Conditional probability

In probability theory, conditional probability is a measure of the probability of an event occurring, given that
another event (by assumption, presumption, assertion or evidence) has already occurred.[1] This particular method
relies on event B occurring with some sort of relationship with another event A. In this event, the event B can be
analyzed by a conditional probability with respect to A. If the event of interest is A and the event B is known or
assumed to have occurred, "the conditional probability of A given B", or "the probability of A under the condition
B", is usually written as P(A|B)[2] or occasionally PB(A). This can also be understood as the fraction of probability
B that intersects with A, or the ratio of the probabilities of both events happening to the "given" one happening (how

many times A occurs rather than not assuming B has occurred): .[3]

For example, the probability that any given person has a cough on any given day may be only 5%. But if we know
or assume that the person is sick, then they are much more likely to be coughing. For example, the conditional
probability that someone unwell (sick) is coughing might be 75%, in which case we would have that P(Cough) =
5% and P(Cough|Sick) = 75  %. Although there is a relationship between A and B in this example, such a
relationship or dependence between A and B is not necessary, nor do they have to occur simultaneously.

P(A|B) may or may not be equal to P(A), i.e., the unconditional probability or absolute probability of A. If
P(A|B) = P(A), then events A and B are said to be independent: in such a case, knowledge about either event
does not alter the likelihood of each other. P(A|B) (the conditional probability of A given B) typically differs from
P(B|A). For example, if a person has dengue fever, the person might have a 90% chance of being tested as positive
for the disease. In this case, what is being measured is that if event B (having dengue) has occurred, the probability
of A (tested as positive) given that B occurred is 90%, simply writing P(A|B) = 90%. Alternatively, if a person is
tested as positive for dengue fever, they may have only a 15% chance of actually having this rare disease due to high
false positive rates. In this case, the probability of the event B (having dengue) given that the event A (testing
positive) has occurred is 15% or P(B|A) = 15%. It should be apparent now that falsely equating the two
probabilities can lead to various errors of reasoning, which is commonly seen through base rate fallacies.

While conditional probabilities can provide extremely useful information, limited information is often supplied or at
hand. Therefore, it can be useful to reverse or convert a conditional probability using Bayes' theorem:

.[4] Another option is to display conditional probabilities in a conditional probability

table to illuminate the relationship between events.

Definition

Conditioning on an event

Kolmogorov definition

Given two events A and B from the sigma-field of a probability space, with the unconditional probability of B being
greater than zero (i.e., P(B) > 0), the conditional probability of A given B ( ) is the probability of A
[5]
occurring if B has or is assumed to have happened. A is assumed to be the set of all possible outcomes of an
experiment or random trial that has a restricted or reduced sample space. The conditional probability can be found by
the quotient of the probability of the joint intersection of events A and B ( )—the probability at which A
and B occur together, although not necessarily occurring at the same time—and the probability of B:[2][6][7]
 .

For a sample space consisting of equal likelihood outcomes, the probability

of the event A is understood as the fraction of the number of outcomes in A
to the number of all outcomes in the sample space. Then, this equation is
understood as the fraction of the set to the set B. Note that the above
equation is a definition, not just a theoretical result. We denote the quantity

as and call it the "conditional probability of A given Illustration of conditional probabilities

with an Euler diagram. The
B." unconditional probability P(A) = 0.30
+ 0.10 + 0.12 = 0.52. However, the
conditional probability P(A|B1) = 1,
As an axiom of probability P(A|B2) = 0.12 ÷ (0.12 + 0.04) =
0.75, and P(A|B3) = 0.
Some authors, such as de Finetti, prefer to introduce conditional probability
as an axiom of probability:

This equation for a conditional probability, although mathematically

equivalent, may be intuitively easier to understand. It can be interpreted as
"the probability of B occurring multiplied by the probability of A occurring,
provided that B has occurred, is equal to the probability of the A and B
occurrences together, although not necessarily occurring at the same time".
Additionally, this may be preferred philosophically; under major probability
On a tree diagram, branch
interpretations, such as the subjective theory, conditional probability is
probabilities are conditional on the
considered a primitive entity. Moreover, this "multiplication rule" can be
event associated with the parent
practically useful in computing the probability of and introduces a node. (Here, the overbars indicate
symmetry with the summation axiom for Poincaré Formula: that the event does not occur.)

Thus the equations can be combined to find a new

representation of the :

As the probability of a conditional event

Conditional probability can be defined as the probability of a conditional

event . The Goodman–Nguyen–Van Fraassen conditional event can be
defined as: Venn Pie Chart describing
conditional probabilities

, where and represent states

or elements of A or B. [8]

It can be shown that

which meets the Kolmogorov definition of conditional probability.[9]

Conditioning on an event of probability zero

If , then according to the definition, is undefined.

