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Why does the probability of A given B not necessarily equal the probability of B given A?

The probability of A given B and the probability of B given A are generally different because they condition on different events. Bayes' theorem connects these two conditional probabilities by incorporating the prior probabilities of the individual events, P(A)P(A) and P(B)P(B). This relationship allows us to reverse the direction of conditioning.

Conditions

  • A and B are events in a probability space.
  • P(B)>0P(B) > 0 and P(A)>0P(A) > 0.

Reasoning, step by step

  1. Identify that P(A∣B)P(A|B) measures the likelihood of A occurring when B is known to have occurred.
  2. Identify that P(B∣A)P(B|A) measures the likelihood of B occurring when A is known to have occurred.
  3. Recognize that these two quantities use different denominators (P(B)P(B) vs P(A)P(A)) in their definitions.
  4. Apply Bayes' theorem to link them: P(A∣B)=P(B∣A)P(A)P(B)P(A|B) = \frac{P(B|A)P(A)}{P(B)}.
  5. Conclude that unless P(A)=P(B)P(A) = P(B), the two conditional probabilities are not equal.

Example

The script states: 'The probability of A given B need not equal the probability of B given A. Bayes’ theorem connects them with the prior event probabilities.'

Common misconceptions

  • Assuming conditional probability is symmetric.
  • Thinking that P(A∣B)P(A|B) and P(B∣A)P(B|A) are always numerically equal.
  • Forgetting that the prior probabilities P(A)P(A) and P(B)P(B) act as scaling factors between the two conditionals.

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