1. Conditional Probability

The conditional probability of event B occurring given that event A has already occurred is:

P(B|A)=P(AB)P(A),P(A)0

Interpretation: Restricts the sample space from S to A, then measures B within that restricted space.

Properties of Conditional Probability

  • 0 ≤ P(B|A) ≤ 1
  • P(B'|A) = 1 − P(B|A)
  • P(B₁ ∪ B₂ | A) = P(B₁|A) + P(B₂|A) − P(B₁ ∩ B₂|A)
  • If A and B are independent: P(B|A) = P(B) and P(A|B) = P(A)

Worked Example

P(A) = 1/2, P(A ∩ B) = 1/6. Find P(B|A).

P(B|A) = P(A∩B)/P(A) = (1/6)/(1/2) = 1/3

2. Law of Total Probability

If B₁, B₂, …, Bₙ are mutually exclusive and exhaustive events (they partition the sample space S), then for any event A:

P(A)=i=1nP(Bi)P(A|Bi)

This decomposes a complex probability into weighted conditional probabilities over all possible "routes" to A.

Worked Example

Bag 1 has 3 red, 2 blue. Bag 2 has 2 red, 3 blue. A bag is chosen randomly and a ball drawn. Find P(red).

P(red) = P(Bag1)·P(red|Bag1) + P(Bag2)·P(red|Bag2) = (1/2)(3/5) + (1/2)(2/5) = 3/10 + 2/10 = 1/2

3. Bayes' Theorem

If B₁, B₂, …, Bₙ partition S, and A is any event with P(A) > 0, then:

P(Bk|A)=P(Bk)P(A|Bk)i=1nP(Bi)P(A|Bi)

Terminology

TermMeaning
Prior probabilityP(Bₖ) — probability of hypothesis before observing evidence
LikelihoodP(A|Bₖ) — probability of evidence given hypothesis
Posterior probabilityP(Bₖ|A) — updated probability of hypothesis after observing evidence

Step-by-Step Method for Bayes' Theorem Problems

  1. Identify the partition: B₁, B₂, …, Bₙ (the "routes" or "causes")
  2. Write down the prior probabilities P(Bᵢ)
  3. Write down the likelihoods P(A|Bᵢ) for each route
  4. Compute P(A) using the Law of Total Probability
  5. Apply Bayes' formula for the required posterior P(Bₖ|A)

Worked Example — Bags and Balls

Continuing from above: A bag is chosen randomly (Bag 1: 3R 2B; Bag 2: 2R 3B) and a red ball is drawn. Find P(it came from Bag 1).

P(Bag1) = P(Bag2) = 1/2; P(red|Bag1) = 3/5; P(red|Bag2) = 2/5

P(red) = (1/2)(3/5) + (1/2)(2/5) = 1/2

P(Bag1|red) = [(1/2)(3/5)] / (1/2) = (3/10)/(1/2) = 3/5

4. Bayes' Theorem — 3-Bag Problem

Bag 1: 2W 3B (5 balls); Bag 2: 4W 2B (6 balls); Bag 3: 3W 4B (7 balls). A bag is selected at random and a white ball is drawn. Find P(selected from Bag 2).

P(each bag) = 1/3; P(W|B1) = 2/5; P(W|B2) = 4/6 = 2/3; P(W|B3) = 3/7

P(W) = (1/3)(2/5) + (1/3)(2/3) + (1/3)(3/7) = 2/15 + 2/9 + 1/7

LCM(15,9,7) = 315: = 42/315 + 70/315 + 45/315 = 157/315

P(B2|W) = [(1/3)(2/3)] / (157/315) = (2/9) / (157/315) = (2/9)(315/157) = 70/157 ≈ 0.446