Conditional probabilities
Unconditional probability
• Our discussions thus far have focused on the (unconditional)
probability
Consider the problem of drawing one random object from a container
Simple sample space (n=12)
Pr({A red-colour object})
= “4 out of a total of 12 objects”
=4/12
Probabilities with “conditions”
• In conditional probabilities, we use the outcomes under a certain
condition as the basis of probability calculations
• If we focus on only those outcomes where a ball is drawn. How would
this condition {a ball}, influence the probability of {a red-colour
object}?
Simple sample space (n=12)
What is the Pr({a red-colour object})
conditional on {A ball}?
Pr({A red-colour object})
Pr({a red-colour object}) conditional on {A ball}
Conditional probabilities explained
The conditional probability of an event A, given event B, is defined as
Pr(𝐴∩𝐵)
𝑃𝑟 𝐴 𝐵 =
Pr(𝐵)
Example
• Consider results from a marketing survey about their most frequently
visited supermarket. Assuming you select a random customer
Satisfied with shopping Giant NTUC Prime
experience
Yes 174 132 90
No 54 72 78
(1) Pr({Yes})
(2) Pr({Yes} ∩{Giant})
(3) Pr({Yes}|{Giant})
Statistical independence
Conditional and unconditional probabilities
Sample space
Pr({Red})
=4/12=1/3
With the condition of Event “B”
Pr({Red}|{Ball})
=2/8=1/4
Independent events: when unconditional and
conditional probabilities are equal
• If in a new experiment where we replace the two blue balls with two
red balls…THEN
Simple sample space (n=12) Pr(R)
= “6 red objects of a total of 12 objects”
= 0.5, and
Pr(R|B)
= “4 red balls out of a total of 8 balls”
=0.5
Now, {B} does not affect the probability of {R}. We call them independent
events. PS: verify that Pr(B)=Pr(B|R)
Example
• Suppose 10% of NBS students are international students, and the
event of {an intl student} is independent to {an NBS student}. Now we
randomly select a NTU student.
(1) Pr({an intl student}|{an NBS student})=?
(2) Pr({an intl student})=?
(3) Pr({a local student})=?
(4) Pr({a local student}|{an NBS student})=?
(5) Pr({a local student}|{not an NBS student})=?
Example
• Suppose 10% of NBS students are international students, and the
event of {an intl student} is independent to {an NBS student}. Now we
randomly select a NTU student.
(1) Pr({an intl student}|{an NBS student})=?
(2) Pr({an intl student})=?
(3) Pr({a local student})=?
(4) Pr({a local student}|{an NBS student})=?
(5) Pr({a local student}|{not an NBS student})=?
Independent events
• Two events are independent events when their conditional
probabilities are equal to their unconditional probabilities
𝑃𝑟 𝐴 𝐵 = Pr 𝐴 (A is independent to B)
or equivalently
𝑃𝑟 𝐵 𝐴 = Pr 𝐵 (B is independent to A)
Observe: Independence is a two-way relationship
When A is independent to B, it implies A & “not A” are also
independent to B and “not B.”
Example : Independent events
You toss a fair dice twice. Define A={got “3” on the 1st toss} and B ={got
“4” on the 2nd toss}.
Understanding the two events are independent,
(1) P𝑟 𝐴 =? P𝑟 𝐵 =?
(2) P𝑟(𝐴 ∩ 𝐵)=?
Random variables
Random variables
• In many experiments, it’s often easier to deal with a variable(s) (i.e., a
number) instead of the original sample space and events
For example, 50 students are voting (Yes/No). The sample space would
have 250 outcomes (!!!), each representing a unique sequence of votes
from the 50 students.
• If only the # of YES votes is of interest to us, we can describe the
result by a variable X, over the range of 0 to 50.
- Note that each outcome can be mapped to one of the values of X
• The rule to map an outcome to a number is called a random variable
(RV)
Random variables
• A random variable (RV) is a mathematical function mapping each
outcome in the sample space to a number
Sample space
Hello, RV
I am an
outcome
-2 -1 0 1 2 3 4 5 6 7 8 9 10
• The probabilities for different values is its probability distribution
(=value of RV & the corresponding probabilities)
For an experiment of throwing a fair dice twice, define a
random variable X = the sum of the two numbers.
𝑆 = { 1,1 , 1,2 , … . , 6,4 , 6,5 , (6,6)}
X 2 3 4 5 6 7 8 9 10 11 12
Frequency 1 2 3 4 5 6 5 4 3 2 1
probability 1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36
Distribution of X (mathematical form)
Distribution plot
0.18 1
0.16 Pr 𝑋 = 2 =
0.14 36
0.12
2
probability
0.1
Pr 𝑋 = 3 =
0.08
0.06 36
0.04
0.02
.
0
2 3 4 5 6 7 8 9 10 11 12
.
X
Pr 𝑋 = 12 = 1/36
Properties of the distribution of an RV
• Expectably, a probability distribution must inherit the classical
properties of probabilities:
1) The probability for any RV value must be between zero and one
2) The total probability of a distribution is 1.0