MTHG 113

Probability and Statistics

Conditional Probability

Dr. Ahmed Sayed AbdelSamea

Giza, Egypt, Spring 2025

aashiry@[Link]
aashiry@[Link]
Conditional Probability
Definition
If 𝐴 and 𝐵 are any events in S and 𝑃(𝐵) ≠ 0, the conditional
probability of 𝐴 given 𝐵 is
P 𝐴∩𝐵
𝑃 𝐴|𝐵 =
𝑃(𝐵)

Theorem (The Multiplication Rule )

If 𝐴 and 𝐵 are any events in S then
P 𝐴 ∩ 𝐵 = 𝑃 𝐴|𝐵 ∙ 𝑃 𝐵 if 𝑃(𝐵) ≠ 0
= 𝑃 𝐵|𝐴 ∙ 𝑃 𝐴 if 𝑃(𝐴) ≠ 0
Note
The notion of conditional probability provides the capability of reevaluating the
idea of probability of an event in light of additional information, that is, when it
is known that another event has occurred. The probability 𝑷 𝑨|𝑩 is an updating
of 𝑷 𝑨 based on the knowledge that event B has occurred.
Conditional Probability
Example
• Suppose that 500 machine parts are inspected before they are shipped,
that I denotes that a machine part is improperly assembled, D denotes
that it contains one or more defective components, and the distribution
of the 500 machine parts among the various categories is as shown.
• The probability of getting a defective component is
15 3
𝑃 𝐷 = = ,
500 100
• The probability of getting an improperly assembled component is
30 6
𝑃 𝐼 = =
500 100
Conditional Probability
Example
• The probability of getting a defective components when it is
restricted to the machine parts that are improperly assembled
𝑁 𝐷∩𝐼 𝟏𝟎
𝑃 𝐷|𝐼 = =
𝑁(𝐼) 𝟑𝟎
𝑃 𝐷∩𝐼 𝟏𝟎/𝟓𝟎𝟎 𝟏𝟎
𝑃 𝐷|𝐼 = = =
𝑃(𝐼) 𝟑𝟎/𝟓𝟎𝟎 𝟑𝟎
Exercise
Find the probability of getting an improperly assembled
component given it is defective
Conditional Probability
Example
Three alternatives for current mileage are denoted by 𝑀1 , 𝑀2 , and
𝑀3 , where 𝑀1 is low mileage. The price is either 𝑃1 or 𝑃2 , where
𝑃1 is moderate price; and the three alternatives for operating costs
are denoted by 𝐶1 , 𝐶2 , and 𝐶3 , where 𝐶1 is inexpensive.
 𝑀1 is low mileage
Conditional Probability 𝑃1 is moderate price
𝐶1 is inexpensive operating cost

𝑃 𝑀1 = 0.2
𝑃 𝑀2 = 0.5
𝑃 𝑀3 = 0.3

𝑃 𝑃1 = 0.75
𝑃 𝑃2 = 0.25

𝑃 𝐶1 = 0.22
𝑃 𝐶2 = 0.38
𝑃 𝐶3 = 0.40
 𝑀1 is low mileage
Conditional Probability 𝑃1 is moderate price
𝐶1 is inexpensive operating cost

Example
What is the conditional probability
that a used car has low mileage given
that it is expensive to operate?

