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What do the braces P(A)P(A), P(B|A), P(B)P(B), and P(A|B) mean in the square diagrams?

In the square diagrams, the braces represent proportions of areas. P(A)P(A) is the fraction of the total sample space where event A occurs (a vertical strip). P(B|A) is the fraction of that A-strip that also lies in B. Similarly, P(B)P(B) is the fraction of the total space where B occurs (a horizontal strip), and P(A|B) is the fraction of that B-strip that also lies in A. The product of these proportions gives the area of the intersection, representing P(A and B).

Conditions

  • The visualization assumes probabilities can be represented by relative areas.
  • Both A and B have positive probability for the ordinary conditionals used here.

Reasoning, step by step

  1. Identify the whole square as the sample space of all possibilities.
  2. Locate the vertical strip labeled P(A)P(A); its width represents the probability of A.
  3. Within that strip, locate the subregion labeled P(B|A); its height represents the conditional probability of B given A.
  4. Multiply the width P(A)P(A) by the height P(B|A) to get the area of the intersection, which is P(A and B).
  5. Repeat the process for the horizontal strip P(B)P(B) and its subregion P(A|B) to get the same intersection area.

Example

The right square marks P(A)P(A) as a vertical strip and P(B|A) as the lower fraction of that strip; the left square marks P(B)P(B) as a horizontal strip and P(A|B) as the left fraction of that strip.

Common misconceptions

  • Confusing the conditional probability P(B|A) with the joint probability P(A and B); P(B|A) is only a fraction of the A-region, not the whole intersection area by itself.

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