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Nguyễn Ngọc Tứ
Lecture 2
Nguyễn Ngọc Tứ Lecture 2 2023-2024 1 / 17

Lecture outline
Reading chapter 2
Conditional probability
Three important tools:
- Multiplication rule
- Total probability theorem
- Bayes’ rule
Independence

Definition
Let A, B be events. The conditional probability P(A|B) the event of
"A occurs given that B occured" is
P(A ∩ B)
P(A|B) = , P(B) ̸= 0.
P(B)
Example. Rolling two dice.

Let A be the event "the second die shows a greater than the first"
and B be the event "the first die shows a ". Then

Definition
Let A, B be events. The conditional probability P(A|B) the event of
"A occurs given that B occured" is
P(A ∩ B)
P(A|B) = , P(B) ̸= 0.
P(B)
Example. Rolling two dice.

Let A be the event "the second die shows a greater than the first"
and B be the event "the first die shows a ". Then
B = {( , ), ( , ), ( , ), ( , ), ( , ), ( , )}
A ∩ B = {( , )}.
P(A ∩ B) |A ∩ B| 1
Hence, P(A|B) = = =
P(B) |B| 6
Example
45. The population of a particular country consists of three ethnic groups.
Each individual belongs to one of the four major blood groups. The accom-
panying joint probability table gives the proportions of individuals in the
various ethnic group–blood group combinations.
Blood Group
O A B AB
1 0.085 0.106 0.008 0.004
Ethnic Group 2 0.135 0.141 0.015 0.006
3 0.215 0.200 0.065 0.020
Suppose that an individual is randomly selected from the population, and
define events by A = "type A selected", B = "type B selected", C =
"ethnic group 1 selected".
a. Calculate P(A), P(C ), P(A ∩ C ), P(A|C ) and P(C |A).
b. If the selected individual does not have type A blood, what is the prob-
ability that he or she is from ethnic group 2?
Example
Blood Group
O A B AB
1 0.085 0.106 0.008 0.004
Ethnic Group 2 0.135 0.141 0.015 0.006
3 0.215 0.200 0.065 0.020
a. Calculate P(A), P(C ), P(A ∩ C ), P(A|C ) and P(C |A).
b. If the selected individual does not have type A blood, what is the prob-
ability that he or she is from ethnic group 2?

Models based on conditional probabilities
Event A: Airplane is flying above
Event B: Something registers on radar screen

Models based on conditional probabilities
Event A: Airplane is flying above
Event B: Something registers on radar screen
P(A ∩ B)
P(A|B) =
P(B)
P(A ∩ B) = P(B|A)P(A)
= 0.99 × 0.05
P(B) = P(A ∩ B) + P(Ac ∩ B)
= P(B|A)P(A) + P(B|Ac )P(Ac )
= 0.99 × 0.05 + 0.10 × 0.95

Multiplication rule - Total probability theorem
Theorem – Multiplication rule
(i) P(A ∩ B) = P(A|B)P(B) = P(B|A)P(A)

(ii) P(A ∩ B ∩ C ) = P(A)P(B|A)P(C |AB)
(iii) Let A1 , A2 , . . . , An be events with P(A1 ∩A2 ∩. . .∩An ) ̸= 0. Then
P(A1 ∩ A2 ∩ . . . ∩ An ) = P(An |An−1 . . . A1 ) × . . . × P(A2 |A1 )P(A1 )
Theorem – Total probability theorem
Let A1 , A2 , . . . , An be disjoint events that form a partition of sample

space and assume that P(Ai ) > 0, for all i = 1, . . . , n. Then, for any
event B, we have
P(B) = P(B|A1 )P(A1 ) + . . . + P(B|An )P(An )

Total probability theorem - Exercise
60. 75% of the light aircraft that disappear while in flight in a certain country are
subsequently discovered. Of the aircraft that are discovered, 60% have an emer-
gency locator, whereas 85% of the aircraft not discovered do not have such a
locator. Suppose a light aircraft has disappeared.
a. If it has an emergency locator, what is the probability that it will not be discov-
ered?
b. If it does not have an emergency locator, what is the probability that it will be
discovered?

Bayes’ rule
Theorem – Bayes’ rule
Let A1 , A2 , . . . , An be disjoint events that form a partition of sample

space and assume that P(Ai ) > 0, for all i = 1, . . . , n. Then, for any
event B such that P(B) > 0, we have
P(Ai ∩ B) P(B|Ai )P(Ai ) P(B|Ai )P(Ai )
P(Ai |B) = = = Pn
P(B) P(B) i=1 P(B|Ai )P(Ai )
59. At a certain gas station, 55% of the customers use regular gas (A1), 30% use
plus gas (A2), and 15% use premium (A3). Of those customers using regular gas,
only 70% fill their tanks (event B). Of those customers using plus, 60% fill their
tanks, whereas of those using premium, 50% fill their tanks.
a. What is the probability that the next customer will request plus gas and fill the
tank?
b. What is the probability that the next customer will fill the tank?
c. If the next customer fills the tank, what is the probability that regular gas is
requested? Plus? Premium?
Bayes’ rule - Exercise

Homework
103. A certain company sends 35% of its overnight mail parcels via express
mail service E1 , 50% of the overnight parcels are sent via express mail service
E2 and the remaining 15% are sent via E3 . Of these parcels sent via E1 , 1%
arrive after the guaranteed delivery time (denote the event “late delivery”
by L). Of those sent via E2 , only 4% arrive late, whereas 4% of the parcels
handled by E3 arrive late.
a. What is the probability that a randomly selected parcel arrived late?
b. If a randomly selected parcel has arrived on time, what is the probability
that it was not sent via E2 ?

