STA 247

Probability with Computer Applications

Professor K. H. Wong

3A - Conditional Probability & Independence

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Learning Outcomes

By the end of this video, you should be able to...

Explain the difference between conditional probability and
probabilities involving union and intersection of sets
Identify given information and compute conditional probabilities (or
any of P(A ∩ B), P(A), P(B))
Show through computation that two (or more events) are
dependent/independent

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Riddle

1. A family has two children. What are the chances this family has two
boys?

2. A family has two children, and you know that (at least) one of them
is a boy. What are the chances this family has two boys?

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Riddle

3. A family has two children, and you know that (at least) one of them
is a boy born on a Tuesday. What are the chances this family has two
boys?

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Motivating Example
Below is a contingency table of counts in a fictional study of colourblindness
among the two sexes. C denotes the event that a surveyed individual is
colourblind, and M denotes the event that a surveyed individual is male.

C Cc Row Totals
M 106 1175
Mc 7 1212
Column Totals 2500

a) What is the estimated probability that an individual is male and colourblind?

b) What is the estimated probability that a male individual is colourblind? That

a female individual is colourblind?

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Conditional Probability

Conditional Probability
The notation P(A|B) denotes the probability that event A occurs given the
condition that event B has occurred:
P(A ∩ B)
P(A|B) = provided that P(B) > 0
P(B)

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Conditional Probability

Conditional Probability
The notation P(A|B) denotes the probability that event A occurs given the
condition that event B has occurred:
P(A ∩ B)
P(A|B) = provided that P(B) > 0
P(B)

Rearranging the above, we can find:

P(A ∩ B) = P(A|B) · P(B) or P(A ∩ B) = P(B|A) · P(A)

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Conditional Probability
Conditional probabilities provide additional information when we know partially
know the outcome of a random experiment. Conditional probabilities are
probability distributions on a restricted sample space, and follow the same
probability axioms:

Conditional Probability
Consider a random experiment with sample space Ω. Let B be an event (B ⊆ Ω)
with P(B) > 0. Let b denote the elements of event B. Then:
1. P(b|B) ≥ 0 for all b ∈ B
P
2. b∈B P(b|B) = 1
P
3. For A ⊆ B, P(A|B) = b∈A P(b|B)

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Conditional Probability - Visualized

Ω
A B

A∩B

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Conditional Probability
Conditional probabilities provide additional information when we know partially
know the outcome of a random experiment. Conditional probabilities are
probability distributions on a restricted sample space, and follow the same
probability axioms:
Conditional Probability
Consider a random experiment with sample space Ω. Let B be an event (B ⊆ Ω)
with P(B) > 0. Let b denote the elements of event B. Then:
1. P(b|B) ≥ 0 for all b ∈ B
P
2. b∈B P(b|B) = 1
P
3. For A ⊆ B, P(A|B) = b∈A P(b|B)

Some examples include:

determining the probability distribution of disease status when someone tests
negative for a disease
applications in Bayesian statistics, Bayes classification, etc.
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Example 1
You pick a card at random from a standard deck of cards. Define events Q where
a queen of hearts is drawn and R where a red card is drawn. Describe the events
below and find their probabilities.
a. Q|R

b. R|Q

c. Q c |R

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Independent Events

Recall that two events are independent if the occurrence of one (A) does
not alter the chances of the other event (B). Formally,

Independent Events
Two events A and B are independent if:

P(A|B) = P(A), provided that P(B) > 0

P(B|A) = P(B), provided that P(A) > 0

Using this, we can show that when event A is independent of event B,

then P(A ∩ B) = P(A) · P(B). Otherwise, the two events are dependent.

Mutually Exclusive: Two events are mutually exclusive if the occurrence

of one (A) excludes the occurrence of the other (B). Mathematically, the
two sets are disjoint (A ∩ B = ∅) and P(A ∩ B) = 0. This implies that the
events are dependent.

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Independent Events
If events A and B are independent, then so are their complements, Ac and
B c . As an exercise, check this for yourself!

For a collection of n events, A1 , A2 , ....An :

If all n events are independent then:
P(A1 ∩ A2 ∩ ... ∩ An ) = P(A1 ) · P(A2 ) · ... · P(An )
A1 , ..., An are mutually independent if for any subset of k events,
k = 2, 3, ..., n:
P(Ai1 ∩ Ai2 ∩ ... ∩ Aik ) = P(Ai1 ) · P(Ai2 ) · ... · P(Aik )

Example: Suppose events A, B, C , D are independent. They are also

mutually independent if the probability of the intersection of any subset of
events is equal to the product of the event probabilities.
P(A ∩ B) = P(A) · P(B), (B ∩ C ) = P(B) · P(C ) and
P(A ∩ B ∩ D) = P(A) · P(B) · P(D), etc.
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Independent Events - Examples

Example 2 Two events E and F have the following probabilities:

P(E ) = 0.44, P(F ) = 0.6, P(E ∩ F ) = 0.35. Determine if E and F are
independent.

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Independent Events - Examples
Example 3 A system below is made of independent components. The
probability that the first component works is 0.9, 0.95 for the second component,
and 0.99 for the third component. The signal can travel from left to right if there
is a circuit made of working components. Find the probability that the signal is
blocked.

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Independent Events - Examples
Example 3 A system below is made of independent components. The
probability that the first component works is 0.9, 0.95 for the second component,
and 0.99 for the third component. The signal can travel from left to right if there
is a circuit made of working components. Find the probability that the signal is
blocked.

Let B be the event that the signal is blocked. Let C1 , C2 , C3 be the events
that components 1, 2, 3 are working.

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Independent Events - Examples

Example 3
Alternatively, you can take the indirect approach.

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