323 Lecture 3 Section 1.

4a Joint and Conditional Probability

1) Joint Probability –
a) Joint Probability Definition of two events is the probability of both occurring for the same
outcome, si, = P(A∩B). (Events can intersect but Outcomes cannot)
Example, Let: A={1,2}, B={2,3}, and S = {1,2,3}, where 1,2 and 3 are equally likely and
cannot occur simultaneously. Determine:
Probability of any given outcome, si =

P(A) =

P(B) =

Set of outcomes that will produce both events A and B: =

Joint Probability:

b) Identities for calculating Union and Joint Probabilities – There help avoid the need to find union
and intersection of sets.
i) Union Probability Calculation - The probability of either or both events A and B occurring for
any given outcome si is the probability of the union of the events = P(A∪B). According to
the following Venn diagram, this can be calculated as P(A∪B) = P(A) + P(B) – P(A∩B):

Notice that the last term is needed to avoid double-counting the outcomes in the
intersection:
This means that ONLY when P(A∩B)=0, then P(A∪B) = P(A)+P(B), i.e. when A and B
do not intersect.
Example from 1a: Let: A={1,2}, B={2,3}, and S = {1,2,3}, where 1,2 and 3 are equally
likely and cannot occur simultaneously.
{A∪B} =

P{A∪B} using sets =

P(A∪B) using the above identity =

(Note: Without the -1/3 term, P = 4/3, which would be impossible)

c) Joint Probability Calculation – The above identity can be solved algebraically for P(A∩B) by
subtracting P(A∪B) and P(A∩B) from both sides to yield: P(A∩B) = P(A) + P(B) - P(A∪B).
 This is illustrated in the following Venn Diagram:
(Note: The last term subtracts all but one copy of the intersection from the sum of P(A) and P(B))

2) Conditional Probability
a) Conditional Probability Definition - P(A|B) = Probability that Event A occurs given that another
event B definitely occurs. Since B is known to have occurred, only elements of A and S that are
also in B can be used to calculate probabilities:
P(A|B) = N(A∩B)(1/N(S∩B)) = N(A∩B)(1/N(B)) (when all P(si) are equal)
Example Find P(A|B) given A={1,2}, B={2,3}, and S = {1,2,3}
A∩B=

B=

P(A|B) =
b) Conditional Probability Calculation: - P(A|B) = P(A∩B)/P(B)
This is derived from the relationships above: P(A|B) = N(A∩B)(1/N(B)) = N(A∩B)/N(B).
Dividing numerator and denominator by N(S) yields [N(A∩B)/N(S)]/[N(B)/N(S)] =
P(A∩B)/P(B). This is also illustrated in the following Venn diagrams, where probabilities
are proportional to the areas.

Examples:
P(A) =

P(B) =

P(A∩B) =

P(A|B)=

P(B|A)=

c) Corollaries
i) P(A∩B)=P(A|B)P(B) This is derived by multiplying both sides of
“P(A|B)= P(A∩B)/P(B)” by P(B)
Ex: From above:
P(A∩B)=

P(A∩B)=
ii) P(A∩B)=P(A|B)P(B) applied to non-replacement problems
Ex: Two balls are randomly drawn, without replacement, from a bowel of 4 balls labeled
1, 2, 3, and 4 respectively. Determine the probability of drawing a 1 followed by a 2.
Even though the two balls are drawn sequentially, we must consider each permutation
of two ball as one possible outcome in S. (“Permutation” means order is significant, i.e.
1,2 and 2,1 are different outcomes; “Combination” means order is
1,2 1,3 1,4
not significant i.e. 1,2 and 2,1 are the same outcome).
Sample Space S = S = 2,1 2,3 2,4
Let A= {Outcomes with 1 in the 1 place} = {1,2 1,3 1,4}
st 3,1 3,2 3,4
Let B= {Outcomes with a 2 in the 2 place} = {1,2 3,2 4,2}
nd 4,1 4,2 4,3
(1) Solution using P(A∩B)=P(A|B)P(B) (This relationship works but
is rarely used for this type of problem)
P(A) =

P(B|A) =

Probability of a 1 followed by 2 =

(2) Solution using direct determination of P(A∩B) -

By inspection of the Venn diagram that A∩B =

P(A∩B) =

This is the easiest way to solve this particular problem. However, in general
permutations are too numerous to list and analyze this way.

(3) Solution using reasoning (Less formal but most widely used for this type of
problems)
Number of balls in Sample Space S1 for 1st draw: N1 =

P(1st Ball) =

Number of balls in Sample Space S2 for 2nd draw: N2

P(2nd Ball|1st Ball)

(etc. for more balls.)

P(of a particular 1st and 2nd permutation of two balls)
=
d) Example 1.4-1 Conditional Probabilities – A single resistor is drawn at random from a box with
the following resistors in it. The values of interest are 47 or 5% Tolerance or 100. Calculate
all the relevant Probabilities, Joint Probabilities, and Conditional Probabilities:
Sample Space, S =

B
S
A
C

i) Events: A={47} B = {5% Tolerance}, C = {100}

ii) Probabilities: P(A)= , P(B)= , P(C)=
iii) Joint Probabilities:
P(A∩B)=

P(A∩C)=

P(B∩C)=

iv) Conditional Probabilities:

P(A|B) =

P(A|C) =

P(B|C) =
3) Total Probability – The probability of any event, A, can be expressed in terms of conditional
probabilities.

Where: and
This is self-evident from the following Venn diagram:

5) S