The case of greatest interest is that of a random variable Y , conditioned on a continuous random variable X resulting
in a particular outcome x. The event has probability zero and, as such, cannot be conditioned on.

Instead of conditioning on X being exactly x, we could condition on it being closer than distance away from x.
The event will generally have nonzero probability and hence, can be conditioned on.
We can then take the limit

For example, if two continuous random variables X and Y have a joint density , then by L'Hôpital's rule
and Leibniz integral rule, upon differentiation with respect to :

The resulting limit is the conditional probability distribution of Y given X and exists when the denominator, the
probability density , is strictly positive.

It is tempting to define the undefined probability using this limit, but this cannot be done in a
consistent manner. In particular, it is possible to find random variables X and W and values x, w such that the events
and are identical but the resulting limits are not:[10]

The Borel–Kolmogorov paradox demonstrates this with a geometrical argument.

Conditioning on a discrete random variable

Let X be a discrete random variable and its possible outcomes denoted V. For example, if X represents the value of
a rolled die then V is the set . Let us assume for the sake of presentation that X is a discrete random
variable, so that each value in V has a nonzero probability.

For a value x in V and an event A, the conditional probability is given by . Writing

for short, we see that it is a function of two variables, x and A.

For a fixed A, we can form the random variable . It represents an outcome of

whenever a value x of X is observed.
The conditional probability of A given X can thus be treated as a random variable Y with outcomes in the interval
. From the law of total probability, its expected value is equal to the unconditional probability of A.

Partial conditional probability

The partial conditional probability is about the probability of event given that
each of the condition events has occurred to a degree (degree of belief, degree of experience) that might be
different from 100%. Frequentistically, partial conditional probability makes sense, if the conditions are tested in
experiment repetitions of appropriate length .[11] Such -bounded partial conditional probability can be defined as
the conditionally expected average occurrence of event in testbeds of length that adhere to all of the probability
specifications , i.e.:

[11]

Based on that, partial conditional probability can be defined as

where [11]

Jeffrey conditionalization[12][13] is a special case of partial conditional probability, in which the condition events
must form a partition:

Example
Suppose that somebody secretly rolls two fair six-sided dice, and we wish to compute the probability that the face-up
value of the first one is 2, given the information that their sum is no greater than 5.

Let D1 be the value rolled on die 1.

Let D2 be the value rolled on die 2.

Probability that D1  = 2

Table 1 shows the sample space of 36 combinations of rolled values of the two dice, each of which occurs with
probability 1/36, with the numbers displayed in the red and dark gray cells being D1 + D2 .

D1  = 2 in exactly 6 of the 36 outcomes; thus P(D1 = 2) = 6 ⁄36  = 1 ⁄6 :

Table 1
D2
+
1 2 3 4 5 6

1 2 3 4 5 6 7
2 3 4 5 6 7 8

3 4 5 6 7 8 9
D1
4 5 6 7 8 9 10
5 6 7 8 9 10 11

6 7 8 9 10 11 12
Probability that D1  + D2  ≤ 5

Table 2 shows that D1  + D2  ≤ 5 for exactly 10 of the 36 outcomes, thus P(D1  + D2  ≤ 5) = 10 ⁄36 :

Table 2
D2
+
1 2 3 4 5 6

1 2 3 4 5 6 7

2 3 4 5 6 7 8
3 4 5 6 7 8 9
D1
4 5 6 7 8 9 10

5 6 7 8 9 10 11
6 7 8 9 10 11 12

Probability that D1  = 2 given that D1  + D2  ≤ 5

Table 3 shows that for 3 of these 10 outcomes, D1  = 2.

Thus, the conditional probability P(D1  = 2 | D1 +D2  ≤ 5) = 3 ⁄10  = 0.3:

Table 3
D2
+
1 2 3 4 5 6
1 2 3 4 5 6 7

2 3 4 5 6 7 8

3 4 5 6 7 8 9
D1
4 5 6 7 8 9 10

5 6 7 8 9 10 11

6 7 8 9 10 11 12

Here, in the earlier notation for the definition of conditional probability, the conditioning event B is that D1  + D2  ≤ 5,
and the event A is D1  = 2. We have as seen in the table.

Use in inference
In statistical inference, the conditional probability is an update of the probability of an event based on new
information.[14] The new information can be incorporated as follows:[1]

Let A, the event of interest, be in the sample space, say (X,P).

The occurrence of the event A knowing that event B has or will have occurred, means the
occurrence of A as it is restricted to B, i.e. .
Without the knowledge of the occurrence of B, the information about the occurrence of A would
simply be P(A)
The probability of A knowing that event B has or will have occurred, will be the probability of
relative to P(B), the probability that B has occurred.
This results in whenever P(B) > 0 and 0 otherwise.
This approach results in a probability measure that is consistent with the original probability measure and satisfies all
the Kolmogorov axioms. This conditional probability measure also could have resulted by assuming that the relative
magnitude of the probability of A with respect to X will be preserved with respect to B (cf. a Formal Derivation
below).

