LECTURE 3 Readings: Section 1.

5 Review Independence of two events Independence of a collection of events Review

Models based on conditional probabilities 3 tosses of a biased coin: P(H) = p, P(T ) = 1 p

p p 1- p p p 1- p 1- p HTT THH THT TTH TTT HHH

HHT HTH

P(A B) , P(A | B) = P(B)

Multiplication rule:

assuming P(B) > 0

p 1- p p 1- p p 1- p 1- p

P(A B) = P(B) P(A | B) = P(A) P(B | A)

Total probability theorem:

P(B) = P(A)P(B | A) + P(Ac)P(B | Ac)

Bayes rule:

P(T HT ) = P(1 head) = P(rst toss is H | 1 head) =

P(Ai)P(B | Ai) P(Ai | B) = P(B)

Independence of two events Defn:

Conditioning may aect independence Conditional independence, given C, is dened as independence under probability law P( | C) Assume A and B are independent
C

P(B | A) = P(B)

occurrence of A provides no information about Bs occurrence Recall that P(A B) = P(A) P(B | A) Defn:

P(A B) = P(A) P(B)

A B

Symmetric with respect to A and B applies even if P(A) = 0 implies P(A | B) = P(A)

If we are told that C occurred, are A and B independent?

Conditioning may aect independence Two unfair coins, A and B: P(H | coin A) = 0.9, P(H | coin B) = 0.1 choose either coin with equal probability
0.9 0.9 Coin A 0.9 0.5 0.1 0.1 0.1 0.5 Coin B 0.9 0.9 0.1 0.9 0.1 0.1

Independence of a collection of events Intuitive denition: Information on some of the events tells us nothing about probabilities related to the remaining events E.g.:

P(A1 (Ac A3) | A5Ac ) = P(A1 (Ac A3)) 2 6 2

Mathematical denition: Events A1, A2, . . . , An are called independent if:

P(AiAj Aq ) = P(Ai)P(Aj ) P(Aq )

for any distinct indices i, j, . . . , q, (chosen from {1, . . . , n})

Once we know it is coin A, are tosses independent? If we do not know which coin it is, are tosses independent? Compare: P(toss 11 = H) P(toss 11 = H | rst 10 tosses are heads)

Independence vs. pairwise independence Two independent fair coin tosses A: First toss is H B: Second toss is H P(A) = P(B) = 1/2
HH HT TT

The kings sibling The king comes from a family of two children. What is the probability that his sibling is female?

TH

C: First and second toss give same result P(C) = P(C A) = P(A B C) = P(C | A B) = Pairwise independence does not imply independence

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6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability

Fall 2010

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