Section 5.4 - Conditional Probability Objectives: 1.Understand the meaning of conditional...
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Transcript of Section 5.4 - Conditional Probability Objectives: 1.Understand the meaning of conditional...
Section 5.4 - Conditional Probability
Objectives:
1. Understand the meaning of conditional probability.
2. Learn the general Multiplication Rule:
P(A∩B) =P(A and B) =P(A)⋅P(B |A)
P(A∩B) =P(A and B) =P(B)⋅P(A |B)
Section 5.4 - Conditional Probability
Example: The Sinking of the TitanicDo the data support the phrase “Women and children first?”
• 711/2201, or 32% of all passengers survived.• 367/1731, or 21% of the males survived.• 344/470, or 73% of the females survived.• The chance of survival depends on the condition of whether the
passenger was male or female.
The notion that probability can change if you are given additional information is called conditional probability.
Display 5.39Gender
Male Female Total
Survived?
Yes 367 344 711
No 1364 126 1490
Total 1731 470 2201
Section 5.4 - Conditional Probability
Conditional Probability from the Sample Space
Example: The Titanic and Conditional Probability
Let S be the event that the passenger survived and let F be the event that the passenger was female. What is the probability of survival, given that the passenger was female?
Display 5.39Gender
Male Female Total
Survived?
Yes 367 344 711
No 1364 126 1490
Total 1731 470 2201
P(S | F) =P(survived| female) =344470
=0.732
Section 5.4 - Conditional Probability
Conditional Probability from the Sample Space
Example: Sampling Without Replacement
When you sample without replacement from a small population, the probabilities for the second draw depends on the outcome of the first draw.
Suppose you randomly choose two cards from a standard deck of 52 cards. Suppose the first card chosen is a heart. What is the probability that the second card chosen will also be a a heart?
Section 5.4 - Conditional Probability
Conditional Probability from the Sample Space
Example: Sampling Without Replacement
When you sample without replacement from a small population, the probabilities for the second draw depends on the outcome of the first draw.
Draw two cards from a standard deck of 52 cards. Suppose the first card chosen is a heart. What is the probability that the second card chosen will also be a heart? After the first heart is chosen, the sample space is changed. There are only 51 cards and 12 hearts remaining.
P(Heart) =1352
=14=0.250 P(Heart | Heart) =
1251
=0.235
Section 5.4 - Conditional Probability
Conditional Probability from the Sample Space
D18. When you compare sampling with and without replacement, how does the size of the population affect the comparison? Conditional probability lets you answer the question quantitatively.
Imagine two populations of students, one large (N = 100) and one small (N = 4), with half of each population male. Draw random samples of size n = 2 from each population.
First, consider the small population.
Find P(2nd is M | 1st is M), assuming you sample without replacement. Then calculate the probability again, this time with replacement.
Section 5.4 - Conditional Probability
Conditional Probability from the Sample Space
First, consider the small population (N = 4).
Find P(2nd is M | 1st is M), assuming you sample without replacement. Then calculate the probability again, this time with replacement.
P(M ) =24=12=0.500
Without replacement : P(M |M ) =13=0.333
With replacement : P(M |M ) =24=12=0.500
Section 5.4 - Conditional Probability
Conditional Probability from the Sample Space
Next, consider the large population (N = 100).
Find P(2nd is M | 1st is M), assuming you sample without replacement. Then calculate the probability again, this time with replacement.
Section 5.4 - Conditional Probability
Conditional Probability from the Sample Space
Next, consider the large population (N = 100).
Find P(2nd is M | 1st is M), assuming you sample without replacement. Then calculate the probability again, this time with replacement.
P(M ) =50100
=12=0.500
Without replacement : P(M |M ) =4999
=0.495
With replacement : P(M |M ) =50100
=12=0.500
Section 5.4 - Conditional Probability
Conditional Probability from the Sample Space
How would you describe the effect of population size on the difference between the two sampling methods?
Section 5.4 - Conditional Probability
Conditional Probability from the Sample Space
How would you describe the effect of population size on the difference between the two sampling methods?
If the population size is large relative to the sample size, sampling without replacement is about the same as sampling with replacement.
