1 00:00:02,029 --> 00:00:05,230 We have already seen an example in which we 2 00:00:05,230 --> 00:00:08,350 have two events that are independent 3 00:00:08,350 --> 00:00:12,810 but become dependent in a conditional model. 4 00:00:12,810 --> 00:00:15,850 So that [independence] and conditional independence 5 00:00:15,850 --> 00:00:18,150 is not the same. 6 00:00:18,150 --> 00:00:23,250 We will now see another example in which a similar situation is 7 00:00:23,250 --> 00:00:24,130 obtained. 8 00:00:24,130 --> 00:00:26,600 The example is as follows. 9 00:00:26,600 --> 00:00:31,470 We have two possible coins, coin A and coin B. 10 00:00:31,470 --> 00:00:35,240 This is the model of the world given 11 00:00:35,240 --> 00:00:37,740 that coin A has been chosen. 12 00:00:37,740 --> 00:00:39,800 So this is a conditional model given 13 00:00:39,800 --> 00:00:42,010 that we have in our hands coin A. 14 00:00:42,010 --> 00:00:46,210 In this conditional model, the probability of heads is 0.9. 15 00:00:46,210 --> 00:00:49,900 And, moreover, the probability of heads 16 00:00:49,900 --> 00:00:52,670 is 0.9 in the second toss no matter 17 00:00:52,670 --> 00:00:57,240 what happened in the first toss and so on as we continue. 18 00:00:57,240 --> 00:01:02,930 So given a particular coin, we assume 19 00:01:02,930 --> 00:01:05,600 that we have independent tosses. 20 00:01:10,750 --> 00:01:13,860 This is another way of saying that we're 21 00:01:13,860 --> 00:01:16,310 assuming conditional independence. 22 00:01:16,310 --> 00:01:20,580 Within this conditional model, coin flips are independent. 23 00:01:20,580 --> 00:01:22,670 And the same assumption is made in 24 00:01:22,670 --> 00:01:25,740 the other possible conditional universe. 25 00:01:25,740 --> 00:01:29,140 This is a universe in which we're dealing with coin B. 26 00:01:29,140 --> 00:01:32,000 Once more, we have, conditionally 27 00:01:32,000 --> 00:01:33,650 independent tosses. 28 00:01:33,650 --> 00:01:37,900 And this time, the probability of heads at each toss is 0.1. 29 00:01:37,900 --> 00:01:41,680 Suppose now that we choose one of the two coins. 30 00:01:41,680 --> 00:01:45,509 Each coin is chosen with the same probability, 0.5. 31 00:01:45,509 --> 00:01:48,259 So we're equally likely to obtain this coin-- 32 00:01:48,259 --> 00:01:50,539 and then start flipping it over and over-- 33 00:01:50,539 --> 00:01:54,850 or that coin-- and start flipping it over and over. 34 00:01:54,850 --> 00:01:57,170 The question we will try to answer 35 00:01:57,170 --> 00:02:03,560 is whether the coin tosses are independent. 36 00:02:03,560 --> 00:02:07,740 And by this, we mean a question that 37 00:02:07,740 --> 00:02:11,950 refers to the overall model. 38 00:02:11,950 --> 00:02:15,330 In this general model, are the different coin tosses 39 00:02:15,330 --> 00:02:16,290 independent? 40 00:02:16,290 --> 00:02:20,680 Where you do not know ahead of time which coin is going to be. 41 00:02:20,680 --> 00:02:22,700 We can approach this question by trying 42 00:02:22,700 --> 00:02:27,160 to compare conditional and unconditional probabilities. 43 00:02:27,160 --> 00:02:28,930 That's what independence is about. 44 00:02:28,930 --> 00:02:33,090 Independence is about certain conditional probabilities 45 00:02:33,090 --> 00:02:36,660 being the same as the unconditional probabilities. 46 00:02:36,660 --> 00:02:39,140 So this here, this comparison here 47 00:02:39,140 --> 00:02:43,610 is essentially the question of whether the 11th coin 48 00:02:43,610 --> 00:02:48,720 toss is dependent or independent from what 49 00:02:48,720 --> 00:02:51,880 happened in the first 10 coin tosses. 