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    Conditional Probability: Definition and Properties

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    Rehab Shehata
    This document defines conditional probability and provides properties and interpretations. Conditional probability P(A|B) is defined as the probability of event A given event B. It satisfies the axioms of probability and rules like the addition rule and complement rule for conditional probabilities. The multiplication rule states that P(AB) = P(A|B)P(B). Conditional probabilities can be interpreted as partial knowledge, as relative areas in Venn diagrams, and are usually indicated by words like "given" or "if" in word problems.

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    Conditional Probability: Definition and Properties

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    Rehab Shehata
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    This document defines conditional probability and provides properties and interpretations. Conditional probability P(A|B) is defined as the probability of event A given event B. It satisfies the axioms of probability and rules like the addition rule and complement rule for conditional probabilities. The multiplication rule states that P(AB) = P(A|B)P(B). Conditional probabilities can be interpreted as partial knowledge, as relative areas in Venn diagrams, and are usually indicated by words like "given" or "if" in word problems.

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    This document defines conditional probability and provides properties and interpretations. Conditional probability P(A|B) is defined as the probability of event A given event B. It satisfies the axioms of probability and rules like the addition rule and complement rule for conditional probabilities. The multiplication rule states that P(AB) = P(A|B)P(B). Conditional probabilities can be interpreted as partial knowledge, as relative areas in Venn diagrams, and are usually indicated by words like "given" or "if" in word problems.

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    © All Rights Reserved
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    73 views1 page

    Conditional Probability: Definition and Properties

    Uploaded by

    Rehab Shehata
    This document defines conditional probability and provides properties and interpretations. Conditional probability P(A|B) is defined as the probability of event A given event B. It satisfies the axioms of probability and rules like the addition rule and complement rule for conditional probabilities. The multiplication rule states that P(AB) = P(A|B)P(B). Conditional probabilities can be interpreted as partial knowledge, as relative areas in Venn diagrams, and are usually indicated by words like "given" or "if" in word problems.

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    © All Rights Reserved
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    of 1

    Math 461 Introduction to Probability A.J.

    Hildebrand

    Conditional Probability

    Definition and properties

    1. Definition: The conditional probability of A given B is denoted by P (A|B) and


    defined by the formula
    P (AB)
    P (A|B) = ,
    P (B)
    provided P (B) > 0. (If P (B) = 0, the conditional probability is not defined.) (Recall
    that AB is a shorthand notation for the intersection A ∩ B.)

    2. Rules for conditional probabilities: The function PB (A) = P (A|B), considered


    as a function of A, with the conditioning event B fixed, satisfies the Kolmogorov
    axioms, and any rules derived from these axioms, in particular:

    • Addition formula for conditional probabilities: P (A1 ∪ A2 ∪ · · · | B) =


    P (A1 |B) + P (A2 |B) + · · · for mutually disjoint events A1 , A2 , . . . .
    • Complement rule for conditional probabilities: P (Ac |B) = 1 − P (A|B)

    3. Multiplication rule (or chain rule) for conditional probabilities:


    P (AB) = P (A|B)P (B). More generally, for any events A1 , . . . , An ,

    P (A1 A2 . . . An ) = P (A1 )P (A2 |A1 )P (A3 |A1 A2 ) . . . P (An |A1 A2 . . . An−1 ).

    Notes

    • P (A|B) is not the same as P (B|A): In contrast to set-theoretic operations like


    union or intersection, in conditional probabilities the order of the sets matters.

    • P (A|B c ) is not the same as 1 − P (A|B): The complement rule only holds with
    respect to the first argument.

    Interpretations

    • Partial knowledge interpretation: P (A|B) can be interpreted as the probability


    that A occurs, if it is known that B has occurred. Depending on the particular
    situation, the additional knowledge about B may make the occurrence of A more
    likely (i.e., P (A|B) > P (A)), less likely (i.e., P (A|B) < P (A)), or have no effect (i.e.,
    P (A|B) = P (A)). In the latter case, A and B are called independent.

    • Area interpretation: An easy way to visualize conditional probabilities is as relative


    areas in Venn diagrams: P (A|B) represents the percentage of the area of B that is
    occupied by A.

    • Recognizing conditional probabilities: In word problems, conditional probabil-


    ities can usually be recognized by words like “given”, “if”, or “among” (e.g., in the
    context of subpopulations). There are, however, no hard rules, and you have to read
    the problem carefully and pay attention to the entire context of the problem to de-
    termine whether a given probability represents an ordinary probability (e.g., P (AB))
    or a conditional probability (e.g., P (A|B) or P (B|A)).

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