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Conditional Probability
PROBABILITY METHODS IN EGNINEERING
Dr. Zaid Ahmad, MIEEE
COMSATS University Islamabad, Lahore Campus
Conditional Probability
The probability of an event 𝐵 occurring when an event 𝐴 has occurred, stated as
probability of B given A has occurred.
𝑃 𝐴∩𝐵
𝑃𝐵𝐴 , 𝑃𝐴 0
𝑃𝐴
𝑃 𝐴∩𝐵
𝑃𝐴𝐵 , 𝑃𝐵 0
𝑃𝐵
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Example
You receive a laptop gift from a company which is either black (𝐵) or white (𝑊 ) in
color. The laptops come with three sizes of RAM installed: small (𝑆), medium (𝑀), and
large (𝐿). If you get a laptop chosen randomly,
A. Write down the sample space of your observations assuming equally likely
outcomes;
Compute:
B. 𝑃 [𝐵]
C. 𝑃 [𝑆|𝐵] (03)
D. P[𝐿 ∪ 𝑊 ]
Check your solution
A. 𝑆 𝐵𝑆, 𝐵𝑀, 𝐵𝐿, 𝑊𝑆, 𝑊𝑀, 𝑊𝐿
B. 𝑆 𝑀 𝐿
𝐵 0.2 0.2 0.02
𝑊 0.3 0.2 0.08
𝑃𝐵
∩
C. 𝑃𝑆𝐵
D. 𝑃 𝐿∪𝑊 𝑃𝐿 𝑃𝑊 𝑃 𝐿∩𝑊
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Multiplicative or Product Rule
𝑃 𝐴∩𝐵 𝑃 𝐴|𝐵 𝑃 𝐵
𝑃 𝐵∩𝐴 𝑃 𝐵|𝐴 𝑃 𝐴
𝑃 𝐴|𝐵 𝑃 𝐵 𝑃 𝐵|𝐴 𝑃 𝐴
Partitioning and Total Probability
Breakdown of sample space into mutually exclusive collectively exhaustive events
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Partitioning and Total Probability
For 𝑛 partitions 𝐵 of a sample space 𝑆,
𝑃𝐴 𝑃 𝐴∩𝐵 𝑃𝐴𝐵 𝑃𝐵 , 𝑃𝐵 0 ∀𝑖 ∈ 1, 𝑘
Bayes’ Rule
𝑃 𝐴∩𝐵 𝑃𝐴𝐵 𝑃𝐵
𝑃𝐵 𝐴 , j 1,2,3, … , 𝑘
𝑃𝐴 ∑ 𝑃𝐴𝐵 𝑃𝐵
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Independence of Events
Two events 𝐴 and 𝐵 are independent iff
Binary Communication System
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Example
Solution:
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Example
Solution:
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Example
Solution:
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Example
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Example
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Example
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References
1. Walpole, R.E., Myers, R.H., Myers, S.L. and Ye, K. (2007)
Probability & Statistics for Engineers & Scientists. 9th Edition,
Pearson Education, Inc.
2. Leon-Garcia, A. (2008). Probability, Statistics, and Random
Processes for Electrical Engineering. 3rd Edition,
Pearson/Prentice Hall.
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