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    Practice With Baye - S Theorem

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    Ariston Etorma
    1. The document discusses using Bayes' theorem to update probabilities based on new information. It provides two examples: 2. A blood test for swine flu that is 99% accurate. Without additional risk factors, a positive test only gives a 1% probability of actually having swine flu. However, if the person also visited Mexico recently, their risk increases to a 33% probability with a positive test. 3. Two slot machines, one paying out 10% of the time and the other 20%. Not seeing a payout from the red machine only slightly lowers the probability it is the better machine, while a payout significantly raises the probability. The examples show how Bayes' theorem incorporates new evidence to update

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    Practice With Baye - S Theorem

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    Ariston Etorma
    107 views2 pages
    1. The document discusses using Bayes' theorem to update probabilities based on new information. It provides two examples: 2. A blood test for swine flu that is 99% accurate. Without additional risk factors, a positive test only gives a 1% probability of actually having swine flu. However, if the person also visited Mexico recently, their risk increases to a 33% probability with a positive test. 3. Two slot machines, one paying out 10% of the time and the other 20%. Not seeing a payout from the red machine only slightly lowers the probability it is the better machine, while a payout significantly raises the probability. The examples show how Bayes' theorem incorporates new evidence to update

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    probability and statistics

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    Practice With Baye_s Theorem

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    1. The document discusses using Bayes' theorem to update probabilities based on new information. It provides two examples: 2. A blood test for swine flu that is 99% accurate. Without additional risk factors, a positive test only gives a 1% probability of actually having swine flu. However, if the person also visited Mexico recently, their risk increases to a 33% probability with a positive test. 3. Two slot machines, one paying out 10% of the time and the other 20%. Not seeing a payout from the red machine only slightly lowers the probability it is the better machine, while a payout significantly raises the probability. The examples show how Bayes' theorem incorporates new evidence to update

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    107 views2 pages

    Practice With Baye - S Theorem

    Uploaded by

    Ariston Etorma
    1. The document discusses using Bayes' theorem to update probabilities based on new information. It provides two examples: 2. A blood test for swine flu that is 99% accurate. Without additional risk factors, a positive test only gives a 1% probability of actually having swine flu. However, if the person also visited Mexico recently, their risk increases to a 33% probability with a positive test. 3. Two slot machines, one paying out 10% of the time and the other 20%. Not seeing a payout from the red machine only slightly lowers the probability it is the better machine, while a payout significantly raises the probability. The examples show how Bayes' theorem incorporates new evidence to update

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    © All Rights Reserved
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    Download as pdf or txt
    of 2

    MATH 3104: Practice with Bayes theorem

    A/Prof Geoffrey Goodhill

    Solutions
    1. You go to see the doctor about an ingrowing toenail. The doctor selects you at random to have
    a blood test for swine flu, which for the purposes of this exercise we will say is currently suspected
    to affect 1 in 10,000 people in Australia. The test is 99% accurate, in the sense that the probability
    of a false positive is 1%. The probability of a false negative is zero. You test positive. What is the
    new probability that you have swine flu?
    Now imagine that you went to a friends wedding in Mexico recently, and (for the purposes of this
    exercise) it is know that 1 in 200 people who visited Mexico recently come back with swine flu.
    Given the same test result as above, what should your revised estimate be for the probability you
    have the disease?
    Let P (D) be the probability you have swine flu.
    Let P (T ) be the probability of a positive test.
    We wish to know P (D|T ).
    Bayes theorem says
    P (D|T ) =

    P (T |D)P (D)
    P (T )

    which in this case can be rewritten as


    P (D|T ) =

    P (T |D)P (D)
    P (T |D)P (D) + P (T |ND)P (ND)

    where P (ND) means the probability of not having swine flu.


    We have
    P (D) = 0.0001 (the a priori probability you have swine flu).
    P (ND) = 0.9999
    P (T |D) = 1 (if you have swine flu the test is always positive).
    P (T |ND) = 0.01 (1% chance of a false positive).
    Plugging these numbers in we get
    P (D|T ) =

    1 0.0001
    0.01
    1 0.0001 + 0.01 0.9999

    That is, even though the test was positive your chance of having swine flu is only 1%. (This is
    essentially the defense attorneys argument we discussed in the lectures, though in this case its
    not a fallacy because your P (D) is indeed very low.)
    However, if you went to Mexico recently then your starting P (D) is 0.005. In this case
    P (D|T ) =

    1 0.005
    0.33
    1 0.005 + 0.01 0.995

    and you should be a lot more worried.

    2. Imagine that, while in Mexico, you also took a side trip to Las Vegas, to pay homage to the
    TV show CSI. Late one night in a bar you meet a guy who claims to know that in the casino at
    the Tropicana there are two sorts of slot machines: one that pays out 10% of the time, and one
    that pays out 20% of the time [note these numbers may not be very realistic]. The two types
    of machines are coloured red and blue. The only problem is, the guy is so drunk he cant quite
    remember which colour corresponds to which kind of machine. Unfortunately, that night the guy
    becomes the vic in the next CSI episode, so you are unable to ask him again when hes sober.
    Next day you go to the Tropicana to find out more. You find a red and a blue machine side by side.
    You toss a coin to decide which machine to try first; based on this you then put the coin into the
    red machine. It doesnt pay out. How should you update your estimate of the probability that this
    is the machine youre interested in? What if it had paid out - what would be your new estimate
    then?
    Let P (R) be the probability that the red machine is the one that pays out more often; similarly
    P (B) = 1 P (R).
    Let P (J) be the probability of payout (jackpot).
    We are interested in P (R|NJ).
    Bayes theorem says
    P (NJ|R)P (R)
    P (R|NJ) =
    P (NJ|R)P (R) + P (NJ|B)P (B)
    We start with P (R) = P (B) = 0.5. This gives us
    P (R|NJ) =

    0.8 0.5
    0.47
    0.8 0.5 + 0.9 0.5

    If the red machine did pay out then we have


    P (R|J) =

    P (J|R)P (R)
    P (J|R)P (R) + P (J|B)P (B)

    Substituting in....

    0.2 0.5
    0.66
    0.2 0.5 + 0.1 0.5
    That is, a pay-out makes you a lot more confident about which is the good machine than no payout. This makes sense since paying out is a rare event, so you would expect it to give you a lot of
    information.
    You may like to take this further by considering how many times youd have to fail to get a payout
    from the red machine before being say 90% confident its not that machine.
    P (R|J) =

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