Conditional Probabilities

01Conditional Probabilities

Conditional Probability Formula

Restrict the sample space to the given event before calculating a probability.

“Given” changes the group under consideration

P(A∣B)P(A\mid B) is the probability of A given that B occurs. Consider only outcomes in B, then ask what proportion also belong to A. The condition need not be an earlier event in time; it is information that restricts the sample space.

P(A∣B)=P(A∩B)P(B)P(A\mid B)=\frac{P(A\cap B)}{P(B)}

provided P(B)>0P(B)\gt0.

The denominator is the probability of the event after the vertical bar. In general, P(A∣B)P(A\mid B) and P(B∣A)P(B\mid A) are different.

For independent events, learning that B occurred leaves A's probability unchanged: P(A∣B)=P(A)P(A\mid B)=P(A). This gives another test of independence whenever the conditional probability is defined.

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