Section 5.4 - Conditional Probability
The Multiplication Rule for P(A and B)
P(F and S) = 344 / 2201P(F and D) = 126 / 2201
P(M and S) = 367 / 2201P(M and D) = 1364 / 2201
Female
Male
P(M)= 1731 / 2201
P(F)= 470 / 2201
Female and Survived
Male and Survived
Female and Died
Male and Died
Survived
Died
Survived
Died
P(S|F) = 344 / 470P(D|F) = 126 / 470
P(S|M) = 367/ 1731P(D|M) = 1364 / 1731
Section 5.4 - Conditional Probability
The Multiplication Rule for P(A and B)
P(A∩B) =P(A)⋅P(B |A)
P(A∩B) =P(B)⋅P(A |B)
Section 5.4 - Conditional Probability
The Multiplication Rule for P(A and B)
Event Probability
A and B P(A) P(B|A)P(B|A) B
P(A) A
P(B) B
P(A|B) AB and A P(B) P(A|B)
1st Event 2nd Event
Section 5.4 - Conditional Probability
The Multiplication Rule for P(A and B)
Example:
P(F∩S) =P(F )⋅P(S|F )
=4702201
⋅344470
=3442201
=0.156
Section 5.4 - Conditional Probability
The Definition of Conditional Probability
For any two events A and B such that P(B) > 0,
P(A |B) =P(A∩B)
P(B)
Section 5.4 - Conditional Probability
The Definition of Conditional Probability
Example: Rolling Dice
Find the probability that you get a sum of 8, given that you rolled doubles.
P(D) =636
P(8 ∩D) =136
P(8 |D) =P(8 ∩D)
P(D)=
136636
=16
Section 5.4 - Conditional Probability
Conditional Probability and Medical Tests
Screening tests give an indication of whether a person is likely to have a particular disease or condition. A two-way table is often used to show the four possible outcomes of a screening test:
Test Result
Positive Negative Total
Disease
Present a b a+b
Absent c d c+d
Total a+c b+d a+b+c+d
Section 5.4 - Conditional Probability
Conditional Probability and Medical Tests
The effectiveness of screening tests is judged using conditional probability.
Positive predicted value (PPV ) =P(disease|test positive)
=a
a+ c
Negative predicted value (NPV) =P(no disease|test negative)
=d
b+d
Section 5.4 - Conditional Probability
Conditional Probability and Medical Tests
The effectiveness of screening tests is judged using conditional probability.
Sensitivity=P(test positive|disease)
=a
a+b
Specificity=P(test negative|no disease)
=d
c+d
Section 5.4 - Conditional Probability
Conditional Probability and Medical Tests
A false positive is a positive test result when the patient does not have the disease or condition.
A false negative is a negative test result when the patient has the disease or condition.
P( false positive) =P(test positive|no disease)
=c
c+d
P( false negative) =P(test negative|disease)
=b
a+b
Section 5.4 - Conditional Probability
E51. A screening test for the detection of a certain disease gives a positive result 6% of the time for people who do not have the disease. The test gives a negative result 0.5% of the time for people who do have the disease. Large scale studies have shown that the disease occurs in about 3% of the population.
Fill in a two-way table showing the results expected for every 100,000 people.
Test Result
Positive Negative Total
DiseaseYes
No
Total 100,000
Section 5.4 - Conditional Probability
E51. A screening test for the detection of a certain disease gives a positive result 6% of the time for people who do not have the disease. The test gives a negative result 0.5% of the time for people who do have the disease. Large scale studies have show that the disease occurs in about 3% of the population.
Fill in a two-way table showing the results expected for every 100,000 people.
Test Result
Positive Negative Total
DiseaseYes 2,500 500 3,000
No 6,000 91,000 97,000
Total 8,500 91,500 100,000
Section 5.4 - Conditional Probability
What is the probability that a person selected at random tests positive for this disease?
What is the probability that a person selected at random who tests positive for the disease does not have the disease?
P(test positive) =
P(no disease | test positive) =
Test Result
Positive Negative Total
DiseaseYes 2,500 500 3,000
No 6,000 91,000 97,000
Total 8,500 91,500 100,000
Section 5.4 - Conditional Probability
What is the probability that a person selected at random tests positive for this disease?
What is the probability that a person selected at random who tests positive for the disease does not have the disease?
P(test positive) =8,500
100,000=0.085
P(no disease | test positive) =6,0008,500
=0.705
Test Result
Positive Negative Total
DiseaseYes 2,500 500 3,000
No 6,000 91,000 97,000
Total 8,500 91,500 100,000
Section 5.4 - Conditional Probability
Conditional Probability and Statistical Inference
To calculate a probability, you must work from a model.
For example, what is the probability of observing an even number of dots on a roll of a die?
The model is that the die is fair.
Using this model, P(even|fair die) = 3/6 = 1/2 = 0.5000.
Suppose you have a die that you suspect isn’t fair. How can you discredit the model that the die is fair?
Suppose you roll the die 10 times and get an even number every time. P(10 evens) = (1/2)10 = 0.00098.
The outcome is so unlikely that the model of a fair die should be rejected.