50 00:02:51,880 --> 00:02:54,390 Let us calculate these probabilities. 51 00:02:54,390 --> 00:02:59,490 For this one, we use the total probability theorem. 52 00:02:59,490 --> 00:03:04,320 There's a certain probability that we have coin A, 53 00:03:04,320 --> 00:03:08,700 and then we have the probability of heads in the 11th toss given 54 00:03:08,700 --> 00:03:12,290 that it was coin A. There's also a certain probablility 55 00:03:12,290 --> 00:03:16,670 that it's coin B and then a conditional probability 56 00:03:16,670 --> 00:03:21,030 that we obtain heads given that it was coin B. 57 00:03:21,030 --> 00:03:24,090 We use the numbers that are given in this example. 58 00:03:24,090 --> 00:03:29,470 We have 0.5 probability of obtaining a particular coin, 59 00:03:29,470 --> 00:03:34,440 0.9 probability of heads for coin A, 0.5 probability 60 00:03:34,440 --> 00:03:38,020 that it's coin B, and 0.1 probability of heads 61 00:03:38,020 --> 00:03:39,706 if it is indeed coin B. 62 00:03:39,706 --> 00:03:41,820 We do the arithmetic, and we find 63 00:03:41,820 --> 00:03:45,780 that the answer is 0.5, which makes perfect sense. 64 00:03:45,780 --> 00:03:48,440 We have coins with different biases, 65 00:03:48,440 --> 00:03:51,130 but the average bias is 0.5. 66 00:03:51,130 --> 00:03:54,020 If we do not know which coin it's going to be, 67 00:03:54,020 --> 00:03:56,690 the average bias is going to be 0.5. 68 00:03:56,690 --> 00:03:59,570 So the probability of heads in any particular toss 69 00:03:59,570 --> 00:04:04,580 is 0.5 if we do not know which coin it is. 70 00:04:04,580 --> 00:04:06,180 Suppose now that someone told you 71 00:04:06,180 --> 00:04:09,170 that the first 10 tosses were heads. 72 00:04:09,170 --> 00:04:12,090 Will this affect your beliefs about what's 73 00:04:12,090 --> 00:04:15,370 going to happen in the 11th toss? 74 00:04:15,370 --> 00:04:18,010 We can calculate this quantity using 75 00:04:18,010 --> 00:04:20,019 the definition of conditional probabilities, 76 00:04:20,019 --> 00:04:25,280 or the Bayes' rule, but let us instead think intuitively. 77 00:04:25,280 --> 00:04:31,220 If it is coin B, the events of 10 heads in a row 78 00:04:31,220 --> 00:04:33,530 is extremely unlikely. 79 00:04:33,530 --> 00:04:37,250 So if I see 10 heads in a row, then 80 00:04:37,250 --> 00:04:44,120 I should conclude that there is almost certainty that I'm 81 00:04:44,120 --> 00:04:46,350 dealing with coin A. 82 00:04:46,350 --> 00:04:48,760 So the information that I'm given 83 00:04:48,760 --> 00:04:52,860 tells me that I'm extremely likely to be dealing with coin 84 00:04:52,860 --> 00:04:58,690 A. So we might as well condition on this equivalent information 85 00:04:58,690 --> 00:05:01,180 that it is coin A that I'm dealing with. 86 00:05:01,180 --> 00:05:04,160 But if it is coin A, then the probability of heads 87 00:05:04,160 --> 00:05:06,710 is going to be equal to 0.9. 88 00:05:06,710 --> 00:05:08,550 So the conditional probability is 89 00:05:08,550 --> 00:05:12,450 quite different from the unconditional probability. 90 00:05:12,450 --> 00:05:16,430 And therefore, information on the first 10 tosses 91 00:05:16,430 --> 00:05:18,570 affects my beliefs about what's going 92 00:05:18,570 --> 00:05:20,990 to happen in the [11th] toss. 93 00:05:20,990 --> 00:05:24,530 And therefore, we do not have independence 94 00:05:24,530 --> 00:05:27,710 between the different tosses.