AMS 507

Chapter 3. Conditional Probability & Independence

Weihao Wang
Introduction

In this chapter, we introduce conditional probability, a key

concept in probability theory. This concept is important for
two reasons:
1. It helps calculate probabilities when we have some
partial information about the outcome of an
experiment.
2. Even without partial information, conditional probability
can simplify the calculation of other probabilities.
Conditional Probability

Conditional probability of A given B:

!(#∩%)
𝑃 𝐴𝐵 = if 𝑃 𝐵 > 0
!(%)

Equivalently,
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐵 𝑃 𝐴 𝐵 if 𝑃 𝐵 > 0
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃 𝐵 𝐴 if 𝑃 𝐴 > 0
Example 3.2.1
BMI and age group:
Normal or Overweight Obese Total
Low BMI
Age<30 0.09 0.06 0.05 0.20
Age≥30 0.20 0.32 0.28 0.80
Total 0.29 0.38 0.33 1.00

A) What is the probability that a person selected at

random from the group will be obese?
B) A person, selected at random from this group, is found
to be obese. What is the probability that this person is
younger than 30 years old?
3.3 Bayes’ Formula

Bayes' Formula (also known as Bayes' Theorem) is a way

to calculate the probability of an event based on prior
knowledge of related events.
It is particularly useful in situations where you have new
information that affects the probability of a hypothesis.
3.3 Bayes’ Formula

› 𝑃 𝐴 𝐵 is the posterior probability: the probability of event A

(hypothesis) given that B (evidence) has occurred.
› 𝑃 𝐴 𝐵 is the likelihood: the probability of event B given that A
is true.
› 𝑃(𝐴) is the prior probability: the initial probability of A before
considering B.
› 𝑃(𝐵) is the marginal probability: the total probability of event
B occurring.
3.3 Bayes’ Formula

› A1,A2,…,An are mutually exclusive and exhaustive events (i.e.,

they form a partition of the sample space S).
› 𝑃 𝐴! 𝐵 is the posterior probability of 𝐴! given that event B
has occurred.
› 𝑃 𝐵! 𝐴 is the likelihood of observing B given 𝐴! is true.
› 𝑃(𝐴! ) is the prior probability of 𝐴! .
› ∑%"#$ 𝑃 𝐵! 𝐴 𝑃(𝐴! ) is the total probability of B, considering all
possible events 𝐴" .
Example 3.3.1 see in chatpgt chat prob mid1 prep

Probability of HIV infection in the US is 0.4%

Let 𝐴' = 𝑖𝑛𝑑𝑖𝑣𝑖𝑑𝑢𝑎𝑙 ℎ𝑎𝑠 𝐻𝐼𝑉
𝐴( = {𝑖𝑛𝑑𝑖𝑣𝑖𝑑𝑢𝑎𝑙 𝑑𝑜𝑒𝑠 𝑛𝑜𝑡 ℎ𝑎𝑣𝑒 𝐻𝐼𝑉}
𝐵 = {𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝐻𝐼𝑉 𝑡𝑒𝑠𝑡 𝑟𝑒𝑠𝑢𝑙𝑡}
𝑃 𝐴' = 0.004; 𝑃 𝐴( = 0.996
𝑃 𝐵|𝐴' = 0.997; 𝑃 𝐵|𝐴( = 0.015
If a test result is positive, what is the probability that the
individual has the disease?
Example 3.3.2

Box1 contains 2 yellow and 4 green balls, whereas Box2

contains 1 yellow and 1 green ball. A ball is randomly
chosen from Box1 and then transferred to Box2, and a ball
is then randomly selected from Box2.
A) What is the probability that the ball selected from Box2
is yellow?
B) What is the conditional probability that the transferred
ball was yellow, given that a yellow ball is selected from
Box2?
3.4 Independent Events

› A and B are independent if

𝑃 𝐴𝐵 =P A
Example 3.4.1
Tossing a fair die,
Let A = {2,4,6}, B = {1,2,3}, C = {1,2,3,4}.
' ' '
Then 𝑃(𝐴) = (, 𝑃 𝐴 𝐵 = ), 𝑃 𝐴 𝐶 = (
A and B are dependent & A and C are independent.
Proof

