WEEK 2 – Chapter 2
Conditional Probability
1
CALCULATING PROBABILITIES FOR
INTERSECTIONS (INDEPENDENCE)
The rule for calculating P(A B) depends on the idea
of independent and dependent events
Two events, A and B, are said to be independent if
and only if the probability that event A occurs does
not change, depending on whether or not event B
has occurred
2
CONDITIONAL PROBABILITIES
Theprobability that A occurs, given that event B
has occurred is called the conditional probability
of A given B and is defined as
P( A Ç B )
P( A | B) = if P( B) ¹ 0
P( B)
“given”
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A die was tossed and landed on an odd number. What is the probability
that the die landed on number 3 given that it landed on an odd number.
4
EXAMPLE 1
Toss a fair coin twice and define:
What is the probability that the coin will
land on head on the second toss given that it
landed on head on the first toss.
A: head on second toss
B: head on first toss
5
EXAMPLE 1
Toss a fair coin twice and define:
A: head on second toss P(A|B) = ½=P(A)
B: head on first toss
P(A|not B) = ½=P(A)
HH
1/4
HT P(A) does not
1/4 change, whether A and B are
TH B happens or independent!
1/4
TT 1/4
not…
6
DEFINING INDEPENDENCE
We can redefine independence in terms of
conditional probabilities:
Two events A and B are independent if and only if
P(A|B) = P(A) or P(B|A) = P(B)
Otherwise, they are dependent
Once you’ve decided whether or not two events
are independent, you can use the following rule
to calculate their intersection
7
EXAMPLE 2
A bowl contains five M&Ms®, two red and three blue. Randomly select two candies one at a time
with replacement. What is the probability that the second is red given that the first is blue
8
EXAMPLE 2
A bowl contains five M&Ms®, two red and three
blue. Randomly select two candies one at a time
with replacement, and define:
A: second candy is red
m B: first candy is blue
P(A|B) =P(2 nd red|1st blue)= 2/5
m
m
P(A|not B) = P(2nd red|1st red) = 2/5
m m
P(A) does not
change, depending A and B are
on whether B Independent!
happens or not…
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EXAMPLE 2
A bowl contains five M&Ms®, two red and three blue. Randomly select two candies one at a time
without replacement. What is the probability that the second one is red given that the first one is
blue?
10
EXAMPLE 2
A bowl contains five M&Ms®, two red and three
blue. Randomly select two candies one at a time
without replacement, and define:
A: second candy is red
m B: first candy is blue
P(A|B) =P(2 nd red|1st blue)= 2/4 = 1/2
m
m
m m P(A|not B) = P(2nd red|1st red) = 1/4
P(A) does change,
depending on A and B are
whether B happens dependent!
or not…
11
THE MULTIPLICATIVE RULE FOR
INTERSECTIONS
Forany two events, A and B, the probability that
both A and B occur is
P(A B) = P(A) P(B given that A occurred)
= P(A)P(B|A)
• If the events A and B are independent, then the
probability that both A and B occur is
P(A B) = P(A) P(B)
12
EXAMPLE 3
A bowl contains five M&Ms®, two red and three blue. Randomly select two
candies, one at a time. The first candy was noted and returned back and then
a second candy was selected (Independent Events). What is the probability
that
a) both candies are red
13
EXAMPLE 3
A bowl contains five M&Ms®, two red and three
blue. Randomly select two candies, one at a time.
The first candy was noted and returned back and
then a second candy was selected (Independent
Events). What is the probability that
A) both candies are red
A: second candy is red
B: first candy is red m m
m m
P(A B) = P(A) P(B)=(2/5)(2/5)=4/25=0.16 m
14
EXAMPLE 3
A bowl contains five M&Ms®, two red and three blue. Randomly select two
candies, one at a time. The first candy was noted and not returned back and
then a second candy was selected (dependent Events). What is the probability
that
B) both candies are red
15
EXAMPLE 1
In a certain population, 10% of the people can be classified
as being high risk for a heart attack. Three people are
randomly selected from this population. What is the
probability that exactly one of the three are high risk?
Define H: high risk and N: not high risk
P(exactly one high risk) = P(HNN) + P(NHN) + P(NNH)
= P(H)P(N)P(N) + P(N)P(H)P(N) + P(N)P(N)P(H)
= (.1)(.9)(.9) + (.9)(.1)(.9) + (.9)(.9)(.1)= 3(.1)(.9)2
= .243
16
EXAMPLE 2
Suppose we have additional information for the previous
example. We know that only 49% of the population are
female. Also, of the female patients, 8% are high risk. A
single person is selected at random. What is the
probability that it is a high-risk and female?
Define H: high risk and F: female
From the example, P(F) = .49 and P(H|F) = .08.
Use the Multiplicative Rule:
P(high risk and female) = P(HF)
= P(F)P(H|F) =.49(.08)
= .0392 17
EXAMPLE
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SOLUTION
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EXAMPLE
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SOLUTION
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EXAMPLE
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SOLUTION
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PRACTICE EXAMPLE
24
PRACTICE EXAMPLE
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EXAMPLE
In a factory there are 100 units of a certain products, 5
of which are defective. We pick three units from the 100
units at random with replacement. What is the
probability that all are defective?
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Lesson 1
Global. All rights reserved.
EXAMPLE
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Lesson 1
Global. All rights reserved.
© 2020 UMass Amherst
Lesson 1
Global. All rights reserved.
© 2020 UMass Amherst
Lesson 1
Global. All rights reserved.
© 2020 UMass Amherst
Lesson 1
Global. All rights reserved.
© 2020 UMass Amherst
Lesson 1
Global. All rights reserved.
© 2020 UMass Amherst
Lesson 1
Global. All rights reserved.
© 2020 UMass Amherst
Lesson 1
Global. All rights reserved.
BAYES’ THEOREM
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BAYES' RULE
If is a partition of the sample space ,
and is any event with we have
Chapter 1
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Lesson 1
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