Introduction to Probability

Chapter 2: Conditional Probability

Dr. Nitin Gupta

Department of Mathematics
Indian Institute of Technology Kharagpur,
Kharagpur - 721 302, INDIA.

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Outline

1 Conditional Probability

2 Independence

3 Theorem of total probability

4 Bayes’ theorem

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References

1 Probability and statistics in engineering by Hines et al (2003) Wiley.

2 Mathematical Statistics by Richard J. Rossi (2018) Wiley.

3 Probability and Statistics with reliability, queuing and computer

science applications by K. S. Trivedi (1982) Prentice Hall of India
Pvt. Ltd.

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Conditional Probability
Consider a family having two children, then Ω = {BB, GB, BG , GG },
n(Ω) = 4. Consider the event A: both the children are girls. Then
P(A) = 1/4.
If some information in the form of ”B: at least one of the children is a
girl” is known. Then reduced sample space is B = {GB, BG , GG }. Then
the probability of A given the condition B is P(A|B) = 1/3.
Note that P(A|B) ≥ P(A).
P(A|B) = n(A∩B) n(A∩B)/n(Ω) P(A∩B)
n(B) = n(B)/n(Ω) = P(B) , provided P(B) > 0.

Definition
Let probability model be (Ω, f , P). Then the conditional probability of
A ∈ f given B is defined as

P(A ∩ B)
P(A|B) = , P(B) > 0.
P(B)

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Multiplication rule
The probability that n events A1 , A2 , . . . , An ∈ f occur in a sequence is
P(∩ni=1 Ai ) = P(A1 )P(A2 |A1 )P(A3 |A1 ∩ A2 ) · · · P(An |A1 ∩ A2 · · · ∩ An−1 ),
provided P(A1 ) > 0, P(A1 ∩ A2 ) > 0, . . . , P(A1 ∩ A2 · · · ∩ An−1 ) > 0.
Example
A bag contains 5 red, 5 white and 4 blue balls. If someone draws 3 balls
one by one without replacement, then the probability that three balls will
be drawn in the sequence red-white-blue is

P(R1 ∩ W2 ∩ B3 ) = P(B3 |W2 ∩ R1 )P(W2 |R1 )P(R1 )

= P(R1 )P(W2 |R1 )P(B3 |W2 ∩ R1 )
5 5 4
= × × .
14 13 12
Here note that R1 , W2 , B3 are dependent events.
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Example

Example
A bag contains 5 red, 5 white and 4 blue balls. If someone draws 3 balls
one by one with replacement, then the probability that three balls will be
drawn in the sequence red-white-blue is

P(R1 ∩ W2 ∩ B3 ) = P(R1 )P(W2 )P(B3 )

5 5 4
= × × .
14 14 14
Here note that R1 , W2 , B3 are independent events.

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Example

Example
In a war game, submarine S1 targets S2 , and both S2 and S3 target S1 .
The probabilities of S1 , S2 and S3 hitting their targets are 1/2, 2/3 and
1/3 respectively. They shoot simultaneously. We want to determine the
conditional probability that S2 hits the target and S3 does not given that
S1 is hit. Here the required probability is

P(S2 )P(S¯3 )
P(S2 ∩ S¯3 |S1 is hit) =
P(S2 ∪ S3 )
2
×2
= 2 31 32 1
3 + 3 − 3 × 3
4
=
7

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Independence

Two events are independent if the occurrence of one does not effect the
occurrence or nonoccurrence of the other.
Definition
Events A and B are independent if P(A|B) = P(A). Hence
P(A ∩ B) = P(A)P(B) and also P(B|A) = P(B).

If A and B are independent, then A and B̄ are independent.

If A and B are independent, then Ā and B are independent.
If A and B are independent, then Ā and B̄ are independent.

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Example

Example
Suppose that P(A) = 0.4, P(B) = 0.5, and A and B are independent
events. Determine P(Ac ∪ B c ). Note that

P(Ac ∪ B c ) = P(Ac ) + P(B c ) − P(Ac ∩ B c )

= 1 − P(A) + 1 − P(B) − P(Ac )P(B c )
= 1 − 0.4 + 1 − 0.5 − (1 − 0.4)(1 − 0.5)
= 0.8,

it follows since A and B are independent, then Ā and B̄ are also

independent.

