Conditional probability

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

1/6

Conditional probability
Multiplication rule for all A, B: P(A and B) = P(A) P(B|A)

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

1/6

Conditional probability
Multiplication rule for all A, B: P(A and B) = P(A) P(B|A)
Rewrite:
Definition of conditional probability
P(B|A) =

Ani Adhikari and Philip Stark

P(A and B)
P(A)

Statistics 2.2X

Lecture 2.1

1/6

Conditional probability
Multiplication rule for all A, B: P(A and B) = P(A) P(B|A)
Rewrite:
Definition of conditional probability
P(B|A) =

P(A and B)
P(A)

denominator: restricts the set of outcomes to what is given

numerator: the event of interest, only on the restricted set that is given

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

1/6

Conditional probability
Multiplication rule for all A, B: P(A and B) = P(A) P(B|A)
Rewrite:
Definition of conditional probability
P(B|A) =

P(A and B)
P(A)

denominator: restricts the set of outcomes to what is given

numerator: the event of interest, only on the restricted set that is given
Example of use: Bayes Rule

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

1/6

Conditional probability
Multiplication rule for all A, B: P(A and B) = P(A) P(B|A)
Rewrite:
Definition of conditional probability
P(B|A) =

P(A and B)
P(A)

denominator: restricts the set of outcomes to what is given

numerator: the event of interest, only on the restricted set that is given
Example of use: Bayes Rule
But many conditional probabilities can be found without this.

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

1/6

Conditional probability
Multiplication rule for all A, B: P(A and B) = P(A) P(B|A)
Rewrite:
Definition of conditional probability
P(B|A) =

P(A and B)
P(A)

denominator: restricts the set of outcomes to what is given

numerator: the event of interest, only on the restricted set that is given
Example of use: Bayes Rule
But many conditional probabilities can be found without this.
Example: Conditional probabilities for the second stage, given the result of
the first stage
Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

1/6

Relation between draws

Two draws at random from R R R G G
P(second draw is R )

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

2/6

Relation between draws

Two draws at random from R R R G G
P(second draw is R ) = 3/5
regardless of whether the draws are with replacement or without

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

2/6

Relation between draws

Two draws at random from R R R G G
P(second draw is R ) = 3/5
regardless of whether the draws are with replacement or without
P(second draw is R | first draw is R )

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

2/6

Relation between draws

Two draws at random from R R R G G
P(second draw is R ) = 3/5
regardless of whether the draws are with replacement or without
P(second draw is R | first draw is R )
with replacement
without replacement

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

2/6

Relation between draws

Two draws at random from R R R G G
P(second draw is R ) = 3/5
regardless of whether the draws are with replacement or without
P(second draw is R | first draw is R )
with replacement
without replacement
= 3/5
= 2/4

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

2/6

Relation between draws

Two draws at random from R R R G G
P(second draw is R ) = 3/5
regardless of whether the draws are with replacement or without
P(second draw is R | first draw is R )
with replacement
without replacement
= 3/5
= 2/4
P(second draw is R | first draw is G )
with replacement
without replacement
= 3/5
= 3/4

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

2/6

Relation between draws

Two draws at random from R R R G G
P(second draw is R ) = 3/5
regardless of whether the draws are with replacement or without
P(second draw is R | first draw is R )
with replacement
without replacement
= 3/5
= 2/4
P(second draw is R | first draw is G )
with replacement
without replacement
= 3/5
= 3/4
independent
Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

2/6

Relation between draws

Two draws at random from R R R G G
P(second draw is R ) = 3/5
regardless of whether the draws are with replacement or without
P(second draw is R | first draw is R )
with replacement
without replacement
= 3/5
= 2/4
P(second draw is R | first draw is G )
with replacement
without replacement
= 3/5
= 3/4
independent
Ani Adhikari and Philip Stark

dependent
Statistics 2.2X

Lecture 2.1

2/6

In practice

independent trials
tosses of a coin
rolls of a die
draws with replacement

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

3/6

In practice

independent trials
tosses of a coin
rolls of a die
draws with replacement
trials that are not independent (that is, dependent trials)
cards dealt from a deck
draws without replacement

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

3/6

Independence

Rough definition
Two random quantities are independent if knowing how one of them
turned out does not change chances for the other.

