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Week 2-Conditional Probability

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0% found this document useful (0 votes)
3 views57 pages

Week 2-Conditional Probability

Uploaded by

kajurangan2508
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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WEEK 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”

3
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…
Copyright © 2014 Nelson Education Ltd. 9
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 4
 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
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?

16
EXAMPLE
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?

17
EXAMPLE 1 SOLUTION
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

18
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?

19
EXAMPLE 2 SOLUTION
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(HF)
= P(F)P(H|F) =.49(.08)
= .0392

20
EXAMPLE

21
SOLUTION

22
EXAMPLE

23
SOLUTION

Copyright © 2014 Nelson Education Ltd. 24


EXAMPLE

25
SOLUTION

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31
PRACTICE PROBLEMS

32
PRACTICE EXAMPLE

33
PRACTICE EXAMPLE

Copyright © 2014 Nelson Education Ltd. 34


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?
𝑳𝒆𝒕 𝑬 = 𝑻𝒉𝒆 𝒆𝒗𝒆𝒏𝒕 𝒕𝒉𝒂𝒕 𝒂𝒍𝒍 𝒂𝒓𝒆 𝒅𝒆𝒇𝒆𝒄𝒕𝒊𝒗𝒆, 𝒕𝒉𝒆𝒏,

𝑷 𝑬
= 𝑷 𝒇𝒊𝒓𝒔𝒕 𝒑𝒊𝒄𝒌 𝒊𝒔 𝒅𝒆𝒇𝒆𝒄𝒕𝒊𝒗𝒆 𝒂𝒏𝒅 𝒕𝒉𝒆 𝒔𝒆𝒄𝒐𝒏𝒅 𝒑𝒊𝒄𝒌 𝒊𝒔 𝒅𝒆𝒇𝒆𝒄𝒕𝒊𝒗𝒆 𝒂𝒏𝒅 𝒕𝒉𝒆 𝒕𝒉𝒊𝒓𝒅 𝒑𝒊𝒄𝒌 𝒊𝒔 𝒅𝒆𝒇𝒆𝒄𝒕𝒊𝒗𝒆

= 𝑷 𝒇𝒊𝒓𝒔𝒕 𝒑𝒊𝒄𝒌 𝒊𝒔 𝒅𝒆𝒇𝒆𝒄𝒕𝒊𝒗𝒆 . 𝑷 𝒔𝒆𝒄𝒐𝒏𝒅 𝒑𝒊𝒄𝒌 𝒊𝒔 𝒅𝒆𝒇𝒆𝒄𝒕𝒊𝒗𝒆 . 𝑷 𝒕𝒉𝒊𝒓𝒅 𝒑𝒊𝒄𝒌 𝒊𝒔 𝒅𝒆𝒇𝒆𝒄𝒕𝒊𝒗𝒆

𝟓 𝟓 𝟓
= ∙ ∙ = 𝟎. 𝟎𝟎𝟎𝟏𝟐𝟓
𝟏𝟎𝟎 𝟏𝟎𝟎 𝟏𝟎𝟎
EXAMPLE

Given that the three units are selected without replacement


𝑨 𝑩
𝑨 𝑩

𝒂) 𝑺𝒊𝒏𝒄𝒆 𝑨 𝒂𝒏𝒅 𝑩 𝒂𝒓𝒆 𝒅𝒊𝒔𝒋𝒐𝒊𝒏𝒕, 𝒕𝒉𝒆𝒏 𝑨 ∩ 𝑩 = ∅ 𝒂𝒏𝒅 𝑷 𝑨 ∩ 𝑩 = 𝟎

𝑷 𝑨∪𝑩 =𝑷 𝑨 +𝑷 𝑩 −𝑷 𝑨∩𝑩

𝟓 𝟑 𝟓 𝟑 𝟐 𝟏
= + 𝑷 𝑩 − 𝟎, 𝒕𝒉𝒆𝒏 𝑷 𝑩 = − = =
𝟖 𝟖 𝟖 𝟖 𝟖 𝟒

𝟑
𝑷 𝑨 ∩ 𝑩𝒄 = 𝑷 𝑨 =
𝟖
𝟑 𝟑 𝟏 𝟑
𝑷 𝑨 ∪ 𝑩𝒄 = 𝑷 𝑨 + 𝑷 𝑩𝒄 − 𝑷 𝑨 ∩ 𝑩𝒄 = + 𝟏−𝑷 𝑩 − =𝟏− =
𝟖 𝟖 𝟒 𝟒
𝒃) 𝑨 𝒂𝒏𝒅 𝑩 𝒂𝒓𝒆 𝒊𝒏𝒅𝒆𝒑𝒆𝒏𝒅𝒆𝒏𝒕 𝒊𝒇 𝑷 𝑨 ∩ 𝑩 = 𝑷(𝑨) ∙ 𝑷(𝑩)

𝟑 𝟏 𝟑
𝑷 𝑨∩𝑩 =𝟎 ≠𝑷 𝑨 ∙𝑷 𝑩 = ∙ =
𝟖 𝟒 𝟑𝟐
𝑪) 𝑺𝒊𝒏𝒄𝒆 𝑪 𝒂𝒏𝒅 𝑫 𝒂𝒓𝒆 𝒊𝒏𝒅𝒆𝒑𝒆𝒏𝒅𝒆𝒏𝒕, 𝒕𝒉𝒆𝒏
𝑷 𝑪 ∩ 𝑫 = 𝑷(𝑪) ∙ 𝑷(𝑫)
𝟏 𝟏 𝟐
= ∙𝑷 𝑫 ⟹𝑷 𝑫 =
𝟑 𝟐 𝟑
𝟏 𝟏 𝟏
𝑷 𝑪 ∩ 𝑫𝒄 = 𝑷 𝒄 − 𝑷 𝑪 ∩ 𝑫 = − =
𝟐 𝟑 𝟔
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