CONDITIONAL PROBABILITY

AND INDEPENDENCE
Kutay TİNÇ, Ph.D.
INTRODUCTION
 The importance of the concept “Conditional Probability” is twofold.
 First, we are often interested in calculating probabilities when some partial
information is available; in such situations the desired probabilities are conditional.
 Second, even when no partial information is available, conditional probabilities can
often be used to compute the desired probabilities more easily.
If and are two events, then the conditional probability of given is denoted by:
INTRODUCTION
  event occurs, then in order for to occur, it is necessary that the actual occurence be
If
a point in both and in ; in other words it must be in .
Now, as it is known that has occured, it has become our new and reduced sample
space, and we are looking for in this new sample space, hence the probability of
given we are looking for can be denoted as:

We can also see that , hence

EXAMPLE 1
  urn contains 10 white, 5 yellow, and 10 black balls. A ball is chosen at random
An
from the urn, and it is noted that it is not one of the black balls. What is the
probability that it is yellow?
Y : the event that the ball selected is yellow,
B : the event that the ball selected is black
(BC : the event that the ball selected is not black)
EXAMPLE 2
  student is taking a one-hour-time-limit makeup exam. Suppose the probability that
A
the student will finish the exam in less than hours is , for all . Given that the student
is still working after 0.75 hours, what is the conditional probability that the full hour
is used?
EXAMPLE 3
  total of balls are sequantially and randomly chosen, without replacement, from an
A
urn containing red and blue balls. Given that of the balls are blue, what is the
conditional probability that the first ball chosen is blue?
: First ball chosen is blue, : of balls are blue.
EXAMPLE 3 - CONTINUED
  we can take a look at the reduced sample space where we have blue and red
Or
balls. If we order these balls according to their drawing order each of the blue balls
have orderings where they are the first ball chosen. We can also see that all the balls
can be ordered in ways, hence the probability we are looking for is:
EXAMPLE 4
 
Suppose that an urn contains 8 red balls and 4 white balls. We draw 2 balls from the
urn without replacement. What is the probability that both balls drawn are red?
BAYES’ FORMULA
 We know that for two events and we can express as:

As and are mutually exclusive by Axiom 3 we can write:

And from the conditional probability formula we can expand this into:
BAYES’ FORMULA
 
By using the exchange from the previous slide we can write this as:
EXAMPLE 5
  insurance company believes that people can be divided into two classes: those
An
who are accident prone and those who are not. Their statistics show that an accident
prone person will have an accident at some time within a fixed 1-year period with
probability 0.4, whereas this probability decreases to 0.2 for a non-accident prone
person. We assume that 30% of the population is accident prone. What is the
probability that a new policy holder is accident prone if she had and accident within a
year of purchasing a policy?
A: the policy holder is accident prone, 1: the policy holder has an accident in the year
EXAMPLE 6
  a certain stage of criminal investigation the inspector in charge is 60% convinced
At
of the guilt of a certain suspect. Suppose now that a new piece of evidence that shows
that the criminal has a certain characteristic (such as left-handedness, flaming red hair
etc) is uncovered. If only 20% of the population has this characteristic, how certain of
the guilt of the suspect should the inspector now be?
G: Suspect is guilty, C: Suspect possesses the characteristic.
ODDS OF AN EVENT
 The odds of an event is defined by:

That is the odds of an event tells how much more likely it is that the event occurs
than it is that it does not occur. For example if , then odds of is 2.
EXAMPLE 7
 
When coin is flipped it comes up heads with probability , whereas when coin is
flipped it comes up heads with probability . Suppose that one of these coins is
randomly chosen and is flipped twice. If both flips land heads, what is the probability
that coin was the one flipped?
: both flips land heads, : Coin was flipped.
EXAMPLE 8
 
Suppose that we have 3 cards identical in form except that both sides of the first card
are colored red, both sides of the second card are colored black and one side of the
third card is colored red and the other side black. The 3 cards are mixed up in a hat,
and 1 card is randomly selected and put down on the ground. If the upper side of the
chosen card is colored red, what is the probability that the other side is colored black?
Let , and denote the events that the chosen card is all red, all black or the red-black.
Letting R be the event that the upturned side of the chosen card is red:
INDEPENDENT EVENTS
 
Knowing that has occurred generally changes the chances of ’s occurrence. In the
special cases where does in fact equal , we say that is independent of . That is, is
independent of if knowledge that has occurred does not change the probability that
occurs.
Two events and are said to be independent if:

or

If two events and are not independent then they are dependent events.
EXAMPLE 9
  card is selected at random from an ordinary deck of 52 playing cards. If is the
A
event that the selected card is an ace and is the event that it is a spade, then show that
and are independent.
PROPOSITION
 If and are independent, the so are and
Proof

Then;
INDEPENDENCE OF 3 EVENTS
 The three events , and are said to be independent if:

This also applies to more than 3 events. For any events, if any subset of those events
can be shown to be independent, then those events are independent.
EXAMPLE 10
  infinite sequence of independent trials is to be performed. Each trial results in a
An
success with probability and failure with probability . What is the probability that
a) At least 1 success occurs in the first trials?
b) Exactly successes occur in the first trials?
c) All trials result in success?

