Conditional

Probability and
Independence
 Conditional Probability and Independence

- Sometimes the occurrence of one event alters the probability of

occurrence of another event. Such events are called dependent
events.
- Thus, it is necessary to discuss the occurrence of one event under
the condition that another event has already occurred. The
conditional event A given B is a set of outcomes for event A that
occurs provided B has occurred. The conditional event is
indicated by ( A | B ) and read as “event A given B.”
 Conditional Probability and Independence

EXAMPLE 4.22:

- Table 4.4 gives the seasonally unadjusted labor force in the U.S.
(4th quarter of 2002) 25 years or older in age, as reported by
the U.S. Bureau of Labor Statistics (figures in thousands). The
total workforce is 123,052.
Conditional Probability and Independence
 Conditional Probability and Independence

EXAMPLE 4.22:.

- From the total workforce, the “employment rate,” that is, the
percent of employed workers, is 95%. But the overall
employment rate does not tell us anything about the association
between the education level and employment. To investigate this
association, we calculate employment rates for each category
separately.
 Conditional Probability and Independence

EXAMPLE 4.22:.

- Narrowing the focus to a single row (like “education level”) is

often referred to as conditioning on a row factor. The conditional
relative frequencies are given in Table 4.5. Now it is apparent
that the employment rate is associated with the education; those
with less education have lower employment rates. In other
words, the likelihood of unemployment is lowered with
increasing education level.
Conditional Probability and Independence
 Conditional Probability and Independence

- If 1,000 people are sampled from the national labor force, the
expected number of unemployed workers is about 5%, that is, 50.
If however, the 1,000 people all have a college education, the
unemployment is expected to drop to 3%, that is, 30 people. On
the other hand, if all 1,000 have only 1–3 years of highschool
education, the unemployment is expected to be as high as 9%,
that is, 90 persons.
 Conditional Probability and Independence
EXAMPLE 4.24:

- Table 4.7 shows percentages of net new workers in the labor

force. How do the relative frequencies for the three
racial/immigrant categories compare between women and men?
Conditional Probability and Independence
 Conditional Probability and Independence

SOLUTION:

- Even though the data are given in terms of percentages rather

than frequencies, the relative frequencies can still be computed.
- Conditioning on women, the total number represents 65% of the
population, whereas the number of whites represents 42% of the
population.
 Conditional Probability and Independence

SOLUTION:

- Therefore, 42/65 represents the proportion of whites among the

women. Proceeding similarly across the other categories
produces two conditional distributions, one for women and one
for men, as shown in Table 4.8.
 Conditional Probability and Independence

SOLUTION:

- Note that there is a fairly strong association between the two

factors of sex and racial/immigration status. Among the new
members of the labor force, women will be mostly white, and
men will have a high proportion of immigrants.
CONDITIONING USING
VENN DIAGRAM
 Conditional Probability and Independence

SAMPLE:

- Conditioning can also be represented in Venn diagrams. Suppose

that out of 100 students completing an introductory statistics
course, 20 were business majors.
- Ten students received A’s in the course, and three of these
students were business majors. These facts are easily displayed
on a Venn diagram as shown in Figure 4.15, where A represents
those student’s receiving A’s and B represents business majors.
Conditional Probability and Independence

FIGURE 4.15:
 Conditional Probability and Independence

- For a randomly selected student from this class, P(A) = 0.1 and
P(B) = 0.2.
- But suppose we know that a randomly selected student is a
business major. Then we might want to know the probability that
the student received an A, given that she is a business major.
Among the 20 business majors, 3 received A’s.
Conditional Probability and Independence

- Thus, P(A given B), written as P( A | B ), is 3 /20 .

- From the Venn diagram, we see that the conditional (or
given) information reduces the effective sample space to
just 20 business majors. Among them, 3 received A’s.
- Note that:
Conditional Probability and Independence
 Conditional Probability and Independence

EXAMPLE 4.25:

- From five motors, of which one is defective, two motors are to be

selected at random for use on a particular day. Find the
probability that the second motor selected is nondefective, given
that the first was nondefective.
 Conditional Probability and Independence

SOLUTION:

- Let Ni denote the ith motor selected that is nondefective. We

want to compute P(N2|N1). From the above definition, we have,

P(N2|N1) = P(N1N2) / P(N1)

- Looking at the 20 possible outcomes given in Figure 4.14, we can

see that event N1 contains 16 of these outcomes and N1N2
contains 12. Thus, because the 20 outcomes are equally likely,
Conditional Probability and Independence

SOLUTION:

P(N2|N1) = P(N1N2) / P(N1) = (12 / 20) / (16 / 20) = 12 / 16 = 0.75

Does this result seem intuitively reasonable?

