Part II: Conditional Probability and Independence: Dr. Cao Van Kien

Conditional Probability Multiplication and Total Probability Rules Bayes' Theorem Independence
Chapter 1
Part II: Conditional Probability and Independence
Dr. Cao Van Kien
vankien.tt@gmail.com
January 6, 2021
Dr. Cao Van Kien Chapter 1: Conditional Probability and Independence January 6, 2021 1 / 17
Outline
1 Conditional Probability
2 Multiplication and Total Probability Rules
3 Bayes' Theorem
4 Independence
Consider the following problem.
Example (Toss two fair dice). The sample space is
S = {(i, j)|1 ≤ i, j ≤ 6} =⇒ |S| = 36.
Let
B = {Sum equals 10}
= {(4, 6), (5, 5), (6, 4)} =⇒ |B| = 3.
Find P (B).
Answer.
|B| 3 1
P (B) = = = .
|S| 36 12
Consider the following problem.
Example (Toss two fair dice). The sample space is
S = {(i, j)|1 ≤ i, j ≤ 6} =⇒ |S| = 36.
Let
B = {Sum equals 10}
= {(4, 6), (5, 5), (6, 4)} =⇒ |B| = 3.
Find P (B).
Answer.
|B| 3 1
P (B) = = = .
|S| 36 12
Example (Continuation of the previous question). What if we are given that the
two numbers are identical (event A)?
Conditional Probability (x¡c su§t câ i·u ki»n)
A conditional probability is the probability that an event will occur, when another
event is known to occur or to have occurred.
Definition
Suppose A, B ⊆ S and P (A) > 0. The conditional probability of B given A
(which has occurred) is defined as
P (A ∩ B)
P (B|A) =
P (A)
Conditional Probability
Example: Consider the previous question again where the experiment was tossing
two fair dice and we let A = {Two identical numbers} and B = {Sum = 10}. We
already know that P (B|A) = 61 . Find also P (A|B). Are they equal to each other?
Multiplication Rule (quy tc nh¥n)
Rewriting the equation in the definition of conditional probability leads to a rule for
computing the probability of several events occurring together.
Theorem
For any two events A, B ⊆ S with P (A) > 0,
P (A ∩ B) = P (B|A) · P (A) = P (A|B) · P (B)
Example: Toss two fair dice. Find the probability that both dice will have 6-dot
face.
Answer. Let A be the event that both dice will have 6-dot face.
Let Ai be the event of the ith dice with 6 dots (i = 1, 2).
One has: A = A1 ∩ A2 . Furthermore, A1 and A2 are independent, so
1 1 1
P (A) = P (A1 ∩ A2 ) = P (A1 |A2 )P (A2 ) = P (A1 )P (A2 ) = × = .
6 6 36
Theorem
P (A ∩ B) = P (B|A) · P (A) = P (A|B) · P (B)
face.
1 1 1
P (A) = P (A1 ∩ A2 ) = P (A1 |A2 )P (A2 ) = P (A1 )P (A2 ) = × = .
6 6 36
Theorem
P (A ∩ B) = P (B|A) · P (A) = P (A|B) · P (B)
face.
1 1 1
P (A) = P (A1 ∩ A2 ) = P (A1 |A2 )P (A2 ) = P (A1 )P (A2 ) = × = .
6 6 36
Partition of a sample space (ph¥n ho¤ch cõa mæt khæng gian m¨u)
Definition
A finite or infinite sequence of nonempty events {Ei } are said to form a partition
(ph¥n ho¤ch) of the sample space S if they are
• both mutually exclusive (xung khc):
Ei ∩ Ej = ∅ for all i 6= j,
• and exhaustive (¦y õ):

