Probability

Chapter 3
CONDITIONAL PROBABILITY
AND INDEPENDENCE
1. Conditional Probabilities
2. The Multiplication Rule
3. Independent Events
4. The Law of Total Probability; Bayes’ formula

1st Semester 2023

 Probability

1. Conditional Probabilities
Conditional Probabilities: Consider an experiment with sample space 𝑆.
Let 𝐸 and 𝐹 be two events, then the conditional probability of 𝐸 given
𝐹 is denoted by 𝑃 (𝐸|𝐹) and satisfies if 𝑃 (𝐹) > 0

𝑃(𝐸 ∩ 𝐹)
𝑃 𝐸𝐹 =
𝑃(𝐹)

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1. Conditional Probabilities
Example 3.1: Mr. Smith and Mrs. Smith have 2 children, boys or girls,
the 4 configurations being equally likely. What is the probability that
the two children are two girls if
a) You are not given any additional information,
b) The elder child is a girl,
c) At least one of the two children is a girl.

1st Semester 2023

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1. Conditional Probabilities
Example 3.2: A math teacher gave her class two tests. 25% of the class
passed both tests and 42% of the class passed the first test. What
percent of those who passed the first test also passed the second test?

1st Semester 2023

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1. Conditional Probabilities
Example 3.3: The probability that it is Friday and that a student is
absent is 0.03. Since there are 5 school days in a week, the probability
that a school day is Friday is 0.2. What is the probability that a student
is absent given that today is Friday?

1st Semester 2023

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1. Conditional Probabilities
Example 3.4: Probabilities for the possible numbers of insurance claims
filed by individual policyholders were given in the following table

Number of claims 0 1 2 3
Probability 0.72 0.22 0.05 0.01

Find the probability that a policyholder files exactly 2 claims, given that
the policyholder has filed at least one claim.

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1. Conditional Probabilities
Example 3.5: In the first quarter of a year, a company's records showed
that 63.5% of its employees missed no work, 23.7% missed one day
of work, 8.1% missed two days, and 4.7% missed three days. What is the
probability that an employee who missed work missed only one day?

1st Semester 2023

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1. Conditional Probabilities
Example 3.6: An insurance company classifies its claims as low if they
are under $10,000, and high otherwise. During the year 79.2% of its
policyholders filed no claims, 16.9% filed low claims, and 3.9%
filed high claims. If a policyholder filed a claim, what is the
probability that it was a low claim?

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1. Conditional Probabilities
Example 3.7: For the experiment of tossing a single fair coin 3 times,
what is the probability of getting exactly 2 heads, given that you get at
least one head?

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2. The Multiplication Rule

• Let 𝐸1, 𝐸2, . . . , 𝐸𝑛 be a sequence of events, then we have

𝑃 𝐸1 ∩ 𝐸2 ∩ ⋯ ∩ 𝐸𝑛
= 𝑃 𝐸1 . 𝑃 𝐸2 𝐸1 . 𝑃(𝐸3 |𝐸1 ∩ 𝐸2 ) … 𝑃(𝐸𝑛 |𝐸1 ∩ 𝐸2 ∩…∩ 𝐸𝑛−1 )

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2. The Multiplication Rule

Example 3.8: You have a box with 3 blue marbles, 2 red marbles, and 4
yellow marbles. You are going to pull out one marble, record its color,
put it back in the box and draw another marble. What is the probability
of pulling out a red followed by a blue?

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2. The Multiplication Rule

Example 3.9: Consider the same box of marbles. However, we are going
to pull out the first marble, leave it out and then pull out the second
marble. What is the probability of pulling out a red marble followed by
a blue marble?

