[Math] Reduction of sample space and conditional probability formula

conditional probabilityprobability

In conditional probability, we find the occurrence of an event given that another event has already occurred. So the formula of P(A|B) = P(intersection of A and B) over P(B).

My doubt is, if event B has already occurred , it would mean that our reduced sample space is the entire set of B. So shouldn't P(B) = 1 just like how we say P(S) = 1 where S is the sample space?

Best Answer

What you are thinking of is that it is certain that $B$ occurs when given that $B$ occurs.$$\mathsf P(B\mid B)=1$$

That says nothing about the unconditional probability that $B$ occurs (ie: when it is not given).


What is the probability that event $A$ occurs when given that event $B$ occurs?   It is the weighted measure of outcomes in event $A$ that occur within the event of $B$.   Thus, it is the measure of the intersection, $A\cap B$, divided by the measure of $B$.$$\mathsf P(A\mid B)~=~\dfrac{\mathsf P(A\cap B)}{\mathsf P(B)}$$


For example: The roll of standard six-sided dice consists of six equally probable events $\{1,2,3,4,5,6\}$.

Let $B$ be the event of rolling an even number on a standard six sided dice.   This event consists of the three equally probable outcomes, $B=\{2,4,6\}$, so we claim the probability of this event is $1/2$.$$\mathsf P(B)=1/2$$

Let $A$ be the event of rolling a prime number.   There is only one outcome among the three equally probable outcomes of event $B$ that is also an outcome of event $A$; ie $A\cap B=\{2\}$.

Hence the conditional probability for $A$ when given $B$ is $1/3$.$$\begin{align}\mathsf P(A\mid B)&=\dfrac{\mathsf P(A\cap B)}{\mathsf P(B)}\\[2ex]&=\dfrac{1/6}{1/2}\\[2ex]&=\dfrac 13\end{align}$$

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