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

4/6

Independence

Rough definition
Two random quantities are independent if knowing how one of them
turned out does not change chances for the other.
Independent events
Two events A and B are independent if P(B|A) = P(B|not A) = P(B)

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

4/6

Independence

Rough definition
Two random quantities are independent if knowing how one of them
turned out does not change chances for the other.
Independent events
Two events A and B are independent if P(B|A) = P(B|not A) = P(B)

Recall multiplication rule for all A, B: P(A and B) = P(A) P(B|A)

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

4/6

Independence

Rough definition
Two random quantities are independent if knowing how one of them
turned out does not change chances for the other.
Independent events
Two events A and B are independent if P(B|A) = P(B|not A) = P(B)

Recall multiplication rule for all A, B: P(A and B) = P(A) P(B|A)

Special case:

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

4/6

Independence

Rough definition
Two random quantities are independent if knowing how one of them
turned out does not change chances for the other.
Independent events
Two events A and B are independent if P(B|A) = P(B|not A) = P(B)

Recall multiplication rule for all A, B: P(A and B) = P(A) P(B|A)

Special case:
if A and B are independent, P(A and B) = P(A) P(B)

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

4/6

Independence and multiplication

Two draws at random from R R R G G

P(both draws are R )

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

5/6

Independence and multiplication

Two draws at random from R R R G G

P(both draws are R )
with replacement

Ani Adhikari and Philip Stark

without replacement

Statistics 2.2X

Lecture 2.1

5/6

Independence and multiplication

Two draws at random from R R R G G

P(both draws are R )
with replacement
= (3/5)(3/5)

Ani Adhikari and Philip Stark

without replacement
= (3/5)(2/4)

Statistics 2.2X

Lecture 2.1

5/6

Independence and multiplication

Two draws at random from R R R G G

P(both draws are R )
with replacement
= (3/5)(3/5)

without replacement
= (3/5)(2/4)

Independence doesnt determine whether you multiply; thats

determined by both events have to happen.

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

5/6

Independence and multiplication

Two draws at random from R R R G G

P(both draws are R )
with replacement
= (3/5)(3/5)

without replacement
= (3/5)(2/4)

Independence doesnt determine whether you multiply; thats

determined by both events have to happen.
Independence affects what you multiply.

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

5/6

What to multiply
Example 1. A die is rolled twice. Can you find the chance that the first
roll shows an even number of spots and the second roll shows one spot?

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

6/6

What to multiply
Example 1. A die is rolled twice. Can you find the chance that the first
roll shows an even number of spots and the second roll shows one spot?
Answer. Yes; (3/6) (1/6)

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

6/6

What to multiply
Example 1. A die is rolled twice. Can you find the chance that the first
roll shows an even number of spots and the second roll shows one spot?
Answer. Yes; (3/6) (1/6)
Example 2. A person is picked at random from a population.
50% of the population is male
10% of the population is left-handed
Can you find the chance that the person is a left-handed male?

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

6/6

What to multiply
Example 1. A die is rolled twice. Can you find the chance that the first
roll shows an even number of spots and the second roll shows one spot?
Answer. Yes; (3/6) (1/6)
Example 2. A person is picked at random from a population.
50% of the population is male
10% of the population is left-handed
Can you find the chance that the person is a left-handed male?
Answer. No. You get stuck at
P(male)P(left handed | male) = 0.5P(left handed | male) = 0.5??

Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

6/6

What to multiply
Example 1. A die is rolled twice. Can you find the chance that the first
roll shows an even number of spots and the second roll shows one spot?
Answer. Yes; (3/6) (1/6)
Example 2. A person is picked at random from a population.
50% of the population is male
10% of the population is left-handed
Can you find the chance that the person is a left-handed male?
Answer. No. You get stuck at
P(male)P(left handed | male) = 0.5P(left handed | male) = 0.5??
The proportion of left-handers among males is not necessarily the same as
the overall proportion, 0.1.
Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

6/6

What to multiply
Example 1. A die is rolled twice. Can you find the chance that the first
roll shows an even number of spots and the second roll shows one spot?
Answer. Yes; (3/6) (1/6)
Example 2. A person is picked at random from a population.
50% of the population is male
10% of the population is left-handed
Can you find the chance that the person is a left-handed male?
Answer. No. You get stuck at
P(male)P(left handed | male) = 0.5P(left handed | male) = 0.5??
The proportion of left-handers among males is not necessarily the same as
the overall proportion, 0.1. Gender and handedness are dependent.
Ani Adhikari and Philip Stark

Statistics 2.2X

Lecture 2.1

6/6