AU Stat Dept Probability and Statistics Chapter - 4

4. Conditional Probability and Independence

4.1. The Multiplication Rules (Theorems)
The multiplication rules can be used to find the probability of two or more events that occur in
sequence.
Independent events: Two events A and B are independent if the occurrence of "A" does not
affect the probability of "B" occurring.
Dependent events: Two events are dependent if the first event affects the outcome or
occurrence of the second event in a way the probability is changed.
4.1.1 The Multiplication Rules for Probability
1. If two events A and B are independent, then the probability of both A and B will occur is
𝑃(𝐴 𝑎𝑛𝑑 𝐵) = 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) 𝑥 𝑃(𝐵).
2. If two events A and B are dependent, then the probability of both A and B will occur is
𝑃(𝐴 𝑎𝑛𝑑 𝐵) = 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) 𝑥 𝑃(𝐵/𝐴) = 𝑃(𝐵) 𝑥 𝑃(𝐴/𝐵).
Example 1: A coin is flipped and a die is rolled. Find the probability of getting a head on the
coin and a 4 on the die.
Solution: These two events are independent since the outcome of the first event (tossing a
coin) does not affect the probability outcome of the second event (rolling a die).
1 1 1
𝑃(ℎ𝑒𝑎𝑑 𝑎𝑛𝑑 4) = 𝑃(ℎ𝑒𝑎𝑑) 𝑥 𝑃(4) = 𝑥 = .
2 6 12
Example 2: An urn contains 3 red balls, 2 blue balls and 5 white balls. A ball is selected and its color
noted. Then it is replaced. A second ball is selected and its color noted. Find the probability of :
a) Selecting two blue balls.
b) Selecting a blue ball and then a white ball.
c) Selecting a red ball and then a blue ball.
2 2 4 1
Solution: a) 𝑃(𝑏𝑙𝑢𝑒 𝑎𝑛𝑑 𝑏𝑙𝑢𝑒) = 𝑃(𝑏𝑙𝑢𝑒 ∩ 𝑏𝑙𝑢𝑒) = 𝑃(𝑏𝑙𝑢𝑒) 𝑥 𝑃(𝑏𝑙𝑢𝑒) = 10 𝑥 10 = 100 = 25.
2 5 10 1
b) 𝑃(𝑏𝑙𝑢𝑒 𝑎𝑛𝑑 𝑤ℎ𝑖𝑡𝑒) = 𝑃(𝑏𝑙𝑢𝑒 ∩ 𝑤ℎ𝑖𝑡𝑒) = 𝑃(𝑏𝑙𝑢𝑒) 𝑥 𝑃(𝑤ℎ𝑖𝑡𝑒) = 10 𝑥 10 = 100 = 10.
3 2 6 3
c) 𝑃(𝑟𝑒𝑑 𝑎𝑛𝑑 𝑏𝑙𝑢𝑒) = 𝑃(𝑟𝑒𝑑 ∩ 𝑏𝑙𝑢𝑒) = 𝑃(𝑟𝑒𝑑) 𝑥 𝑃(𝑏𝑙𝑢𝑒) = 10 𝑥 10 = 100 = 50.

Example 3: A card is drawn from an ordinary deck and its number noted. Then it is not
replaced. A second card is drawn and its number noted, then find the probability of:
a) Getting two Jacks (J). b) Getting an ace (A) and a king (K) in order.
c) Getting a flower and a spade. d) Getting a red and a black in order.
4 3 12
Solution: a) 𝑃(𝐽𝑎𝑐𝑘 𝑎𝑛𝑑 𝐽𝑎𝑐𝑘) = 𝑃(𝐽𝑎𝑐𝑘 ∩ 𝐽𝑎𝑐𝑘) = 𝑃(𝐽𝑎𝑐𝑘) 𝑥 𝑃(𝐽𝑎𝑐𝑘/𝐽𝑎𝑐𝑘) = 52 𝑥 51 = 2802 .

