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3-1 Introduction.
3-2 Conditional Probabilities.
3-3 Bayes’s Formula.
3-4 Independent Events.
3-5 P(.|F) Is a probability.
Summary
Problems
Theoretical Exercises
Self –Test Problems and Exercises .
Conditional Probability
Definition:
If P(F)>0, then
EXAMPLE 2b:
b)
EXAMPLE 2e:
P A|Bk P Bk
P Bk | A n
P A| B P B
i 1
i i
P A | B P B
P B | A
P B P A| B P B P A| B
c
c
EXAMPLE 3a:
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 .4, whereas this probability
decreases to .2 for a person who is not accident prone.
AC A
=0.7 A1 =0.3
0.2 0.4
P A1 P AA1 P A A1C
P(E) = P(EF ) + P(EF c)
= P(E|F )P(F ) + P(E|F c)P(F c)
P A1 P ( A1 A ) P ( A ) P ( A1 A ) C
( 0 . 4 )( 0 . 3 ) ( 0 . 2 )( 0 . 7 )
0 . 26
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?
P A1 | A P A
P A | A1
P A P A1 | A P Ac P A1 | Ac
(0.3)(0.4) 6
0.26 13
Alternative
A)
Alternative
B)
EXAMPLE 3c:
KC k =P
=1-P C
1/m
Alternative
EXAMPLE 3d:
DC D
=.995 E =.005
0.01 0.95
Alternative
INDEPENDENT EVENTS
Two events E and F are said to be
independent if :
P(EF) = P(E)P(F)
EXAMPLE 4b
Two coins are flipped, and all 4 outcomes
are assumed to be equally likely. If E is
the event that the first coin lands on heads
and F the event that the second lands on
tails, then E and F are independent or not?
P(EF) = P(E)P(F)
=
Proposition 4-1
If E and F are independent, then so are E and F c.
Proof.
Assume that E and F are independent.
Since E = EF ∪ EF c
EF and EF c are mutually exclusive, we have
P(E) = P(EF) + P(EF c)
= P(E).P(F)+ P(EF c )