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Conditional Probability |
Last Updated:
10/21/2008 |
Definition:
- S still is the the sample space
- For now, assume the probability distribution is uniform
for S, i.e., p(s) = 1/n, where n = |S|,
s
S
- Given outcome events E and F, where E
S and F
S
- Find the probability event E given that we know event F
has already occurred.
- Formula: p(E | F) =
,
where p(F) > 0
Example Problem:
- Flip a fair coin 3 times.
- Suppose we know event F has occurred, and that the first flip
comes up T.
- Given that we know F, what is the probability of event E
will occur, given that E is an odd number of Ts occur in the 3
flips?
Solution:
- S = {TTT, TTH, THT, THH, HTT,
HTH, HHT, HHH}
- Each element in S represents 3 flips, read an element from
left to right.
- Example, the element THT means: 1st flip is T (the
leftmost T), 2nd flip is H, and the 3rd flip is T
- |S| = 8
-
s
S, p(s) = 1/n = 1/8, since n = |S|
= 8
- Because we are using an unbiased, or fair coin
- Example, p(TTT) = 1/8
- The event F (as defined in the problem, above) is that the first
flip (of 3 flips) is known to have come up T
- Fact, F
S - therefore we construct F by finding all the s
S, such that event s has the first flip equal to T
- So, F = {TTT, TTH, THT, THH}
- |F| = 4
- The event E (as defined in the problem, above) is that an odd
number of Ts occur in the 3 flips
- Fact, E
S - therefore we construct E by finding all the s
S , such that an odd number of Ts occur in the 3 flips
- So, E = {TTT, THH, HTH, HHT}
- E
F = {TTT, THH}
- |E
F| = 2
Now use the formula for conditional probability, i.e., the probability that
E will occur given that we know F has already occurred.
- p(E | F) =

- p(E
F) = p({TTT, THH}) =
= 2/8 = 1/4
- p(F) = p({TTT, TTH, THT,
THH}) =
= 4/8 = 1/2
- Answer: p(E | F) =
= (1/4) / (1/2) = 1/2