Scribd
Upload
43 views30 pages

Prepared By: Engr. Muhammad Amin Qureshi: Probability & Statistics Week 10

The document provides information about conditional probability and Bayes' theorem. It discusses: - Conditional probability is the probability of an event B occurring given that event A has occurred, denoted P(B|A). - Examples are provided to demonstrate calculating conditional probabilities. - Bayes' theorem can be used to calculate posterior probabilities from prior probabilities and likelihood probabilities. It relates the conditional and marginal probabilities of events. - Examples demonstrate applying Bayes' theorem to calculate the probability of different events given observed data using the formula P(A|B) = P(B|A)P(A)/P(B).

Uploaded by

Muhammad Yahya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
43 views30 pages

Prepared By: Engr. Muhammad Amin Qureshi: Probability & Statistics Week 10

The document provides information about conditional probability and Bayes' theorem. It discusses: - Conditional probability is the probability of an event B occurring given that event A has occurred, denoted P(B|A). - Examples are provided to demonstrate calculating conditional probabilities. - Bayes' theorem can be used to calculate posterior probabilities from prior probabilities and likelihood probabilities. It relates the conditional and marginal probabilities of events. - Examples demonstrate applying Bayes' theorem to calculate the probability of different events given observed data using the formula P(A|B) = P(B|A)P(A)/P(B).

Uploaded by

Muhammad Yahya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 30

Probability & Statistics

Week 10
Conditional Probability
and
Bayes’ Theorem

Prepared by:
Engr. Muhammad Amin Qureshi
Week 10

Lecture Plan:

Conditional Probability
Probability for “At least”
Bayes’ Theorem
Presentation Credits
The content in this presentation is made with the help from:

Probability & Statistics for Engineers and Scientists, Ronald E. Walpole (et. al.),
9th Edition
Elementary Statistics: A Step by Step Approach, Alan G. Bluman, 10th Edition
Conditional Probability
The probability of an event B occurring when it is
known that some event A has occurred is called a
conditional probability and is denoted by P(B|A).

The symbol P(B|A) is usually read:

“the probability that B occurs given that A occurs” or simply


“the probability of B, given A.”
Conditional Probability
The
  conditional probability of B, given A, denoted by P(B|A), is
defined by

𝑃(𝐵∨𝐴)=¿¿
 

provided P(A) > 0.

means P(A and B)


Conditional Probability - 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.
Conditional Probability - Example
One of these individuals is to be selected
at random for a tour throughout the country
to publicize the advantages of establishing
new industries in the town. We shall be
concerned with the following events:

M: a man is chosen,
E: the one chosen is employed.

Using the reduced sample space E, we find


that

𝑃 ( 𝑀| 𝐸 ) =¿ ¿
 
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(D ∩ A) = 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.
Solution :
(a) The probability that a plane arrives on time, given that it departed on time,

P(A|D) =P(D ∩ A)/P(D) = 0.78/0.83 = 0.94


.
(b) The probability that a plane departed on time, given that it has arrived on
time, is

P(D|A) = P(D ∩ A)/P(A) = 0.78/0.82 = 0.95.


Probability for “At-least”
The multiplication rules can be used with the complementary event rule to simplify
solving probability problems involving “at least.”

Example: A single die is rolled 4 times. Find the probability of getting at least one 6.

Solution: It is easier to find the probability of the complement of the event, which is no 6s. Then subtract
this probability from 1 in order to find the probability of getting at least one 6.

4 trials … > P(getting at least one 6) = P (one 6 or two 6s or three 6s or four 6s) =

You subtract the P of that event not occurring from 1 to find the P of at least.
1) 1 to 5 …> P(6’) = P(not getting a 6) = 1 – P (getting a 6 ) = 1 - 1/6 = 5/6
2) 1 to 5 …> P(6’) = P(not getting a 6) = 1 – P (getting a 6 ) = 1 - 1/6 = 5/6
3) 1 to 5 …> P(6’) = P(not getting a 6) = 1 – P (getting a 6 ) = 1 - 1/6 = 5/6
4) 1 to 5 …> P(6’) = P(not getting a 6) = 1 – P (getting a 6 ) = 1 - 1/6 = 5/6

In all the four trials -> P(not getting 6 in four trials) = (5/6)4

51.8% chance of getting at least


one 6 if a die is rolled 4 times.
P(6666)
P(6666’)
P(666’6)
..
..
…

..

.
.