𝑃 𝑀1 ∩ 𝐶3
𝑃 𝑀1 |𝐶3 =
𝑃 𝐶3
0.08
𝑃 𝑀1 |𝐶3 = = 20%
0.4
Conditional Probability
Theorem (The Independence Rule )
Two events 𝐴 and 𝐵 are independent events if
P 𝐴∩𝐵 =𝑃 𝐴 ∙𝑃 𝐵
Corollary
If 𝐴 and 𝐵 are independent events, then
𝑃 𝐴|𝐵 = 𝑃 𝐴
𝑃 𝐵|𝐴 = 𝑃 𝐵
Example
What is the probability of getting two heads in two flips of a balanced
(fair) coin?
Answer
Since the probability of heads is ½ for each flip and the two flips
are not physically connected (independent), we treat them as
1 1 1
independent. The probability is𝑃 𝐻1 ∙ 𝑃 𝐻2 = ∙ =
2 2 4
Conditional Probability
Example
Two cards are drawn at random from an ordinary deck of 52 playing cards.
What is the probability of getting two aces if:
(a) the first card is replaced before the second card is drawn;
(b) the first card is not replaced before the second card is drawn?
Answer
(a) Two independent events
4 4 1
∙ =
52 52 169
(b) Dependent
4 3 1
∙ =
52 51 221
Exercise
Show that if 𝐴, 𝐵 and 𝐶 are mutually independent events then
a) 𝑃 𝐶|𝐴 ∩ 𝐵 = 𝑃(𝐶)
b) 𝐴 and 𝐵 ∪ 𝐶 are independent.
Conditional Probability
Example
The probability that a regularly scheduled flight departs on time is 𝑃 𝐷 =
0.83; the probability that it arrives on time is 𝑃 𝐴 = 0.82; and the probability
that it departs and arrives on time is 𝑃 𝐴 ∩ 𝐷 = 0.78.
Find the probability that a plane
(a) arrives on time, given that it departed on time, and
(b) departed on time, given that it has arrived on time.
(c) arrives on time given that it did not depart on time.
Answer
(a) arrives on time, given that it departed on time
𝑃 𝐴∩𝐷 0.78
𝑃 𝐴|𝐷 = = = 0.94
𝑃(𝐷) 0.83
(b) departed on time, given that it has arrived on time
𝑃 𝐴∩𝐷 0.78
𝑃 𝐷|𝐴 = = = 0.95
𝑃(𝐴) 0.82
Conditional Probability
Example
The probability that a regularly scheduled flight departs on time is 𝑃 𝐷 =
0.83; the probability that it arrives on time is 𝑃 𝐴 = 0.82; and the probability
that it departs and arrives on time is 𝑃 𝐴 ∩ 𝐷 = 0.78.
Find the probability that a plane
(a) arrives on time, given that it departed on time, and
(b) departed on time, given that it has arrived on time.
(c) arrives on time given that it did not depart on time.
Answer
(c) It is more important to know the probability that the flight arrives on time given the
information that the flight did not depart on time.
𝑃 𝐴∩𝐷 ഥ P 𝐴 −𝑃 𝐴∩𝐷 0.82 − 0.78
ഥ
𝑃 𝐴|𝐷 = = = = 0.24
ഥ)
𝑃(𝐷 ഥ)
𝑃(𝐷 0.17
Conditional Probability
Exercise
A box contains 15 fuses of which 5 are defective. If 3 fuses are selected at
random, one after the other, what is the probability that the fuses are:
a) All defective
b) The 1st defective, 2nd and 3rd non-defective
c) The 1st defective and the 2nd defective
d) The 3rd defective.
e) At least two are defective
f) At most one is defective
Exercise
A MCQ exam has four questions. Each question has three
possible answers. A students guesses all answers. Assuming
independent guesses, what is the probability that the correct
answers are more than the wrong ones.
Conditional Probability
Exercise
A pair of fair dice is thrown. If two numbers appearing are
different. Find the probability that:
a) The sum is 6 (2/15)
b) An ace appears (1/3)
c) The sum is 4 or less. (2/15)
Exercise
An urn contains 10 white, 5 yellows and 10 black marbles. A
marble is chosen at random and it is noted that it is NOT one of the
black marbles. What is the probability it is yellow?
Conditional Probability
Rules
a) 𝑃 𝐴|𝑆 = 𝑃 𝐴
b) 𝑃 𝑆|𝐴 = 1
c) 𝑃 ∅|𝑆 = 0
ҧ
d) 𝑃 𝐴|𝐵 = 1 − 𝑃 𝐴|𝐵
e) 𝑃 𝐴 ∪ 𝐵|𝐶 = 𝑃 𝐴|𝐶 + 𝑃 𝐵|𝐶 − 𝑃 (𝐴 ∩ 𝐵)|𝐶

Exercise
Prove that if 𝑃 𝐶|𝐴 ∩ 𝐵 = 𝑃 𝐶|𝐵 then 𝑃 𝐴|𝐵 ∩ 𝐶 = 𝑃 𝐴|𝐵 .
Bayes’ Theorem
Motivation
• A manufacturer of tablets receives its LED screens from three
different suppliers, 60% from supplier 𝑩𝟏 , 30% from supplier 𝑩𝟐 ,
and 10% from supplier 𝑩𝟑 .
• Also suppose that 95% of the LED screens from 𝑩𝟏 , 80% of those
from 𝑩𝟐 , and 65% of those from 𝑩𝟑 perform according to
specifications.
• We would like to know the probability that any one LED screen
received by the plant will perform according to specifications.
• If 𝑨 denotes the event that a LED screen received by the plant
performs according to specifications, and 𝑩𝟏 , 𝑩𝟐 , and 𝑩𝟑 are the
events that it comes from the respective suppliers, we can write

