Conditional Probability and Bayes' Theorem

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Questions and Answers

When is the conditional probability of event E given event F defined as $P(E|F) = \frac{P(E \cap F)}{P(F)}$?

  • When $P(E \cap F) = 0$
  • When $P(F) > 0$ (correct)
  • When $P(E) > 0$
  • When $P(F) < 0$

Given that events E1, E2,... are mutually exclusive, what does $P(\bigcup_i E_i | F)$ equal?

  • $P(E_1 | F) \cdot P(E_2 | F) \cdot P(E_3 | F)...$
  • $P(E_1 | F) + P(E_2 | F) + P(E_3 | F)...$ (correct)
  • $P(E_1 | F) - P(E_2 | F) + P(E_3 | F)...$
  • $P(E_1 \cap E_2 \cap E_3...|F)$

Which of the following is a correct application of the multiplication rule for conditional probabilities?

  • $P(A \cap B) = P(A) \cdot P(B|A)$ (correct)
  • $P(A \cap B) = P(A|B) \cdot P(B|A)$
  • $P(A \cap B) = P(A) \cdot P(B)$
  • $P(A \cap B) = P(B) + P(A|B)$

An urn contains 4 red balls and 6 blue balls. Two balls are drawn without replacement. What is the probability that the first ball is red and the second is blue?

<p>4/15 (D)</p> Signup and view all the answers

What does the Law of Total Probability state for events E and F?

<p>$P(E) = P(E|F) \cdot P(F) + P(E|F^c) \cdot P(F^c)$ (A)</p> Signup and view all the answers

A company estimates that 20% of the population is 'tech-savvy' and will adopt their new gadget. Tech-savvy people will buy the gadget with a probability of 0.6. Non-tech-savvy people will buy it with a probability of 0.1. What is the probability that a randomly selected person will buy the gadget?

<p>0.14 (B)</p> Signup and view all the answers

A factory has two machines, A and B, that produce bolts. Machine A produces 60% of the bolts, and 5% of its bolts are defective. Machine B produces 40% of the bolts, and 10% of its bolts are defective. If a bolt is randomly selected and found to be defective, what is the probability that it was produced by machine A?

<p>0.3 (C)</p> Signup and view all the answers

For events E and F, when are they considered independent?

<p>When $P(E|F) = P(E)$ (B)</p> Signup and view all the answers

If events A and B are independent, which of the following statements is true?

<p>$P(A \cap B) = P(A) \cdot P(B)$ (B)</p> Signup and view all the answers

If events E and F are mutually exclusive and $P(E) > 0$ and $P(F) > 0$, are they independent?

<p>No, they are never independent. (D)</p> Signup and view all the answers

What condition defines three events E, F, and G as mutually independent?

<p>Pairwise independence AND $P(E \cap F \cap G) = P(E) \cdot P(F) \cdot P(G)$ (D)</p> Signup and view all the answers

If A, B, and C are events and $P(C) > 0$, when are A and B considered conditionally independent given C?

<p>When $P(A|B, C) = P(A|C)$ (D)</p> Signup and view all the answers

Which of the following is an equivalent condition for conditional independence of events A and B given event C?

<p>$P(A, B | C) = P(A | C)P(B | C)$ (A)</p> Signup and view all the answers

A bag contains two coins: one fair and one with two heads. A coin is chosen at random and flipped twice. Both flips result in heads. Are the events 'first flip is heads' and 'second flip is heads' independent?

<p>No, because knowing the first flip is heads increases the probability of having chosen the two-headed coin. (B)</p> Signup and view all the answers

What is the purpose of Bayes' Theorem?

<p>To update the probability of an event after observing new evidence. (B)</p> Signup and view all the answers

A disease affects 1% of the population. A test for the disease has a 95% sensitivity (true positive rate) and a 5% false positive rate. If a person tests positive, what is the approximate probability that they actually have the disease?

