Chapter 16 Events and Probability Spaces538
set of all people
in the world
set of people
who live in
Cambridge
set of MIT
students
B
A
Figure 16.12 Selecting a random person.Ais the event that the person is an MIT
student.Bis the even that the person lives in Cambridge.
What is the probability that two rolled dice sum to 10, given that both are
odd?
What is the probability that I’ll get four-of-a-kind in Texas No Limit Hold
’Em Poker, given that I’m initially dealt two queens?
There is a special notation for conditional probabilities. In general, Pr
AjB
denotes the probability of eventA, given that eventBhappens. So, in our example,
Pr
AjB
is the probability that a random person is an MIT student, given that he
or she is a Cambridge resident.
How do we compute Pr
AjB
? Since we aregiventhat the person lives in
Cambridge, we can forget about everyone in the world who does not. Thus, all
outcomes outside eventBare irrelevant. So, intuitively, Pr
AjB
should be the
fraction of Cambridge residents that are also MIT students; that is, the answer
should be the probability that the person is in setA\B(the darkly shaded region
in Figure 16.12) divided by the probability that the person is in setB(the lightly
shaded region). This motivates the definition of conditional probability:
Definition 16.5.1.
Pr
AjB
WWD
PrŒA\Bç
PrŒBç
If PrŒBçD 0 , then the conditional probability Pr
AjB
is undefined.