CONDITIONAL PROBABILITY

INTRODUCTION
Conditional probability is known as the
possibility of an event or outcome
happening, based on the existence of a
previous event or outcome. It is
calculated by multiplying the probability
of the preceding event by the renewed
probability of the succeeding, or
conditional, event.
Here the concept of the independent
event and dependent event occurs.
Imagine a student who takes leave from
school twice a week, excluding Sunday. If
it is known that he will be absent from
school on Tuesday then what are the
chances that he will also take a leave on
Saturday in the same week? It is
observed that in problems where the
occurrence of one event affects the
happening of the following event, these
cases of probability are known as
conditional probability.
.
DEFINITION
The probability of occurrence of any
event A when another event B in relation
to A has already occurred is known as
conditional probability. It is depicted by
P(A|B).

As depicted by above diagram, sample

space is given by S and there are two
events A and B. In a situation where event
B has already occurred, then our sample
space S naturally gets reduced to B
because now the chances of occurrence of
an event will lie inside B.
As we have to figure out the chances of
occurrence of event A, only portion common
to both A and B is enough to represent the
probability of occurrence of A, when B has
already occurred. Common portion of the
events is depicted by the intersection of
both the events A and B i.e. A ∩ B

This explains the concept of conditional

probability problems i.e. occurrence of any
event when another event in relation to has
already occurred.

CONDITIONAL PROBABILITY FORMULA

Mathematically this can be represented as,

P(A|B) = N(A∩B)/N(B)

Where P(A|B) represents the probability of

occurrence of A given B has occurred.
N(A ∩ B) is the number of elements
common to both A and B.
N(B) is the number of elements in B and it
cannot be equal to zero.
Let N represent the total number of
elements in the sample space.

⇒ P(A|B)
= N(A∩B)
N
N(B)
N

Since N(A ∩ B)/N and N(B)/N denotes the

ratio of the number of favourable outcomes
to the total number of outcomes, therefore,
it indicates the probability.
Therefore, N(A ∩ B)/N can be written as P(A
∩ B) and N(B)/N as P(B)
⇒ P(A|B) = P(A ∩ B)/P(B)
Therefore, P(A ∩ B) = P(B) P(A|B) if P(B) ≠ 0
= P(A) P(B|A) if P(A) ≠ 0
Similarly, the probability of occurrence of
B when A has already occurred is given by,

P(B|A) = P(B ∩ A)/P(A)

CONDITIONAL PROBABILITY PROPERTIES
Property 1:
Let E and F be events of a sample space S
of an experiment, then we have
P(S|F) = P(F|F) = 1

Property 2:
If A and B are any two events of a sample
space S and F is an event of S such that
P(F) ≠ 0, then

P((A ∪ B)|F) = P(A|F) + P(B|F) – P((A ∩ B)|F)

Property 3:
P(A′|B) = 1 − P(A|B)

CONDITIONAL PROBABILITY EXAMPLES

Example 1: Two dies are thrown
simultaneously and the sum of the numbers
obtained is found to be 7. What is the
probability that the number 3 has appeared
at least once?
Solution: The sample space S would
consist of all the numbers possible by the
combination of two dies. Therefore S
consists of 6 × 6, i.e. 36 events.
Event A indicates the combination in which
3 has appeared at least once.
Event B indicates the combination of the
numbers which sum up to 7.
A = {(3, 1), (3, 2), (3, 3)(3, 4)(3, 5)(3, 6)(1, 3)(2,
3)(4, 3)(5, 3)(6, 3)}
B = {(1, 6)(2, 5)(3, 4)(4, 3)(5, 2)(6, 1)}
P(A) = 11/36
P(B) = 6/36
A∩B=2
P(A ∩ B) = 2/36
Applying the conditional probability
formula we get,
P(A|B) = P(A∩B)/P(B) = (2/36)/(6/36) = ⅓
Example 2: In a group of 100 computer
buyers, 40 bought CPU, 30 purchased
monitor, and 20 purchased CPU and
monitors. If a computer buyer chose at
random and bought a CPU, what is the
probability they also bought a Monitor?
Solution: As per the first event, 40 out of
100 bought CPU,
So, P(A) = 40% or 0.4
Now, according to the question, 20 buyers
purchased both CPU and monitors. So, this
is the intersection of the happening of two
events. Hence,
P(A∩B) = 20% or 0.2
By the formula of conditional probability
we know;
P(B|A) = P(A∩B)/P(B)
P(B|A) = 0.2/0.4 = 2/4 = ½ = 0.5
The probability that a buyer bought a
monitor, given that they purchased a CPU,
is 50%.
LAW OF TOTAL PROBABILITY
INTRODUCTION

For two events A and B associated with a

sample space S, the sample space can be
divided into a set A ∩ B′, A ∩ B, A′ ∩ B, A′
∩ B′. This set is said to be mutually disjoint
or pairwise disjoint because any pair of sets
in it is disjoint. Elements of this set are
better known as a partition of sample
space.

