3A - Conditional Probablility and Independence
3A - Conditional Probablility and Independence
3A - Conditional Probablility and Independence
Professor K. H. Wong
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Learning Outcomes
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Riddle
1. A family has two children. What are the chances this family has two
boys?
2. A family has two children, and you know that (at least) one of them
is a boy. What are the chances this family has two boys?
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Riddle
3. A family has two children, and you know that (at least) one of them
is a boy born on a Tuesday. What are the chances this family has two
boys?
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Motivating Example
Below is a contingency table of counts in a fictional study of colourblindness
among the two sexes. C denotes the event that a surveyed individual is
colourblind, and M denotes the event that a surveyed individual is male.
C Cc Row Totals
M 106 1175
Mc 7 1212
Column Totals 2500
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Conditional Probability
Conditional Probability
The notation P(A|B) denotes the probability that event A occurs given the
condition that event B has occurred:
P(A ∩ B)
P(A|B) = provided that P(B) > 0
P(B)
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Conditional Probability
Conditional Probability
The notation P(A|B) denotes the probability that event A occurs given the
condition that event B has occurred:
P(A ∩ B)
P(A|B) = provided that P(B) > 0
P(B)
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Conditional Probability
Conditional probabilities provide additional information when we know partially
know the outcome of a random experiment. Conditional probabilities are
probability distributions on a restricted sample space, and follow the same
probability axioms:
Conditional Probability
Consider a random experiment with sample space Ω. Let B be an event (B ⊆ Ω)
with P(B) > 0. Let b denote the elements of event B. Then:
1. P(b|B) ≥ 0 for all b ∈ B
P
2. b∈B P(b|B) = 1
P
3. For A ⊆ B, P(A|B) = b∈A P(b|B)
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Conditional Probability - Visualized
Ω
A B
A∩B
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Conditional Probability
Conditional probabilities provide additional information when we know partially
know the outcome of a random experiment. Conditional probabilities are
probability distributions on a restricted sample space, and follow the same
probability axioms:
Conditional Probability
Consider a random experiment with sample space Ω. Let B be an event (B ⊆ Ω)
with P(B) > 0. Let b denote the elements of event B. Then:
1. P(b|B) ≥ 0 for all b ∈ B
P
2. b∈B P(b|B) = 1
P
3. For A ⊆ B, P(A|B) = b∈A P(b|B)
b. R|Q
c. Q c |R
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Independent Events
Recall that two events are independent if the occurrence of one (A) does
not alter the chances of the other event (B). Formally,
Independent Events
Two events A and B are independent if:
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Independent Events
If events A and B are independent, then so are their complements, Ac and
B c . As an exercise, check this for yourself!
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Independent Events - Examples
Example 3 A system below is made of independent components. The
probability that the first component works is 0.9, 0.95 for the second component,
and 0.99 for the third component. The signal can travel from left to right if there
is a circuit made of working components. Find the probability that the signal is
blocked.
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Independent Events - Examples
Example 3 A system below is made of independent components. The
probability that the first component works is 0.9, 0.95 for the second component,
and 0.99 for the third component. The signal can travel from left to right if there
is a circuit made of working components. Find the probability that the signal is
blocked.
Let B be the event that the signal is blocked. Let C1 , C2 , C3 be the events
that components 1, 2, 3 are working.
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Independent Events - Examples
Example 3
Alternatively, you can take the indirect approach.
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