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3. Independence
We say that two events 𝐸, 𝐹 are independent if
𝑃(𝐸 ∩ 𝐹) = 𝑃(𝐸) 𝑃(𝐹)

or equivalently
𝑃(𝐸|𝐹) = 𝑃(𝐸) and 𝑃 (𝐹|𝐸) = 𝑃(𝐹)

If 𝐸 and 𝐹 are independent then 𝐸 and 𝐹𝑐 are also independent

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3. Independence
Example 3.10:
a) You toss two air dice. Let 𝐸 the event that the sum of the dice is 8
and 𝐹 the event that the first die equals 4 . Are 𝐸 and
𝐹 independent?
b) A company needs some of its employees for a task that requires
that they not be color blind. ln testing them it finds that 7 of the
130 men are color blind and 2 of the 170 women are color blind.
Are the events male and color blind independent or dependent?

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3. Independence
Example 3.11: Suppose that events E and F are independent. Find the
probability, in terms of P[E] and P[F] , that exactly one of the events E
and F occurs.

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3. Independence
Example 3.12: A student is taking a history course and an English
course. He decides that the probability of passing the history course is
0.75 and the probability of passing the English course is 0.84. If these
events are independent, what is the probability that
(a) he passes both courses;
(b) he passes exactly one of them?

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3. Independence
Example 3.13: A machine has two parts that could fail and have to be
replaced. The probabilities of failure of parts A and B are 0.17 and
0.12, respectively. If failures of these parts are independent of each
other, what is the probability that at least one of them will fail?

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3. Independence
Three events 𝐸, 𝐹, and 𝐺 are said to be independent if
• 𝑃(𝐸𝐹𝐺) = 𝑃(𝐸)𝑃(𝐹)𝑃(𝐺)
• 𝑃(𝐸𝐹) = 𝑃(𝐸)𝑃(𝐹)
• 𝑃(𝐸𝐺) = 𝑃(𝐸)𝑃(𝐺)
• 𝑃(𝐹𝐺) = 𝑃(𝐹)𝑃(𝐺)

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3. Independence
Example 3.14: Let S be the sample space for rolling a single die. Let
𝐴 = {1,2,3,4}
𝐵 = {2,3,4}
𝐶 = {3,4,5}
(a) Which of the pairs (𝐴, 𝐵), (𝐴, 𝐶) and (𝐵, 𝐶) is independent?
(b) Are 𝐴, 𝐵, 𝐶 independent?

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3. Independence
Example 3.15: Let A, B and C be mutually independent events such that
P[A] = 0.5, P[B] = 0.6 and P[C] = 0.1. Calculate P[Ac U Bc U Cc]

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4. The Law of Total Probability; Bayes’ formula

Law of Total Probability

𝑃 𝐸 = 𝑃 𝐹 . 𝑃 𝐸 𝐹 + 𝑃 𝐹𝑐 . 𝑃 𝐸 𝐹𝑐
In general,
Assume ∪𝑛
𝑖=1 𝐹𝑖 = 𝑆; 𝐹𝑖 ∩ 𝐹𝑗 = ∅, ∀𝑖 ≠ 𝑗, then

𝑛
𝑃 𝐸 = 𝑖=1 𝑃 𝐹𝑖 . 𝑃 𝐸 𝐹𝑖

1st Semester 2023

 Probability

4. The Law of Total Probability; Bayes’ formula

Example 3.16: An insurer has three types of auto insurance
policyholders. 50% of the policyholders are low risk (L). The probability
that a low-risk policyholder will file a claim in a given year is 0.10.
Another 30% of the policyholders are moderate risk (M). The
probability that a moderate-risk policyholder will file a claim in a given
year is 0.20. Finally, 20% of the policyholders are high risk (H). The
probability that a high-risk policyholder will file a claim in a given year
is 0.50.
Find the probability that a policyholder files a claim this year.

1st Semester 2023

 Probability

4. The Law of Total Probability; Bayes’ formula

Example 3.17: An insurance company believes that people can be
divided into two classes: those who are accident prone and those who
are not. The company's 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 person
who is not accident prone. If we assume that 30 percent of the
population is accident prone, what is the probability that a new
policyholder will have an accident within a year of purchasing a policy?

