Conditional Probability and Independence: Exercise 4.48, Study notes of Statistics

An exercise on conditional probability and independence, focusing on the concept of revised probability when an event has occurred. It includes examples and formulas for calculating conditional probabilities and determining event independence. The exercise involves a class of students and the probability of selecting a graduate student or a male student.

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2010/2011

Uploaded on 09/12/2011

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STOR 151
Copyright © Wonyul Lee
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4.5 Conditional Probability and Independence
Exercise 4.48
In a class of 32 seniors and graduate students, 20 are men and 12 are graduate students
of whom 8 are women.
Senior Graduate Student Total
Male 20
Female 8
Total 12 32
Suppose a student is randomly selected from this class
Event A = the student is a graduate student
Event B = the student is male
Event AB=
P(A)=
P(B)=
P(AB)= P(A B) =
Question: Does the probability of event A change when it is known that event B has
occurred?
That is, what’s the probability of the selected student is a graduate student given that the
student is male?
Conditional Probability
Conditional probability of A given B: The revised probability of an event A when it is
known that B has occurred.
Notation: P(A|B)
Previous example:
Formula for conditional probability
P(A|B)=P(AB)/P(B); P(B|A)=P(AB)/P(A)
Alternative forms: P(AB)=P(B)P(A|B) and P(AB)=P(A)P(B|A) are called the multiplication
laws of probability.
Previous example:
pf3

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4.5 Conditional Probability and Independence

Exercise 4.

In a class of 32 seniors and graduate students, 20 are men and 12 are graduate students of whom 8 are women. Senior Graduate Student Total Male 20 Female 8 Total 12 32

  • Suppose a student is randomly selected from this class
  • Event A = the student is a graduate student
  • Event B = the student is male
  • Event AB=
  • P(A)=

• P(B)=

• P(AB)= P(A  B) =

  • Question: Does the probability of event A change when it is known that event B has occurred?
  • That is, what’s the probability of the selected student is a graduate student given that the student is male?

Conditional Probability

  • Conditional probability of A given B: The revised probability of an event A when it is known that B has occurred.
  • Notation: P(A|B)
  • Previous example:

Formula for conditional probability

  • P(A|B)=P(AB)/P(B); P(B|A)=P(AB)/P(A)
  • Alternative forms: P(AB)=P(B)P(A|B) and P(AB)=P(A)P(B|A) are called the multiplication laws of probability.
  • Previous example:

Example 1: tossing a coin twice

  • S = {HH,HT,TH,TT}
  • Event A = {head at the first toss}
  • Event B = {head at the second toss}
  • AB=
  • P(A)= P(B)= P(AB)= P(A|B)=

Independence

  • Two events A and B are independent if P(A|B) = P(A) or P(B|A) = P(B)
  • Information about occurrence of B has no bearing on the assessment of the probability of A
  • Alternative form P(AB) = P(A)P(B)

Example 2

• S = {1,2,3,4}

• P(1)=0.2, P(2)=0.1, P(3)=0.

  • Event A = {1,2}
  • Event B = {2,3,4}
  • P(A|B)=
  • P(B|A)=
  • Are events A and B independent?

Example 3 ( Exercise 4.61)

  • P(A) = .4, P(B) = .25, P(A|B) =.
  • P( A) =
  • P(AB) =
  • P(A  B) =

Cautions

  • Do not use COMMON SENSE to decide if two events are independent or not. Compute probabilities and check!
  • “Incompatible events” are different from “independent events”!
  • “Incompatible events”: AB is empty and P(AB)=0.
  • “Independent events”: P(AB)=P(A)P(B).
  • If P(A) and P(B) are both nonzero, these two can not hold simultaneously! WHY?