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Glossary Statistics / Term

Conditional Probability

Suppose we are interested in the probability that some event A occurs, and we learn that the event B occurred. How should we update the probability of A to reflect this new knowledge? This is what the conditional probability does: it says how the additional knowledge that B occurred should affect the probability that A occurred quantitatively. For example, suppose that A and B are mutually exclusive. Then if B occurred, A did not, so the conditional probability that A occurred given that B occurred is zero. At the other extreme, suppose that B is a subset of A, so that A must occur whenever B does. Then if we learn that B occurred, A must have occurred too, so the conditional probability that A occurred given that B occurred is 100%. For in-between cases, where A and B intersect, but B is not a subset of A, the conditional probability of A given B is a number between zero and 100%. Basically, one "restricts" the outcome space S to consider only the part of S that is in B, because we know that B occurred. For A to have happened given that B happened requires that AB happened, so we are interested in the event AB. To have a legitimate probability requires that P(S) = 100%, so if we are restricting the outcome space to B, we need to divide by the probability of B to make the probability of this new S be 100%. On this scale, the probability that AB happened is P(AB)/P(B). This is the definition of the conditional probability of A given B, provided P(B) is not zero (division by zero is undefined). Note that the special cases AB = {} (A and B are mutually exclusive) and AB = B (B is a subset of A) agree with our intuition as described at the top of this paragraph. Conditional probabilities satisfy the axioms of probability, just as ordinary probabilities do.

Permanent link Conditional Probability - Creation date 2021-08-07


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