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Lecture 7 - Statistics and Data Analysis I 2

The document discusses conditional probability and how knowing one event occurred can change the probability of another event occurring. It defines conditional probability mathematically and provides examples to demonstrate how to calculate conditional probability. The document also introduces the multiplication rule and law of total probability for conditional events.

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38 views

Lecture 7 - Statistics and Data Analysis I 2

The document discusses conditional probability and how knowing one event occurred can change the probability of another event occurring. It defines conditional probability mathematically and provides examples to demonstrate how to calculate conditional probability. The document also introduces the multiplication rule and law of total probability for conditional events.

Uploaded by

guy
Copyright
© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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Statistics and Data Analysis I – IDC – 2017

Avner Halevy

Lecture 7 – Conditional Probability

Sometimes, knowing that one event happened can change our assessment of the probability that
another event happened. For example, suppose we roll a standard die. Let B = “even number” =
{2, 4, 6} and let A = {2}. Without any information about the outcome of the roll, we know P (A) = 16 .
However, if we know that B happened, then the outcome must have been one of 2, 4, 6, and since
these are equally likely, it seems that the probability of A given that B happened should be 13 . This
probability is called a conditional probability, since it leads to the probability of one event based
on the condition that another event happened.
6 0,
The conditional probability of A given B, denoted by P (A|B), for any event B such that P (B) =
is defined as:
P (A ∩ B)
P (A|B) = (1)
P (B)
1
In the example above we have P (B) = 2 and P (A ∩ B) = P ({2}) = 16 , so
1
6 1
P (A|B) = 1 = ,
2
3

as we expected. In this example we could also reverse the roles of A and B and ask: Given that
A happened, what is the probability that B happened? Intuitively, if the outcome was 2, then the
outcome was certainly an even number. We can confirm this:
P (B ∩ A) P (A)
P (B|A) = = = 1.
P (A) P (A)

In a uniform probability space, conditional probabilities are once again especially simple to compute:
|A∩B|
P (A ∩ B) |Ω| |A ∩ B|
P (A|B) = = |B|
=
P (B) |B|
Ω

Thus, in the example above we have:


|A ∩ B| |{2}| 1
P (A|B) = = = .
|B| |{2, 4, 6}| 3

If, in the definition (1) of conditional probability, we multiply both sides by P (B), we obtain the
multiplication rule:
P (A ∩ B) = P (B)P (A|B) (2)

In words, this rule says that the probability that both A and B happen is equal to the probability that
B happens multiplied by the probability that A happens given that B happens.

1
For example, suppose that 20% of the population are smokers and that among the smokers, 10% are
men. If a person is picked out of the population at random, what’s the probability that this person is
a smoking man? To answer this question, let A = “picking a man ” and let B = “picking a smoker”.
Then we are given P (B) = 0.2 and P (A|B) = 0.1. What we seek is P (A ∩ B). Using (2) we have

P (A ∩ B) = P (B)P (A|B) = (0.2)(0.1) = 0.02.

Another use for conditional probability is called the law of total probability:

P (B) = P (B|A)P (A) + P (B|Ā)P (Ā) (3)

For example, suppose there are two urns with balls. In the first one, 1/3 of the balls are white and 2/3
are black. In the second, 1/4 are white and 3/4 are black. Suppose we pick an urn at random, and
then pick a ball at random. What’s the probability of picking a white ball? To answer this question,
let B = “picking a white ball” and let A = “picking the first urn”. Then P (B|A) is given to be 1/3
and P (B|Ā) is given to be 1/4. Also, since the urn is picked at random, P (A) = P (Ā) = 21 . Thus,
using (3),      
1 1 1 1 7
P (B) = + =
3 2 4 2 24
Finally, suppose we know a white ball was picked. Given this, what is the probability that the first
urn was picked? That is, what is P (A|B)? We can answer this using Bayes’ formula, which lets us
reverse the roles of the two events:
P (A ∩ B) P (B|A)P (A)
P (A|B) = =
P (B) P (B)

In our example,
( 13 )( 12 ) 4
P (A|B) = 7 =
24
7

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