Lecture 5

Probability and Statistics-Lecture 5
Debolina Ghatak
March 29, 2023
In the last lecture, we had learnt about conditional probability function and
some new concepts of stochastic independence and Bayes Theorem. In today’s
lecture we would learn more about Bayes Theorem and Stochastic Independence.
1 Some More of Bayes Theorem

P (B | A)P (A)
P (A | B) = , provided P (B) > 0,P (A) > 0.
P (B)
P (B | A)P (A)
RHS can be written as =
P (B | A)P (A) + P (B | Ac )P (Ac )
Problem In a class of 200 students, 25 are females and 175 are males. How-
ever, 20 females have scored A+ grade in Probability and Statistics course and 5
otherwise. 15 males have scored A+ grade and the rest are below. If a random
student is selected from class, what is the probability that the person is A+
grade holder? Update your belief if you know that the chosen person is female.
1
2
Generalization In general, if A1 , A2 , · · · , Ak are mutually exclusive and ex-
haustive subsets of B, [P (A) > 0, P (B) > 0]
P (A ∩ B)
P (A | B) =
P (B)
P (B | A)P (A)
=
Pk P (B)
P (Ai | A)P (A)
= i=1Pk
i=1 P (A )
Pk i
i=1 P (Ai | A)P (A)
= Pk
c c
i=1 {P (Ai | A)P (A) + P (Ai | A )P (A )}
3
2 Stochastic Independence
Intuitively, two events A and B are said to be independent if the occurrence
of one does not effect the occurrence of other, which mathematically can be
written as,
P (A | B) = P (A) , and, P (B | A) = P (B)
i.e., P (A ∩ B) = P (A) · P (B)
Definition Two events A and B are said to be stochastically independent if
P (A ∩ B) = P (A) · P (B)
Note that, this definition is also accepted if P (A) or P (B) is 0.
Example (Card playing game) You have a deck of 52 cards and you choose
a random card from it. Let A be the event that the card is an ace and S be the
event that the card is spade.
4

1 1 1
P (A) = 52 = , P (S) =
1
13 4
1
P (A ∩ S) = = P (A) · P (S)
52
Thus, the occurrence of A and S can be considered to be independent which
is also correct intuitively.
Problem Show that if A and B are independent, then so are A and B c , B

and Ac , Ac and B c .
4
Pairwise and Mutual Independence
Consider three events A, B, C. They are said to be pairwise independent if the
following equation (1) is satisfied.
P (A∩B) = P (A)·P (B) , P (B ∩C) = P (B)·P (C) , P (C ∩A) = P (C)·P (A) . . .

(1)
Sometimes, one may have the intuition that these statements necessarily
imply P (A ∩ B ∩ C) = P (A) · P (B) · P (C) but this may not be the case. To
explain this we have the following example.
Example Suppose we have 3 letters a, b and c. We take all 6 permutations

of the letters and also the triplets (a, a, a), (b, b, b), (c, c, c) and combine them
to form the sample space. Then we randomly select one from these. Let Ak
denote the event that the k th place occupied by the k th letter.
1
P (Ak ) = ∀ k = 1, 2, 3.
3
1
P (A1 ∩ A2 ) = P ({abc}) = = P (A1 ) · P (A2 )
9
1
P (A2 ∩ A3 ) = P ({abc}) = = P (A2 ) · P (A3 )
9
1
P (A3 ∩ A1 ) = P ({abc}) = = P (A3 ) · P (A1 )
9
Thus, A1 , A2 , A3 are pairwise independent; but
1
P (A1 ∩ A2 ∩ A3 ) = P ({abc}) = ̸= P (A1 ) · P (A2 ) · P (A3 )
9
Definition The events A1 , A2 , · · · , An are called mutually independent if for

all combinations 1 ≤ i < j < k < · · · ≤ n the following multiplication rules
apply.
P (Ai ∩ Aj ) = P (Ai ) · P (Aj )

P (Ai ∩ Aj ∩ Ak ) = P (Ai ) · P (Aj ) · P (Ak )
..
.
P (A1 ∩ A2 ∩ · · · An ) = P (A1 ) · P (A2 ) · · · P (Ak )
Note Thus, mutual independence implies pairwise independence by the first

n

2 conditions; but pairwise independence does not necessarily imply mutual
independence.
5
Practice Problem To encourage Elmer’s promising tennis career, his father
offers him a prize if he wins ( at least) two tennis sets in a row in a 3-set series to
be played with his father and the club champion alternatively: father-champion-
father or champion-father-champion, according to Elmer’s choice. The cham-
pion is a better player then elmer’s father. Which series should Elmer choose?

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Probability and Statistics-Lecture 5

1 Some More of Bayes Theorem

Definition Two events A and B are said to be stochastically independent if

Problem Show that if A and B are independent, then so are A and B c , B

P (A∩B) = P (A)·P (B) , P (B ∩C) = P (B)·P (C) , P (C ∩A) = P (C)·P (A) . . .

Example Suppose we have 3 letters a, b and c. We take all 6 permutations

Definition The events A1 , A2 , · · · , An are called mutually independent if for

P (Ai ∩ Aj ) = P (Ai ) · P (Aj )

Note Thus, mutual independence implies pairwise independence by the first

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