MHB Showing Conditional Independence Does Not Imply Independence

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Conditional independence of events X and Y given Z does not imply that X and Y are independent. An example using coin tosses illustrates that while X (first coin tails) and Y (second coin tails) can be conditionally independent given Z (both coins same), they are not independent overall. To demonstrate this, one can analyze a basketball player's shot outcomes, where the probability of scoring on the second shot depends on whether the first shot was made. By calculating the probabilities of these events conditioned on a third event, it can be shown that the product of the conditional probabilities does not equal the joint conditional probability. This highlights the distinction between conditional independence and overall independence.
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I know this isn't quite advanced probability, but I'm not sure if I have this right.

I want to show that conditional independence of $X$ and $Y$ given $Z$ does not imply independence of $X$ and $Y$ (and vice versa).

So I used coin tosses where:

$X=\{$ first coin tails $\}$

$Y=\{$ second coin tails $\}$

$Z=\{$ both coins same $\}$

I can show that independence does not imply conditional independence.

How do I show that conditional independence does not imply independence?
 
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Well to answer such a question, you need to take two events that are not independent and show they are conditionally independent given a third event. Example:A basketball player has two shots.Let A be the event that the player scores the first shot. Assume P(A) = 0.3Let B be the event that the player scores the second shot. Assume P(B/A) = 0.2 and P(B/A' ) = 0.4 (if he/she scores the first shot, he/she has less probability of scoring the second)Let C be the event that both shot are scored. Clearly, A and B are not independent. Try to find P(A/C) and P(B/C) and P( (A and B)/C) and prove that P(A/C)*P(B/C) = P( (A and B) /C).
 
There is a nice little variation of the problem. The host says, after you have chosen the door, that you can change your guess, but to sweeten the deal, he says you can choose the two other doors, if you wish. This proposition is a no brainer, however before you are quick enough to accept it, the host opens one of the two doors and it is empty. In this version you really want to change your pick, but at the same time ask yourself is the host impartial and does that change anything. The host...

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