<p>16% (B)</p> Signup and view all the answers

Given events A and B, and knowing P(A|B), which theorem allows us to find P(B|A)?

<p>Bayes' Theorem (C)</p> Signup and view all the answers

A weather forecaster says there is a 60% chance of rain tomorrow. Historical data shows that the forecaster is correct 80% of the time when rain is predicted, and correct 70% of the time when no rain is predicted. What is the probability that it will actually rain tomorrow?

<p>0.48 (B)</p> Signup and view all the answers

Event A is 'a student studies' and event B is 'a student passes an exam'. If P(A) = 0.7, P(B|A) = 0.8, and P(B|A') = 0.3, what is the probability that a student passes the exam?

<p>0.65 (A)</p> Signup and view all the answers

Suppose E and F are independent events with P(E) = 0.4 and P(F) = 0.6. What is P(E ∪ F)?

<p>0.76 (A)</p> Signup and view all the answers

When using the Law of Total Probability, the events on which you condition must:

<p>Be mutually exclusive and collectively exhaustive (their probabilities sum to 1). (B)</p> Signup and view all the answers

Two cards are drawn without replacement from a standard deck of 52 cards. What is the probability that the second card is a king, given that the first card was a king?

<p>3/51 (D)</p> Signup and view all the answers

A coin is flipped twice. Let E be the event 'first flip is heads' and F be the event 'both flips are the same'. Are E and F independent?

<p>No, because P(E|F) is not equal to P(E). (D)</p> Signup and view all the answers

A study shows that 60% of students at a university are female. It also shows that 20% of the male students and 5% of the female students are engineering majors. What percentage of all students are engineering majors?

<p>11% (A)</p> Signup and view all the answers

A box contains 5 red balls and 5 blue balls. Two balls are drawn at random without replacement. What is the probability that the first ball is red and the second ball is blue?

<p>5/18 (B)</p> Signup and view all the answers

A fair die is rolled twice. Let A be the event that the first roll is a 4. Let B be the event that the sum of the two rolls is 7. Are events A and B independent?

<p>Yes, because P(A|B) = 1/6 = P(A). (B)</p> Signup and view all the answers

In a certain population, 4% of people have disease X. A new test for disease X is developed that has a 90% chance of detecting the disease if it is present and a 10% chance of producing a false positive result if the disease is not present. If a person selected at random tests positive for the disease, what is the probability that the person actually has the disease?

<p>0.273 (D)</p> Signup and view all the answers

Events A and B are conditionally independent given C. If P(A|C) = 0.5 and P(B|C) = 0.3, what is P(A∩B|C)?

<p>0.15 (D)</p> Signup and view all the answers

A jar contains 3 white marbles and 2 black marbles. Two marbles are drawn without replacement. What is the probability that the second marble is black given that the first marble was white?

<p>2/4 (D)</p> Signup and view all the answers

Assume independent trials, each with a probability of success p, where 0 < p < 1. What is the probability that at least one of n trials succeeds?

<p>$1 - (1-p)^n$ (A)</p> Signup and view all the answers

Events D and E are independent; $P(D)=0.6$ and $P(E)=0.4 $. Find $P(D\mid E)$.

<p>$0.6$ (C)</p> Signup and view all the answers

Urn D contains 7 white balls and 3 black balls. Urn E contains 5 white balls and 5 black balls. A fair coin is flipped: If the outcome is heads, a ball is randomly drawn from Urn D; otherwise, a ball is randomly drawn from Urn E. Suppose that a white ball is selected. What is the probability that the coin landed heads (a ball was extracted from Urn D)?

<p>$\frac{7}{12}$ (A)</p> Signup and view all the answers

Flashcards

Conditional Probability

The probability of an event E, given that another event F has occurred. It's the likelihood of E happening knowing F has already happened.

Reduced Sample Space

A sample space that has been reduced based on the knowledge of a prior event.

Conditional Probability Formula

P{E|F} = P{E ∩ F} / P{F}, where P{F} > 0. It defines the probability of event E occurring given that event F has already occurred.