P(6’6’6’6’) =
Rule of Total Probability

 
¿
Some Examples with
Cases
Some Examples with Cases
A box 'A' contains 2 white and 4 black balls. Another box 'B' contains 5
white and 7 black balls. A ball is transferred from box 'A' to box 'B' and a
ball is drawn at random from box 'B'. What is the probability that it will
be black (B2)? (Ans: 23/39)
P(B2)=?
if the first ball was black B1
P(B2 and B1)
If the first ball was white W1
P(B2 and W1)

If a ball is transferred from A to B at random, it can either be Black or White.


If it was a black ball that was transferred from Box A, then picking a black ball from Box B: P(B2 and B1) = P(B1) P(B2|B
P(B2 and B1) = P(B1) P(B2|B1) = (4/6)(8/13) =16/39
P(B2 and W1) = P(W1) P(B2|W1) = (2/6)(7/13) =3/13
P(B2 and B1) + P(B2 and W1) = 16/39 + 3/ 13 =23/39 = 58.97% The probability that the ball picked from 2 nd box
is black, given that you transferred a random ball from box 1.
What is the probability of picking white ball from Box B?

If a ball is transferred from A to B at random, it can either be Black or White.


If it was a black ball that was transferred from Box A, then picking a white ball from Box B: P(W2 and B1) =
P(B1) P(W2|B1)
If it was a white ball that was transferred from Box A, then picking a white ball from Box B: P(W2 and W1)
= P(W1) P(W2|W1)

P(W2 and B1) = P(B1) P(W2|B1) = (4/6)(5/13) =10/39


P(W2 and W1) = P(W1) P(W2|W1) = (2/6)(6/13) =2/13
P(W2 and B1) + P(W2 and W1) = 10/39 + 2 / 13 =16/39 = 41.03% The probability that the ball picked
from 2nd box is white, given that you transferred a random ball from box 1.

P(W2) = P(W2 and B1) + P(W2 and W1)


Total Probability

Suppose that we are now given the additional information that


P(A) = P [(E ∩ A) ∪ (E’ ∩ A)]
36 of those employed and 12 of those unemployed are members
of the Rotary Club. We wish to find the probability of the event = P(E ∩ A) + P(E’∩A)
A that the individual selected is a member of the Rotary Club. = P(E)P(A|E) + P(E’)P(A|E’)
Total Probability
Bayes’ Theorem or Rule
Bayes' Theorem
Bayes' Theorem - Example
Bayes' Theorem - Example
Events Prior Probabilities Conditional Joint Posterior
probabilities Probabilities Probabilities

P(Pi) P(D|Pi) P(Pi and D) P(Pi|D)=P(Pi and D) /


P(D)
P1 P(P1) = 0.3 P(D|P1)=0.01 0.003 0.1579 = P(P1|D)

P2 P(P2) =0.2 P(D|P2)=0.03 0.006 0.3158 = P(P2|D)


P3 P(P3)=0.5 P(D|P3)=0.02 0.01 0.5263 = P(P3|D)
1.0 P(D) = 0.019 1.0
Some Examples with Cases
Some Examples with Cases
Events Prior Probabilities Conditional Joint Posterior
probabilities Probabilities Probabilities
P(P | S) or P(P | NS) P(S and P) or P(S|P)=P(S and P) / P(P)
P(NS and P) or
P(NS|P) = P(NS and P) /
P(P)
Sufferer P(S) =0.005 P(P|S)=0.95 P(S and P) = P(S|P)=
0.00475 0.04556
Non- P(NS) =0.995 P(P|NS)=0.1 P(NS and P) = P(NS|
Sufferer 0.0995 P)=0.0995/0.10425 =
0.9544
=1 P(P) =0.10425
Some Examples with Cases
The Quality Control Manager uses some diagnostic testing procedure to find the existence of defects in the
produced items in a certain factory. Positive result from the diagnostic test shows that the test has detected the
defect in the item under test and a negative test result shows that the test has not been able to detect the defect in
an item under test. The testing procedure can have errors in their results. The testing procedure has a
probability of 0.95 of giving a positive result when applied to an item actually having the defect, and a
probability of 0.1 of giving a positive result when applied to an item which is actually not defected. It is
estimated that 0.5 % of the population of produced items are defected.
Suppose that the test is now administered on an item randomly taken from the population of produced items.
Answer the following questions:
a) What is the probability of getting a positive test result?
b) If the test result is positive the what is the probability the item under test was actually defected?
Thank You

You might also like