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Lecture 4, Chapter 2 Dr. Sobia Baig Electrical Engineering Department COMSATS Institute of Information Technology, Lahore
Contents
Conditional probability Bayes theorem Independent Events
Conditional Probability
we are interested in determining whether two events A and B, are related in the sense that knowledge about the occurrence of one, say B, alters the likelihood of occurrence of the other A. This requires that we find the conditional probability, of event A given that event B has occurred. The conditional probability is defined by
Conditional Probability
For instance, one picks a card at random from a 52-card deck. One knows that the card is black. What is the probability that it is the ace of clubs? The sensible answer is that if one only knows that the card is black, then that card is equally likely to be any one of the 26 black cards. Therefore, the probability that it is the ace of clubs is 1/26.
Similarly, given that the card is black, the probability that it is an ace is 2/26, because there are 2 black aces (spades and clubs)
In a thin film manufacturing process, the proportion of parts that are not acceptable is 2%. However, the process is sensitive to contamination problems that can increase the rate of parts that are not acceptable. If we knew that during a particular shift there were problems with the filters used to control contamination, we would assess the probability of a part being unacceptable as higher than 2%.
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Example
An urn contains two black balls and three white balls. Two balls are selected at random from the urn without replacement and the sequence of colors is noted. Find the probability that both balls are black.
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Let B1 and B2 be the events that the outcome is a black ball in the first and second draw, respectively.
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Because A and A are mutually exclusive, and A intersection B and A intersection B are mutually exclusive. Therefore, from the probability of the union of mutually exclusive events and the Multiplication Rule total probability rule is obtained.
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By Corollary 4,
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Example
A manufacturing process produces a mix of good memory chips and bad memory chips. The lifetime of good chips follows the exponential law introduced in Example 2.13, with a rate of failure The lifetime of bad chips also follows the exponential law, but the rate of failure is 1000 Suppose that the fraction of good chips is 1-p and of bad chips, p. Find the probability that a randomly selected chip is still functioning after t seconds.
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Example Solution
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Bayes Rule
We might know one conditional probability but would like to calculate a different one. From the definition of conditional probability, Therefore, it can be stated,
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INDEPENDENCE OF EVENTS
If knowledge of the occurrence of an event B does not alter the probability of some other event A, then it would be natural to say that event A is independent of B. In terms of probabilities this situation occurs when
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Example-Independent Events
A ball is selected from an urn containing two black balls, numbered 1 and 2, and two white balls, numbered 3 and 4. Let the events A, B, and C be defined as follows:
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Example Solution
First, consider events A and B. The probabilities are
These two equations imply that because the proportion of outcomes in S that lead to the occurrence of A is equal to the proportion of outcomes in B that lead to A. Thus knowledge of the occurrence of B does not alter the probability of the occurrence of A.
Probability and Random Variables, Lecture 4, by Dr. Sobia Baig 33
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Example
Consider the experiment discussed in Example 2.32 where two numbers are selected at random from the unit interval. Let the events B, D, and F be defined as follows:
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n Independent Events
In order for a set of n events to be independent, the probability of an event should be unchanged when we are given the joint occurrence of any subset of the other events. This requirement naturally leads to the following definition of independence.
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Sequential Experiments
Many random experiments can be viewed as sequential experiments that consist of a sequence of simpler subexperiments These subexperiments may or may not be independent.
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Let be events such that concerns only the outcome of the kth subexperiment. If the subexperiments are independent, then it is reasonable to assume that the above events are independent. Thus
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Example
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Example
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Summary
A conditional probability quantifies the effect of partial knowledge about the outcome of an experiment on the probabilities of events. It is particularly useful in sequential experiments where the outcomes of subexperiments constitute the partial knowledge.
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