Conditional Probability

 Conditional Probabilities
 Total Probabilities
 Baye’s Theorem
 Conditional Probability
2

The probability of an event given that another event

has occurred is called a conditional probability
5. If A and B are any two events of sample space then
P(A∩B)= P(A|B). P(B) if P(B)≠ 0
P(A∩B)= P(B|A). P(A) if P(A)≠ 0
Where P(A|B) is the conditional probability of A if B has
already occurred.
& P(B|A) is the conditional probability of B if A has already
occurred.
Probablity Class Lecture
 3

5.1 If A and B are independent events of sample space S

P(A|B) = P(A)
& P(B|A) = P(B)
P(A∩B) = P(A) . P(B)
6. If, in an experiment, the events A1,A2, … ,Ak-1, Ak can occur, then
P( A1  A2  ...  Ak )  P( Ak A1  A2  ...  Ak 1 )  P( A1  A2  ...  Ak 1 )
 P( Ak A1  A2  ...  Ak 1 )  P( Ak 1 A1  A2  ...  Ak 2 )  ...  P( A3 A1  A2 )  P( A2 A1 )  P( A1 )
or  P( A1 )  P( A2 A1 )  P( A3 A1  A2 )  ...  P( Ak 1 A1  A2  ...  Ak 2 )  P( Ak A1  A2  ...  Ak 1 )
6.1 If A1,A2, …,Ak are independent events of sample space S
P ( A 1  A 2  ...  A k )  P ( A 1 )  P ( A 2 )  ...  P ( A k )
 Example 8
4

Two coins are tossed, what is the conditional probability that two head appear given
that there is at least one head?
Solution:
Sample space for two coin S= {HH,HT,TH,TT}
Let A be an event that 2 head appears
A= {HH}
P(A|B)= ?
Let B be the event at least 1 head appear P 1
( A ) 
B= {HH,HT,TH} 4
3
P ( B ) 
4
Probablity Class Lecture
 5

P ( A  B )
P ( A | B ) 
P ( B )
A ∩ B= {HH} P ( A  B ) 
1
4
1
4 1
P ( A | B )  
3 3
4
NOTE THAT (!)

P ( A | B )  P ( A )

Probablity Class Lecture

 Total Probability Theorem
6

For any events A and B

A  ( A  B)  ( A  B)
7. For any events A and B the total probability theorem is
P ( A )  P ( A  B )  P ( A  B )
 P(A B)  P(B)  P(A B  )  P( B )
7.1 Suppose B1, B2, B3,…, Bk are k mutually exclusive and exhaustive events. Then
P ( A )  P ( A  B 1 )  P ( A  B 2 )  ...  P ( A  B k )
 P(A B 1 )  P(B 1 )  P(A B 2 )  P(B 2 )  ...  P(A B k )  P(B k )
k
 
i 1
P(A B i )  P(B i )
 Baye’s Theorem
7

By definition of conditional probability

P ( A  B )  P ( A B ).P ( B )
8. By comparison
P ( B  A)  P ( B A).P ( A)
P ( B A ). P ( A )  P ( A B ). P ( B )
P ( A B ). P ( B )
P ( B A)  provided P(A)  0
P ( A)
8.1 Suppose B1, B2, B3,…, Bk are k mutually exclusive and exhaustive events & A is any events. Then
P ( A B r ).P ( B r )
P (Br A)  provided P(A)  0
P (A)
P ( A B r ).P ( B r )
P (Br A) 
P(A B 1 )  P(B 1 )  P(A B 2 )  P(B 2 )  ...  P(A B k )  P(B k )
P ( A B r ).P ( B r )
 k
1  r  k

i 1
P(A B i )  P(B i )
 Example 1 (Total probability Theorem)
8

In a certain assembly plant, three machines, B1, B2, and B3, make 30%, 45%, and
25% of the products respectively. It is known from past experience that 2%, 3%,
and 2% of the products made by each machine are defective respectively. Now
suppose that a finished product is randomly selected. What is the probability that
it is defective?
Solution: Consider the following events
A: The product is defective
B1: The product is made by machine B1
B2: The product is made by machine B2
B3: The product is made by machine B3
 9

By applying theorem 7.1 we can write

P(A) = P(A|B1) P(B1)+ P(A|B2) P(B2)+ P(A|B3) P(B3)

P(A|B1) P(B1) = (0.3) (0.02) = 0.006.

P(A|B2) P(B2)= (0.45)(0.03) = 0.0135,
P(A|B3) P(B3)= (0.25)(0.02) = 0.005,

and hence
P(A) = 0.006 + 0.0135 + 0.005 = 0.0245
 10

Suppose that a product was randomly selected and it is

defective. What is the probability that this product was
made by machine B1

Questions of this type can be answered by using the

Baye’s theorem
 Example 2 (Baye’s Theorem)
11

If a product were chosen randomly and found to be defective, what is the

probability that it was made by machine B3?
P(B3|A)= ?
Solution: Using Baye’s theorem

P ( A B 3 ).P ( B 3 )
P (B 3 A) 
P(A B 1 )  P(B 1 )  P(A B 2 )  P(B 2 )  ...  P(A B k )  P(B k )
0.005
  0 . 2040
0 . 0245
In view of the fact that a defective product was selected, this result suggests that it probably was not made by machine B3.