Probability Theory: Independence, Conditional Probability, and Multiplication Rule - Prof., Study notes of Statistics

An explanation of the concepts of independence, conditional probability, and the multiplication rule in probability theory. It includes examples using dice rolls and employment statistics to illustrate the formulas and concepts. Students of statistics and probability theory will find this document useful for understanding these fundamental concepts.

Typology: Study notes

Pre 2010

Uploaded on 05/11/2010

ison001
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STAT 100A
Section 4.6: Independence, Conditional Probability, and the Multiplication Rule
Example: The probability of observing an even number
(event A) on a toss of a fair die is 0.5, where
S = {1, 2, 3, 4, 5, 6} and A = {2, 4, 6}.
Suppose we’re given the information that on a particular
throw of the die the result was a number less than or equal
to 3 (event B), where
B = {1, 2, 3}.
Would the probability of observing an even number on that
throw of the die still be equal to 0.5?
80
Conditional Probability Formula
To find the conditional probability that event
A occurs given that event B occurs, divide
the probability that both A and B occur by
the probability that B occurs.
P(A | B) = __________
Revisit Dice Example:
P(A | B) = __________ = __________ =
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Multiplication Rule
P(A B) = P(B) . P(A | B)
or
P(A B) = P(A) . P(B | A)
Events A and B are independent events if
the occurrence of B does not alter the
probability that A has occurred.
P(A | B) = P(A) or P(B | A) = P(B)
Events that are not independent are said to
be dependent.
82
Multiplication Rule for Independent Events
If events A and B are independent,
P(A B) = P(A) . P(B).
____________________________________
Mutually exclusive events are never
independent events.
Two events cannot be both mutually
exclusive events and independent events.
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79

STAT 100A Section 4.6: Independence, Conditional Probability, and the Multiplication Rule

Example: The probability of observing an even number (event A) on a toss of a fair die is 0.5, where

S = {1, 2, 3, 4, 5, 6} and A = {2, 4, 6}.

Suppose we’re given the information that on a particular throw of the die the result was a number less than or equal to 3 (event B), where

B = {1, 2, 3}.

Would the probability of observing an even number on that throw of the die still be equal to 0.5?

80

Conditional Probability Formula

To find the conditional probability that event

A occurs given that event B occurs, divide

the probability that both A and B occur by

the probability that B occurs.

P(A | B) =

__________

Revisit Dice Example:

P(A | B) =

__________

__________

Multiplication Rule

P(A  B) = P(B).^ P(A | B)

or

P(A  B) = P(A).^ P(B | A)

Events A and B are independent events if

the occurrence of B does not alter the

probability that A has occurred.

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

Events that are not independent are said to

be dependent.

Multiplication Rule for Independent Events

If events A and B are independent,

P(A  B) = P(A).^ P(B).

____________________________________

 Mutually exclusive events are never

independent events.

 Two events cannot be both mutually

exclusive events and independent events.

83

Example: Choose an employed person at random. Let A be the event that the person chosen is a woman, and B the event that the person holds a managerial or professional job. Government data tell us that P(A) = 0.46 and the probability of managerial and professional jobs among women is P(B|A) = 0.32. Find the probability that a randomly chosen employed person is a woman holding a managerial or professional position.

84

Example: Suppose that P(A) = 0.3, P(B) = 0.4, and P(A  B) = 0.12.

a. Find P(A | B) b. Find P(B | A) c. Are A and B independent?

Example: An experiment results in one of three disjoint events, A, B, or C. It is known that P(A) = 0.30, P(B) = 0.55, and P(C) = 0.15. Find:

a. P(A or B) b. P(A and C) c. P(A | B) d. P(B or C) e. Are B and C independent events? Explain.

Example: Two fair dice are tossed, and the following events are defined:

A: {sum of the numbers showing is odd} B: {sum of the numbers showing is 9, 11, or 12}

Are events A and B independent? Why?