[
Ei = S.
Partition of a sample space
Example: (Toss a die once). The sample space is S = {1, 2, 3, 4, 5, 6}.
Which of the following are partitions of the sample space?
• E1 = {1} , . . . , E6 = {6}
• A = {1, 3, 5} , Ac = {2, 4, 6}
• A = {1, 2, 3} , B = {4, 5} , C = {6}
• A = {1, 3, 5} , B = {2, 4}
• A = {1, 3, 5} , B = {2, 4} , C = {5, 6}
Total probability Rule (quy tc têng x¡c su§t)
Theorem
Assume a partition of a sample space S = E1 ∪ E2 ∪ . . .. For any event A ⊆ S ,
we have X X
P (A) = P (A ∩ Ei ) = P (A|Ei )P (Ei ).
i i
Total probability Rule

Example: A manufacturer has two production lines I and II, line I produces 60% of the
manufacturer's product, line II produces 40% of the manufacturer's product. Know that
the rate of the failure product in line I is 1.5% and the rate of the failure product in line II
is 2%. The manufacturer's products after production are mixed together. Randomly select
a product from the manufacturer, and find the probability of getting a qualifying product.
Answer. Call
• E1 = (get the product produced by line I)
• E2 = (get the product produced by line II)
• A = (get the qualifying product from the manufacturer)
=⇒ Ac = (get the failure product from the manufacturer)
According to the assumption:

P (E1 ) = 0.6 P (E2 ) = 0.4
P (Ac |E1 ) = 0.015; P (Ac |E2 ) = 0.02
⇒ P (A|E1 ) = 0.985; P (A|E2 ) = 0.98
Applying the law of total probability, we have
P (A) = P (A|E1 )P (E1 ) + P (A|E2 )P (E2 ) = 0.985 · 0.6 + 0.98 · 0.4 = 0.983

Answer. Call

P (E1 ) = 0.6 P (E2 ) = 0.4
P (Ac |E1 ) = 0.015; P (Ac |E2 ) = 0.02
⇒ P (A|E1 ) = 0.985; P (A|E2 ) = 0.98
P (A) = P (A|E1 )P (E1 ) + P (A|E2 )P (E2 ) = 0.985 · 0.6 + 0.98 · 0.4 = 0.983

Answer. Call

P (E1 ) = 0.6 P (E2 ) = 0.4
P (Ac |E1 ) = 0.015; P (Ac |E2 ) = 0.02
⇒ P (A|E1 ) = 0.985; P (A|E2 ) = 0.98
P (A) = P (A|E1 )P (E1 ) + P (A|E2 )P (E2 ) = 0.985 · 0.6 + 0.98 · 0.4 = 0.983
Bayes' theorem (ành lþ Bayes)
... is a formula for computing the posterior probabilities" P (Ei |A).
Theorem
Suppose that the events E1 , E2 , . . . form a partition of S . Let A ⊆ S be any event
with P (A) > 0. Then, for any i,
P (A ∩ Ei ) P (A|Ei )P (Ei )
P (Ei |A) = =P
P (A) j P (A|Ej )P (Ej )
Example: A manufacturer has two production lines I and II, line I produces 60%
of the manufacturer's product, line II produces 40% of the manufacturer's product.
Know that the rate of the failure product in line I is 1.5% and the rate of the failure
product in line II is 2%. The manufacturer's products after production are mixed
together. Taking a product from the manufacturer at random, it is found that the
product is "a qualifying product", calculate the probability that that product is
produced by line I.
Answer.
P (A|E1 )P (E1 ) 0.985 · 0.6
P (E1 |A) = = = 0.601.
P (A) 0.983
Independence (ëc lªp)
Two events are independent if the knowledge of one event occurring does not
change the probability of the other occurring.
Definition
Two events A, B ⊆ S with P (A) > 0 are said to be independent if any one of the
following equivalent statements is true:
1 P (A|B) = P (A)
2 P (B|A) = P (B)
3 P (A ∩ B) = P (A)P (B).
Independence
Example: A card is selected at random from an ordinary deck of 52. Let A denote
the event that the selected card is an ace (qu¥n ¡t), and B a spade (con b½ch). Are
A, B independent?
Independence
Example: A day's production of 850 manufactured parts contains 50 parts that do

not meet customer requirements. Two parts are selected at random, without re-
placement, from the batch. Let A denoted the event that the first part is defective,
and B denote the event that the second part is defective. Are these two events not
independent of each other?
Answer.
49
First, we have P (B|A) = 849 . Now, what is P (B)?
P (B) = P (B|A)P (A) + P (B|A)P (A)

