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    Conditional Probability: Bayes' Theorem Is A Formula That Describes How To Update The Probabilities of Hypotheses When

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    Joanne Bernadette Icaro
    Bayes' theorem is a formula for updating probabilities of hypotheses when given evidence. It follows from the axioms of conditional probability and can be used to reason about problems involving belief updates. The formula is: P(H|E) = P(E|H)P(H)/P(E), where P(H|E) is the probability of the hypothesis after seeing the evidence, P(E|H) is the probability of the evidence given the hypothesis, P(H) is the initial probability of the hypothesis, and P(E) is the probability of the evidence. Many machine learning techniques and statistical analyses rely on Bayes' theorem to incorporate new evidence.

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    Conditional Probability: Bayes' Theorem Is A Formula That Describes How To Update The Probabilities of Hypotheses When

    Uploaded by

    Joanne Bernadette Icaro
    116 views5 pages
    Bayes' theorem is a formula for updating probabilities of hypotheses when given evidence. It follows from the axioms of conditional probability and can be used to reason about problems involving belief updates. The formula is: P(H|E) = P(E|H)P(H)/P(E), where P(H|E) is the probability of the hypothesis after seeing the evidence, P(E|H) is the probability of the evidence given the hypothesis, P(H) is the initial probability of the hypothesis, and P(E) is the probability of the evidence. Many machine learning techniques and statistical analyses rely on Bayes' theorem to incorporate new evidence.

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    Bayes' theorem is a formula for updating probabilities of hypotheses when given evidence. It follows from the axioms of conditional probability and can be used to reason about problems involving belief updates. The formula is: P(H|E) = P(E|H)P(H)/P(E), where P(H|E) is the probability of the hypothesis after seeing the evidence, P(E|H) is the probability of the evidence given the hypothesis, P(H) is the initial probability of the hypothesis, and P(E) is the probability of the evidence. Many machine learning techniques and statistical analyses rely on Bayes' theorem to incorporate new evidence.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    116 views5 pages

    Conditional Probability: Bayes' Theorem Is A Formula That Describes How To Update The Probabilities of Hypotheses When

    Uploaded by

    Joanne Bernadette Icaro
    Bayes' theorem is a formula for updating probabilities of hypotheses when given evidence. It follows from the axioms of conditional probability and can be used to reason about problems involving belief updates. The formula is: P(H|E) = P(E|H)P(H)/P(E), where P(H|E) is the probability of the hypothesis after seeing the evidence, P(E|H) is the probability of the evidence given the hypothesis, P(H) is the initial probability of the hypothesis, and P(E) is the probability of the evidence. Many machine learning techniques and statistical analyses rely on Bayes' theorem to incorporate new evidence.

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    © All Rights Reserved
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    of 5

    Bayes' theorem is a formula that describes how to update the probabilities of hypotheses when

    given evidence. It follows simply from the axioms of conditional probability, but can be used to
    powerfully reason about a wide range of problems involving belief updates.

    Given a hypothesis HHH and evidence EEE, Bayes' theorem states that the relationship between
    the probability of the hypothesis before getting the evidence P(H)P(H)P(H) and the probability
    of the hypothesis after getting the evidence P(H∣E)P(H \mid E)P(H∣E) is

    P(H∣E)=P(E∣H)P(E)P(H).P(H \mid E) = \frac{P(E \mid H)} {P(E)} P(H).P(H∣E)=P(E)P(E∣H)


    P(H).

    Many modern machine learning techniques rely on Bayes' theorem. For instance, spam filters use
    Bayesian updating to determine whether an email is real or spam, given the words in the email.
    Additionally, many specific techniques in statistics, such as calculating ppp-values or
    interpreting medical results, are best described in terms of how they contribute to updating
    hypotheses using Bayes' theorem.

    Bayes’ Theorem is a way of finding a probability when we know certain other probabilities.

    The formula is:

    P(A|B) = P(A) P(B|A)P(B)

    Which tells us:   how often A happens given that B happens, written P(A|B),
    When we know:   how often B happens given that A happens, written P(B|A)
        and how likely A is on its own, written P(A)
        and how likely B is on its own, written P(B)

    Let us say P(Fire) means how often there is fire, and P(Smoke) means how often we see smoke,
    then:

    P(Fire|Smoke) means how often there is fire when we can see smoke
    P(Smoke|Fire) means how often we can see smoke when there is fire

    So the formula kind of tells us "forwards" P(Fire|Smoke) when we know "backwards" P(Smoke|
    Fire)

    Example: If dangerous fires are rare (1%) but smoke is fairly common (10%)
    due to barbecues, and 90% of dangerous fires make smoke then:

    P(Fire|Smoke) =P(Fire) P(Smoke|Fire)P(Smoke)


    =1% x 90%10%
    =9%
    So the "Probability of dangerous Fire when there is Smoke" is 9%

    Example: Picnic Day

    You are planning a picnic today, but the morning is cloudy

     Oh no! 50% of all rainy days start off cloudy!


