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04/07/2015

ConditionalProbability

ConditionalProbability
HowtohandleDependentEvents
Lifeisfullofrandomevents!Youneedtogeta"feel"forthemtobeasmartand
successfulperson.

Independent Events
Eventscanbe" Independent ",meaningeacheventisnotaffectedbyanyother
events.

Example:Tossingacoin.
Eachtossofacoinisaperfectisolatedthing.
Whatitdidinthepastwillnotaffectthecurrenttoss.
Thechanceissimply1in2,or50%,justlikeANYtossofthecoin.
SoeachtossisanIndependentEvent.

Dependent Events
Buteventscanalsobe"dependent"...whichmeanstheycanbeaffectedbyprevious
events...

Example:MarblesinaBag
2blueand3redmarblesareinabag.
Whatarethechancesofgettingablue
marble?
Thechanceis2in5
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ConditionalProbability

Butaftertakingoneoutthechanceschange!
Sothenexttime:
ifwegotaredmarblebefore,thenthechanceofabluemarblenext
is2in4
ifwegotabluemarblebefore,thenthechanceofabluemarblenext
is1in4

Seehowthechanceschangeeachtime?Eacheventdependsonwhathappenedinthe
previousevent,andiscalleddependent.
Thatisthekindofthingwelookathere.

"Replacement"
Note:ifwereplacethemarblesinthebageachtime,thenthechancesdo
notchangeandtheeventsare independent :
WithReplacement:theeventsareIndependent(thechances
don'tchange)
WithoutReplacement:theeventsareDependent(thechances
change)

Tree Diagram
A TreeDiagram :isawonderfulwaytopicturewhatisgoingon,solet'sbuildonefor
ourmarblesexample.
Thereisa2/5chanceofpullingoutaBluemarble,anda3/5chanceforRed:

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04/07/2015

ConditionalProbability

Wecanevengoonestepfurtherandseewhathappenswhenweselectasecond
marble:

Ifabluemarblewasselectedfirstthereisnowa1/4chanceofgettingabluemarble
anda3/4chanceofgettingaredmarble.
Ifaredmarblewasselectedfirstthereisnowa2/4chanceofgettingabluemarbleand
a2/4chanceofgettingaredmarble.

Nowwecananswerquestionslike"Whatarethechancesofdrawing2
bluemarbles?"
Answer:itisa2/5chancefollowedbya1/4chance:

Didyouseehowwemultipliedthechances?Andgot1/10asaresult.
Thechancesofdrawing2bluemarblesis1/10

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ConditionalProbability

Notation
Welovenotationinmathematics!Itmeanswecanthenusethepowerofalgebrato
playaroundwiththeideas.Sohereisthenotationforprobability:

P(A)means"ProbabilityOfEventA"
InourmarblesexampleEventAis"getaBlueMarblefirst"withaprobabilityof2/5:
P(A)=2/5
AndEventBis"getaBlueMarblesecond"...butforthatwehave2choices:
IfwegotaBlueMarblefirstthechanceisnow1/4
IfwegotaRedMarblefirstthechanceisnow2/4
Sowehavetosaywhichonewewant,andusethesymbol"|"tomean"given":

P(B|A)means"EventBgivenEventA"
Inotherwords,eventAhasalreadyhappened,nowwhatisthechanceofeventB?

P(B|A)isalsocalledthe"ConditionalProbability"ofBgivenA.
Andinourcase:
P(B|A)=1/4
Sotheprobabilityofgetting2bluemarblesis:

Andwewriteitas

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ConditionalProbability

"ProbabilityofeventAandeventBequals
theprobabilityofeventAtimestheprobabilityofeventBgiveneventA"

Let'sdothenextexampleusingonlynotation:

Example:Drawing2KingsfromaDeck
EventAisdrawingaKingfirst,andEventBisdrawingaKingsecond.
ForthefirstcardthechanceofdrawingaKingis4outof52(thereare4Kings
inadeckof52cards):

P(A)=4/52
ButafterremovingaKingfromthedecktheprobabilityofthe2ndcarddrawn
islesslikelytobeaKing(only3ofthe51cardsleftareKings):

P(B|A)=3/51
Andso:

P(AandB)=P(A)xP(B|A)=(4/52)x(3/51)=12/2652=
1/221
Sothechanceofgetting2Kingsis1in221,orabout0.5%

Finding Hidden Data


UsingAlgebrawecanalso"changethesubject"oftheformula,likethis:
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ConditionalProbability

Startwith: P(AandB)=P(A)xP(B|A)
Swapsides: P(A)xP(B|A)=P(AandB)
DividebyP(A): P(B|A)=P(AandB)/P(A)
Andwehaveanotherusefulformula:

"TheprobabilityofeventBgiveneventAequals
theprobabilityofeventAandeventBdividedbytheprobabilityofeventA

Example:IceCream
70%ofyourfriendslikeChocolate,and35%likeChocolateANDlike
Strawberry.
WhatpercentofthosewholikeChocolatealsolikeStrawberry?

P(Strawberry|Chocolate)=P(ChocolateandStrawberry)/
P(Chocolate)

0.35/0.7=50%
50%ofyourfriendswholikeChocolatealsolikeStrawberry

Big Example: Soccer Game


Youareofftosoccer,andwanttobetheGoalkeeper,but
thatdependswhoistheCoachtoday:
withCoachSamtheprobabilityofbeingGoalkeeperis0.5
withCoachAlextheprobabilityofbeingGoalkeeperis0.3
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ConditionalProbability

SamisCoachmoreoften...about6outofevery10games(aprobabilityof0.6).

So,whatistheprobabilityyouwillbeaGoalkeepertoday?

Let'sbuilda treediagram .Firstweshowthetwopossiblecoaches:SamorAlex:

TheprobabilityofgettingSamis0.6,sotheprobabilityofAlexmustbe0.4(together
theprobabilityis1)
Now,ifyougetSam,thereis0.5probabilityofbeingGoalie(and0.5ofnotbeing
Goalie):

IfyougetAlex,thereis0.3probabilityofbeingGoalie(and0.7not):

Thetreediagramiscomplete,nowlet'scalculatetheoverallprobabilities.Remember
that:

P(AandB)=P(A)xP(B|A)

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ConditionalProbability

Hereishowtodoitforthe"Sam,Yes"branch:

(Whenwetakethe0.6chanceofSambeingcoachandincludethe0.5chancethatSam
willletyoubeGoalkeeperweendupwithan0.3chance.)
Butwearenotdoneyet!Wehaven'tincludedAlexasCoach:

An0.4chanceofAlexasCoach,followedbyan0.3chancegives0.12
Andthetwo"Yes"branchesofthetreetogethermake:

0.3+0.12=0.42probabilityofbeingaGoalkeepertoday
(Thatisa42%chance)

Check
Onefinalstep:completethecalculationsandmakesuretheyaddto1:

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ConditionalProbability

0.3+0.3+0.12+0.28=1
Yes,theyaddto1,sothatlooksright.

Friends and Random Numbers


HereisanotherquitedifferentexampleofConditionalProbability.

4friends(Alex,Blake,ChrisandDusty)eachchoosearandomnumber
between1and5.Whatisthechancethatanyofthemchosethesame
number?
Let'saddourfriendsoneatatime...

First,whatisthechancethatAlexandBlakehavethesamenumber?
BlakecompareshisnumbertoAlex'snumber.Thereisa1in5chanceofamatch.
Asa treediagram :

Note:"Yes"and"No"togethermakes1
(1/5+4/5=5/5=1)

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ConditionalProbability

Now,let'sincludeChris...
Buttherearenowtwocasestoconsider:
IfAlexandBlakedidmatch,thenChrishasonlyonenumbertocompareto.
ButifAlexandBlakedidnotmatchthenChrishastwonumberstocompare
to.
Andwegetthis:

Forthetopline(AlexandBlakedidmatch)wealreadyhaveamatch(achanceof1/5).
Butforthe"AlexandBlakedidnotmatch"thereisnowa2/5chanceofChrismatching
(becauseChrisgetstomatchhisnumberagainstbothAlexandBlake).
Andwecanworkoutthecombinedchancebymultiplyingthechancesittooktoget
there:

Followingthe"No,Yes"path...thereisa4/5chanceofNo,followedby
a2/5chanceofYes:

(4/5)(2/5)=8/25
Followingthe"No,No"path...thereisa4/5chanceofNo,followedby
a3/5chanceofNo:

(4/5)(3/5)=12/25
Alsonoticethatwhenweaddallchancestogetherwestillget1(agoodcheckthatwe
haven'tmadeamistake):

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ConditionalProbability

(5/25)+(8/25)+(12/25)=25/25=1

NowwhathappenswhenweincludeDusty?
Itisthesameidea,justmoreofit:

OK,thatisall4friends,andthe"Yes"chancestogethermake101/125:

Answer:101/125

Buthereissomethinginteresting...ifwefollowthe"No"pathwecanskip
alltheothercalculationsandmakeourlifeeasier:

Thechancesofnotmatchingare:

(4/5)(3/5)(2/5)=24/125
Sothechancesofmatchingare:

1(24/125)=101/125
(Andwedidn'treallyneedatreediagramforthat!)
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ConditionalProbability

Andthatisapopulartrickinprobability:

Itisofteneasiertoworkoutthe"No"case
(Thisideaisshowninmoredetailat SharedBirthdays .)

Question1Question2Question3Question4
Question5Question6Question7Question8
Question9Question10

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