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Sess 3
Sess 3
January 5, 2022
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables
P(B|A)
P(B|A)
P(B|A) can be interpreted as the probability of event B
in the sub sample A. PhD. Tri Tuyen Luc Chapter 2. Probability
P(B|A)
P(B|A) can be interpreted as the probability of event B in the sub sample A.
D 10 18 28
D’ 30 342 372
F F’ Total
PhD. Tri Tuyen Luc Chapter 2. Probability
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables
P(B|A)
P(B|A) can be interpreted as the probability of event B in the sub sample A.
F F’ Total
D 10 18 28
D’ 30 342 372
⇒ P(D|F) = 10/40 =
0.25
P(B|A)
P(B|A) can be interpreted as the probability of event B in the sub sample A.
F F’ Total
D 10 18 28
D’ 30 342 372
P(B|A)
P(B|A) can be interpreted as the probability of event B in the sub sample A.
F F’ Total
D 10 18 28
D’ 30 342 372
⇒ P(D|F) = 10/40 =
0.25
P(D|F′) = 18/360 = 0.05
P(F|D) = 18/28 = 0.643
P(B|A)
P(B|A) can be interpreted as the probability of event B in the sub sample A.
F F’ Total
D 10 18 28
D’ 30 342 372
⇒ P(D|F) = 10/40 =
0.25
P(D|F′) = 18/360 = 0.05
P(F|D) = 18/28 = 0.643
P(F′|D′) = 342/372 =
0.92
PhD. Tri Tuyen Luc Chapter 2. Probability
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables
P(B|A) = P(A ∩ B)
P(A), (1)
with P(A) > 0.
PhD. Tri Tuyen Luc Chapter 2. Probability
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables
P(B|A) = P(A ∩ B)
P(A), (1)
with P(A) > 0.
Example 2.8: Surface Flaws
F F’ Total
D 10 18 28
D’ 30 34 372
2
Total 40 36 400
0
P(B|A) = P(A ∩ B)
P(A), (1)
with P(A) > 0.
Example 2.8: Surface Flaws
F F’ Total
D 10 18 28
D’ 30 34 372
2
Total 40 36 400
0
P(D ∩ F) = 10/400;
P(F) = 40/400
P(B|A) = P(A ∩ B)
P(A), (1)
with P(A) > 0.
Example 2.8: Surface
Flaws
F F’ Total
D 10 18 28
D’ 30 34 372
2
Total 40 36 400
0
P(D ∩ F) = 10/400;
P(F) = 40/400
⇒ P(D|F) = 10/400
40/400= 0.25.
Example 2.9 : Of the cars on a used car lot, 70% have air
conditioning (AC) and 40% have a CD player (CD). 20% of the
cars have both. What is the probability that a car has a CD
player, given that it has AC ?
Example 2.9 : Of the cars on a used car lot, 70% have air
conditioning (AC) and 40% have a CD player (CD). 20% of the
cars have both. What is the probability that a car has a CD
player, given that it has AC ?
Solution:
Example 2.9 : Of the cars on a used car lot, 70% have air
conditioning (AC) and 40% have a CD player (CD). 20% of the
cars have both. What is the probability that a car has a CD
player, given that it has AC ?
Solution:
Example 2.9 : Of the cars on a used car lot, 70% have air
conditioning (AC) and 40% have a CD player (CD). 20% of the
cars have both. What is the probability that a car has a CD
player, given that it has AC ?
Solution:
P(AC)
0.7= 0.2857
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables
Multiplication rule
P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2) PhD.
Tri Tuyen Luc Chapter 2. Probability
Multiplication rule
Multiplication rule
Multiplication rule
Multiplication rule
Multiplication rule
Multiplication rule
P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2)
High (H)
Medium (M)
Low (L)
Probability of Probability
What is the probabil ity that a Failure of Level
product using one of these 0.1 0.2 0.01 0.3 0.001 0.5
chips fails?
High (H)
Medium (M)
Low (L)
Probability of Probability
What is the probabil ity that a chips fails?
product using one of these Failure of Level
0.1 0.2 0.01 0.3 0.001 0.5
Let L denote the event that a chip is exposed to low levels
of contamination, then:
Medium (M)
Low (L)
Probability of Probability
What is the probabil ity that a Failure of Level
product using one of these 0.1 0.2 0.01 0.3 0.001 0.5
chips fails?
Let L denote the event that a chip is exposed to low levels
of contamination, then:
P(H) = 0.2, P(M) = 0.3, P(L) = 0.5 and
PhD. Tri Tuyen Luc Chapter 2. Probability
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables
High (H)
Medium (M)
Low (L)
Probability of Probability
What is the probabil ity that a Failure of Level
product using one of these 0.1 0.2 0.01 0.3 0.001 0.5
chips fails?
Let L denote the event that a chip is exposed to low levels
of contamination, then:
P(H) = 0.2, P(M) = 0.3, P(L) = 0.5 and
P(F|H) = 0.1, P(F|M) = 0.01, P(F|L) = 0.001.
Then,
High (H)
Medium (M)
Low (L)
Probability of Probability
What is the probabil ity that a Failure of Level
product using one of these 0.1 0.2 0.01 0.3 0.001 0.5
chips fails?
Let L denote the event that a chip is exposed to low levels
of contamination, then:
P(H) = 0.2, P(M) = 0.3, P(L) = 0.5 and
P(F|H) = 0.1, P(F|M) = 0.01, P(F|L) = 0.001.
Then,
P(F) = P(F|H)P(H) + P(F|M)P(M) + P(F|L)P(L) =
0.10(0.20) + 0.01(0.30) + 0.001(0.50) = 0.0235.
