Conditional Probability: Ds1 - Ag

Conditional
Probability
DS1 - AG
Today’s lecture
Probability trees
Statistical independence
Joint probability
Conditional probability
Marginal probability
Bayes’ Rule
Probability example
Sample space: the set of all possible outcomes.
For example, in genetics, if both the mother and father carry one
copy of a recessive disease-causing mutation (d), there are three
possible outcomes (the sample space):
§ child is not a carrier (DD)
§ child is a carrier (Dd)
§ child has the disease (dd).
Probabilities: the likelihood of each of the possible outcomes

(always 0£ P £1.0).
◦ P(genotype=DD)=.25
◦ P(genotype=Dd)=.50
◦ P(genotype=dd)=.25. Note: mutually exclusive,
exhaustive probabilities
sum to 1.
Using a probability tree
Mendel example: What’s the chance of having a heterozygote child
(Dd) if both parents are heterozygote (Dd)?
Child’s outcome
Mother’s allele Father’s allele
P(DD)=.5*.5=.25
P(♂D=.5)
P(♀D=.5) P(♂d=.5)
P(Dd)=.5*.5=.25
P(♂D=.5) P(dD)=.5*.5=.25
P(♀d=.5)
P(♂d=.5) P(dd)=.5*.5=.25
______________
1.0
Rule of thumb: in probability, “and”
means multiply, “or” means add
Independence
Formal definition: A and B are independent if and only if
P(A&B)=P(A)*P(B)
The mother’s and father’s alleles are segregating independently.

Conditional Probability: Read as
P(♂D|♀D)=.5 and P(♂D|♀d)=.5
“the probability that the father
passes a D allele given that the
Joint Probability: The probability mother passes a d allele.”
of two events happening
simultaneously.
What father’s gamete looks like is not dependent on the mother’s –
doesn’t depend which branch you start on! Marginal probability: This is the
probability that an event happens at
all, ignoring all other outcomes.
Formally, P(DD)=.25=P(D♂)*P(D♀)
On the tree
Conditional probability
Marginal probability: mother
Joint probability
Child’s outcome
Mother’s allele Father’s allele
P(DD)=.5*.5=.25
P(♂D| ♀D )=.5
P(♀D=.5) P(♂d=.5)
P(Dd)=.5*.5=.25
P(♂D=.5) P(dD)=.5*.5=.25
P(♀d=.5)
P(♂d=.5) P(dd)=.5*.5=.25
______________
1.0
Marginal probability: father

Independent ¹ mutually
exclusive
Events A and Ac are mutually exclusive, but they
are NOT independent.
P(A&Ac)= 0
P(A)*P(Ac) ¹ 0
Conceptually, once A has happened, Ac is

impossible; thus, they are completely dependent.
Practice problem
If HIV has a prevalence of 3% in San Francisco, and a
particular HIV test has a false positive rate of .001 and a
false negative rate of .01, what is the probability that a
random person selected off the street will test positive?
Answer
Conditional probability: the
probability of testing + given that Joint probability of being + and
a person is + testing +
Marginal probability of carrying
the virus.
P(test +)=.99 P (+, test +)=.0297
P(+)=.03 P(test - )= .01

P(+, test -)=.003
P(test +) = .001 P(-, test +)=.00097
P(-)=.97
P(test -) = .999 P(-, test -) = .96903

______________
1.0
Marginal probability of testing
positive
\P(test +)=.0297+.00097=.03067
P(+&test+)¹P(+)*P(test+)
.0297 ¹.03*.03067 (=.00092)
\ Dependent!
Law of total probability
P(test +) = P(test + /HIV+)P(HIV+) + P(test + /HIV-)P(HIV-)
One of these has to be true (mutually exclusive,

collectively exhaustive). They sum to 1.0.
P(test +) = .99(.03) + .001(.97)

Law of total probability
Formal Rule: Marginal probability for event A=
P(A) = P(A | B1)P(B1) + P(A | B2 )P(B2 ) + ! + P(A | Bk )P(Bk )

k
n Where: åB
i =1
i = 1.0 and P(Bi &B j ) = 0 (mutually exclusive)
Example 2
A 54-year old woman has an abnormal mammogram;
what is the chance that she has breast cancer?
Example: Mammography
sensitivity
P(test +)=.90 P (+, test +)=.0027
P(BC+)=.003 P(test -) = .10

