01 — The Intuition: Why Knowledge Shrinks the Sample Space
Imagine rolling a fair six-sided die. Before it lands, every outcome {1, 2, 3, 4, 5, 6} has equal probability 1/6. Now someone peeks and tells you: "It landed on an even number." The moment you know that, you discard the odd outcomes. Your sample space shrinks from {1,2,3,4,5,6} to just {2,4,6}, and the probability that it was a 4 jumps from 1/6 to 1/3.
That is the entire idea behind conditional probability, you condition on partial information, which restricts the sample space and rescales all the probabilities inside it.
02 — The Formal Definition
Let A and B be events in a sample space Ω with P(B) > 0. The conditional probability of A given B is:
Why does this formula make sense? Think of it geometrically. P(B) measures the size of event B. P(A ∩ B) measures the portion of B that is also inside A. The ratio tells you what fraction of the B-world is also in the A-world.
The Requirement P(B) > 0
Conditioning on an impossible event is undefined: you cannot "know" something that can never happen. Always check P(B) > 0 before applying the formula. This is the single most common oversight in exam questions.
03 — Visualising with a Venn Diagram
Venn Diagram, P(A | B) focuses only inside B
04 — The Multiplication Rule
Rearranging the definition of conditional probability gives the multiplication rule, which lets you compute the probability of two events both occurring:
This is the engine behind tree diagrams. At each branch you write a conditional probability; multiply along the path to get the joint probability at the leaf.
05 — Tree Diagrams: Laying Out Sequential Events
A tree diagram organises sequential events so that multiplying along any path gives the probability of that full sequence. Each set of branches from a node must sum to 1 (they're exhaustive and mutually exclusive, given what came before).
Tree Diagram: Drawing Two Cards Without Replacement (Simplified)
06 — Statistical Independence
Two events A and B are independent if knowing B occurred gives you no information about A. Formally:
Independence is a symmetric relation: if A is independent of B, then B is independent of A. Independence is also not the same as mutually exclusive, in fact, if A and B are mutually exclusive (P(A ∩ B) = 0) and both have positive probability, they are necessarily dependent, since knowing B rules out A entirely.
07 — Ten Worked Examples
In a class of 40 students: 18 study Maths, 14 study Physics, 8 study both. One student is chosen at random. Given they study Maths, what is the probability they also study Physics?
P(B) = 18/40. P(A ∩ B) = 8/40.
P(A|B) = P(A∩B)/P(B) = (8/40)/(18/40)= 8/18 = 4/9P(A) = 0.5, P(B|A) = 0.6. Find P(A ∩ B).
P(A ∩ B) = P(B|A) · P(A)P(A ∩ B) = 0.6 × 0.5 = 0.30P(A) = 0.3, P(B) = 0.4, P(A ∩ B) = 0.12. Are A and B independent?
P(A) · P(B) = 0.3 × 0.4 = 0.12Two cards drawn without replacement from a standard 52-card deck. What is the probability both are aces?
P(both aces) = (4/52) × (3/51) = 12/2652 = 1/221A disease affects 2% of a population. A test is 95% accurate for those who have the disease and 90% accurate for those who don't (i.e., 10% false positive rate). A patient tests positive. What is P(disease | positive test)?
P(+) = P(+|D)·P(D) + P(+|D')·P(D')= 0.95×0.02 + 0.10×0.98 = 0.019 + 0.098 = 0.117
P(D|+) = P(+|D)·P(D) / P(+) = 0.019/0.117A fair die is rolled. Given the result is greater than 3, what is the probability it is even?
P(A|B) = (1/3)/(1/2) = 2/3A bag has 4 red and 6 blue balls. Two balls are drawn without replacement. Find P(second ball red | first ball blue).
P(A) = 0.4, P(B) = 0.5, P(A ∩ B) = 0.25. Are A and B independent?
Factory line 1 produces 60% of output with a 3% defect rate. Line 2 produces 40% with a 5% defect rate. An item is selected at random. What is the probability it is defective?
= 0.03 × 0.60 + 0.05 × 0.40= 0.018 + 0.020 = 0.038P(A|B) = 0.7. Find P(A'|B).