= (49/849)(50/850) + (50/849)(800/850)
= 50/850
Because P (B|A) does not equal P (B), the two events are not independent.
Independence
Example: A day's production of 850 manufactured parts contains 50 parts that do

not meet customer requirements. Two parts are selected at random, without re-
placement, from the batch. Let A denoted the event that the first part is defective,
and B denote the event that the second part is defective. Are these two events not
independent of each other?
Answer.
49
First, we have P (B|A) = 849 . Now, what is P (B)?
P (B) = P (B|A)P (A) + P (B|A)P (A)

= (49/849)(50/850) + (50/849)(800/850)
= 50/850
Because P (B|A) does not equal P (B), the two events are not independent.
Thank you very much for your attention!

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Conditional Probability Multiplication and Total Probability Rules Bayes' Theorem Independence

Dr. Cao Van Kien

2 Multiplication and Total Probability Rules

Consider the following problem.

Example (Toss two fair dice). The sample space is

S = {(i, j)|1 ≤ i, j ≤ 6} =⇒ |S| = 36.

B = {Sum equals 10}

= {(4, 6), (5, 5), (6, 4)} =⇒ |B| = 3.

Consider the following problem.

Example (Toss two fair dice). The sample space is

S = {(i, j)|1 ≤ i, j ≤ 6} =⇒ |S| = 36.

B = {Sum equals 10}

= {(4, 6), (5, 5), (6, 4)} =⇒ |B| = 3.

Conditional Probability (x¡c su§t câ i·u ki»n)

Multiplication Rule (quy t­c nh¥n)

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

Let Ai be the event of the ith dice with 6 dots (i = 1, 2).

One has: A = A1 ∩ A2 . Furthermore, A1 and A2 are independent, so

Multiplication Rule (quy t­c nh¥n)

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

Let Ai be the event of the ith dice with 6 dots (i = 1, 2).

One has: A = A1 ∩ A2 . Furthermore, A1 and A2 are independent, so

Multiplication Rule (quy t­c nh¥n)

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

Let Ai be the event of the ith dice with 6 dots (i = 1, 2).

One has: A = A1 ∩ A2 . Furthermore, A1 and A2 are independent, so

• and exhaustive (¦y õ):

Partition of a sample space

Example: (Toss a die once). The sample space is S = {1, 2, 3, 4, 5, 6}.

Which of the following are partitions of the sample space?

Total probability Rule (quy t­c têng x¡c su§t)

Total probability Rule

According to the assumption:

Total probability Rule

According to the assumption:

Total probability Rule

According to the assumption:

Bayes' theorem (ành lþ Bayes)

... is a formula for computing the posterior probabilities" P (Ei |A).

Independence (ëc lªp)

Example: A day's production of 850 manufactured parts contains 50 parts that do

P (B) = P (B|A)P (A) + P (B|A)P (A)

Example: A day's production of 850 manufactured parts contains 50 parts that do

P (B) = P (B|A)P (A) + P (B|A)P (A)

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Conditional Probability (x¡c su§t câ i·u ki»n)

Multiplication Rule (quy tc nh¥n)

Multiplication Rule (quy tc nh¥n)

Multiplication Rule (quy tc nh¥n)

• and exhaustive (¦y õ):

Total probability Rule (quy tc têng x¡c su§t)

Bayes' theorem (ành lþ Bayes)

... is a formula for computing the posterior probabilities" P (Ei |A).

Independence (ëc lªp)