A and B are independent ⟺ 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃 𝐵

Theorem 3.4.1
If A and B are independent, then the following pairs are
independent.
a) A and Bc
b) Ac and B
c) Ac and Bc
Example 3.4.1 (continued)
Tossing a fair die,
Let A = {2,4,6}, B = {1,2,3}, C = {1,2,3,4}.
Independent

This means that the joint probability of any combination of events

from the set is equal to the product of their individual probabilities.
Independence implies that the occurrence of one event does not
affect the probability of any other event.
Example 3.4.2

You toss two dice, and the sample space is

S={(1,1),(1,2),…,(6,6)}. Define the following events:
• A = {doubles appear} (i.e., both dice show the same
number),
• B = {the sum of the dice is between 7 and 10},
• C = {the sum of the dice is 2, 7, or 8}.
Are the events A, B and C independent?
Example 3.4.3

Let the sample space S consists of all possible

permutations of the colors red(r), blue(b), and green(g)
along with the three triples of each color. Thus,
A={rrr, bbb, ggg, rbg, rgb, brg, bgr, grb, gbt}.
Define Ri={the ith place in the triple is occupied by r}.
Are R1, R2 and R3 independent?
Example 3.4.4

Tossing a coin three times

S={HHH, HHT, HTH, THH, TTH, THT, HTT, TTT}
Let Hi denote the event that the ith toss is a head.
Are H1, H2 and H3 independent?
Example 3.4.5

A, B1 and B2 operate independently. The following system

works if A works and either B1 and B2 works.
What is the probability that the following system works?
𝑃 · 𝐵 is a Probability
Theorem 3.5.1 𝑃 · 𝐵 is a Probability for any event B⊂S
with 𝑃 𝐵 > 0.
 remember to use anywhere

Corollary if you already know that event B has occurred,

the probability of A not happening (which is A
complement) is simply the "remainder" of the
𝑃 𝐴* 𝐵 = 1 − 𝑃 𝐴 𝐵 probability after accounting for A happening.
Example 3.5.1
A female chimp has given birth. It is not certain, however, which
of two male chimps is the father. Before any genetic analysis
has been performed, it is felt that the probability that male
number 1 is the father is p and the probability that male number
2 is the father is 1 − p. DNA obtained from the mother, male
number 1, and male number 2 indicate that, on one specific
location of the genome, the mother has the gene pair (A, A),
male number 1 has the gene pair (a, a), and male number 2 has
the gene pair (A, a).
If a DNA test shows that the baby chimp has the gene pair (A,
a), what is the probability that male number 1 is the father?
Example 3.5.2
Independent trials, each resulting in a success with
probability p or a failure with probability q = 1 − p, are
performed. We are interested in computing the probability
that a run of n consecutive successes occurs before a run
of m consecutive failures.
Example 3.5.3
A life insurance agent has 2 elderly clients, each of whom
has a life insurance policy that pays $100,000 upon death.
Let Y be the event that the younger one dies in the
following year, and let O be the event that the older one
dies in the following year. Assume that Y and O are
independent, with respective probabilities P(Y ) = .05 and
P(O) = .10.
If X denotes the total amount of money (in units of
$100,000) that will be paid out this year to any of these
clients’ beneficiaries, what are the possible values of X and
their associated probabilities.
Extra 1
The king comes from a family of 2 children. What is the
probability that the other child is his sister?
Extra 2
In a certain community, 36 percent of the families own a
dog and 22 percent of the families that own a dog also
own a cat. In addition, 30 percent of the families own a
cat. What is
(a) the probability that a randomly selected family owns
both a dog and a cat?
(b) the conditional probability that a randomly selected
family owns a dog given that it owns a cat?
Hw3

Chapter 3
Problems: 10, 26, 46, 49, 60
Theoretical Exercises: 11, 13, 21, 25, 28