     But cloudy mornings are common (about 40% of days start cloudy)
     And this is usually a dry month (only 3 of 30 days tend to be rainy, or 10%)

    What is the chance of rain during the day?

    We will use Rain to mean rain during the day, and Cloud to mean cloudy morning.

    The chance of Rain given Cloud is written P(Rain|Cloud)

    So let's put that in the formula:

    P(Rain|Cloud) = P(Rain) P(Cloud|Rain)P(Cloud)

     P(Rain) is Probability of Rain = 10%


     P(Cloud|Rain) is Probability of Cloud, given that Rain happens = 50%
     P(Cloud) is Probability of Cloud = 40%

    P(Rain|Cloud) = 0.1 x 0.50.4  = .125

    Or a 12.5% chance of rain. Not too bad, let's have a picnic!

    Remembering

    First think "AB AB AB" then remember to group it like: "AB = A BA / B"

    P(A|B) = P(A) P(B|A)P(B)

    "A" With Two Cases


    One of the famous uses for Bayes Theorem is False Positives and False Negatives.
    For those we have two possible cases for "A", such as Pass/Fail (or Yes/No etc)

    Example: Allergy or Not?

    Hunter says she is itchy. There is a test for Allergy to Cats, but this test is not always right:

     For people that really do have the allergy, the test says "Yes" 80% of the time
     For people that do not have the allergy, the test says "Yes" 10% of the time ("false
    positive")

    If 1% of the population have the allergy, and Hunter's test says "Yes", what are the chances
    that Hunter really has the allergy?

    We want to know the chance of having the allergy when test says "Yes", written P(Allergy|Yes)

    Let's get our formula:

    P(Allergy|Yes) = P(Allergy) P(Yes|Allergy)P(Yes)

     P(Allergy) is Probability of Allergy = 1%


     P(Yes|Allergy) is Probability of test saying "Yes" for people with allergy = 80%
     P(Yes) is Probability of test saying "Yes" (to anyone) = ??%

    Oh no! We don't know what the general chance of the test saying "Yes" is ...

    ... but we can calculate it by adding up those with, and those without the allergy:

     1% have the allergy, and the test says "Yes" to 80% of them
     99% do not have the allergy and the test says "Yes" to 10% of them

    Let's add that up:

    P(Yes) = 1% × 80% + 99% × 10% = 10.7%

    Which means that about 10.7% of the population will get a "Yes" result.
    So now we can complete our formula:

    P(Allergy|Yes) = 1% × 80%10.7%  = 7.48%

    P(Allergy|Yes) = about 7%

    This is the same result we got on False Positives and False Negatives.

    In fact we can write a special version of the Bayes' formula just for things like this:

    P(A|B) = P(A)P(B|A) P(A)P(B|A) + P(not A)P(B|not A)

    "A" With Three (or more) Cases


    We just saw "A" with two case (A and not A), which we took care of in the bottom line.

    When "A" has 3 or more cases we include them all in the bottom line:

    P(A1|B) = P(A1)P(B|A1) P(A1)P(B|A1) + P(A2)P(B|A2) + P(A3)P(B|A3) + ...etc

    Example: The Art Competition has entries from three painters: Pam, Pia and
    Pablo

     Pam put in 15 paintings, 4% of her works have won First Prize.


     Pia put in 5 paintings, 6% of her works have won First Prize.
     Pablo put in 10 paintings, 3% of his works have won First Prize.

    What is the chance that Pam will win First Prize?

    P(Pam|First) = P(Pam)P(First|Pam) P(Pam)P(First|Pam) + P(Pia)P(First|Pia) +


    P(Pablo)P(First|Pablo)

    Put in the values:

    P(Pam|First) =(15/30) × 4% (15/30) × 4% + (5/30) × 6% + (10/30) × 3%

    Multiply all by 30 (makes calculation easier):


    P(Pam|First) =15 × 4% 15 × 4% + 5 × 6% + 10 × 3%
    =0.60.6 + 0.3 + 0.3
    =50%

    A good chance!

    Pam isn't the most successful artist, but she did put in lots of entries.

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