WEBVTT
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We have already introduced the
concept of the conditional PMF
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of a random variable, X, given
an event A. We will now
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consider the case where we
condition on the value of
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another random variable Y. That
is, we let A be the event
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that some other random variable,
Y, takes on a
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specific value, little y.
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In this case, we're talking
about a conditional
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probability of the
form shown here.
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The conditional probability--
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that X takes on a specific
value, given that the random
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variable Y takes on another
specific value.
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And we use this notation to
indicate those conditional
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probabilities.
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As usual, the subscripts
indicate the situation that
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we're dealing with.
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That is, we're dealing with the
distribution of the random
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variable X and we're
conditioning on values of the
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other random variable, Y.
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Using the definition now of
conditional probabilities this
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can be written as the
probability that both events
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happen divided by the
probability of the
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conditioning event.
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We can turn this expression
into PMF notation.
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And this leads us to
this definition
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of conditional PMFs.
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The conditional PMF is defined
to be the ratio
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of the joint PMF--
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this is the probability
that we have here--
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by the corresponding
marginal PMF.
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And this is the probability
that we have here.
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Now, remember that conditional
probabilities are only defined
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when the conditioning event has
a positive probability,
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when this denominator
is positive.
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Similarly, the conditional PMF
will only be defined for those
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little y that have positive
probability of occurring.
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Now, the conditional PMF is a
function of two arguments,
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little x and little y.
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But the best way of thinking
about the conditional PMF is
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that we fix the value, little
y, and then view this
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expression here as
a function of x.
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As a function of x, it gives
us the probabilities of the
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different x's that may occur in
the conditional universe.
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And these probabilities must,
of course, sum to 1.
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Again, we're keeping y fixed.
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We live in a conditional
universe where y takes on a
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specific value.
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And here we have the
probabilities of the different
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x's in that universe.
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And these sum to 1.
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Note that if we change the value
of little y, we will, of
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course, get a different
conditional PMF for the random
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variable X. So what we're really
dealing with in this
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instance is that we have a
family of conditional PMFs,
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one conditional PMF for every
possible value of little y.
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And for every possible value
of little y, we have a
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legitimate PMF who's
values add to 1.
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Let's look at an example.
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Consider the joint PMF
given in this table.
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Let us condition on the event
that Y is equal to 2, which
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corresponds to this row
in the diagram.
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We need to know the value of the
marginal at this point, so
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we start by calculating the
probability of Y at value 2.
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And this is found by adding
the entries in
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this row of the table.
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And we find that this
is 5 over 20.
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Then we can start calculating
entries of
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the conditional PMF.
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So for example, the probability
that X takes on
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the value of 1 given that Y
takes the value of 2, it is
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going to be this entry, which
is 0, divided by 5/20, which
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gives us 0.
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We can find the next entry, the
probability of X taking
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the value of 2, given that Y
takes the value of 2 will be
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this entry, 1/20 divided
by 5/20.
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So it's going to be 1/5.
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And we can continue with
the other two entries.
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And we can actually even plot
the result once we're done.
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And what we have is that at 1,
we have a probability of 0.
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At 2, we have a probability
of 1/5.
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At 3, we have a probability
of 3/20 divided
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5/20, which is 3/5.
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And at 4, we have, again,
a probability of 1/5.
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So what we have plotted here
is the conditional PMF.
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It's a PMF in the variable x,
where x ranges over the
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possible values, but where we
have fixed the value of y to
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be equal to 2.
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Now, we could have found this
conditional PMF even faster
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without doing any divisions
by following the intuitive
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argument that we have
used before.
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We live in this conditional
universe.
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We have conditioned on
Y being equal to 2.
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The conditional probabilities
will have the same proportions
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as the original probabilities,
except that they needed to be
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scaled so that they add to 1.
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So they should be in the
proportions of 0, 1, 3, 1.
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And for these to add to 1, we
need to put everywhere a
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denominator of 5.
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So the proportions are indeed
0, 1, 3, and 1.
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Pictorially, the conditional PMF
has the same form as the
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corresponding slice of the joint
PMF, except, again, that
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the entries of that slice are
renormalized so that the
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entries add to 1.
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And finally, an observation--
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we can take the definition of
the conditional PMF and turn
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it around by moving the
denominator to the other side
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and obtain a formula, which
is a version of the
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multiplication rule.
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The probability that X takes a
value little x and Y takes a
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value little y is the product
or the probability that Y
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takes this particular value
times the conditional
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probability that X takes on the
particular value little x,
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given that Y takes on the
particular value little y.
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We also have a symmetrical
relationship if we interchange
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the roles of X and Y. As we
discussed earlier in this
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course, the multiplication rule
can be used to specify
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probability models.
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One way of modeling two
random variables is by
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specifying the joint PMF.
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But we now have an alternative,
indirect, way
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using the multiplication rule.
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We can first specify the
distribution of Y and then
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specify the conditional
PMF of X for any given
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value of little y.
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And this completely determines
the joint PMF, and so we have
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a full probability model.
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We can also provide similar
definitions of conditional
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PMFs for the case where we're
dealing with more than two
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random variables.
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In this case, notation is
pretty self-explanatory.
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By looking at this expression
here, you can probably guess
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that this stands for the
probability that random
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variable X takes on a specific
value, conditional on the
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random variables Y and
Z taking on some
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other specific values.
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Using the definition of
conditional probabilities,
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this is the probability that all
events happen divided by
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the probability of the
conditioning event, which, in
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our case, is the event that Y
takes on a specific value and
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simultaneously, Z takes another
specific value.
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In PMF notation, this is the
ratio of the joint PMF of the
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three random variables together,
divided by the joint
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PMF of the two random variables
Y and Z. As another
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example, we could have an
expression like this, which,
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again, stands for the
probability that these two
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random variables take on
specific values, conditional
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on this random variable taking
on another value.
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Finally, we can have versions of
the multiplication rule for
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the case where we're
dealing with more
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than two random variables.
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Recall the usual multiplication
rule.
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For three events happening
simultaneously, let's apply
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this multiplication rule for the
case where the event, A,
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stands for the event that the
random variable X takes on a
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specific value.
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Let B be the event that Y takes
on a specific value, and
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C be the event that the random
variable Z takes
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on a specific value.
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Then we can take this relation,
the multiplication
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rule, and translate it
into PMF notation.
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The probability that all three
events happen is equal to the
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product of the probability that
the first event happens.
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Then we have the conditional
probability that the second
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event happens given that the
first happened, times the
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conditional probability that
the third event happens--
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this one-- given that the first
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two events have happened.