Conditional probability with independent events Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)Basics of probability - Independent Events.Probability (independent?) eventsconditional probability with independent and non independent eventsConditional probability with complementary eventsProbability: Are disjoint events independent?conditional probability of independent eventsFinding out whether two events are independent using conditional probabilityconditional probability, independent eventsConditional Probability of conditionally independent events?Independent Events Conceptual Meaning - probability theory
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Conditional probability with independent events
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)Basics of probability - Independent Events.Probability (independent?) eventsconditional probability with independent and non independent eventsConditional probability with complementary eventsProbability: Are disjoint events independent?conditional probability of independent eventsFinding out whether two events are independent using conditional probabilityconditional probability, independent eventsConditional Probability of conditionally independent events?Independent Events Conceptual Meaning - probability theory
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Given two independent events A,B.
Does the following equation hold?
P[(A & B) | C] = P[A|C]*P[B|C]
I assume it does because P[A & B] = P[A]P[B] or did I miss something?
probability
$endgroup$
add a comment |
$begingroup$
Given two independent events A,B.
Does the following equation hold?
P[(A & B) | C] = P[A|C]*P[B|C]
I assume it does because P[A & B] = P[A]P[B] or did I miss something?
probability
$endgroup$
add a comment |
$begingroup$
Given two independent events A,B.
Does the following equation hold?
P[(A & B) | C] = P[A|C]*P[B|C]
I assume it does because P[A & B] = P[A]P[B] or did I miss something?
probability
$endgroup$
Given two independent events A,B.
Does the following equation hold?
P[(A & B) | C] = P[A|C]*P[B|C]
I assume it does because P[A & B] = P[A]P[B] or did I miss something?
probability
probability
asked Apr 2 at 10:36
durnovvdurnovv
11
11
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4 Answers
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$begingroup$
In general it does not. Independence of $A$ and $B$ are not enough to ensure this result.
Under the additional assumptions that $C$ is independent of $A$, of $B$ and of $Aland B $, then yes.
In that case we get:
$P(A land B /C)= P(A land B) = P(A) P(B) = P(A/C) P(B/C)$
It is easy to construct a counter-example where any one of the additional assumptions is not valid (while the other two are), in which case the equation will not hold, which I think will give you the definite answer you need.
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add a comment |
$begingroup$
Not necessarily. Independence does not imply conditional independence. The first example that comes to my mind is that of independent numbers of calls arriving at two call centres. But if there is a breakdown in the telephone lines they are not independent anymore. See also
https://en.wikipedia.org/wiki/Conditional_independence.
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$begingroup$
Make sense, thanks
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– durnovv
Apr 2 at 11:07
add a comment |
$begingroup$
No. For example, let A be the event that you get Heads on a coin in your left hand, B the event that you get Heads on a coin in your right hand, and C the event that you get heads on at least one of the two coins.
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add a comment |
$begingroup$
There is a well known example of three events $A,B,C$ such that any two of them are independent but $P(Acap Bcap C) neq P(A)P(B)P(C)$. In this case the equation does not hold.
$endgroup$
add a comment |
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4 Answers
4
active
oldest
votes
4 Answers
4
active
oldest
votes
active
oldest
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active
oldest
votes
$begingroup$
In general it does not. Independence of $A$ and $B$ are not enough to ensure this result.
Under the additional assumptions that $C$ is independent of $A$, of $B$ and of $Aland B $, then yes.
In that case we get:
$P(A land B /C)= P(A land B) = P(A) P(B) = P(A/C) P(B/C)$
It is easy to construct a counter-example where any one of the additional assumptions is not valid (while the other two are), in which case the equation will not hold, which I think will give you the definite answer you need.
$endgroup$
add a comment |
$begingroup$
In general it does not. Independence of $A$ and $B$ are not enough to ensure this result.
Under the additional assumptions that $C$ is independent of $A$, of $B$ and of $Aland B $, then yes.
In that case we get:
$P(A land B /C)= P(A land B) = P(A) P(B) = P(A/C) P(B/C)$
It is easy to construct a counter-example where any one of the additional assumptions is not valid (while the other two are), in which case the equation will not hold, which I think will give you the definite answer you need.
$endgroup$
add a comment |
$begingroup$
In general it does not. Independence of $A$ and $B$ are not enough to ensure this result.
Under the additional assumptions that $C$ is independent of $A$, of $B$ and of $Aland B $, then yes.
In that case we get:
$P(A land B /C)= P(A land B) = P(A) P(B) = P(A/C) P(B/C)$
It is easy to construct a counter-example where any one of the additional assumptions is not valid (while the other two are), in which case the equation will not hold, which I think will give you the definite answer you need.
