Conditional Probability
Introduction to Probability & Statistics
Prof. Pritam Ranjan
OM & QT, IIM Indore
Email: pritamr@iimidr.ac.in
Office: A - 102, Phone: 512
Session - 2: Conditional probability, independence, Bayes’
Theorem with application
Textbook coverage: Chapter 8
Prof. Pritam Ranjan IPS (July 7, 2017) 1/29
Conditional Probability
Theory
Definition: If P(B) > 0,
P(A ∩ B)
P(A|B) =
P(B)
Product rule:
P(A ∩ B) = P(A|B)P(B)
Prof. Pritam Ranjan IPS (July 7, 2017) 2/29
Conditional Probability
Theory
Total probability:
P(A) = P(A|B)P(B) + P(A|B � )P(B � )
If B1 , ..., Bn creates a partition of Ω,
P(A) = P(A|B1 )P(B1 ) + P(A|B2 )P(B2 ) + · · · + P(A|Bn )P(Bn )
Prof. Pritam Ranjan IPS (July 7, 2017) 3/29
Conditional Probability
URN model
1. Draw two balls one at-a-time without replacement from an urn
containing 4 red and 6 green balls. Find the probability of
(a) getting a red ball in the first draw.
(b) getting a red ball in the second draw.
(c) getting two different coloured balls.
Prof. Pritam Ranjan IPS (July 7, 2017) 4/29
Conditional Probability
URN model
2. Flip a coin (with P(H) = 0.25). If you get a head, draw one ball
from urn-1. If you observe tail, randomly choose a ball from urn-2.
Find the probability of getting a red ball.
Prof. Pritam Ranjan IPS (July 7, 2017) 5/29
Conditional Probability
Tree diagram
1. Draw two balls one at-a-time without replacement from an urn
containing 4 red and 6 green balls. Find the probability of
(a) getting a red ball in the first draw.
(b) getting a red ball in the second draw.
(c) getting two different coloured balls.
Prof. Pritam Ranjan IPS (July 7, 2017) 6/29
Conditional Probability
Tree diagram
2. Flip a coin (with P(H) = 0.25). If you get a head, draw one ball
from urn-1. If you observe tail, randomly choose a ball from urn-2.
If the drawn ball is red, put it in the other urn, otherwise put it
back in the same urn. Choose another ball from the urn you have
just put the ball in. Find the prob. that the second draw is black.
Prof. Pritam Ranjan IPS (July 7, 2017) 7/29
Conditional Probability
Independent Events
Definition Two events A and B are said to be independent if and only if (any
of the following is true)
(a) P(A ∩ B) = P(A) · P(B)
(b) P(A|B) = P(A) (assuming P(B) > 0)
(c) P(B|A) = P(B) (assuming P(A) > 0)
Related Concepts:
Conditional independence
Disjoint, mutually exclusive, exhaustive and
independence
Pairwise independent vs. mutually independent
(e.g., roll 2 dice, A - sum is 7, B - first one is 3, C - second one is 4)
(e.g., flip 2 coins, A - 1st one is H, B - 2nd is H, C - both coins agree)
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Conditional Probability
Independent Events
According to USA Today, 65% of Americans are overweight or
obese. If five Americans are chosen at random, what is the
probability that at least one of them is overweight or obese?
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