(In Two Events)
 
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[[Category:ECE302Fall2008_ProfSanghavi]]
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[[Category:probabilities]]
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[[Category:ECE302]]
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=Independence=
 
=Independence=
  
 
==In Two Events==
 
==In Two Events==
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Two events A and B are independent if the following formula holds:
  
 
<math>P(A \bigcap B) = P(A) \times P(B) </math>
 
<math>P(A \bigcap B) = P(A) \times P(B) </math>
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For example, given a coin, are the two outcomes independent?
 
For example, given a coin, are the two outcomes independent?
  
<math> P( \lbrace C_1=H \rbrace  \bigcap  \lbrace C_2 =H \rbrace  )</math>
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<math> P( \lbrace C_1=H \rbrace  \bigcap  \lbrace C_2 =H \rbrace  ) = 1/4</math>
  
<math> P( C_1=H ) /times P(C_2=H)</math>
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<math> P( C_1=H ) \times P(C_2=H) = 1/2 \times 1/2 = 1/4</math>
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Since the product of the two probabilities is equal to overall probability, the events are independent.
  
 
[http://en.wikipedia.org/wiki/Help:Formula]
 
[http://en.wikipedia.org/wiki/Help:Formula]
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==In Multiple Events==
 
==In Multiple Events==
  
<math> \bigcap_i A_i = \prod_i P(A_i)</math>  
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<math> P( \bigcap_{i \in S} A_i ) = \prod_{i \in S} P(A_i)</math> for all sets <math> S </math> of events.
 
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For i <math>\in</math> S
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==Conditional Probability==
 
==Conditional Probability==
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<math>P(A \bigcap B|C) = P(A|C) \times P(B|C)</math>
 
<math>P(A \bigcap B|C) = P(A|C) \times P(B|C)</math>
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Latest revision as of 13:00, 22 November 2011


Independence

In Two Events

Two events A and B are independent if the following formula holds:

$ P(A \bigcap B) = P(A) \times P(B) $

For example, given a coin, are the two outcomes independent?

$ P( \lbrace C_1=H \rbrace \bigcap \lbrace C_2 =H \rbrace ) = 1/4 $

$ P( C_1=H ) \times P(C_2=H) = 1/2 \times 1/2 = 1/4 $

Since the product of the two probabilities is equal to overall probability, the events are independent.

[1]

In Multiple Events

$ P( \bigcap_{i \in S} A_i ) = \prod_{i \in S} P(A_i) $ for all sets $ S $ of events.

Conditional Probability

A & B are conditionally independent given C if the following formula holds true.

$ P(A \bigcap B|C) = P(A|C) \times P(B|C) $


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