The wording "evidence" or "information" is generally used in the Bayesian interpretation of probability. The
conditioning event is interpreted as evidence for the conditioned event. That is, P(A) is the probability of A before
accounting for evidence E, and P(A|E) is the probability of A after having accounted for evidence E or after having
updated P(A). This is consistent with the frequentist interpretation, which is the first definition given above.

Example

When Morse code is transmitted, there is a certain probability that the "dot" or "dash" that was received is erroneous.
This is often taken as interference in the transmission of a message. Therefore, it is important to consider when
sending a "dot", for example, the probability that a "dot" was received. This is represented by:

In Morse code, the ratio of dots

to dashes is 3:4 at the point of sending, so the probability of a "dot" and "dash" are
. If it is assumed that the probability that a dot is transmitted as a dash
is 1/10, and that the probability that a dash is transmitted as a dot is likewise 1/10, then Bayes's rule can be used to
calculate .

Now, can be calculated:

[15]

Statistical independence
Events A and B are defined to be statistically independent if the probability of the intersection of A and B is equal to
the product of the probabilities of A and B:

If P(B) is not zero, then this is equivalent to the statement that

Similarly, if P(A) is not zero, then

is also equivalent. Although the derived forms may seem more intuitive, they are not the preferred definition as the
conditional probabilities may be undefined, and the preferred definition is symmetrical in A and B. Independence
does not refer to a disjoint event.[16]
It should also be noted that given the independent event pair [A B] and an event C, the pair is defined to be
conditionally independent if the product holds true:[17]

This theorem could be useful in applications where multiple independent events are being observed.

Independent events vs. mutually exclusive events

The concepts of mutually independent events and mutually exclusive events are separate and distinct. The following
table contrasts results for the two cases (provided that the probability of the conditioning event is not zero).

If statistically independent If mutually exclusive

In fact, mutually exclusive events cannot be statistically independent (unless both of them are impossible), since
knowing that one occurs gives information about the other (in particular, that the latter will certainly not occur).

Common fallacies
These fallacies should not be confused with Robert K. Shope's 1978 "conditional fallacy" ([Link]
[Link]/r/discussion/lw/9om/the_conditional_fallacy_in_contemporary_philosophy/), which
deals with counterfactual examples that beg the question.

Assuming conditional probability is of similar size to its inverse

In general, it cannot be assumed that P(A|B) ≈ P(B|A). This can be an insidious error, even for those who are highly
conversant with statistics.[18] The relationship between P(A|B) and P(B|A) is given by Bayes' theorem:

That is, P(A|B) ≈ P(B|A) only if P(B)/P(A) ≈ 1, or equivalently, P(A) ≈ P(B).

Assuming marginal and conditional probabilities are of similar size

In general, it cannot be assumed that P(A)  ≈  P(A|B). These probabilities are linked through the law of total
probability:

where the events form a countable partition of .

This fallacy may arise through selection bias.[19] For example, in the context of a medical claim, let SC be the event
that a sequela (chronic disease) S occurs as a consequence of circumstance (acute condition) C. Let H be the event
that an individual seeks medical help. Suppose that in most cases, C does not cause S (so that P(SC) is low). Suppose
also that medical attention is only sought if S has occurred due
to C. From experience of patients, a doctor may therefore
erroneously conclude that P(SC) is high. The actual probability
observed by the doctor is P(SC|H).

Over- or under-weighting priors

Not taking prior probability into account partially or completely

is called base rate neglect. The reverse, insufficient adjustment
from the prior probability is conservatism.

Formal derivation
Formally, P(A | B) is defined as the probability of A according to
a new probability function on the sample space, such that
outcomes not in B have probability 0 and that it is consistent
with all original probability measures.[20][21]

Let Ω be a discrete sample space with elementary events {ω},

and let P be the probability measure with respect to the σ-
algebra of Ω. Suppose we are told that the event B  ⊆  Ω has
occurred. A new probability distribution (denoted by the
conditional notation) is to be assigned on {ω} to reflect this. All
A geometric visualization of Bayes' theorem. In
events that are not in B will have null probability in the new
the table, the values 2, 3, 6 and 9 give the relative
distribution. For events in B, two conditions must be met: the weights of each corresponding condition and case.
probability of B is one and the relative magnitudes of the The figures denote the cells of the table involved
probabilities must be preserved. The former is required by the in each metric, the probability being the fraction of
axioms of probability, and the latter stems from the fact that the each figure that is shaded. This shows that P(A|B)
new probability measure has to be the analog of P in which the P(B|A) P(A)
P(B) = P(B|A) P(A) i.e. P(A|B) = P(B) .
probability of B is one - and every event that is not in B,
Similar reasoning can be used to show that P(Ā|B)
therefore, has a null probability. Hence, for some scale factor α, P(B|Ā) P(Ā)
= etc.
the new distribution must satisfy: P(B)

1.
2.
3.