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Definition
The n events A1 , . . . , An are mutually independent if and only if the
probability of intersection of any 2, 3, . . . , n of these sets is product of their
respective probabilities, i.e., for r = 2, 3, . . . , n,

P(Ai1 ∩ Ai2 ∩ · · · ∩ Air ) = P(Ai1 )P(Ai2 ) · · · P(Air ).

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Example
Consider the following electronic system (see diagram), which shows the
probabilities of the system components operating properly (i.e, the
reliability of the components). Assume that each component operates
independently. Find the system reliability, i.e., the probability that the
entire system operates?

0.9

0.7

0.8

Solution: Since components are mutually independent. Hence

System reliability = (1 − (1 − 0.9)(1 − 0.8)) × 0.7 = 0.686

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Example
Consider the experiment of rolling two fair dice repeatedly and
independently until a total of 5 or a total of 7 appears. We want to
determine the probability that a total of 5 is rolled before a total of 7 is
rolled.
Solution: Let event Ai denote that 5 is rolled before a 7 in the ith trail
and experiment terminates.
  
i−1   i−1
26 4
indep
\
c
P(Ai ) = P  (5 ∪ 7) ∩5 =
 ×
  36 36
j=1

∞ ∞
!
=disjoint
[ X
Now P(5 before 7) = P Ai P(Ai )
i=1 i=1
∞ 
26 i−1

X 4 4/36 2
= × = 26
= .
36 36 1 − 36 5
i=1
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Theorem of total probability

Events E1 , . . . , En are mutually exclusive and exhustive, and event A is

caused by happening of E1 , . . . , En , then
n
X
P(A) = P(A|Ei )P(Ei ),
i=1

here P(Ei ) > 0, i = 1, 2, . . . , n.

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Bayes’ theorem

Events E1 , . . . , En are mutually exclusive and exhustive, and event A is

caused by happening of E1 , . . . , En , then for i = 1, 2, . . . , n

P(A|Ei )P(Ei )
P(Ei |A) = Pn ,
j=1 P(A|Ej )P(Ej )

here P(A) > 0 and P(Ei ) > 0, i = 1, 2, . . . , n.

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Example
In a town there are 200 car drivers, 500 two-wheeler drivers and 20 bus
drivers. There is a probability 0.01, 0.03 and 0.15 respectively for an
accident involving car, two-wheeler and bus. One of the drivers meets with
an accident, what is the probability that he/she was driving a car?
Solution: Let event A,B,C denote the events that the chosen driver drives
a car, a two-wheeler, a bus, respectively. Let event E denote an accident.
200
Here P(A) = 200+500+20 = 20 50 2
72 , P(B) = 72 , P(C ) = 72 . Also
P(E |A) = 0.01, P(E |B) = 0.03 and P(E |C ) = 0.15. Now the required
probability, using Bayes’ theorem, is

P(A)P(E |A)
P(A|E ) =
P(A)P(E |A) + P(B)P(E |B) + P(C )P(E |C )
20
72 × 0.01
= 20 50 2
72 × 0.01 + 72 × 0.03 + 72 × 0.15
= 0.1

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Example
Consider the experiment of rolling two fair dice repeatedly and
independently until a total of 5 or a total of 7 appears. We want to
determine the probability that a total of 5 is rolled before a total of 7 is
rolled.
Solution:
S∞ Let event A denote that 5 is rolled before a 7. Then
A = i=1 (A ∩ Bi ), where Bi is the event that the game terminates in ith
roll. Now the required probability, using theorem of total probability, is
∞
X
P(A) = P(A ∩ Bi )
i=1
∞  i−1
X 26 4
= ×
36 36
i=1
4/36 2
= 26
= .
1 − 36 5

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Summary

Since there may be some information available about the outcome of the
trail in a given experiment, hence we introduced the concept of the
conditional probability. Also if this information is irrelevant to the event
under considration from there comes the definiton of the independence of
the events. These definitions can be used to find the reliabilities of the
series-parallel or parallel-series structures. Hence examples are provided for
the same. In the last theorem of total probability and Bayes’ theorem were
presented.

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