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Condityonal Hrobabsilidy and Lrdepen dence
Suppor Hot A and Bare suppliers for a park
and A prodsces 2% oh fectwes , A yralves 570
Aefectives. These 290 and so wales ave conde fylonaf
(robot Lith es of te event of “pat 1s bfpel\e* 7p)
POD) wil be wncondihoncA prob
Pafiition
Lt Aad B be two events ria soumple, space, S.
Coondipionel ) prob of A ge Phat 8 has ocevtred
ts denoled by PCAIB) and
ye LANB)
CA |) = O08)
Ta penerad PCALB) # PCOIA)-
La berms of tha # ovteomes “rn ANB and &
\_ PcANR) _ WANB)/ni) — NADL),
PCAIB)= pe) ACB Jars) ae
pen thet Sse sample spake with equally tikale
outcomes
Al ss PCAN) te eye
PLA IB) ae => OUND PB). P(AIB) ©
=> CANB) = PAYPCB\A\ ©
PE)#FO
° 2 PrAnB)
c PCBIA) ey
@© aad @ arte known as Cgeaered ) mo Hiplveahton “he,
Haat 6 comes uplA)
A ake Vs polled what jis the. prob: eae
b fie number fs an een num 2
ven the
gin
ay)P(AIB) =? = PrAnB) = BANB) tb
a °lC
Because ANB={64 B-52,4,64 = ntAnb)=|
and A(B)=3-
Lf PCAIB) =PCA) or PCRIA) = PCB) we so
that events A and 8 are tr dependent.
-) PCA|B) = LANEY = PA)
=) P(A|B) ae
=) PCANB)=PIA).PCB) (We have the some
ereaaey when we consider (CBIA. Then
phe defirstrion of Wn dapendeace vs gus as
follows :
efrrhon
Euals Aund 8 are thdependent a ond only
“fo PANE) = PCA) PCR)
Exam ple
A box has. 5 bells numbered from £ Shrough s,
“Tore balls ant drown, fa secesceton w/o replacement.
Lot Az § The Lest ball fas “4% on iif
B: { The 2ad hall has “L! on i¢9
a) Ave A and & mutu erekuiibe 2
4) Ave Aland & dadepen tant auedts ?
a) ANk=@ Oy A and & at meet
I
exclusive events.
2)4) PCAN) 2 PA). PR)
&4 Pet ce) PIANB)=0
PA)= £ PCB) = PCANB) 7-PCA'N8)
ie = PAP(e|A) + PrA!yb Cala!)
my Oe ee
5 SF
thn PCANB) = 0 # PA) PCR) = £:
= A and B ace nof- Vadepzen den f. They wre
dependent events -
;
Conchusron '
Mubielly 2yehossve events, wyVlh NON 2870
pros. tah, ere not ndependen f. 4 events
ert sndependent and each has non-zero probe)
they can not be mutually 2xcloss ye _
d
Nole fhat penser ys exchosiveness 7s
defined th beems events > CA, B are
vrvtvalla exchusive f AN b= ? ), whicees
inte pendence af eats defied by cms
pobabilihes. (A,B ae thdeper dent 4
PAN’) = PLAY. PER) .
(73)DLeflaidron
At A, Bond C be extats sa sample space, 5. A, 8 ard C
are Cnvtvally ) Dependent f and 4 ei ave
Patwise /Adependent, [ PCANB) = PA? (B)>
P (ANC) =PIA).Pte) and PCBNC) = PCB). Pe) ]
and P(ANBNC) = PIA). Pte). PCC)-
Ln hd fo show srdependency of 3 wets, we most
veri all rr equations.
Example .
Enphih and Amertean spellimos are “eolour’ and
“color , respectively. tn a (COP of people GOYO are
Enpheh and 60% are Amecteen people. A randoml,
selected peyson writes fhis word and a lather 1: tabeS
rom his/her spelling randomly. Selecked lelde- 1) fovne]
Yo be vowel. what: be pok thet the wriler than
Zap hich person 2
Ve fvowel ic foend§ B= {Peson san Enphsh} cane
Aa E's § Person 1s an Amitcant P(E|V) = ?
P(E\|V Je PERO » PLE)= 04, PIA) = 0.6
and P(VIE)= 22 4 POAA)= 2
Then vncend'Honed prob. 4 V,
PO)= PIENV) PLAN )
=PIEYPUIE) + PAYPLVIA)
_ / PY
= oa hy (0.6) 2-2 044 =) P(E |v )= Bre)
>) PCE|V) = CHE = 22-24
0-44 — “Gr fA *
4)TAs example 1s actually an apphyeehion 4 Bayes
Theorem -
Bayes" Theorem
At Ayr, Ay be mobvelly exchesive events th
sample space,S. CANN = Qi Hg) and Aces.
Let E be any other event sn this Sample space. and
PIAY)'s and PCEIA)'s are either piben 0¢ can be
compuked. Then
: = LIANE) [442k
PIE ) oe y {
&
where PCE)= 2 PENA?) = DPA). PEIA;)
PES es te
(Law 4 tobul probabil: ty)
Zrample.