1st Semester 2023

 Probability

4. The Law of Total Probability; Bayes’ formula

Bayes’ Formula
𝑃 𝐹𝑗 . 𝑃 𝐸 𝐹𝑗
𝑃 𝐹𝑗 |𝐸 = 𝑛
𝑖=1 𝑃 𝐹𝑖 . 𝑃 𝐸 𝐹𝑖

1st Semester 2023

 Probability

4. The Law of Total Probability; Bayes’ formula

Example 3.18: An insurer has three types of auto insurance
policyholders. 50% of the policyholders are low risk (L). The probability
that a low-risk policyholder will file a claim in a given year is 0.10.
Another 30% of the policyholders are moderate risk (M). The
probability that a moderate-risk policyholder will file a claim in a given
year is 0.20. Finally, 20% of the policyholders are high risk (H). The
probability that a high-risk policyholder will file a claim in a given year
is 0.50. A policyholder files a claim this year.
Find the probability that he is a high-risk policyholder.

1st Semester 2023

 Probability

4. The Law of Total Probability; Bayes’ formula

Example 3.19: An insurance company believes that people can be
divided into two classes: those who are accident prone and those who
are not. The company's 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 person
who is not accident prone. Given that 30 percent of the population is
accident prone. Suppose that a new policyholder has an accident
within a year of purchasing a policy. What is the probability that he or
she is accident prone?

1st Semester 2023

 A first course in Probability

4. The Law of Total Probability; Bayes’ formula

Example 3.20: A manufacturing company has a fabrication plant and an
assembly line. The fabrication plant has 60%, of the employees and
the assembly line 40%. During the past year 35% of the workers in the
fabrication plant sustained injuries and 20% of the assembly line
workers had injuries.
(a) What percentage of all workers had injuries in this period?
(b) If an employee had an injury, what is the probability that he worked
on the assembly line?

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4. The Law of Total Probability; Bayes’ formula

Example 3.21: Two jars contain coins. Jar I contains 5 pennies, 4 nickels
and 6 dimes. Jar II contains 6 pennies, 4 nickels and 2 dimes. A jar is
selected at random and a coin is selected from that jar. If the coin is a
nickel, what is the probability that it came from Jar II?

1st Semester 2023

 Probability

4. The Law of Total Probability; Bayes’ formula

Example 3.22: A government agency has developed a scanner which
determines whether a person is a terrorist. The scanner is fairly
reliable; 99% of all scanned terrorists are identified as terrorists, and
95% of all upstanding citizens are identified as such. An informant tells
the agency that exactly one passenger of 100 aboard an aeroplane in
which in you are seated is a terrorist. The agency decide to scan each
passenger, and the shifty looking man sitting next to you tests positive.
What are the chances that this man really is a terrorist?

1st Semester 2023

 Probability

4. The Law of Total Probability; Bayes’ formula

Example 3.23: HIV blood tests are very accurate: around 99.8% of
people with HIV test positive, and 99.99% of people without the virus
test negative. In the UK, the prevalence of HIV in adults with no risk
factors is around 1 in 10000. For an adult with no risk factors, what is
the probability of having HIV given a positive test result? What is the
probability of having HIV given a negative test result?

1st Semester 2023

 Probability

4. The Law of Total Probability; Bayes’ formula

Example 3.24: An insurance company divides its policyholders into low-
risk and high-risk classes. For the year, of those in the low-risk class,
80% had no claims, 15% had one claim, and 5% had 2 claims. Of
those in the high-risk class, 50% had no claims, 30% had one claim,
and 20% had two claims. Of the policyholders, 60% were in the low-
risk class and 40% in the high-risk class.
(a) If a policyholder had no claims in the year, what is the probability
that he is in the low-risk class?
(b) If a policyholder had two claims in the year, what is the probability
that he is in the high-risk class?