By Getahun D. Lecture Notes Page 1

 AU Stat Dept Probability and Statistics Chapter - 4

4 4 16
b) 𝑃(𝑎𝑐𝑒 𝑎𝑛𝑑 𝑘𝑖𝑛𝑔) = 𝑝(𝑎𝑐𝑒 ∩ 𝑘𝑖𝑛𝑔) = 𝑃(𝑎𝑐𝑒) 𝑥 𝑃(𝐾𝑖𝑛𝑔/𝐴𝑐𝑒) = 52 𝑥 51 = 2802.

c) 𝑃(𝑓𝑙𝑜𝑤𝑒𝑟 𝑎𝑛𝑑 𝑠𝑝𝑎𝑑𝑒) = 𝑃(𝑓𝑙𝑜𝑤𝑒𝑟 ∩ 𝑠𝑝𝑎𝑑𝑒) = 𝑃(𝑓𝑙𝑜𝑤𝑒𝑟) 𝑥 𝑃(𝑆𝑝𝑎𝑑𝑒/𝑓𝑙𝑜𝑤𝑒𝑟) = 13 13

𝑥 =
52 51
169
2802
.
26 26 676
d) 𝑃(𝑟𝑒𝑑 𝑎𝑛𝑑 𝑏𝑙𝑎𝑐𝑘) = 𝑃(𝑟𝑒𝑑 ∩ 𝑏𝑙𝑎𝑐𝑘) = 𝑃(𝑟𝑒𝑑) 𝑥 𝑃(𝑏𝑙𝑎𝑐𝑘/𝑟𝑒𝑑) = 52 𝑥 51 = 2802 .
Exercise: If the probabilities are 0.75, 0.7 and 0.525 that a student A, B, or both can solve the
problems in a text book respectively. What is the probability that?
a) Student A can only solve the problem selected at random from the book?
b) Student B can only solve the problem selected at random from the book?
Solution:

a) A 𝐴 ∩ 𝐵′ b) A 𝐴′ ∩ B
B B

a) 𝑷(𝑨 ∩ 𝑩′ ) = 𝑷(𝑨) − 𝒑(𝑨 ∩ 𝑩) = 𝟎. 𝟕𝟓 − 𝟎. 𝟓𝟐𝟓 = 𝟎. 𝟐𝟐𝟓. ; 𝐛) 𝑷(𝑨′ ∩ 𝑩) = 𝑷(𝑩) − 𝒑(𝑨 ∩ 𝑩) = 𝟎. 𝟕 − 𝟎. 𝟓𝟐𝟓 = 𝟎. 𝟏𝟕𝟓.

4.2. Conditional Probability

The conditional probability of an event is a probability obtained with the additional information
that some other event has already occurred.
▪ The conditional probability of event B occurring, given that event A has already
occurred, can be found by:
𝑃(𝐴∩𝐵)
✓ 𝑃(𝐵/𝐴) = , 𝑖𝑓 𝑃(𝐴) ≠ 0.
𝑃(𝐴)
▪ The conditional probability of event A occurring, given that event B has already
occurred, can be found by:
𝑃(𝐴∩𝐵)
✓ 𝑃(𝐴/𝐵) = , 𝑖𝑓 𝑃(𝐵) ≠ 0.
𝑃(𝐵)
∴ 𝑷(𝑨 ∩ 𝑩) = 𝑷(𝑨) 𝒙 𝑷(𝑩/𝑨) = 𝑷(𝑩) 𝒙 𝑷(𝑨/𝑩).
𝑵𝒐𝒕𝒆: 𝐼𝑓 𝐴 𝑎𝑛𝑑 𝐵 𝑎𝑟𝑒 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡, 𝑡ℎ𝑒𝑛 𝑃(𝐴/𝐵) = 𝑃(𝐴) 𝑎𝑛𝑑 𝑃(𝐵/𝐴) = 𝑃(𝐵).
Example: A box contains black chips and white chips. A person selects two chips without
replacement. If the probability of selecting a black chip and a white chip is 15/56 , and the probability
of selecting a black chip on the first draw is 3/8 , , find the probability of selecting the white chip on
the second draw, given that the first chip selected was a black chip.
𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏: 𝐿𝑒𝑡 ; 𝐵 = 𝑠𝑒𝑙𝑒𝑐𝑡𝑖𝑛𝑔 𝑎 𝑏𝑙𝑎𝑐𝑘 𝑐ℎ𝑖𝑝 𝑎𝑛𝑑 𝑊 = 𝑠𝑒𝑙𝑒𝑐𝑡𝑖𝑛𝑔 𝑎 𝑤ℎ𝑖𝑡𝑒 𝑐ℎ𝑖𝑝. 𝑇ℎ𝑒𝑛
𝑃(𝐵 ∩ 𝑊) 15/56 15 8 5
𝑃(𝑊/𝐵) = = = 𝑥 = .
𝑃(𝐵) 3/8 56 3 7
Exercise: Let A and B are two events such that 𝑃(𝐴 ∪ 𝐵) = 3/4, 𝑃(𝐴 ∩ 𝐵) = 1/4 𝑎𝑛𝑑 𝑃(𝐴′ ) =
2/3, 𝑡ℎ𝑒𝑛 𝑓𝑖𝑛𝑑 𝑃(𝐴′/𝐵)? 𝐴𝑛𝑠 = 5/8.

