Probability

Conditional Probability

Understand

If we know that event \(B\) has occurred, the sample space effectively shrinks to \(B\). The probability of \(A\) given \(B\) is

\[P(A\mid B)=\frac{P(A\cap B)}{P(B)},\qquad P(B)\ne0.\]

For equally likely outcomes this is simply \(\dfrac{n(A\cap B)}{n(B)}\): count the outcomes of \(B\), then count those that are also in \(A\).

Example. Two dice are thrown. Given that the first shows an even number, the probability that the total is 8 is \(\frac{3}{18}=\frac16\) (the pairs \((2,6),(4,4),(6,2)\) among the 18 outcomes with an even first die).

Properties

  • \(P(S\mid F)=P(F\mid F)=1\).
  • \(P(A\cup B\mid F)=P(A\mid F)+P(B\mid F)-P(A\cap B\mid F)\).
  • \(P(A'\mid F)=1-P(A\mid F)\).

Key Concepts

  • Restrict attention to the given event.
  • P(A | B) = P(A ∩ B)/P(B).
  • P(A | B) and P(B | A) are usually different.

Formula Bank

Conditional probability

\[P(A\mid B)=\frac{P(A\cap B)}{P(B)}\]

Common Mistakes

Reversing the condition

\(P(A\mid B)\) divides by \(P(B)\); \(P(B\mid A)\) divides by \(P(A)\). They are equal only when \(P(A)=P(B)\).

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Topic Summary

Conditional probability rescales probabilities to the event that is known to have happened.

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