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    Bayes Theorem

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    alliosagie
    Bayes' theorem provides a way to calculate conditional probabilities based on known marginal probabilities and conditional probabilities. It is used when there are mutually exclusive events A1, A2, etc. and another event B. Bayes' theorem calculates the probability of event A1 occurring given that event B occurred using the formula: P(A1|B) = P(A1)P(B|A1) / [P(A1)P(B|A1) + P(A2)P(B|A2) + ...] The document provides examples of using Bayes' theorem to calculate conditional probabilities in situations involving weather forecasts, political polls, and product testing.

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    Bayes Theorem

    Uploaded by

    alliosagie
    593 views3 pages
    Bayes' theorem provides a way to calculate conditional probabilities based on known marginal probabilities and conditional probabilities. It is used when there are mutually exclusive events A1, A2, etc. and another event B. Bayes' theorem calculates the probability of event A1 occurring given that event B occurred using the formula: P(A1|B) = P(A1)P(B|A1) / [P(A1)P(B|A1) + P(A2)P(B|A2) + ...] The document provides examples of using Bayes' theorem to calculate conditional probabilities in situations involving weather forecasts, political polls, and product testing.

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    Bayes' theorem provides a way to calculate conditional probabilities based on known marginal probabilities and conditional probabilities. It is used when there are mutually exclusive events A1, A2, etc. and another event B. Bayes' theorem calculates the probability of event A1 occurring given that event B occurred using the formula: P(A1|B) = P(A1)P(B|A1) / [P(A1)P(B|A1) + P(A2)P(B|A2) + ...] The document provides examples of using Bayes' theorem to calculate conditional probabilities in situations involving weather forecasts, political polls, and product testing.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOC, PDF, TXT or read online from Scribd
    Download as doc, pdf, or txt
    593 views3 pages

    Bayes Theorem

    Uploaded by

    alliosagie
    Bayes' theorem provides a way to calculate conditional probabilities based on known marginal probabilities and conditional probabilities. It is used when there are mutually exclusive events A1, A2, etc. and another event B. Bayes' theorem calculates the probability of event A1 occurring given that event B occurred using the formula: P(A1|B) = P(A1)P(B|A1) / [P(A1)P(B|A1) + P(A2)P(B|A2) + ...] The document provides examples of using Bayes' theorem to calculate conditional probabilities in situations involving weather forecasts, political polls, and product testing.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOC, PDF, TXT or read online from Scribd
    Download as doc, pdf, or txt
    of 3

    Bayes Theorem

    For two events A and B where B follows event A, event A can occur in A1,
    A2… An mutually exclusive ways, and event b can occur in B1, B2…Bn
    mutually exclusive ways then

    P (A1/B1) = P(A1).P(B1/A1)

    [P(A1).P(B1/A1) + P(A2).P(B1/A2) +….+P(An).P(B1/An)]

    for any specific events A1 and B1

    Notes; The given condition is reversed in the numerator.

    When to use Bayes Theorem

    1. The sample space is partitioned into a set of mutually exclusive


    events [A1, A2.. ..An

    2. Within the sample space there exists an event B, for which P(B)
    >0

    3. The analytical goal is to compute a conditional probability of


    the form P(Ak/B)

    4. You know P(Ak) and P(B/Ak) for each Ak

    Example 1

    Marie is getting married tomorrow, at an outdoor ceremony in the desert.


    In recent years, it has rained only 5 days each year. Unfortunately, the
    weatherman has predicted rain for tomorrow. When it actually rains, the
    weatherman correctly forecasts rain 90% of the time. When it doesn’t
    rain, he incorrectly forecasts rain 10% of the time. What is the probability
    that it will rain on the day of Marie’s wedding.

    Why use Bayes??

    Two mutually exclusive events – it rains or it does not rain

    A third event – the weatherman predicts rain

    We have probabilities for each event

    Solution

    P(A1) = It rains on Marie’s wedding = 5/365 = 0.0136985 use 0.014

    P(A2) = it doesn’t rain = 360/365 = 0.9863014 use 0.986


    P(B/A1) = 0.9 (When it rains the weatherman predicts rain 90% of the
    time)

    P(B/A2) = 0.1 (When it doesn’t rain he predicts rain 10% of the time)

    A (A1/B) = (0.014)(0.9)/ [(0.014)(0.09) + (0.986)(0.1) = 0.111

    Therefore when the weatherman predicts rain, it actually rains only about
    11% of the time.

    Example 2

    Of 100 people, 40 are conservative, 35 are Labour and 25 are Alliance


    voters. Also the percentage of Conservative, Labour and Alliance voters
    who read The Times are 50%, 40% and 80% respectively. If one of the 100
    people is observed reading The Times what is the probability that he is (a)
    a Conservative voter, (b) a Labour voter, (c) an Alliance voter?

    Note: Three mutually exclusive events with another event, all with
    probabilities – use Bayes!

    Solution

    A1 – Conservative voter = 0.4, A2 Labour = 0.35, A3 Alliance = 0.25, B


    ‘reads The Times’

    (a) P(A1/B) = P(A1) P(B/A1)

    P(A1) P(B/A1) + P(A2) P(B/A2) + P(A3) P(B/A3)

    = (0.4)(0.5)/ (0.4 x 0.5) + (0.35 x 0.4) + (0.25 x .8) =


    0.20/0.54 = 0.37

    For the others the denominator remains the same (as with all Bayes
    problems)

    (b) P(A2/B) = (0.35 x 0.4)/0.54 = 0.259

    (c) P(A3/B) = (0.25 x 0.8)/0.54 = 0.37

    Note all three probabilities sum to 1

    Example 3
    A test set has a 98% probability of correctly classifying a faulty item as
    defective and a 4% probability of classifying a good item as defective. If in
    a batch of items tested 3% are actually defective, what is the probability
    that when an item is classified as defective, it is truly defective?

    Two mutually exclusive events – defective or not defective with a third


    event correctly classifying, therefore use Bayes.

    P(A1) - item is defective = 0.03

    P(A2) – item is not defective = 0.97

    P(B/A1) – classified defective and is defective = 0.98

    P(B/A2) – classified defective and is not defective = 0.04

    P(A1/B) = P(A1)P(B/A1)

    P(A1)P(B/A1) + P(A2)P(B/A2)

    = (0.3)(0.98)/(0.3 x0.98) + (0.97 x 0.04) = 0.43

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