P(+, test -)=.0003
P(test +) = .11 P(-, test +)=.10967

P(BC-)=.997
P(test -) = .89 P(-, test -) = .88733

______________
specificity 1.0
Marginal probabilities of breast cancer….(prevalence

among all 54-year olds)
P(BC|test+)=.0027/(.0027+.10967)=2.4%
Bayes’ rule
Bayes’ Rule: derivation
Definition:
Let A and B be two events with P(B) ¹ 0. The conditional probability
of A given B is:
The idea: if we are given that the event B occurred, the relevant sample space is
reduced to B {P(B)=1 because we know B is true} and conditional probability becomes
a probability measure on B.
Bayes’ Rule: derivation
P( A & B)
P( A / B) =
P( B)
can be re-arranged to:
P( A & B) = P( A / B) P( B)
and, since also:
P( A & B)
P( B / A) = \ P( A & B) = P( B / A) P( A)
P( A)
P( A / B) P( B) = P( A & B) = P( B / A) P( A)
P( A / B) P( B) = P( B / A) P( A)
P( B / A) P( A)
\ P( A / B) =
P( B)
Bayes’ Rule:
P( B / A) P( A)
P( A / B) =
P( B)
OR
P( B / A) P( A)
P( A / B) = From the
P( B / A) P( A) + P( B / ~ A) P(~ A)
“Law of Total
Probability”
Bayes’ Rule:
Why do we care??
Why is Bayes’ Rule useful??
It turns out that sometimes it is very useful to be able to “flip”
conditional probabilities. That is, we may know the probability of A
given B, but the probability of B given A may not be obvious. An
example will help…
In-Class Exercise
If HIV has a prevalence of 3% in San Francisco, and
a particular HIV test has a false positive rate of
.001 and a false negative rate of .01, what is the
probability that a random person who tests
positive is actually infected (also known as
“positive predictive value”)?
Answer: using probability
tree
P(test +)=.99 P (+, test +)=.0297
P(+)=.03
P(test - = .01)
P(+, test -)=.003
P(test +) = .001
P(-, test +)=.00097
P(-)=.97
P(-, test -) = .96903

P(test -) = .999 ______________
1.0
A positive test places one on either of the two “test +” branches.
But only the top branch also fulfills the event “true infection.”
Therefore, the probability of being infected is the probability of being on the top
branch given that you are on one of the two circled branches above.
P(test + &true+) .0297

P(+ / test +) = = = 96.8%
P(test +) .0297 + .00097
Answer: using Bayes’ rule
P(test + / true + ) P (true + )

P(true + / test + ) = =
P(test + / true + ) P (true + ) + P(test + / true -) P (true -)
.99(.03)
= 96.8%
.99(.03) + .001(.97 )
Practice problem
An insurance company believes that drivers can be
divided into two classes—those that are of high risk
and those that are of low risk. Their statistics show
that a high-risk driver will have an accident at some
time within a year with probability .4, but this
probability is only .1 for low risk drivers.
a) Assuming that 20% of the drivers are high-risk, what is the
probability that a new policy holder will have an accident
within a year of purchasing a policy?
b) If a new policy holder has an accident within a year of
purchasing a policy, what is the probability that he is a high-
risk type driver?
Answer to (a)
Assuming that 20% of the drivers are of high-risk, what is the
probability that a new policy holder will have an accident
within a year of purchasing a policy?
Use law of total probability:

P(accident)=
P(accident/high risk)*P(high risk) +
P(accident/low risk)*P(low risk) =
.40(.20) + .10(.80) = .08 + .08 = .16
Answer to (b)
If a new policy holder has an accident within a year of purchasing a
policy, what is the probability that he is a high-risk type driver?
P(high-risk/accident)=
P(accident/high risk)*P(high risk)/P(accident)
=.40(.20)/.16 = 50%
P(accident/HR)=.4 P(accident, high risk)=.08
Or use tree: P(high risk)=.20 P( no acc/HR)=.6

P(no accident, high risk)=.12)
P(accident/LR)=.1
P(low risk)=.80 P(accident, low risk)=.08
P( no P(no accident, low risk)=.72

accident/LR)=.9 ______________
1.0
P(high risk/accident)=.08/.16=50%

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Conditional

Probabilities: the likelihood of each of the possible outcomes

The mother’s and father’s alleles are segregating independently.

Marginal probability: father

Conceptually, once A has happened, Ac is

P(+)=.03 P(test - )= .01

P(test -) = .999 P(-, test -) = .96903

One of these has to be true (mutually exclusive,

P(test +) = .99(.03) + .001(.97)

P(A) = P(A | B1)P(B1) + P(A | B2 )P(B2 ) + ! + P(A | Bk )P(Bk )

P(test +)=.90 P (+, test +)=.0027

P(BC+)=.003 P(test -) = .10

P(test +) = .11 P(-, test +)=.10967

P(test -) = .89 P(-, test -) = .88733

Marginal probabilities of breast cancer….(prevalence

P(-, test -) = .96903

P(test + &true+) .0297

P(test + / true + ) P (true + )

Use law of total probability:

P(accident/HR)=.4 P(accident, high risk)=.08

Or use tree: P(high risk)=.20 P( no acc/HR)=.6

P( no P(no accident, low risk)=.72

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