Sample Space Probability

P{Ω | F} = 1; The conditional probability of the sample space is one.

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Conditional Probability of Mutually Exclusive Events

P{E₁ ∪ E₂ | F} = P{E₁ | F} + P{E₂ | F} if E₁ and E₂ are mutually exclusive.

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Multiplication Rule

For events E1, E2,..., En, it states: P{E₁ ∩ ... ∩ En} = P{E₁} * P{E₂ | E₁} * P{E₃ | E₁ ∩ E₂} * ... * P{En | E₁ ∩ ... ∩ En-1}

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Law of Total Probability

P{E} = P{E | F} * P{F} + P{E | F°} * P{F°}

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Complete System of Events

A set of events where one of the events must occur, and they are mutually exclusive.

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Bayes' Theorem

P{F | E} = (P{E | F} * P{F}) / (P{E | F} * P{F} + P{E | F°} * P{F°})

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Independence

Events E and F are independent if P{E | F} = P{E}.

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Mutual Independence

Three events E, F, G are mutually independent if P{E ∩ F} = P{E} * P{F}, P{E ∩ G} = P{E} * P{G}, P{F ∩ G} = P{F} * P{G}, P{E ∩ F ∩ G} = P{E} * P{F} * P{G}.

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Conditional Independence

Events A and B are conditionally independent given C if P(A | B, C) = P(A | C)

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Study Notes

  • Lecture 2 covers conditional probability, Bayes' Theorem, independence, and conditional independence.

Conditional Probability

  • Involves reevaluating likelihoods of outcomes given partial information from an experiment.
  • Partial information can alter the probability of the outcomes of an experiment.
  • Reduced Sample Space: an event known to have occurred, which reduces the possible outcomes.
  • Conditional probabilities are figured in this set.
  • Formal Definition: For events E and F, where P{F} > 0, the conditional probability of E given F is P{E|F} = P{E ∩ F} / P{F}.
  • Conditional probability P(⋅|F) is a proper probability and thus satisfies the axioms.
  • Multiplication Rule: For events E1, E2,..., En, P{E1 ∩ ... ∩ En} = P{E1} ⋅ P{E2 | E1} ⋅ P{E3 | E1 ∩ E2} ... ⋅ P{En | E1 ∩ ... ∩ En-1}.

Bayes' Theorem

  • Aims to determine P{F | E} given P{E | F}.
  • Law of Total Probability: For events E and F, P{E} = P{E | F} ⋅ P{F} + P{E | F°} ⋅ P{F°}.
  • Bayes' Theorem: For events, E, F, P{F | E} = [P{E | F} ⋅ P{F}] / [P{E | F} ⋅ P{F} + P{E | F°} ⋅ P{F°}].
  • For a complete system of events {Fi}, P{Fi|E} = [P{E | Fi} * P{Fi}] / [Σ¡P{E|Fj} * P{Fj}].

Independence

  • Events E and F are independent if P{E | F} = P{E}.
  • Equivalently, P{E ∩ F} = P{E} ⋅ P{F}, and P{F | E} = P{F}.
  • Independent events should not be mixed with mutually exclusive events.
  • If events E and F are independent, then E and F° are also independent.
  • Three events E, F, G are mutually independent if all of the following are true:
    • P{E ∩ F} = P{E} ⋅ P{F},
    • P{E ∩ G} = P{E} ⋅ P{G},
    • P{F ∩ G} = P{F} ⋅ P{G},
    • and P{E ∩ F ∩ G} = P{E} ⋅ P{F} ⋅ P{G}.
  • For n independent experiments, each succeeding with probability p, the probability that every experiment succeeds is pn.

Conditional Independence

  • Events A and B are conditionally independent given C if P(C) > 0 and P(A | B, C) = P(A | C).
  • This is equivalent to P(A, B | C) = P(A | C)P(B | C).

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