Independence of two events
Two events A, B are said to be independent if the chance of one occuring

is not altered by the other’s occurence; that is, P(A|B) = P(A). The mul-
tiplication rule implies that
P(A ∩ B) = P(A|B)P(B) = P(A)P(B)
and, by symmetry, P(B|A) = P(B).
Definition
Two events A, B are independent if
P(A ∩ B) = P(A)P(B)

Example (a)
Roll two fair dice.

A = { 1st roll is a 1 }
B = { sum of two roll is a 7 }
A ∩ B = { the result of the two rolls (1,6) }
P(A) =? P(B) =? P(A ∩ B) =?
Example (a)
Roll two fair dice.

A = { 1st roll is a 1 }
B = { sum of two roll is a 7 }
P(A) =? P(B) =? P(A ∩ B) =?
6 6
P(A) = and P(B) =
36 36
1
P(A ∩ B) =
36
Hence, P(A ∩ B) = P(A)P(B), and the independence of A and B is
verified.

Example (b)
Roll two fair dice.

A = { maximum of the two rolls is 2 }
B = { minimum of the two rolls is 2 }
P(A) =? P(B) =? P(A ∩ B) =?
Example (b)
Roll two fair dice.

A = { maximum of the two rolls is 2 }
B = { minimum of the two rolls is 2 }
P(A) =? P(B) =? P(A ∩ B) =?
3 9
P(A) = and P(B) =
36 36
1
P(A ∩ B) =
36
Hence, P(A ∩ B) ̸= P(A)P(B), and A and B is not independent.

Independence of several events
Definition
There events A1 , A2 , A3 are independent if and only if
(i) P(A1 ∩ A2 ) = P(A1 )P(A2 )
(ii) P(A1 ∩ A3 ) = P(A1 )P(A3 )
(iii) P(A2 ∩ A3 ) = P(A2 )P(A3 )
(iv) P(A1 ∩ A2 ∩ A3 ) = P(A1 )P(A2 )P(A3 )
82. Consider independently rolling two fair dice, one red and the other green.
Let A be the event that the red die shows 2 dots, B be the event that the
green die shows 5 dots, and C be the event that the total number of dots
showing on the two dice is 7.
a. Are these events pairwise independent (i.e., are A and B independent
events, are A and C independent, and are B and C independent)?
b. Are the three events mutually independent?

Remark
1. Pairwise independent does not imply independence.
2. The equality P(A1 ∩ A2 ∩ A3 ) = P(A1 )P(A2 )P(A3 ) is not
enough for independence.
Definition
The events A1 , A2 , . . . , An are independent if and only if
Y
P(∩i∈I Ai ) = P(Ai ), for every subsets I of {1, 2, . . . , n}.
i∈I

Homework
84. 80% percent of all vehicles examined at a certain emissions inspection station
pass the inspection. Assuming that successive vehicles pass or fail independently of
one another, calculate the following probabilities:
a. P(all of the next three vehicles inspected pass)
b. P(at least one of the next three inspected fails)
c. P(exactly one of the next three inspected passes)
d. P(at most one of the next three vehicles inspected passes)
e. Given that at least one of the next three vehicles passes inspection, what is the
probability that all three pass (a conditional probability)?
87. Consider randomly selecting a single individual and having that person test
drive 3 different vehicles. Define events A1 , A2 , and A3 by
A1 = likes vehicle #1; A2 = likes vehicle #2; A3 = likes vehicle #3. Suppose that
P(A1 ) = 0.55, P(A2 ) = 0.65, P(A3 ) = 0.70, P(A1 ∪ A2 ) = 0.80,
P(A2 ∩ A3 ) = 0.40, and P(A1 ∪ A2 ∪ A3 ) = 0.88.
a. Are A2 and A3 independent events? Answer in two different ways.
b. If you learn that the individual did not like vehicle #1, what now is the probability
that he/she liked at least one of the other two vehicles?

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Nguyễn Ngọc Tứ

Nguyễn Ngọc Tứ Lecture 2 2023-2024 1 / 17

Nguyễn Ngọc Tứ Lecture 2 2023-2024 2 / 17

Example. Rolling two dice.

Nguyễn Ngọc Tứ Lecture 2 2023-2024 3 / 17

Example. Rolling two dice.

Nguyễn Ngọc Tứ Lecture 2 2023-2024 5 / 17

Nguyễn Ngọc Tứ Lecture 2 2023-2024 6 / 17

Nguyễn Ngọc Tứ Lecture 2 2023-2024 6 / 17

Theorem – Multiplication rule

(i) P(A ∩ B) = P(A|B)P(B) = P(B|A)P(A)

Theorem – Total probability theorem

Let A1 , A2 , . . . , An be disjoint events that form a partition of sample

P(B) = P(B|A1 )P(A1 ) + . . . + P(B|An )P(An )

Nguyễn Ngọc Tứ Lecture 2 2023-2024 7 / 17

Nguyễn Ngọc Tứ Lecture 2 2023-2024 8 / 17

Theorem – Bayes’ rule

Let A1 , A2 , . . . , An be disjoint events that form a partition of sample

Nguyễn Ngọc Tứ Lecture 2 2023-2024 10 / 17

Nguyễn Ngọc Tứ Lecture 2 2023-2024 11 / 17

Two events A, B are said to be independent if the chance of one occuring

P(A ∩ B) = P(A|B)P(B) = P(A)P(B)

and, by symmetry, P(B|A) = P(B).

Nguyễn Ngọc Tứ Lecture 2 2023-2024 12 / 17

Roll two fair dice.

Roll two fair dice.

Nguyễn Ngọc Tứ Lecture 2 2023-2024 13 / 17

Roll two fair dice.

Roll two fair dice.

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Nguyễn Ngọc Tứ Lecture 2 2023-2024 16 / 17

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