Conditional probability with joint condition

In summary, the conversation discusses Bayes' Rule and its application to joint events, specifically the case of Pr(Z|X&Y). It is also mentioned that Bayes' Rule may not work if P(A)=0, and that independence between two events does not guarantee independence given a third event. There is also a correction made regarding dividing by the conditional in Bayes' Rule.
  • #1
Cognac
2
0
So say I have Pr(Z|X&Y)

I'm guessing that it follows the standard Pr(A|B)=[Pr(B|A)Pr(A)]/Pr(B)

So Pr(Z|X&Y)=[Pr(X&Y|Z)Pr(Z)]/Pr(X&Y)?Also, if X&Y are independent, then would I get Pr(X&Y|Z)=Pr(X|Z)Pr(Y|Z)?
 
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  • #2
Cognac said:
Pr(A|B)=Pr(B|A)Pr(A)
What? If A=B, this would say that Pr(A)=1.
Also, if X&Y are independent, then would I get Pr(X&Y|Z)=Pr(X|Z)Pr(Y|Z)?
No. A and B may be independent in general but not independent given Z. Example: toss two coins. A=coin 1 is heads. B=coin 2 is heads. Z=coins 1 and 2 match. Obviously Z forces a dependence between A and B.
 
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  • #3
FactChecker said:
What? If A=B, this would say that Pr(A)=1.

No. A and B may be independent in general but not independent given Z. Example: toss two coins. A=coin 1 is heads. B=coin 2 is heads. Z=coins 1 and 2 match. Obviously Z forces a dependence between A and B.
Thanks, that example about independence makes things make more sense now.

Oh sorry about that. I forgot to divide by the conditional. But does Bayes Rule still work for the case I presented? Given two joint events, X&Y?
 
  • #4
Cognac said:
I forgot to divide by the conditional. But does Bayes Rule still work for the case I presented? Given two joint events, X&Y?
By "divide by the conditional", I assume you mean "divide the right side by P(A)". Yes, Bayes' Rule always works. The only exception to the form of Bayes' Rule that you are using is if P(A) = 0. Then both P(B|A) and the division of the right side by 0 are problems. (Some statements of Bayes' Rule talk about a partitioning of the space. If you use ever that form, make sure that condition is met.)
 
  • #5


Yes, you are correct. The formula for conditional probability with joint condition is Pr(A|B&C)=[Pr(B&C|A)Pr(A)]/Pr(B&C). This can also be written as Pr(A|B&C)=Pr(A&B&C)/Pr(B&C).

If X and Y are independent, then Pr(X&Y|Z)=Pr(X|Z)Pr(Y|Z) because the probability of two independent events occurring together is equal to the product of their individual probabilities. Therefore, Pr(X&Y|Z) = Pr(X|Z)Pr(Y|Z)Pr(Z). This can also be written as Pr(X&Y|Z) = Pr(X|Z)Pr(Y|Z|X)Pr(Z|X).
 

Related to Conditional probability with joint condition

1. What is conditional probability with joint condition?

Conditional probability with joint condition is a mathematical concept that calculates the probability of an event A occurring, given that another event B has already occurred. It takes into account the probability of both A and B happening together.

2. How is conditional probability with joint condition different from regular conditional probability?

Regular conditional probability only considers the probability of one event occurring, given that another event has occurred. Conditional probability with joint condition takes into account the probability of both events occurring together.

3. What is the formula for calculating conditional probability with joint condition?

The formula for calculating conditional probability with joint condition is P(A|B) = P(A and B) / P(B), where P(A|B) represents the probability of event A occurring given event B has occurred, P(A and B) represents the probability of both events A and B occurring, and P(B) represents the probability of event B occurring.

4. Can you give an example of conditional probability with joint condition?

Say you have a bag with 5 red marbles and 10 blue marbles. You randomly select two marbles from the bag without replacement. What is the probability of selecting a red marble on the second draw, given that the first marble drawn was red? In this scenario, the conditional probability with joint condition would be P(red on second draw | red on first draw) = 4/14 = 2/7.

5. How is conditional probability with joint condition used in real life?

Conditional probability with joint condition is used in various fields such as medicine, finance, and engineering to make predictions and decisions. For example, in medicine, it can be used to calculate the probability of a patient having a certain disease, given that they exhibit certain symptoms. In finance, it can be used to assess the risk of an investment, given that certain market conditions are present.

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