This can be represented by the Venn

diagram as shown below. In cases where the
probability of occurrence of one event
depends on the occurrence of other events,
we use the law of total probability theorem.
 LAW OF TOTAL PROBABILITY
STATEMENT

Let events C1, C2 . . . Cn form partitions of the

sample space S, where all the events have a
non-zero probability of occurrence. For any
event, A associated with S, according to the
total probability theorem,
 TOTAL PROBABILITY THEOREM
PROOF

From the prior-mentioned figure, {C1, C2, . . . .

, Cn} is the partitions of the sample space S
such that, Ci ∩ Ck = φ, where i ≠ k and i, k = 1,
2,…,n also all the events C1, C2 . . . . Cn have
non zero probability. Sample space S can be
given as,

S = C1 ∪ C2 ∪ . . . . . ∪ Cn
For any event A,
A=A∩S
= A ∩ (C1 ∪ C2∪ . . . . ∪ Cn)
= (A ∩ C1) ∪ (A ∩ C2) ∪ … ∪ (A ∩ Cn)
. . . (1)
We know that A ∩ Ci and A ∩ Ck are the
subsets of Ci and Ck. Here, Ci and Ck are
disjoint for i ≠ k. since they are mutually
independent events which implies that A ∩
Ci and A ∩ Ck are also disjoint for all i ≠ k.
Thus,
P(A) = P [(A ∩ C1) ∪ (A ∩ C2) ∪ ….. ∪
(A ∩ Cn)]
= P (A ∩ C1) + P (A ∩ C2) + … + P (A ∩ Cn)
. . . (2)
We know that,

P(A ∩ Ci) = P(Ci) P(A|Ci)(By multiplication

rule of probability) . . . (3)

Using (2) and (3), (1) can be rewritten as,

P(A) = P(C1)P(A| C1) + P(C2)P(A|C2) +

P(C3)P(A| C3) + . . . . . + P(Cn)P(A| Cn)

Hence, the theorem can be stated in form

of equation as,
 TOTAL PROBABILITY THEOREM
EXAMPLE

Example 1:
A person has undertaken a mining job. The
probabilities of completion of the job on
time with and without rain are 0.42 and
0.90 respectively. If the probability that it
will rain is 0.45, then determine the
probability that the mining job will be
completed on time.

Solution:
Let A be the event that the mining job will
be completed on time and B be the event
that it rains. We have,
P(B) = 0.45,
P(no rain) = P(B′) = 1 − P(B) = 1 − 0.45 = 0.55
By multiplication law of probability,
P(A|B) = 0.42
P(A|B′) = 0.90
Since, events B and B′ form partitions of the
sample space S,
by total probability theorem, we have
P(A) = P(B) P(A|B) + P(B′) P(A|B′)
=0.45 × 0.42 + 0.55 × 0.9
= 0.189 + 0.495 = 0.684
So, the probability that the job will be
completed on time is 0.684.

Example 2:
Using the concept from the theorem of
total probability, find the probability of
finding a raw mango from two baskets, if
the probability of picking a raw mango
from one basket is 1/8 and the probability
of finding a raw mango from the second
basket is 1/10.

Solution:
The probability of picking a raw mango
from the first basket is P(B1) = 1/8
The probability of picking a raw mango
from the second basket is P(B2) = 1/10
The probability of taking the first basket
is P(I) = 1/2
The probability of taking the second basket
is P(II) = 1/2
Let us now use the concept from the
theorem of total probability to find the
probability of picking a raw mango from
the two baskets.
P(Raw Mango) = P(I).P(B1) + P(II).P(B2)
= 1/2.1/8 + 1/2.1/10
= 1/16 + 1/20
= (5 × 1)/(5 × 16) + (4 × 1)/(4 × 20)
= 5/80 + 4/80
= (5 + 4)/80
= 9/80
Therefore, the probability of finding the
raw mango is 9/80.
 BAYES’ THEOREM
INTRODUCTION

Bayes’ theorem describes the probability

of occurrence of an event related to any
condition. It is also considered for the case
of conditional probability. Bayes theorem
is also known as the formula for the
probability of “causes”. For example: if we
have to calculate the probability of taking a
blue ball from the second bag out of three
different bags of balls, where each bag
contains three different colour balls viz.
red, blue, black. In this case, the
probability of occurrence of an event is
calculated depending on other conditions
is known as conditional probability. In this
article, let us discuss the statement and
proof for Bayes theorem, its derivation,
formula, and many solved examples.
 BAYES’ THEOREM STATEMENT