d) Assume all failures and subtract from 1:

e) Choose the successes , find probability for each success and each failure and
multiply all together
CONDITIONING ON THE FIRST
TRIAL
Some problems are easier to solve if we approach them from a conditional probability
stance. Doing this usually means conditioning on the first trial, if we have more than
1 trial.
EXAMPLE 11
 
Independent trials, consisting of rolling a pair of fair dice, are performed. What is the
probability that an outcome of 5 appears before an outcome of 7 when the outcome of
a roll is the sum of the dice?
: 5 appears before 7. We are looking for .
: First trial is 5.
: First trial is 7.
: First trial is neither 5 nor 7.
EXAMPLE 12
  a party men take off their hats. The hats are then mixed up, and each man
At
randomly selects one. We say that a match occurs if a man selects his own hat. What
is the probability of no matches?
EXAMPLE 12 - CONTINUED
 
Let denote the event that no matches occur, and to make obvious the dependence on
write . We start by conditioning on whether or not the first man selects his own hat
and call these events and . Then

Here is the probability of no matches when men select from a set of hats that does
not contain the hat of one of these men and contain a hat that no man owns. This can
happen in two ways, either the extra man grabs the extra hat or not. If he grabs the
extra hat then we have , other wise we have . Then:
EXAMPLE 12 - CONTINUED
 
Starting from here;
EXERCISE 1
 Suppose that 30% of all houses need a paint job. Also, 15% of all houses need both a paint
job and a new roof. Further, 7% of all houses that need a new roof also need new windows.
a)Let p be the probability that a randomly selected house needs a new paint job, given that
it needs a new roof. What is the minimum possible value of p?
b)Assume now that you are told that 50% of all houses that do not need a new paint job do
need a new roof. What is the probability that a randomly selected house needs a new roof?

c) for p = 0.176
d)
EXERCISE 2
 
Prove that an evidence increases the probability that event A occurs, if and only if the
counter-evidence decreases the probability that event A occurs, i.e.

Proof of 
P ( A E )  P ( A)
P( AE )  P ( A) P ( E )
P ( A)  P( AE c )  P ( A)(1  P ( E c ))
P ( A)  P( AE c )  P ( A)  P( A) P ( E c )
P( A) P ( E c )  P( AE c )
P ( A)  P ( A E c )
Proof of 
P ( A E c )  P ( A)
P ( AE c )  P ( A) P ( E c )
P ( A)  P ( AE )  P ( A)(1  P( E ))
P ( A) P ( E )  P ( AE )
P ( A)  P ( A E )
EXERCISE 3
 
Suppose you are taking a multiple-choice test with c choices for each question. In
answering a question on this test, the probability that you know the answer is p. If
you don’t know the answer, you choose one of the c choices at random. What is the
probability that you knew the answer to a selected question, given that you answered
it correctly?
: the event that you know the answer of the question.
: the event that your answer to the question is correct.
EXERCISE 4
 A student must answer at least 7 questions out of 10 questions in a final exam to pass the
course. She will answer each question correctly with probability 0.80 if she studies on
the day before the exam and with probability 0.40 if she doesn’t study on the day before
the exam. However, if on the day before the exam the weather is good, she will study
with probability 0.30 and if it is bad, she will study with probability 0.60. Good and bad
weather probabilities are equal. If she passes the course, what is the probability that she
studied on the day before exam?
: He passes the course
: He studies the day before the exam
: The day before the exam is a good weather
What we are looking for is: .
 EXERCISE 4 - CONTINUED
 
EXERCISE 5
An urn contains 5 white and 10 black balls. A fair die is rolled and that number of
balls is randomly chosen from the urn.
a) What is the probability that all of the balls selected are white?
b) What is the conditional probability that the die landed on 3 if all the balls selected
are white?
 EXERCISE 5 - CONTINUED
 : The die rolls number i, i=1,2,3,…,6
: All balls drawn are white
: Probability of getting i white balls when a total of i balls were drawn

,
 EXERCISE 6
Consider
  a parallel system of two components. The first component functions with probability 0.95 and if it functions, the
second also functions with probability 0.95. If the first has failed, the second functions with probability 0.70, due to heavier
load on the single component.
a) What is the probability that the second component functions?
b) What is the reliability of the system?
c) If the second component does not function, what is the probability that the first one does? 

: event that the first component functions

: event that the second component functions

  (a)
 

(b)
  (c)
EXERCISE 7
 
Consider the systems below with four components. Suppose that the components operate
independently and that each component functions properly with a probability of 0.90.

a)Which of these two systems has a higher reliability?

b)If we know that system is working, what is the probability that switches 1 and 4 are functioning
properly?
c)If we know that system is not working, what is the probability that switches 1 and 4 of system are
functioning properly?
EXERCISE 7 - CONTINUED
 a) Let be the event that component of System functions properly and be the event that Sub-
system of System works, where , , and .

 System has a higher reliability

EXERCISE 7 - CONTINUED
 b)

c)