Substituting 1 and 2 into 3 to select α:

So the new probability distribution is

 1.

2.

Now for a general event A,

See also
Mathematics
portal

Bayes' theorem Conditioning (probability)

Bayesian epistemology Joint probability distribution
Borel–Kolmogorov paradox Monty Hall problem
Chain rule (probability) Pairwise independent distribution
Class membership probabilities Posterior probability
Conditional independence Regular conditional probability
Conditional probability distribution

References
1. Gut, Allan (2013). Probability: A Graduate Course (Second ed.). New York, NY: Springer. ISBN 978-
1-4614-4707-8.
2. "Conditional Probability" ([Link]
[Link]. Retrieved 2020-09-11.
3. Dekking, Frederik Michel; Kraaikamp, Cornelis; Lopuhaä, Hendrik Paul; Meester, Ludolf Erwin
(2005). "A Modern Introduction to Probability and Statistics" ([Link]
Springer Texts in Statistics: 26. doi:10.1007/1-84628-168-7 ([Link]
-7). ISBN 978-1-85233-896-1. ISSN 1431-875X ([Link]
4. Dekking, Frederik Michel; Kraaikamp, Cornelis; Lopuhaä, Hendrik Paul; Meester, Ludolf Erwin
(2005). "A Modern Introduction to Probability and Statistics" ([Link]
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168-7). ISBN 978-1-85233-896-1. ISSN 1431-875X ([Link]
5. Reichl, Linda Elizabeth (2016). "2.3 Probability". A Modern Course in Statistical Physics (4th revised
and updated ed.). WILEY-VCH. ISBN 978-3-527-69049-7.
6. Kolmogorov, Andrey (1956), Foundations of the Theory of Probability, Chelsea
7. "Conditional Probability" ([Link]
[Link]. Retrieved 2020-09-11.
8. Flaminio, Tommaso; Godo, Lluis; Hosni, Hykel (2020-09-01). "Boolean algebras of conditionals,
probability and logic" ([Link]
Artificial Intelligence. 286: 103347. arXiv:2006.04673 ([Link]
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sID:214584872).
 9. Van Fraassen, Bas C. (1976), Harper, William L.; Hooker, Clifford Alan (eds.), "Probabilities of
Conditionals" ([Link] Foundations of Probability Theory,
Statistical Inference, and Statistical Theories of Science: Volume I Foundations and Philosophy of
Epistemic Applications of Probability Theory, The University of Western Ontario Series in
Philosophy of Science, Dordrecht: Springer Netherlands, pp. 261–308, doi:10.1007/978-94-010-
1853-1_10 ([Link] ISBN 978-94-010-1853-1, retrieved
2021-12-04
10. Gal, Yarin. "The Borel–Kolmogorov paradox" ([Link]
s/[Link]) (PDF).
11. Draheim, Dirk (2017). "Generalized Jeffrey Conditionalization (A Frequentist Semantics of Partial
Conditionalization)" ([Link] Springer. Retrieved December 19, 2017.
12. Jeffrey, Richard C. (1983), The Logic of Decision, 2nd edition ([Link]
eJ-SwTcmyEC&q=%22conditional+probability%22), University of Chicago Press,
ISBN 9780226395821
13. "Bayesian Epistemology" ([Link] Stanford
Encyclopedia of Philosophy. 2017. Retrieved December 29, 2017.
14. Casella, George; Berger, Roger L. (2002). Statistical Inference. Duxbury Press. ISBN 0-534-24312-
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nce/notes/[Link]) (PDF). Retrieved 2021-12-22.
16. Tijms, Henk (2012). Understanding Probability ([Link]
g-probability/B82E701FAAD2C0C2CF36E05CFC0FF3F2) (3 ed.). Cambridge: Cambridge
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ISBN 978-1-107-65856-1.
17. Pfeiffer, Paul E. (1978). Conditional Independence in Applied Probability ([Link]
clc/858880328). Boston, MA: Birkhäuser Boston. ISBN 978-1-4612-6335-7. OCLC 858880328 (http
s://[Link]/oclc/858880328).
18. Paulos, J.A. (1988) Innumeracy: Mathematical Illiteracy and its Consequences, Hill and Wang.
ISBN 0-8090-7447-8 (p. 63 et seq.)
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(2007).
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11958-1 (p. 18 et seq.)
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External links
Weisstein, Eric W. "Conditional Probability" ([Link]
ml). MathWorld.
Visual explanation of conditional probability ([Link]

Retrieved from "[Link]