By Getahun D. Lecture Notes Page 2

 AU Stat Dept Probability and Statistics Chapter - 4

4.3. Bayes' Theorem and The Total Probability Theorem

The law of total probability: Suppose 𝐵1 , 𝐵2 , … , 𝐵𝑚 are disjoint events such that 𝐵1 ∪ 𝐵2 ∪ … ∪ 𝐵𝑚 =
𝑆. The probability of an arbitrary event A can be expressed as:
𝑃(𝐴) = 𝑃(𝐵1 ) 𝑥 𝑃(𝐴/𝐵1 ) + 𝑃(𝐵2 ) 𝑥 𝑃(𝐴/𝐵2 ) + ⋯ + 𝑃(𝐵𝑚 ) 𝑥 𝑃(𝐴/𝐵𝑚 ).
The following Figure illustrates the law for m = 5. The event A is the disjoint union of 𝐴 ∩ 𝐵𝑖 ,
𝑓𝑜𝑟 𝑖 = 1, 2, … , 5 , so 𝑃(𝐴) = 𝑃(𝐴 ∩ 𝐵1 ) + 𝑃(𝐴 ∩ 𝐵2 ) + ⋯ + 𝑃(𝐴 ∩ 𝐵5 ), and for each i the
multiplication rule states 𝑃(𝐴 ∩ 𝐵𝑖 ) = 𝑃(𝐵𝑖 ) 𝑥 𝑃(𝐴/𝐵𝑖 ).

𝐵1 𝐵2
b1 A vBd
𝐴 ∩ 𝐵1 𝐴 ∩ 𝐵2

𝐴 ∩ 𝐵5 𝐴 ∩B3
𝐵3 𝐵3
𝐴 ∩ 𝐵4

𝐴𝐴 ∩ 𝐵1 ∩ 𝐵1 S=B
𝐵5 𝐵4 S
𝐴 ∩ 𝐵1
Bayes' Rule: Suppose the events 𝐵1 , 𝐵2 , … , 𝐵𝑚 are disjoint and 𝐵1 ∪ 𝐵2 ∪ … ∪ 𝐵𝑚 = 𝑆. The
conditional probability of 𝐵𝑖 , given an arbitrary event A, can be expressed as:
𝑃(𝐵𝑖 ∩ 𝐴) 𝑃(𝐵𝑖 ) 𝑥 𝑃(𝐴/𝐵𝑖 )
𝑃(𝐵𝑖 /𝐴) = =𝐴 ∩ 𝐵1
𝑃(𝐴) 𝑃(𝐵1 ) 𝑥 𝑃(𝐴/𝐵1 ) + 𝑃(𝐵2 ) 𝑥 𝑃(𝐴/𝐵2 ) + ⋯ + 𝑃(𝐵𝑚 ) 𝑥 𝑃(𝐴/𝐵𝑚 )

Example 1: Box 1 contains 2 𝐴red

∩𝐵balls
1 and one blue ball. Box 2 contains 3 blue balls and one red ball.
A coin is tossed. If it falls heads up, Box 1 is selected and a ball is drawn. If it falls tails up, Box 2 is
𝐴 ∩ 𝐵find
selected and a ball is drawn. Then 1 the probability of selecting a red ball.
Solution: Let; 𝐵1 − be the event that box 1 is selected.
𝐵2 − be the event that box 2 is selected.
𝑅 − be the event that a red ball is selected.
𝐵 − be the event that a blue ball is selected

