Introduction to Probability & Statistics Expectations
Operational Rules Mutually Exclusive Events: P(A B) = P(A) + P(B) A
Conditional Probability Now suppose we know that event A has occurred. What is the probability of B given A? A A B P(B|A) = P(A B)/P(A)
Example Suppose for the same exponential distribution, we know the probability that the machine will last at least a more hrs given that it has already lasted c hrs. a c c+a Pr{X > a + c | X > c} = Pr{X > a + c X > c} / Pr{X > c} = Pr{X > a + c} / Pr{X > c} e c a ( )