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3.3 Conditional Probability 侯如恩

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Suppose that each of two teams is to produce an item, and that the two items produced will be rated as either acceptable or unacceptable. The sample space of this experiment will then consist of the following four outcomes: S = {(a, a), (a, u), (u, a), (u, u)}, where, for example, (a, u) means that the first team produced an acceptable item and the second team an unacceptable one. Suppose that the probabilities of these outcomes are as follows: P(a, a) = 0.54, P(a, u) = 0.28, P(u, a) = 0.14, P(u, u) = 0.04.

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exactly one first If we are given the information that exactly one of the items produced was acceptable, what is the probability that it was the one produced by the first team? To determine this probability, consider the following reasoning. Given that there was exactly one acceptable item produced, it follows that the outcome of the experiment was either (a, u) or (u, a). P(a, a) = 0.54, P(a, u) = 0.28, P(u, a) = 0.14, P(u, u) = Since the outcome (a, u) was initially twice as likely as the outcome(u, a), it should remain twice as likely given the information that one of them occurred. Therefore, the probability that the outcome was (a, u) is 2/3, whereas the probability that it was (u, a) is 1/3.

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Let A = {(a, u), (a, a)} denote the event that the item produced by the first team is acceptable, and let B = {(a, u), (u, a)} be the event that exactly one of the produced items is acceptable. conditional probability 條件機率 The probability that the item produced by the first team was acceptable given that exactly one of the produced items was acceptable is called the conditional probability 條件機率 of A given that B has occurred 在 B 發生的狀況下 A 發生的機率, and is denoted asP(A|B)

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A general formula for P(A|B) is obtained by an argument similar to the one just given. Namely, if the event B occurs, then in order for the event A to occur it is necessary that the occurrence be a point in both A and B; that is, it must be in AB. Now, since we know that B has occurred, it follows that B can be thought of as the new sample space, and hence the probability that the event AB occurs will equal the probability of AB relative to the probability of B. That is,P(A|B) = P(AB)/P(B)

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Example 3.3a A coin is flipped twice. Assuming that all four points in the sample space S = {(h, h), (h, t ), (t, h), (t, t)} are equally likely, what is the conditional probability that both flips land on heads, given that: (a) the first flip lands on heads; (b) at least one of the flips lands on heads? Solution. Let A = {(h, h)} be the event that both flips land on heads; let B = {(h, h), (h, t)} be the event that the first flip lands on heads; and let C = {(h, h), (h, t ), (t, h)} be the event that at least one of the flips lands on heads. We have the following solutions: P(A|B) = P(AB)/P(B)= P({(h, h)})/P({(h, h), (h, t)})= (1/4)/(2/4)= 1/2

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and P(A|C) = P(AC)/P(C)= P({(h, h)})/P({(h, h), (h, t ), (t, h)}) = (1/4)/(3/4)= 1/3. Many people are initially surprised that the answers to parts (a) and (b) are not identical. To understand why the answers are different,note first that – conditional on the first flip landing on heads – the second one is still equally likely to land on either heads or tails and so the probability in part (a) is 1/2. On the other hand, knowing that at least one of the flips lands on heads is equivalent to knowing that the outcome is not (t, t ). Thus, given that at least one of the flips lands on heads, there remain three equally likely possibilities – namely (h, h), (h, t ), and (t, h). This shows that the answer to part (b) is 1/3.

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It follows from equation (3.1) that P(AB) = P(B)P(A|B). (3.5) multiplication theorem of probability That is, the probability that both A and B occur is the probability that B occurs multiplied by the conditional probability that A occurs given that B occurred; this result is often called the multiplication theorem of probability.

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Example 3.3b Suppose that two balls are to be withdrawn, without replacement, from an urn that contains nine blue and seven yellow balls.If each ball withdrawn is equally likely to be any of the balls in the urn at the time, what is the probability that both withdrawn balls are blue? Solution. Let B1 and B2 denote, respectively, the events that the first and second balls withdrawn are blue. Now, given that the first ball withdrawn is blue, the second ball is equally likely to be any of the remaining 15 balls, of which 8 are blue.(9-1+7=15) Therefore, P(B2|B1) = 8/15. As P(B1) =9/16, we see that P(B1B2) = (9/16)*(8/15)= 3/10 P(AB) = P(B)P(A|B).

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The preceding could also have been obtained as follows: P(B1B2) =(9 取 2)/(16 取 2)=3/10 The conditional probability of A, given that B has occurred, is not generally equal to the unconditional probability of A. In otherwords, knowing that the outcome of the experiment is an element of B generally changes the probability that it is an element of A. (What if A and B are mutually exclusive 互斥 ?) In the special case where P(A|B) is equal to P(A), We say that A is independent 獨立 of B. Because P(A|B) = P(AB)/P(B), we see that A is independent of B if P(AB) = P(A)P(B). This relation is symmetric in A and B, so it follows that, whenever A is independent of B, B is also independent of A – that is, A and B are independent events.

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Example 3.3c Suppose that each item produced by a firm 公司 is, independently of the quality of other items, of acceptable quality with probability Find the probability that two successively produced items are both of acceptable quality. Solution. Let Ai be the event that item i is of acceptable quality. Then,by independence, P(A1A2) = P(A1)P(A2) = (0.99) 2 =

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