𝐴 = 𝐴 ∩ 𝐵1 ∪ 𝐵2 ∪ 𝐵3 = 𝐴 ∩ 𝐵1 ∪ 𝐴 ∩ 𝐵2 ∪ 𝐴 ∩ 𝐵3
Bayes’ Theorem
Motivation
• Since 𝑩𝟏 , 𝑩𝟐 , and 𝑩𝟑 are mutually exclusive events
𝑃 𝐴 = 𝑃 𝐴 ∩ 𝐵1 + 𝑃 𝐴 ∩ 𝐵2 + 𝑃 𝐴 ∩ 𝐵3
𝑃 𝐴 = 𝑃(𝐵1 ) ∙ 𝑃 𝐴|𝐵1 + 𝑃(𝐵2 ) ∙ 𝑃 𝐴|𝐵2 + 𝑃(𝐵3 ) ∙ 𝑃 𝐴|𝐵3

𝑃 𝐴 = 0.6 × 0.95 + 0.3 × 0.8 + 0.1 × 0.65 = 0.875

Bayes’ Theorem
Total Probability
If any event 𝐴 is defined on space divided into 2 disjoint events 𝐸
and 𝐸ത then
𝑃 𝐴 = 𝑃 𝐸 ∩ 𝐴 ∪ 𝐸ത ∩ 𝐴 = 𝑃 𝐸 ∩ 𝐴 + 𝑃 𝐸ത ∩ 𝐴
ത ∙ 𝑃 𝐴|𝐸ത
𝑃 𝐴 = 𝑃(𝐸) ∙ 𝑃 𝐴|𝐸 + 𝑃(𝐸)
Bayes’ Theorem
Theorem (Rule of total probability)
If 𝐵1 , 𝐵2 ,…, 𝐵𝑛 are mutually exclusive events which constitute
partition of the sample space S such that 𝑃(𝐵𝑖 ) ≠ 0 for i = 1,2, ..,n,
then for any event 𝐴 of S,
𝑛

𝑃 𝐴 = ෍ 𝑃(𝐵𝑖 ) ∙ 𝑃 𝐴|𝐵𝑖
𝑖=1
Bayes’ Theorem
Bayes’ Theorem
𝑃(𝐴|𝐵) ∙ 𝑃 𝐵
𝑃 𝐵|𝐴 =
𝑃 𝐴
Proof
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝐵 ∙ 𝑃 𝐵 = 𝑃(𝐵|𝐴) ∙ 𝑃 𝐴
Bayes’ Theorem (Generalization)
If 𝑩𝟏 , 𝑩𝟐 ,…, 𝑩𝒏 are mutually exclusive events of which one must
occur, then:
𝑃 𝐴 𝐵𝑟 ∙ 𝑃 𝐵𝑟
𝑃 𝐵𝑟 |𝐴 = 𝑛
σ𝑖=1 𝑃(𝐵𝑖 ) ∙ 𝑃 𝐴|𝐵𝑖
𝑟 = 1,2, … , 𝑛
Bayes’ Theorem
Example
In the LED example, suppose that we want to know the probability
that a particular LED screen, which is known to perform according
to specifications, came from supplier 𝑩𝟑 . Symbolically, we need
𝑃 𝐵3 |𝐴 ,

𝑃 𝐴 𝐵3 ∙ 𝑃 𝐵3 0.65 × 0.1
𝑃 𝐵3 |𝐴 = = = 0.074
𝑃 𝐴 0.875
Note
The probability that an LED screen is supplied by 𝑩𝟑 decreases
from 0.10 to 0.074 once it is known that it performs according to
specifications.
Bayes’ Theorem
Exercise
Three machines 𝑴𝟏 , 𝑴𝟐 , and 𝑴𝟑 produce 50%, 30% & 20%,
respectively, of the total number of products in a factory. The
percentage of defective products of each is 3%, 4% & 5%,
respectively. If a product is selected at random, and
a) What is the probability that it is defective?
b) Find the probability that the selected defective product is
produced by 𝑴𝟏 .
c) If we want to discard one of the machines; which one to
choose? Why?
Answer
a) 3.7%, b) 40.5 % , c)32%, 27%, 𝑴𝟏 to be discarded.
Bayes’ Theorem
Exercise
A device that detects faulty products, detects a fault with
probability 90%, if it exists, detects a fault with probability 1% if
it doesn’t exist. In a lot containing 0.1% faulty products. What is
the probability that :
a) The product has a fault if a product is selected at random and the
device detects a fault?
b) The product doesn't have a fault given the device detects one?
c) The product has a fault given the device doesn’t detect it ?

Answer
a) 8.26%, b) 91.7% , c) 0.01%.
Bayes’ Theorem
Exercise
𝟏 𝟏 𝟏
The probability that three men hit a target are , , ,
𝟔 𝟒 𝟑

respectively, where each one shoots once. Find :

a) The probability that exactly one hits the target
b) If only one hits the target, what is the probability to be
the first man?