Conditional Probability
Quick answer Conditional probability measures the chance of an event occurring given that another event has already happened, and it forms the foundation for every other idea in this chapter.
In many real situations, the occurrence of one event changes what we know about the likelihood of another. Conditional probability captures this idea: it is the probability of an event E occurring, given that another event F has already occurred (with P(F) > 0). Because F has occurred, the sample space effectively shrinks from the whole sample space S to just F, and we ask what fraction of F also satisfies E.
Formally, P(E|F) = P(E∩F)/P(F). This is read as "the probability of E given F". Conditional probabilities obey the same axioms as ordinary probabilities: P(E|F) ≥ 0, P(S|F) = 1, and for mutually exclusive events A and B, P((A∪B)|F) = P(A|F) + P(B|F). From these axioms follow two useful results: P(E′|F) = 1 − P(E|F), and for any two events A and B, P((A∪B)|F) = P(A|F) + P(B|F) − P((A∩B)|F).
Worked Example. A fair die is thrown once. Let E = {2, 4, 6} (die shows an even number) and F = {4, 5, 6} (die shows a number greater than 3). Find P(E|F).
- P(F) = 3/6 = 1/2 (outcomes 4, 5, 6 are equally likely).
- E∩F = {4, 6}, so P(E∩F) = 2/6 = 1/3.
- P(E|F) = P(E∩F)/P(F) = (1/3)/(1/2) = 2/3.
Notice that the unconditional probability P(E) = 3/6 = 1/2, but once we know the die showed a number greater than 3, the probability of an even number rises to 2/3. This is exactly what conditioning does — it updates a probability in light of new information.
- Conditional probability P(E|F) is defined only when P(F) > 0.
- It effectively reduces the sample space from S to the event F.
- P(E|F) need not equal P(E); comparing the two tells us whether F carries information about E.
- The three probability axioms hold for conditional probabilities, giving addition and complement rules.
- Conditional probability underlies the multiplication theorem and Bayes' theorem covered later in the chapter.