Constler 4 medic test for a posticulur dhiease. Suppose
Mat 9570 of people wi'th dhe dhieace have a posihve.
test result, bot 292 of the peaple. wo the disease alco
fase posthoc tosd wesult. (felee postbive). tf Lf2 af the
Population acdu fave the Akeuse compute te prob Med
a) fandomla selecled Prison will fore posibve dest res,
b) randomly selecled peron achally fas th. Useare
given that s/he fas posibive fesd result.
Dz {fessor has divease), Ty = {posible yest reselt |
P(0)=0.01, PCB*) = 0.99, PC GI0)=995 aad PCR ID')ooor
a) PCT) = PONT) ¢ PCN) = PoP (TO) + PLO) PCFp\0')
= (0,01)(0.95) 4 (0,99 )(0.02) = 0.0293
POAT) Fro) P(410) = COMO)
6) P(alh) =? PUD\T,\ = OER BOE oa
= :27
(5)Random Vatbles
Fach ovleome of an expurineat can be ascserufed with
a avmber 4y dhfecnnitho ile ef assoc sab, veh rule.
of assocradvon 1's call a fandom veurwble crv),
Matlematvcally , phat rule re a funchoa
Zz initrbn : - :
AS random venable (ry) 15 a feat valved feochoa,
whase domah 1 sample space, 5. Capital laffers ae Used
fe dencle ru's, lower case lefflers are vied do denake thane
specie valves -
Exampls
L. Aeon 7s dosced puree. lef rv X be Me’ Hof Francs occut
then X=0,/,2.
2. A pair “ dice 6 rolled. Let cv Y be the sum > 2 die.
Y= 2,3, 4, 5,46, 7, %, Ss lO, Va 2.
3, A coir 1s dessed unt'| ahead eyypears. Ld ww Vibe the
# af such dosses. Ve /,2,3, ---
4 Ld rv W ke te of quotes Jhat oceul +h @ pew dheular
repibn mo week. We o,1,2,.--
5. Ld wv Tbe be bine needed for a shdend fo complede He
exam with 4 hove tine hort 7 fabes valves in kewal (o, J)
Ba’ sa examples 1-4 ae examples uJ disc rele r, ¢v sh
S45 an example of contmpave
Lafnithon
TL osry tales dsdhet valves (prarle or saponrte) .
discrete LY, it fakes values a an jnfecved ar fobervals Mis
called cont (4)Pro babilbidy Biber bobien Fincddon (pdf) of dserele Ku.
ft X bea duerke rv. ify PY spore Mxex)
wad has the follorny properties :
4 P®)20 12+ Z pow FKL.
Examples
A Ld Xt H of heads wher a com ts dosed tuite .
MeO, 2 Pi knoe £ > Pixel)e £ » Pkez)n Lb
=> Pa of x
A, 2
pol £
2. Af Yi poll of duo dite, wha fue Ape ase roffed
Ys 213,4,5,6,7,2,9, 10, 42_
be gen asa dbl aid
MAIS 8
a
4
PC%n2) 2 . C28) 2 2% ‘ 7
Deeg ee Zz. Po ¥e12)= Lo
Hap uf A: Yi 2 8g se A ee
PY L 2
a 36 26 26 36 36 36 34 36 36
S rcy-y)= 4 e
=
qe Hal yee) 3 -- F
Paine
Bag y= 8, 99-12
3b
/ -
or pty)= ath Ee (4-4 R-y) y= 28s - ‘ 12.
B. Let Ve # of Josses needed So pete head! sh corn (fall)
Jossrhy expurnent.§ V2 1,2) =>
2 Se cape ‘ at
Pie) £ » Pive2) = £E°E) ae 7)
then pdf of Vy Pode OMe) GE) veri Verge
UF)Definition
Consider a filet with only two outcomes ; one I's
Asvecess’ fhe other y's Gubee" fet p be prob.
f success, then “p=7 whl be prob, af Lore,
such dual 1's called Bemohy’ tak Jak
Xeal 74 svecess ocevss , X20 a | (vee occurs .
df of X x=!
ON poly 96 pode pinpy™ na)
Gomelabve Dihi bution Fenchon Cod) of a Lserele LV.
at X bea diserede rv, ee cdf rs Pe 4) (or Fx),
Fa AXEL) = = Lw= Zire *)
where £ it 0 peal member,
Example
At X be oa derek. ry with a pdf git by
Zz Kez
P=) 4 xe3
bots
Lo ehewhere
Find cl of X Drews qeaph of the df
Cuf gf X: 0 tea
Ft) = ~ 24428
+ S3£¢ 44
Lee Wolke bhut
A O° 6) BO = 4 on F(-2)=0
FA) ts defied th all rah numbers ,
(2)A
!
we
oo
4 e—o
ff 3 4 é
Nole that PCX-2)= fo 4 » Ck) $f = 2
and (2CX«e4)=/-L=45 thn v4 cod us bln
Vv oy a Aicrede rv.
CNMen-zevo prob.’s af X cess at sienechilascniee)
porats of ef.
Propet bes oa cdf.
d. lim Fy = 0
la-8
es fo Fy G)=4
low
we can dedermine Pp
3B. FY) rs a on —dlee reasihp fachon. ( fos orb
Fi @) > Fylb).)
4 Fylt) ts rypht = conhinvous gonchon:
For bdo fim F th) = FA), (Hak ss right hints
Aro
at dfseeathius'ty ports of frreten are Sime as
fone ten valve. >)
(19)