1. The Concept Before the Formula: Updating Probability with Partial Information
Before writing any formula, let's build the idea from scratch with three concrete examples.
Roll a fair six-sided die. The full sample space is $S = \{1,2,3,4,5,6\}$, with each outcome equally likely (probability $\tfrac{1}{6}$).
Question: What is the probability the result is at most 3, given that the result is odd?
- Define $A = \{1,2,3\}$ (result is at most 3) and $B = \{1,3,5\}$ (result is odd).
- Once you learn the result is odd, every even outcome ($2, 4, 6$) is impossible. The sample space shrinks from $\{1,2,3,4,5,6\}$ to $\{1,3,5\}$.
- Inside this reduced space, which outcomes also belong to $A$? They are $\{1,3\}$ — two out of three equally likely outcomes.
Without the information, $P(A) = \tfrac{3}{6} = \tfrac{1}{2}$. The partial information changed the probability from $\tfrac{1}{2}$ to $\tfrac{2}{3}$.
Draw one card from a standard 52-card deck.
Question: What is the probability the card is a King, given that it is a Heart?
- Define $A = \{\text{card is a King}\}$ (4 Kings in the deck) and $B = \{\text{card is a Heart}\}$ (13 Hearts).