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Conditional Probability PDF

1. This document discusses conditional probability and related concepts. Conditional probability is the probability of an event B occurring given that event A has occurred, written as P(B|A). 2. An example is provided to illustrate computing conditional probability. A laptop can be black or white and have small, medium, or large RAM. The problem involves calculating various probabilities. 3. Other probability topics covered include the product rule, partitioning and total probability, Bayes' rule, and independence of events. Applications to binary communication systems are mentioned. Several examples are provided but their solutions are not shown.

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53 views9 pages

Conditional Probability PDF

1. This document discusses conditional probability and related concepts. Conditional probability is the probability of an event B occurring given that event A has occurred, written as P(B|A). 2. An example is provided to illustrate computing conditional probability. A laptop can be black or white and have small, medium, or large RAM. The problem involves calculating various probabilities. 3. Other probability topics covered include the product rule, partitioning and total probability, Bayes' rule, and independence of events. Applications to binary communication systems are mentioned. Several examples are provided but their solutions are not shown.

Uploaded by

naeem
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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11/03/2023

Conditional Probability
PROBABILITY METHODS IN EGNINEERING

Dr. Zaid Ahmad, MIEEE
COMSATS University Islamabad, Lahore Campus

Conditional Probability
The probability of an event 𝐵 occurring when an event 𝐴 has occurred, stated as 
probability of B given A has occurred.

𝑃 𝐴∩𝐵
𝑃𝐵𝐴 , 𝑃𝐴 0
𝑃𝐴

𝑃 𝐴∩𝐵
𝑃𝐴𝐵 , 𝑃𝐵 0
𝑃𝐵

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Example
You receive a laptop gift from a company which is either black (𝐵) or white (𝑊 ) in 
color. The laptops come with three sizes of RAM installed: small (𝑆), medium (𝑀), and 
large (𝐿). If you get a laptop chosen randomly,
A. Write down the sample space of your observations assuming equally likely 
outcomes;
Compute:
B. 𝑃 [𝐵]
C. 𝑃 [𝑆|𝐵] (03)
D. P[𝐿 ∪ 𝑊 ]

Check your solution
A. 𝑆 𝐵𝑆, 𝐵𝑀, 𝐵𝐿, 𝑊𝑆, 𝑊𝑀, 𝑊𝐿
B.  𝑆 𝑀 𝐿
𝐵 0.2 0.2 0.02
𝑊 0.3 0.2 0.08

𝑃𝐵
∩
C.   𝑃𝑆𝐵

D. 𝑃 𝐿∪𝑊 𝑃𝐿 𝑃𝑊 𝑃 𝐿∩𝑊

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Multiplicative or Product Rule
𝑃 𝐴∩𝐵 𝑃 𝐴|𝐵 𝑃 𝐵

𝑃 𝐵∩𝐴 𝑃 𝐵|𝐴 𝑃 𝐴

𝑃 𝐴|𝐵 𝑃 𝐵 𝑃 𝐵|𝐴 𝑃 𝐴

Partitioning and Total Probability
Breakdown of sample space into mutually exclusive collectively exhaustive events

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Partitioning and Total Probability
For 𝑛 partitions 𝐵 of a sample space 𝑆,

𝑃𝐴 𝑃 𝐴∩𝐵 𝑃𝐴𝐵 𝑃𝐵 , 𝑃𝐵 0 ∀𝑖 ∈ 1, 𝑘

Bayes’ Rule
𝑃 𝐴∩𝐵 𝑃𝐴𝐵 𝑃𝐵
𝑃𝐵 𝐴 , j 1,2,3, … , 𝑘
𝑃𝐴 ∑ 𝑃𝐴𝐵 𝑃𝐵

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Independence of Events
Two events 𝐴 and 𝐵 are independent iff

𝑃𝐵𝐴 𝑃𝐵 or 𝑃𝐴𝐵 𝑃𝐴 or 𝑃 𝐴∩𝐵 𝑃𝐴𝑃𝐵

Binary Communication System

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Example
Solution:

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Example

Solution:

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Example

Solution:

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Example

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Example

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Example

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References
1. Walpole, R.E., Myers, R.H., Myers, S.L. and Ye, K. (2007)
Probability & Statistics for Engineers & Scientists. 9th Edition,
Pearson Education, Inc.
2. Leon-Garcia, A. (2008). Probability, Statistics, and Random
Processes for Electrical Engineering. 3rd Edition,
Pearson/Prentice Hall.

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