概率论第3周学习笔记：条件概率与实例分析.pdfVIP

WeeklyNotesforEE20122012/13–Week3

T.J.Lim

January31,2013

Booksectionscoveredthisweek:2.4–2.6.2,2.6.4.

1ConditionalProbability

1.1Definition

Acentralapplicationofprobabilitytheoryistoanswerquestionsoftheform“If

eventBoccurs,howdoesthataffecttheprobabilityofAoccurring?”Forinstance,

•A=“Paulcommittedthecrime”andB=“Paulhasanalibi”.Ifatthestart

wealreadyknewthatPaulisaserialoffenderofthissortofcrimeandthat

helivesinthearea,wemaysaythatP(A)isquitelarge,say0.5.Butafter

knowingthathehasanalibie.g.hewasseenatanothercebyanumber

ofpeople,i.e.eventBoccurs,thenP(A)becomesmuchsmaller,probably0.

•A=“Jimwillnotfeelwelltomorrow”,andB=“Jimhad15beerstonight”.

Withoutknowinghehad15beers,wemayassignthevalueP(A)=0.01but

afterknowingBoccurred,thenP(A)goesupbyalot.

•A=“Joesaidhelloinatextmessage”andB=“Ireceivedatextmessagefrom

JoesayingHELKO”.Again,beforeknowingBoccurred,P(A)issmallerthan

afterbeinggiventheinformation.

ConditionalprobabilitycapturesthischangeinprobabilityofeventAaf-

terfindingoutthatBoccurredinanexperiment.Almostalways,itisnotthat

Bactuallyoccurred,butthatwehypothesizethatitdid.Inotherwords,weask

“whatifBoccurs,thenwhatwillhappentoourbeliefthatAoccurredinthesame

experiment”?Itisasifwearegivenaclueastotheoutcomeobtainedthatdoesnot

pinpointtheexactoutcome,butonlythatitbelongsinacertainsetB.

Exa