Conditional Probability and Independence
 Conditional Probability and Independence
Conditional probability

- Plays a key role in many practical applications of probability.

- In these applications, important conditional probabilities are
often drastically affected by seemingly small changes in the basic
information from which probabilities are derived.
Conditional Probability and Independence

- Diagnostic tests, which indicate the presence or absence

of fault/defect, are often used by technicians to detect
defect. Virtually all diagnostic tests, however, have errors
associated with their use.
 Conditional Probability and Independence

- On thinking about the possible errors, it is clear that two

different kinds of errors are possible:
• False positive: The test could show a machine/process/item to have
the fault when it is in fact absent.

• False negative: The test could fail to show that a

machine/process/item has the fault when in fact it is present.
 Conditional Probability and Independence

- Measures of these two types of errors depend on two conditional

probabilities called sensitivity and specificity.
- Table 4.9 will help in defining and interpreting these measures.
The true diagnosis may never be known, but often it can be
determined by more-intensive follow-up tests, which require
investing more time and money where n = a + b + c + d .
Conditional Probability and Independence

TABLE 4.9:

TRUE DIAGNOSIS VS TEST RESULTS

 Conditional Probability and Independence

- In this scenario, n items are tested and a + b are shown by the

test to have the fault. Of these, a items actually have the fault,
and b do not have the fault (false positive). Of the c + d which
tested negative, c actually have the fault (false negative). Using
these labels,
 Conditional Probability and Independence

- Obviously, a good test should have both sensitivity and

specificity close to 1.
• If sensitivity is close to 1, then c (the number of false negatives)
must be small.
• If specificity is close to 1, then b (the number of false positives)
must be small.
 Conditional Probability and Independence

- Even when sensitivity and specificity are both close to 1, a

screening test can produce misleading results if not carefully
applied. To see this, we look at one other important measure, the
predictive value of a test, given by:
Conditional Probability and Independence
 Conditional Probability and Independence

- Clearly a good test should have a high predictive value, but this is
not always possible even for highly sensitive and specific tests.
The reason that all three measures cannot always be close to 1
simultaneously lies in the fact that predictive value is affected by
the prevalence rate of the fault. The prevalence rate of the fault is
the proportion of population under study that actually has the
fault, also known as the defect rate of production.
 Conditional Probability and Independence
Independence

- In some situations, we expect events to behave independently,

for example, a main battery and a backup battery of the system.
We expect them to function independently, and the failure of the
main battery should not lead to the failure of the backup battery.
On the twin-engine planes, failure of one engine should not
trigger the failure of the other.
 Conditional Probability and Independence

- On the other hand, the functioning of a warning light

should depend on the functioning of the system. At the
first occurrence of malfunction, the warning light of the
system should come on. Remember that we defined the
occurrence of event A given that event B has occurred by
A|B.
- Probabilities are usually very sensitive to the conditioning
information. Sometimes, however, a probability does not change
when conditioning information is supplied.
 Conditional Probability and Independence

- If the extra information derived from knowing that an event B

has occurred does not change the probability of A—that is, if
P(A|B) = P(A)—then events A and B are said to be independent.
Because:
Conditional Probability and Independence
 Conditional Probability and Independence

EXAMPLE 4.28:

- Suppose a supervisor must select one worker for a special job

from a pool of four available workers numbered 1, 2, 3, and 4. The
supervisor selects the worker by mixing the four names and
randomly selecting one. Let A denote the event that worker l or 2
is selected, B the event that worker 1 or 3 is selected, and C the
event that worker 1 is selected. Are A and B independent? Are A
and C independent?
 Conditional Probability and Independence

SOLUTION:

- Because the name is selected at random, a reasonable

assumption for the probabilistic model is to assign a probability
of ¼ to each individual worker.

Then P(A) = ½, P(B) = ½, and P(C) = ¼

- Because the intersection AB contains only worker 1, P(AB) = ¼

- Now P(AB) = ¼ =P(A)P(B), so A and B are independent.
 Conditional Probability and Independence

- Because AC also contains only worker 1, P(AC) = ¼ .

- But P(AC) = ¼ ≠ P(A)P(C), so A and C are not independent. A and C
are said to be dependent, because the fact that C occurs changes
the probability that A occurs.
THE END