.pd f 9
4. https://www.probabilitycourse.com/chapter3/3_2_1_cdf.php
5. https://en.wikipedia.org/wiki/Cumulative_distribution_function
THANK YOU