PhD. Tri Tuyen Luc Chapter 2. Probability
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables
2.6 Independence
PhD. Tri Tuyen Luc Chapter 2. Probability
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables
2.6 Independence
Definition 2 (Independence of two events).
Two events are independent if any one of the following
equivalent statements is true.
2.6 Independence
Definition 2 (Independence of two events).
Two events are independent if any one of the following
equivalent statements is true.
(1) P(B|A) = P(B).
2.6 Independence
Definition 2 (Independence of two events).
Two events are independent if any one of the following
equivalent statements is true.
(1) P(B|A) = P(B).
(2) P(A|B) = P(A).
2.6 Independence
Definition 2 (Independence of two events).
Two events are independent if any one of the
following equivalent statements is true.
(1) P(B|A) = P(B).
(2) P(A|B) = P(A).
(3) P(A ∩ B) = P(A) ∩ P(B) (4) PhD. Tri Tuyen Luc Chapter 2.
Probability
2.6 Independence
Definition 2 (Independence of two events).
Two events are independent if any one of the following
equivalent statements is true.
(1) P(B|A) = P(B).
(2) P(A|B) = P(A).
(3) P(A ∩ B) = P(A) ∩ P(B) (4)
2.6 Independence
Definition 2 (Independence of two events).
Two events are independent if any one of the
following equivalent statements is true.
(1) P(B|A) = P(B).
(2) P(A|B) = P(A).
(3) P(A ∩ B) = P(A) ∩ P(B) (4)
selecting the second part, PhD. Tri Tuyen Luc Chapter 2. Probability
2.6 Independence
Definition 2 (Independence of two events).
Two events are independent if any one of the following
equivalent statements is true.
(1) P(B|A) = P(B).
(2) P(A|B) = P(A).
(3) P(A ∩ B) = P(A) ∩ P(B) (4)
2.6 Independence
Definition 2 (Independence of two events).
Two events are independent if any one of the following
equivalent statements is true.
(1) P(B|A) = P(B).
(2) P(A|B) = P(A).
(3) P(A ∩ B) = P(A) ∩ P(B) (4)
2.6 Independence
PhD. Tri Tuyen Luc Chapter 2. Probability
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables
2.6 Independence
Definition 3 (Independence of multiple
events).
The events E1, E2, · · · , En are independent
if and only if for any subset of these events
Ei1, Ei2, · · · , Eik,
2.6 Independence
Definition 3 (Independence of multiple events).
The events E1, E2, · · · , En are independent if and only if for
any subset of these events Ei1, Ei2, · · · , Eik,
P(Ei1 ∩ Ei2 ∩ · · · ∩ Eik) = P(Ei1)P(Ei2)· · · P(Eik) (5)
Example 2.13 (Advanced Circuit):
The circuit operates only if
there
is a path of functional
devices
from left to right. The proba
bility that each device
functions
is shown on the graph.
Assume
that devices fail independently.
What is the probability that the
circuit operates?
2.6 Independence
Example 2.14 (Advanced Circuit)
2.6 Independence
Example 2.14 (Advanced Circuit)
Let A be the event
“there
is a path through the
three
units on the left”,
B be the event “there
is
a path through the
three
units in the middle” and C
be the remaining unit.
PhD. Tri Tuyen Luc Chapter 2. Probability
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables
2.6 Independence
Example 2.14 (Advanced Circuit)
Let A be the event
“there
is a path through the
three
units on the left”,
B be the event “there
is
a path through the three
units in the middle” and C
be the remaining unit.
2.6 Independence
Example 2.14 (Advanced Circuit)
Let A be the event “there
is a path through the
three
units on the left”,
B be the event “there is
a path through the three
units in the middle” and C
be the remaining unit.
P(A|B) = P(B|A)P(A)
P(B), for P(B) > 0 (6)
P(Ek|B) = P(B|Ek)P(Ek)
P(B)
=P(B|Ek)P(Ek)
P(B|E1)P(E1) + P(B|E2)P(E2) + · · · + P(B|Ek)P(Ek), (7) for P(B)
> 0.
PhD. Tri Tuyen Luc Chapter 2. Probability
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables
Solution: We have P(H) = 0.1, P(S) = 0.6, P(O) = 0.3 for three
types of problem and P(F|H) = 0.9, P(F|S) = 0.2, P(F|O) = 0.5.
PhD. Tri Tuyen Luc Chapter 2. Probability
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables
Solution: We have P(H) = 0.1, P(S) = 0.6, P(O) = 0.3 for three
types of problem and P(F|H) = 0.9, P(F|S) = 0.2, P(F|O) = 0.5.
Hence P(F) = P(F|H)P(H) + P(F|S)P(S) + P(F|O)P(O) = 0.9(0.1)
+ 0.2(0.6) + 0.5(0.3) = 0.36.
⇒ P(H|F) = P (F |H)P (H)
P (F ) = 0.9(0.1)/0.36 = 0.250.
Solution: We have P(H) = 0.1, P(S) = 0.6, P(O) = 0.3 for three
types of problem and P(F|H) = 0.9, P(F|S) = 0.2, P(F|O) = 0.5.
Hence P(F) = P(F|H)P(H) + P(F|S)P(S) + P(F|O)P(O) = 0.9(0.1)
+ 0.2(0.6) + 0.5(0.3) = 0.36.
⇒ P(H|F) = P (F |H)P (H)
P (F ) = 0.9(0.1)/0.36 = 0.250.
P(S|F) = 0.2(0.6)/0.36 = 0.333 and P(O|F) = 0.5(0.3)/0.36 = 0.417.
Hence the most likely cause of the problem is category O.
PhD. Tri Tuyen Luc Chapter 2. Probability
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables