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Joint, Marginal, and Conditional

Joint, Marginal, and Conditional

作者: 宣雄民 | 来源:发表于2021-08-13 21:44 被阅读0次

    Joint, Marginal, and Conditional Probabilities


    Joint Probability

    • Intersectiion

    It occurs whenever event A and event B both occur

    • Joint Probability

    The probability that the intersection of two events occurs

    • "A and B", A \cap B
    • Example

    Marginal probability

    • Marginal probability

    The probability that an individual event from one experiment occurs, regardless of the outcomes from another experiment

    • Example


    Conditional probability

    • Conditional probability

    When one event occurs, it may impact the probability of an event from a different experiment

    • Definition

    The probability that a second event(B) will occur given that we know that the first event(A) has already occurred

    • A and B come from two different experiments
      P(B|A) \rightarrow vertical bar "|" means "given"

    • Formula
      P(B|A) = \frac{P(A\cap B)}{P(A)}
      B \rightarrow Event we want the probability for
      A \rightarrow Event that has already occurred

      • Find the joint probability of A and B
      • Find the marginal probability of the event that has already occurred(Event A)
      • Divide te joint probability by the marginal probability

    Main take away

    • Joint probability indicates the intersection portion, which both event A and event B occur at the same
    • Marginal probability represents the probability of one event reguardless the outcomes from other events
    • Conditional probability yields the probability of event B with reguard the event A has already happened.

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