Let E1, E2,…, En be a set of events associated

with a sample space S, where all the events
E1, E2,…, En have nonzero probability of
occurrence and they form a partition of S. Let
A be any event associated with S, then
according to Bayes theorem,

for any k = 1, 2, 3, …., n

BAYES’ THEOREM PROOF

According to the conditional probability

formula,

Using the multiplication rule of probability,

Using total probability theorem,

Putting the values from equations (2) and (3)
in equation 1, we get

Note:
The following terminologies are also
used when the Bayes theorem is applied:
Hypotheses: The events E1, E2,… En is called
the hypotheses
Priori Probability: The probability P(Ei) is
considered as the priori probability of
hypothesis Ei
Posteriori Probability: The probability P(Ei|A)
is considered as the posteriori probability of
hypothesis Ei
Bayes’ theorem is also called the formula for
the probability of “causes”. Since the Ei‘s are
a partition of the sample space S, one and
only one of the events Ei occurs (i.e. one of
the events Ei must occur and the only one
can occur). Hence, the above formula gives
us the probability of a particular Ei (i.e. a
“Cause”), given that the event A has
occurred.

BAYES’ THEOREM FORMULA

If A and B are two events, then the formula

for the Bayes theorem is given by:

Where P(A|B) is the probability of condition

when event A is occurring while event B has
already occurred.

BAYES’ THEOREM DERIVATION

Bayes Theorem can be derived for events
and random variables separately using the
definition of conditional probability and
density.
From the definition of conditional
probability, Bayes theorem can be derived
for events as given below:

P(A|B) = P(A ⋂ B)/ P(B), where P(B) ≠ 0

P(B|A) = P(B ⋂ A)/ P(A), where P(A) ≠ 0

Here, the joint probability P(A ⋂ B) of both

events A and B being true such that,

P(B ⋂ A) = P(A ⋂ B)

P(A ⋂ B) = P(A | B) P(B) = P(B | A) P(A)

P(A|B) = [P(B|A) P(A)]/ P(B), where P(B) ≠ 0

Similarly, from the definition of conditional

density, Bayes theorem can be derived for
two continuous random variables namely X
and Y as given below:
Therefore,

BAYES’ THEOREM EXAMPLES

Example 1:
A bag I contains 4 white and 6 black balls
while another Bag II contains 4 white and 3
black balls. One ball is drawn at random
from one of the bags, and it is found to be
black. Find the probability that it was drawn
from Bag I.
Solution:
Let E1 be the event of choosing bag I, E2 the
event of choosing bag II, and A be the event
of drawing a black ball.
Then,

Also, P(A|E1) = P(drawing a black ball from

Bag I) = 6/10 = 3/5
P(A|E2) = P(drawing a black ball from Bag II)
= 3/7
By using Bayes’ theorem, the probability of
drawing a black ball from bag I out of two
bags,

Example 2:
A man is known to speak the truth 2 out of 3
times. He throws a die and reports that the
number obtained is a four. Find the
probability that the number obtained is
actually a four.
Solution:
Let A be the event that the man reports that
number four is obtained.
Let E1 be the event that four is obtained and
E2 be its complementary event.
Then, P(E1) = Probability that four occurs =
1/6.
P(E2) = Probability that four does not occur
= 1- P(E1) = 1 – (1/6) = 5/6.
Also, P(A|E1)= Probability that man reports
four and it is actually a four = 2/3
P(A|E2) = Probability that man reports four
and it is not a four = 1/3.
By using Bayes’ theorem, probability that
number obtained is actually a four, P(E1|A)
 AREA UNDER THE CURVE
INTRODUCTION
It is one of the major applications of
integration.
The area under a curve between two points
is found out by doing a definite integral
between the two points. To find the area
under the curve y = f(x) between x = a & x = b,
integrate y = f(x) between the limits of a and
b. This area can be calculated using
integration with given limits.

FORMULA TO CALCULATE THE

AREA UNDER A CURVE
The formula for Area under the Curve
 AREA BOUNDED BY A PARABOLA
AND AN OBLIQUE LINE
The following topic can be better understood
with the help of the example given below:

Example:
Find the area A between the curves

Solution:

Introduction
To find the area between two curves you
should first find out where the curves meet,
which determines the endpoints of
integration.You can then divide the area into
vertical or horizontal strips and integrate.

Sketch the area and find points of

intersection
We sketch the area to be calculated by
sketching the two curves and finding their
points of intersection M and N.
To find M and N, we solve:
Method of vertical strips:
We divide the area A into thin vertical strips
of width dx, height (3 + x) - (1 + x2) and
integrate from x = -1 to x = 2.
The area dA of a vertical strip is:
Method of horizontal strips:

We divide the area A into thin horizontal

strips of height dy and consider two cases
to calculate their width.
Area A1: 1 < y < 2
The area dA of a horizontal strip is:
Area A2: 2 < y < 5
The area dA of a horizontal strip is: