Statistics

ST 361: Introduction to Statistics Introduction to Probability: Conditional Probability

Kimberly Weems ksweems@ncsu.edu 5260 SAS Hall

Recall Example: Southwest Energy

A Southwest Energy Company pipeline has 3 safety shutoff valves in case the line starts to leak. The valves are designed to operate independently of one another:
7% chance that valve 1 will fail 10% chance that valve 2 will fail 5% chance that valve 3 will fail

If there is a leak in the line, find the following probabilities:

a. b. c. d. That all three valves operate correctly That all three valves fail That only one valve operates correctly That at least one valve operates correctly
Statistics

C: P(only one valve operates correctly)

P(only one valve operates correctly)

= P[(only V1 works) OR (only V2 works) OR (only V3 works)]

= P(V1 works & V2 fails & V3 fails) + P(V1 fails & V2 works & V3 fails) + P(V1 fails & V2 fails & V3 works) =P(V1 works * V2 fails * V3 fails) + P(V1 fails * V2 works * V3 fails) + P(V1 fails * V2 fails * V3 works) Find corresponding paths and multiply along branches

Statistics

C: P(only one valve operates correctly)

P(only one valve operates correctly = P(only V1 works) +P(only V2 works) +P(only V3 works) = .93*.10*.05 +.07*.90*.05 +.07*.10*.95 = .01445
Statistics

C: P(only one valve operates correctly)

P(only one valve operates correctly)

= P[(only V1 works) OR (only V2 works) OR (only V3 works)]

= P(V1 works & V2 fails & V3 fails) + P(V1 fails & V2 works & V3 fails) + P(V1 fails & V2 fails & V3 works) =P(V1 works * V2 fails * V3 fails) + P(V1 fails * V2 works * V3 fails) + P(V1 fails * V2 fails * V3 works) Find corresponding paths and multiply along branches = (.93*.10*.05) + (.07*.90*.05) + (.07*.10*.95) = .01445

Statistics

Conditional Probability
Suppose the probability of A depends on whether B has occurred Use Conditional Probability If A and B are any two events with P(B) >0, the probability of A given B is denoted by P(A|B) = P(A and B)/P(B)

Statistics

Recall Example: AIDS Testing

V={person has HIV}; CDC: P(V)=.006 +: test outcome is positive (test indicates HIV present) -: test outcome is negative clinical reliabilities for a new HIV test:
1. If a person has the virus, the test result will be positive with probability .999 2. If a person does not have the virus, the test result will be negative with probability .990
Statistics

Recall Example: AIDS Testing

Clinical reliabilities for a new HIV test (Now lets write as conditional probability): 1. If a person has the virus, the test result will be positive with probability .999, i.e. P(+|V) = .999 2. If a person does not have the virus, the test result will be negative with probability .990, i.e. P(-|V) = .990

Statistics

Recall AIDS Testing Question 2

If your test comes back positive, what is the probability that you have HIV? P(V|+) = P(V and +)/P(+) Note by rearrangement of cond prob formula
P(V and +) = P(V)*P(+|V) We can see this in a probability tree.

Statistics

Probability Tree
P(+|V) P(V)
P(V & +) = P(V)*P(+|V) P(V & +) = P(V)*P(+|V)

P(V)

P(-|V)
Statistics

Recall AIDS Testing Question 2

If your test comes back positive, what is the probability that you have HIV? P(V|+) = P(V and +)/P(+) Use Law of Total Probability to find P(+) P(+) = P(+|V)P(V) + P(+|V)P(V) =(.999)(.006) + (.01)(.994) = .015934 Note: P(+|V) = 1 P(-|V) = 1 - .990 = .01

Statistics

Recall AIDS Testing Question 2

If your test comes back positive, what is the probability that you have HIV? P(V|+) = P(V and +)/P(+) So P(V|+) = .00599/.015934 = .376 Compare with previous result.

Statistics

Independent Events
Two events are said to be independent if the occurrence of either event has no effect whatsoever on the likelihood of occurrence of the other. P(A and B) =P(A)P(B) P(A|B) = P(A) Can extend to multiple events

Statistics

Application: Reliability of Systems

If A and B comprise a 2-component series system, then the system works only if each A and B work. If A and B comprise a 2-component parallel system, then the system works if either A or B works. Common assumption: A and B are independent Idea extends to multiple components.

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