$endgroup$
In general it does not. Independence of $A$ and $B$ are not enough to ensure this result.
Under the additional assumptions that $C$ is independent of $A$, of $B$ and of $Aland B $, then yes.
In that case we get:
$P(A land B /C)= P(A land B) = P(A) P(B) = P(A/C) P(B/C)$
It is easy to construct a counter-example where any one of the additional assumptions is not valid (while the other two are), in which case the equation will not hold, which I think will give you the definite answer you need.
edited Apr 2 at 16:17
answered Apr 2 at 15:51
CrispostCrispost
265
265
add a comment |
add a comment |
$begingroup$
Not necessarily. Independence does not imply conditional independence. The first example that comes to my mind is that of independent numbers of calls arriving at two call centres. But if there is a breakdown in the telephone lines they are not independent anymore. See also
https://en.wikipedia.org/wiki/Conditional_independence.
$endgroup$
$begingroup$
Make sense, thanks
$endgroup$
– durnovv
Apr 2 at 11:07
add a comment |
$begingroup$
Not necessarily. Independence does not imply conditional independence. The first example that comes to my mind is that of independent numbers of calls arriving at two call centres. But if there is a breakdown in the telephone lines they are not independent anymore. See also
https://en.wikipedia.org/wiki/Conditional_independence.
$endgroup$
$begingroup$
Make sense, thanks
$endgroup$
– durnovv
Apr 2 at 11:07
add a comment |
$begingroup$
Not necessarily. Independence does not imply conditional independence. The first example that comes to my mind is that of independent numbers of calls arriving at two call centres. But if there is a breakdown in the telephone lines they are not independent anymore. See also
https://en.wikipedia.org/wiki/Conditional_independence.
$endgroup$
Not necessarily. Independence does not imply conditional independence. The first example that comes to my mind is that of independent numbers of calls arriving at two call centres. But if there is a breakdown in the telephone lines they are not independent anymore. See also
https://en.wikipedia.org/wiki/Conditional_independence.
edited Apr 2 at 11:09
answered Apr 2 at 11:04
Marco StamazzaMarco Stamazza
1063
1063
$begingroup$
Make sense, thanks
$endgroup$
– durnovv
Apr 2 at 11:07
add a comment |
$begingroup$
Make sense, thanks
$endgroup$
– durnovv
Apr 2 at 11:07
$begingroup$
Make sense, thanks
$endgroup$
– durnovv
Apr 2 at 11:07
$begingroup$
Make sense, thanks
$endgroup$
– durnovv
Apr 2 at 11:07
add a comment |
$begingroup$
No. For example, let A be the event that you get Heads on a coin in your left hand, B the event that you get Heads on a coin in your right hand, and C the event that you get heads on at least one of the two coins.
$endgroup$
add a comment |
$begingroup$
No. For example, let A be the event that you get Heads on a coin in your left hand, B the event that you get Heads on a coin in your right hand, and C the event that you get heads on at least one of the two coins.
$endgroup$
add a comment |
$begingroup$
No. For example, let A be the event that you get Heads on a coin in your left hand, B the event that you get Heads on a coin in your right hand, and C the event that you get heads on at least one of the two coins.
$endgroup$
No. For example, let A be the event that you get Heads on a coin in your left hand, B the event that you get Heads on a coin in your right hand, and C the event that you get heads on at least one of the two coins.
answered Apr 2 at 11:18
SimonSimon
793513
793513
add a comment |
add a comment |
$begingroup$
There is a well known example of three events $A,B,C$ such that any two of them are independent but $P(Acap Bcap C) neq P(A)P(B)P(C)$. In this case the equation does not hold.
$endgroup$
add a comment |
$begingroup$
There is a well known example of three events $A,B,C$ such that any two of them are independent but $P(Acap Bcap C) neq P(A)P(B)P(C)$. In this case the equation does not hold.
$endgroup$
add a comment |
$begingroup$
There is a well known example of three events $A,B,C$ such that any two of them are independent but $P(Acap Bcap C) neq P(A)P(B)P(C)$. In this case the equation does not hold.
$endgroup$
There is a well known example of three events $A,B,C$ such that any two of them are independent but $P(Acap Bcap C) neq P(A)P(B)P(C)$. In this case the equation does not hold.
answered Apr 2 at 11:58
Kavi Rama MurthyKavi Rama Murthy
76.4k53370
76.4k53370
add a comment |
add a comment |
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