ENEL 419 PROBABILITY
AND RANDOM
VARIABLES
2. CONDITIONAL PROBABILITY AND INDEPENDENCE - 1
(Reading Exercises: Montgomery and Runger Chapter 2 - Sections 2.5-2.8)
Concept of Conditional Probability
Definition: A conditional event is one whose occurrence
depends on prior occurrence of another event.
Examples:
1) Suppose we roll a die twice in succession and the sum of the
two rolls is 9. What is the probability that the first roll is a 6?
2) Suppose in a word guessing game the first letter is a “t”.
What is the probability that the second letter is an “h”?
3) Suppose a medical test was negative. What is the probability
that a person has a disease given that the test is negative?
4) Suppose a spot shows up on a radar screen. What is the
probability that the spot corresponds to an aircraft?
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Definition of Conditional Probability
Example: In an electrical engineering lab there probes of
which are defective. A student selects probes in
succession. What is the probability that both are defective?
Define 2 events,
and .
The event , that both are defective is the joint event , that
is . The probability that both are defective is .
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Definition of Conditional Probability
Definition: Consider two events and . The probability of occurring,
given that has occurred is the conditional probability and is denoted as .
The joint probability is the probability
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Conditional Probability Example
Example: In an electrical engineering lab there probes
of which are defective. A student selects probes in
succession. What is the probability that both are
defective?
and .
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Joint Probability for Multiple
Conditional Events
Two events: Consider events The joint probability is
Multiple Events: Consider events
The joint probability is defined as
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Conditional Probability – Example 1
Consider events:
,
.
Given: , .
(a) What is the probability that the flight would arrive on time if it
departed on time? ()
(b) What is the probability that a flight departed on time if it arrived on
time? ()
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Conditional Probability – Example 1
Solutions:
(a) Probability that train arrives on time given that it departed on time
(b) Probability that train departed on time given that it arrived on time
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Conditional Probability – Example 2
A box contains 5000 IC chips, of which 1000 are manufactured by
company and the rest by company . Ten percent of the chips made by
company are defective and of the chips made by company are
defective. If a randomly select chip is found to be defective, what is the
probability that it came from company ?
Solutions: First, define the events
We need to find
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Conditional Probability – Example 2
For convenience, we can create the following table:
Total
# of chips
Probability of
events
# of defective chips
Conditional defect
probabilities
Joint
probabilities
04
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Conditional Probability – Example 2
Now we can calculate the required probabilities:
(a) The probability that a chip is from
(b) The probability that a chip is from
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