MA2102
Probability and Statistics
Lecture-7
Conditional Probability:
Probabilities of events get modified when we have some partial information about the outcome.
Consider the random experiment of rolling a fair die, sample space and let us be interested in the following events here.
Let die landing on a prime number
die landing on a even number
die landing on odd number
Intuitively we can see that given that already happened
Because when it is given that already happened, we think of only 2, 4, 6 as possible outcomes, so kind of becomes new reduced sample space, and for only 2 is favourable for being prime.
And given that already happened
That is when we know that B happened probability of A got reduced from to
similarly we can argue that given that already happened
That is when we know that C happened probability of A got increased from to
So when partial information about outcome is available , we might have to update the probability of event.
Question: How to update the probability of an event using partial information?
To get an intuition, let us focus on random experiment with finite sample space and equally likely outcomes.
Let be a sample space, and ar events. and we are interested in determining probability of , when we have information that happened.
So, is now, new reduced sample space and only outcomes of that concern us are those (if any) that are also outcomes from
(i.e outcomes in )
So it makes sense to define given that already happened)
and
So, intuition suggests that when already happened,new probability of should be updated as (in terms of old probabilities)
Let us check this rule of updating probability with above die example that we considered.
given that happened and given that happened
Now let us show that the updated probabilities are indeed representing valid probabilities.
Let be probability space with
Define a set function, ,
claim: is a probability (measure) function.
Here we need to check three axioms of probability for function.
- ( already probability function by Axiom 1)
So Axiom 1 for
- ( )
So Axiom 2 for
- Let are mutually exclusive events in
( generalized distributive laws)
(also mutually exclusive and Axiom 3 for )
( definition of )
So Axiom 3 for
is a probability measure
For any is called conditional probability of given that already happened.
In practice is denoted by and read it as 'probability of A given B'
Example 1:A family has two children. What is the conditional probability that both are boys given that(i) family has a boy? (ii) elder one is boy?
solution: Let sample space
Let denote the event that family having both boys, i.e ,
denote the event that family having a boys, i.e ,
denote the event that family having elder one boy, i.e
(i).
(ii).
Note: Most people don't see that (i) and (ii) are actually different, i.e people approach (i) as (ii) and come up with answer ,
please understand the difference.