𝑃(𝑅/𝐵1 ) = 2/3 R
𝑃(𝐵1 ) = 1/2 𝐵1
𝑃(𝐵/𝐵1 ) = 1/3 B
R
𝑃(𝐵1 ) = 1/2 𝐵2 𝑃(𝑅/𝐵2 ) = 1/4

𝑃(𝐵/𝐵2 ) = 3/4 B

By Getahun D. Lecture Notes Page 3

 AU Stat Dept Probability and Statistics Chapter - 4

✓ R is selected, if and only if, 𝐵1 is selected and R is selected or 𝐵2 is selected and R is selected.
→≫ 𝑅 = (𝐵1 𝑎𝑛𝑑 𝑅)𝑜𝑟 (𝐵2 𝑎𝑛𝑑 𝑅) = (𝐵1 ∩ 𝑅) ∪ (𝐵2 ∩ 𝑅).
𝑃(𝑅) = 𝑃{(𝐵1 ∩ 𝑅) ∪ (𝐵2 ∩ 𝑅)} = 𝑃(𝐵1 ∩ 𝑅) + 𝑃(𝐵2 ∩ 𝑅) = 𝑃(𝐵1 ) 𝑥 𝑃(𝑅/𝐵1 ) + 𝑃(𝐵2 ) 𝑥 𝑃(𝑅/𝐵2 )
1 2 1 1 1 1 11
= 𝑥 + 𝑥 = + = .
2 3 2 4 3 8 24
Example 2: A shipment of two boxes, each containing 6 telephones, is received by a store. Box1
contains one defective phone and box 2 contains 2 defective phones. After the boxes are unpacked, a
phone is selected and found to be defective. Then find the probability that it came from box 2.
Solution: Let 𝐵1 − be the event that box 1 is selected.
𝐵2 − be the event that box 2 is selected.
𝐷 − be the event that defective phone is selected.
𝑁𝐷 − be the event that non defective phone is selected.

𝑃(𝐷/𝐵1 ) = 1/6 D

𝑃(𝐵1 ) = 1/2 𝐵1 𝑃(𝑁𝐷/𝐵1 ) = 5/6

ND
𝑃(𝐷/𝐵2 ) = 2/6 D
𝑃(𝐵2 ) = 1/2 𝐵2

𝑃(𝑁𝐷/𝐵2 ) = 4/6 ND
𝑷(𝑩𝟐 /𝑫) =?
𝑃(𝐵2 ∩ 𝐷) 𝑃(𝐵2 ) 𝑥 𝑃(𝐷/𝐵2 ) 𝑃(𝐵2 ) 𝑥 𝑃(𝐷/𝐵2 )
𝑃(𝐵2 /𝐷) = = = .
𝑃(𝐷) 𝑃{(𝐵1 ∩ 𝐷) ∪ (𝐵2 ∩ 𝐷)} 𝑃(𝐵1 ∩ 𝐷) + 𝑃(𝐵2 ∩ 𝐷)
Since, 𝑫 is selected, iff, 𝐵1 is selected and 𝐷 is selected or 𝐵2 is selected and 𝐷 is selected.
✓ →≫ 𝐷 = (𝐵1 𝑎𝑛𝑑 𝐷) 𝒐𝒓 (𝐵2 𝑎𝑛𝑑 𝐷) = (𝐵1 ∩ 𝐷) ∪ (𝐵2 ∩ 𝐷).
𝑃(𝐷) = 𝑃{(𝐵1 ∩ 𝐷) ∪ (𝐵2 ∩ 𝐷)} = 𝑃(𝐵1 ∩ 𝐷) + 𝑃(𝐵2 ∩ 𝐷) = 𝑃(𝐵1 ) 𝑥 𝑃(𝐷/𝐵1 ) + 𝑃(𝐵2 ) 𝑥 𝑃(𝐷/𝐵2 ).
1 1 1 2 1 2 3 1
= 2 𝑥 6 + 2 𝑥 6 = 12 + 12 = 12 = 4. 𝑇ℎ𝑒𝑛
𝑃(𝐵2 ∩ 𝐷) 𝑃(𝐵2 ) 𝑥 𝑃(𝐷/𝐵2 ) 1/2 𝑥 2/6 1/6 1 4 2
𝑃(𝐵2 /𝐷) = = = = = 𝑥 = .
𝑃(𝐷) 𝑃(𝐷) 1/4 1/4 6 1 3

By Getahun D. Lecture Notes Page 4