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Lec2f Part2 PDF

This document is a presentation on conditional probability by Professor Pritam Ranjan. It includes definitions of conditional probability, the product rule, total probability, and independent events. It provides examples using an urn model and tree diagrams to illustrate conditional probabilities and independent events. It poses probability questions related to drawing balls from urns with replacement and without replacement.

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40 views9 pages

Lec2f Part2 PDF

This document is a presentation on conditional probability by Professor Pritam Ranjan. It includes definitions of conditional probability, the product rule, total probability, and independent events. It provides examples using an urn model and tree diagrams to illustrate conditional probabilities and independent events. It poses probability questions related to drawing balls from urns with replacement and without replacement.

Uploaded by

srivastavavishist
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Conditional Probability

Introduction to Probability & Statistics

Prof. Pritam Ranjan

OM & QT, IIM Indore

Email: [email protected]
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)

Prof. Pritam Ranjan IPS (July 7, 2017) 8/29


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?

Prof. Pritam Ranjan IPS (July 7, 2017) 9/29

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