Independence and Conditional Probability

2022-09-08

Previously (Part 1/2)…

Independence

[PSDR] Definition 2.20

Two events are said to be independent if knowledge that one event occurs does not give any probabilistic information as to whether the other event occurs. Formally, we say that \(A\) and \(B\) are independent if \(P(A \cap B) = P(A)P(B)\).

Events \(A\) and \(B\) are said to be dependent if they are not independent.

Previously (Part 2/2)…

Sampling WITH or WITHOUT replacement

Conditional Probability

[PSDR] Definition 2.18

Let \(A\) and \(B\) be events in the sample space \(S\), with \(P(B) \ne 0\). The conditional probability of \(A\) given \(B\) is \[P(A|B) = \frac{P(A \cap B)}{P(B)}\]

[PSDR] Proposition 2.1

Two simple facts about conditional probability are:

  1. \(P((A \cap B) | B) = P(A|B)\).
  2. \(P(A \cup B | B ) = 1\).

Independence and Conditional Probability

[PSDR] Theorem 2.3

Let \(A\) and \(B\) be events with non-zero probability in the sample space \(S\). The following are equivalent:

  1. \(A\) and \(B\) are independent.
  2. \(P(A \cap B) = P(A)P(B)\).
  3. \(P(A|B) = P(A)\).
  4. \(P(B|A) = P(B)\).

Example Problem

Consider a scenario where you draw three balls from an urn without replacement. The urn has 6 balls in total; 2 reds and 4 black.

What is the probability that at least two black balls are drawn?

Mini-Activity

Mini-Assignment: Independence and Conditional Probability

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