Conditional Probability & Bayes' Theorem

Probability when we have additional information about an event

What is Conditional Probability?
Conditional probability is the probability of an event occurring given that another event has already occurred. It answers: "What is P(A) given that B has happened?" This is written as P(A|B), read as "probability of A given B."

Conditional Probability

Definition

For any two events A and B of a sample space, with P(B) ≠ 0:

Conditional Probability Formula
P(A|B) = P(A ∩ B) / P(B)
Probability of A given B has occurred

Interpretation

  • P(A|B): Probability of event A occurring when B has already occurred
  • P(A ∩ B): Probability of both A and B occurring together
  • P(B): Probability of event B (must be non-zero)

Worked Examples

Example 1: Cards from a Deck

Problem: A card is drawn from a deck. Given that it's a red card, what's the probability it's a heart?

Solution:

Let A = Heart, B = Red card

Total hearts = 13, Total red cards = 26, Red hearts = 13

P(A ∩ B) = 13/52

P(B) = 26/52

P(A|B) = (13/52) ÷ (26/52) = 13/26 = 1/2

Example 2: Dice Roll

Problem: Two dice are rolled. Given that the sum is greater than 7, find the probability that both dice show odd numbers.

Solution:

Event A: Both dice show odd = {(1,1), (1,3), (1,5), (3,1), (3,3), (3,5), (5,1), (5,3), (5,5)}

Event B: Sum > 7 = {(1,7)...wait, max is 6} = many pairs

A ∩ B (both odd AND sum > 7) = {(3,5), (5,3), (5,5)}

P(A|B) = n(A ∩ B) / n(B) = 3/15 = 1/5

📌 Key Properties
  • 0 ≤ P(A|B) ≤ 1
  • P(B|B) = 1 (event given itself is certain)
  • If A ∩ B = ∅, then P(A|B) = 0
  • P(A|B) × P(B) = P(A ∩ B) (Multiplication Rule)

Bayes' Theorem

The Theorem

Bayes' Theorem relates the conditional probabilities of two events. It allows us to find the probability of the cause given the effect.

Bayes' Theorem
P(A|B) = [P(B|A) × P(A)] / P(B)
Where P(B) ≠ 0

Extended Form (Law of Total Probability)

If A₁, A₂, ..., Aₙ are mutually exclusive and exhaustive events:

Law of Total Probability
P(B) = P(B|A₁)P(A₁) + P(B|A₂)P(A₂) + ... + P(B|Aₙ)P(Aₙ)
For partitioning of sample space
Bayes' Theorem Extended
P(Aᵢ|B) = [P(B|Aᵢ)P(Aᵢ)] / [P(B|A₁)P(A₁) + ... + P(B|Aₙ)P(Aₙ)]
Finding probability of specific partition

Terminology

  • P(A): Prior probability (what we know before B occurs)
  • P(B|A): Likelihood (probability of observing B if A is true)
  • P(A|B): Posterior probability (updated probability after observing B)
  • P(B): Marginal probability (total probability of B)

Worked Examples

Example 1: Medical Test

Problem: A disease affects 1% of the population. A test has 95% accuracy for both positive and negative cases. If a person tests positive, what's the probability they have the disease?

Solution:

Let D = Has disease, + = Tests positive

P(D) = 0.01, P(+|D) = 0.95, P(+|D') = 0.05

P(+) = P(+|D)P(D) + P(+|D')P(D') = 0.95(0.01) + 0.05(0.99) = 0.0095 + 0.0495 = 0.059

P(D|+) = [P(+|D)P(D)] / P(+) = (0.95 × 0.01) / 0.059 = 0.0095 / 0.059 ≈ 0.161 or 16.1%

Example 2: Factory Defects

Problem: Factory A produces 60% of items, Factory B produces 40%. 2% of A's items are defective, 3% of B's are defective. An item is found defective. What's the probability it came from Factory A?

Solution:

P(A) = 0.6, P(B) = 0.4, P(D|A) = 0.02, P(D|B) = 0.03

P(D) = P(D|A)P(A) + P(D|B)P(B) = 0.02(0.6) + 0.03(0.4) = 0.012 + 0.012 = 0.024

P(A|D) = [P(D|A)P(A)] / P(D) = (0.02 × 0.6) / 0.024 = 0.012 / 0.024 = 0.5 or 50%

Important Points

  • Conditional probability only makes sense when P(B) ≠ 0
  • P(A|B) ≠ P(B|A) in general - these are different!
  • Bayes' Theorem is used to "reverse" conditional probabilities
  • Always identify the sample space and events clearly
  • Use tree diagrams for complex problems with multiple conditions
📋 Board Exam Tips

Q: Define conditional probability and write its formula

Q: Apply conditional probability to practical scenarios

Q: Use Bayes' Theorem to find posterior probability

Common Mistake: Confusing P(A|B) with P(B|A). Always be clear about what is given!

Helpful Tip: Draw a Venn diagram or tree diagram to visualize the problem

🎯 JEE Advanced Tips

Pattern Recognition: Bayes' Theorem appears frequently in combination with probability distributions

Strategic Approach: For multi-stage problems, use tree diagrams systematically

Common Trap: Assuming independence when events are actually dependent - always check!

Real-world Applications: Bayes' Theorem is foundational in statistics and machine learning - understanding it deeply helps in advanced questions

📐 Complete Formula Sheet
Conditional Probability
P(A|B) = P(A ∩ B) / P(B)
Probability of A given B
Multiplication Rule
P(A ∩ B) = P(A|B) × P(B)
Probability of both events
Bayes' Theorem
P(A|B) = P(B|A)P(A) / P(B)
Reverse conditional probability
Law of Total Probability
P(B) = ΣP(B|Aᵢ)P(Aᵢ)
Sum over partition
Extended Bayes' Theorem
P(Aᵢ|B) = P(B|Aᵢ)P(Aᵢ) / ΣP(B|Aⱼ)P(Aⱼ)
For partitioned sample space
Complement Rule
P(A'|B) = 1 - P(A|B)
Complement under condition