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Exercises
Exercise 3.1: Given P(A) = 0,25; P(B) = 0,5; P(A U B) = 0,7. Calculate
a. P(A𝐵𝑐 )
b. P(𝐴𝑐 .B)
c. P(𝐴𝑐 U𝐵𝑐 )
d. P(𝐴𝑐 𝐵𝑐 )

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Exercises
Exercise 3.2: Find P(B|X)

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Exercises
Exercise 3.3: P(A) = 0,7; P(B) = 0,65; P(AB) = 0,5. Find P(B|Ac)

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Exercises
Exercise 3.4: You are given P( A U B) = 0.7; P( A U Bc) = 0.9. Determine
P(A)

1st Semester 2023

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Exercises
Exercise 3.5:
a) Urn I contains 2 white and 2 black balls and Urn II contains 3 white and 2
black balls. An Urn is chosen at random, and a ball is randomly selected from
that Urn. Find the probability that the ball chosen is white.

b) Urn I contains 2 white and 2 black balls and Urn II contains 3 white and 2
black balls. One ball is chosen at random from Urn I and transferred to Urn II,
and then a ball is chosen at random from Urn II. The ball chosen from Urn II
is observed to be white. Find the probability that the ball transferred from
Urn I to Urn II was white.

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Exercises
Exercise 3.6: In a survey of 94 students, the following data was
obtained. 60 took English, 56 took Math, 42 took Chemistry, 34 took
English and Math, 20 took Math and Chemistry, 16 took English and
Chemistry, 6 took all three subjects. Find the following proportions.

(i) Of those who took Math, the proportion who took neither English
nor Chemistry,
(ii) Of those who took English or Math, the proportion who also took
Chemistry.

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Exercises
Exercise 3.7: Identical twins come from the same egg and hence are of
the same sex. Fraternal twins have a 50-50 chance of being the same
sex. Among twins, the probability of a fraternal set is p and an identical
set is q=1-p. If the next set of twins are of the same sex, what is the
probability that they are identical?

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Exercises
Exercise 3.8: Three dice have the following probabilities of throwing a
"six": 𝑝, 𝑞, 𝑟 respectively. One of the dice is chosen at random and
thrown (each is equally likely to be chosen). A "six" appeared. What is
the probability that the die chosen was the first one?

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Exercises
Exercise 3.9: A public health researcher examines the medical records
of a group of 937 men who died in 1999 and discovers that 210 of the
men died from causes related to heart disease. Moreover, 312 of
the 937 men had at least one parent who suffered from heart disease,
and, of these 312 men, 102 died from causes related to heart disease.
Determine the probability that a man randomly selected
from this group died of causes related to heart disease, given that
neither of his parents suffered from heart disease.

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Exercises
Exercise 3.10: An urn contains 10 balls: 4 red and 6 blue. A second urn
contains 16 red balls and an unknown number of blue balls. A single
ball is drawn from each urn. The probability that both balls are the
same color is 0.44. Calculate the number of blue balls in the second
urn.

1st Semester 2023

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Exercises
Exercise 3.11: An auto insurance company insures drivers of all ages. An
actuary compiled the following statistics on the company’s insured drivers:

A randomly selected driver that the company insures has an accident.

Calculate the probability that the driver was age 16-20.

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Multiple choice questions

Q3.1

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Multiple choice questions

Q3.2

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Multiple choice questions

Q3.3

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Multiple choice questions

Q3.4

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Multiple choice questions

Q3.5

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Multiple choice questions

Q3.6

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Multiple choice questions

Q3.7

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Multiple choice questions

Q3.8

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Multiple choice questions

Q3.9

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Multiple choice questions

Q3.10

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Multiple choice questions

Q3.11

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Multiple choice questions

Q3.12

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Q3.13

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Q3.14

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Q3.15

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Q3.16

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Q3.17

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Q3.18

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Multiple choice questions

Q3.19

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Q3.20

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Q3.21

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Multiple choice questions

Q3.22

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Multiple choice questions

Q3.23

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