Back(Lecture 11) Conditional Probability and Independence
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Section 5.3: Conditional Probability
Definition and Calculation of Conditional Probability
Conditional probability quantifies the likelihood of an event occurring given that another event has already occurred. It is a foundational concept in probability theory and statistics.
Conditional Probability of event A given event B is denoted as P(A|B).
The formula is:
P(A|B) is read as "the probability of event A, given event B."
The vertical slash "|" represents the word "given."
Of the times B occurs, P(A|B) is the proportion of times that A also occurs.
Visualizing Conditional Probability
Venn diagrams are useful for visualizing conditional probabilities. The denominator in the conditional probability formula always refers to the "given" event.
For P(A|B), consider only the region where B occurs; within that, the proportion where A also occurs is the conditional probability.
P(A|B) is not necessarily equal to P(B|A).
Example 1: Rolling a Die
Question: What is the probability of obtaining a 6 when you roll a die, assuming that you got an even number?
Solution: Define event A = {6}, event B = {2, 4, 6}.
Interpretation: Of the times B occurs (even numbers), the proportion of times A occurs (rolling a 6) is 1 out of 3.
Example 2: Vehicles Sample
Question: In a sample of 40 vehicles, 15 are red, 6 are trucks, and 2 are both. What is the probability that a randomly selected red vehicle is a truck?
Solution:
Example 3: Tax Audit and Contingency Tables
Contingency tables are used to organize data for two categorical variables, such as income level and audit status.
Income Level | Audited: Yes | Audited: No | Total |
|---|---|---|---|
Under $200,000 | 1,233 | 139,305 | 140,538 |
$200,000–$1,000,000 | 133 | 4,747 | 4,880 |
More than $1,000,000 | 39 | 324 | 363 |
Total | 1,405 | 144,376 | 145,781 |
Frequencies are in thousands. For example, 1,233 represents 1,233,000 tax forms that reported income under $200,000 and were audited.
Conditional Probabilities from the Table
Income Level | Audited: Yes | Audited: No | Total |
|---|---|---|---|
Under $200,000 | 0.00846 | 0.95558 | 0.96494 |
$200,000–$1,000,000 | 0.00091 | 0.03255 | 0.03347 |
More than $1,000,000 | 0.00027 | 0.00222 | 0.00249 |
Total | 0.00964 | 0.99036 | 1.00000 |
Each cell probability is the frequency divided by the total number of returns (e.g., ).
Example Calculation: Probability of being audited given income at least $1,000,000:
Let A = audited=yes, B = income ≥ $1,000,000
Multiplication Rule for Joint Probability
The multiplication rule allows us to find the probability that two events both occur.
For any events A and B:
Alternatively:
Example 4: Double Faults in Tennis
Novak Djokovic made 62% of his first serves; he faulted on 38% of first serves.
Given a first serve fault, he faulted on the second serve 4.5% of the time.
Let F1 = fault on first serve, F2 = fault on second serve.
Probability of double fault:
Djokovic makes a double fault in 1.7% of all his service games.
Sampling With and Without Replacement
Sampling methods affect the probabilities of selecting items from a population.
Sampling without replacement: Once a subject is selected, it cannot be selected again.
Sampling with replacement: Subjects can be selected more than once.
Independence of Events
Two events are independent if the occurrence of one does not affect the probability of the other.
Events A and B are independent if or equivalently .
If A and B are independent, then .
Checking for Independence
To determine if A and B are independent, check if any of the following hold:
If one is true, the others are also true, and A and B are independent.
Example 5: The Triple Blood Test for Down Syndrome
A study of 5,282 women aged 35 or over analyzed the accuracy of the Triple Blood Test for Down syndrome.
Status | POS | NEG | Total |
|---|---|---|---|
Down Syndrome | 48 | 6 | 54 |
Unaffected | 1,307 | 3,921 | 5,228 |
Total | 1,355 | 3,927 | 5,282 |
Positive test (POS): Test states the condition is present.
Negative test (NEG): Test states the condition is not present.
False Positive: Test states the condition is present, but it is actually absent.
False Negative: Test states the condition is absent, but it is actually present.
Probability Calculations
Probability of a positive test for a randomly chosen woman:
Status | POS | NEG | Total |
|---|---|---|---|
Down Syndrome | 0.009 | 0.001 | 0.010 |
Unaffected | 0.247 | 0.742 | 0.990 |
Total | 0.257 | 0.743 | 1.00 |
Are POS and D (Down Syndrome) independent?
Since , the events are dependent.
Additional info: The notes also introduce the concepts of false positives and false negatives, which are important in diagnostic testing and medical statistics.