Conditional Probability

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Common fallacies

These fallacies should not be confused with Robert K. Shope's 1978 "conditional fallacy", which deals with counterfactual examples that beg the question.


Assuming conditional probability is of similar size to its inverse

A geometric visualization of Bayes' theorem. In the table, the values 2, 3, 6 and 9 give the relative weights of each corresp

A geometric visualization of Bayes' theorem. In the table, the values 2, 3, 6 and 9 give the relative weights of each corresponding condition and case. The figures denote the cells of the table involved in each metric, the probability being the fraction of each figure that is shaded. This shows that P(A|B) P(B) = P(B|A) P(A) i.e. P(A|B) = P(B|A) P(A)/P(B) . Similar reasoning can be used to show that P(Ā|B) = P(B|Ā) P(Ā)/P(B) etc.

In general, it cannot be assumed that P(A|B) ≈ P(B|A). This can be an insidious error, even for those who are highly conversant with statistics. The relationship between P(A|B) and P(B|A) is given by Bayes' theorem:

{\begin{aligned}P(B\mid A)&={\frac {P(A\mid B)P(B)}{P(A)}}\\\Leftrightarrow {\frac {P(B\mid A)}{P(A\mid B)}}&={\frac {P(B)}{P(A)}}\end{aligned}}

That is, P(A|B) ≈ P(B|A) only if P(B)/P(A) ≈ 1, or equivalently, P(A) ≈ P(B).


Assuming marginal and conditional probabilities are of similar size

In general, it cannot be assumed that P(A) ≈ P(A|B). These probabilities are linked through the law of total probability:

P(A)=\sum _{n}P(A\cap B_{n})=\sum _{n}P(A\mid B_{n})P(B_{n}).

where the events (B_{n}) form a countable partition of \Omega.

This fallacy may arise through selection bias For example, in the context of a medical claim, let SC be the event that a sequela (chronic disease) S occurs as a consequence of circumstance (acute condition) C. Let H be the event that an individual seeks medical help. Suppose that in most cases, C does not cause S (so that P(SC) is low). Suppose also that medical attention is only sought if S has occurred due to C. From experience of patients, a doctor may therefore erroneously conclude that P(SC) is high. The actual probability observed by the doctor is P(SC|H).


Over- or under-weighting priors

Not taking prior probability into account partially or completely is called base rate neglect. The reverse, insufficient adjustment from the prior probability is conservatism.