Conditional probability

Renu Rameshan

Indian Institute of Technology Mandi

February 27 2019

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Introduction
Consider the following cases
(1) A 6 sided fair die is tossed. Consider the events A = {2, 4, 6} and
B = {2}.
a. P (B) = 1/6.
b. Suppose you know that event A has occurred. Will this additional
information change the probability of event B?
1
P (B|A) = .
3

(2) In this terrain what do you think will happen to the probability of
landslide provided there is heavy rain?

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Introduction
Consider the following cases
(1) A 6 sided fair die is tossed. Consider the events A = {2, 4, 6} and
B = {2}.
a. P (B) = 1/6.
b. Suppose you know that event A has occurred. Will this additional
information change the probability of event B?
1
P (B|A) = .
3

(2) In this terrain what do you think will happen to the probability of
landslide provided there is heavy rain?

RMR (IIT Mandi) Conditional probability February 27 2019 2 / 11

Introduction
Consider the following cases
(1) A 6 sided fair die is tossed. Consider the events A = {2, 4, 6} and
B = {2}.
a. P (B) = 1/6.
b. Suppose you know that event A has occurred. Will this additional
information change the probability of event B?
1
P (B|A) = .
3

(2) In this terrain what do you think will happen to the probability of
landslide provided there is heavy rain?

RMR (IIT Mandi) Conditional probability February 27 2019 2 / 11

Introduction

(3) Say in Mumbai there are two cab operators (Blue and Yellow). A cab was
involved in a hit-and-run case at night. You are given the following data:
a. 85% of the cabs are Blue and 15% are Yellow.
b. A witness says that the car was Yellow. It is known that the witness
correctly identified each one of the color 80% of the time and failed
20% of the time.
What is the probability that the car was actually yellow? (Adapted from
Thinking fast and slow)

In all these problems we are essentially looking at the prob-

ability of an event given the information that another event
has occurred.

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Conditional probability

Let A and B be two events with P (B) > 0. The probability of A,

given that B has already occurred is

P (AB)
P (A|B) = .
P (B)

You can think this way - once B has happened, then B becomes your
new sample space and you are looking at probability of A w.r.t. this
sample space!

Prior probability P (A)

Posterior probability P (A|B), the probability of A posterior to

occurrence of B.

Note that P (A|B) can be equal to, less than or greater than P (A).

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Frequentist view

• This is a limited perspective of conditional probability applicable

only when you are thinking in terms of naive probability. Still it
is useful.

n
• P (A) = A , where nA is number of outcomes favourable to A and n
n
is the total number of outcomes.

nB nAB
• Similarly P (B) = and P (AB) = .
n n

• Note that nAB is the number of outcomes favourable to A and B or

the cardinality of A ∩ B.

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Frequentist view continued
• Once it is known that B has occurred, probability of A becomes
nAB
P (A|B) = .
nB
As mentioned earlier the sample space is B now, hence n gets
replaced with nB .

Warning - this interpretation is applicable only to equally

likely outcomes!

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Problems

(1) When is P (A|B) = 1, P (A|B) = 0?

(2) A 6 sided fair die is thrown. Let A be the event that outcome is even.
Define event B such that
a. 0 < P (A|B) < P (A)

b. 1 > P (A|B) > P (A)

c. P (A|B) = P (A).

d. P (A|B) = 1

e. P (A|B) = 0

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Total probability and Bayes’ rule
Let A1 , A2 , · · · , An be pairwise disjoint (Ai ∩ Aj = ∅, i 6= j) events
such that A1 ∪ A2 ∪ · · · ∪ An = S.

Such a collection of events is referred to as a partition of the sample

space.

Assume that P (Ai ) > 0 for all 1 ≤ i ≤ n.

Let B be another event.

Total probability rule:

P (B) = P (A1 )P (B|A1 ) + P (A2 )P (B|A2 ) + · · · + P (An )P (B|An ).

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Bayes’ rule
If P (B) > 0, then for each k = 1, 2, · · · , n,

P (Ak )P (B|Ak )
P (Ak |B) = .
P (A1 )P (B|A1 ) + P (A2 )P (B|A2 ) + · · · + P (An )P (B|An )

A1

A3

A2 A5

A4

Figure: Sample space partitioned by 5 events A1 , · · · , A5

B = (A1 ∩ B) ∪ (A2 ∩ B) ∪ · · · ∪ (An ∩ B).

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Problems
P1 Mumbai car problem.

P2 A family has two children. Assume that a child can be boy or girl
with probability 0.5.
(1) Given that at least one child is a boy what is the probability that both
are boys?

(2) Given that the younger child is a boy what is the probability that both
are boys?
For both the questions (P2 1, P2 2) write down the corresponding
events and use conditional probability.

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Problems
P3 I have two coins one biased with tail on both sides, the other having
p(H) = 0.2 and p(T ) = 0.8.
(1) I pick a coin toss it and tell you that a tail occurred. What is the
probability that the first coin was selected?

(2) How does the probability change if

a. second coin is fair
b. p(H) = 0.9, p(T ) = 0.1 for the second coin?

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