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    3B - LTP and Bayes Rule

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    This document discusses the law of total probability and Bayes' rule. It begins by explaining conditional probability and how the law of total probability can be derived from it. The law of total probability states that the probability of an event A is equal to the sum of the probabilities of A given each mutually exclusive and exhaustive event Bi, multiplied by the probability of Bi. Bayes' rule is then introduced as a way to put the law of total probability and conditional probability together to calculate conditional probabilities. Two examples are provided to illustrate how to apply Bayes' rule to probability problems.

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    3B - LTP and Bayes Rule

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    Qwerty Qwerty
    54 views9 pages
    This document discusses the law of total probability and Bayes' rule. It begins by explaining conditional probability and how the law of total probability can be derived from it. The law of total probability states that the probability of an event A is equal to the sum of the probabilities of A given each mutually exclusive and exhaustive event Bi, multiplied by the probability of Bi. Bayes' rule is then introduced as a way to put the law of total probability and conditional probability together to calculate conditional probabilities. Two examples are provided to illustrate how to apply Bayes' rule to probability problems.

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    This document discusses the law of total probability and Bayes' rule. It begins by explaining conditional probability and how the law of total probability can be derived from it. The law of total probability states that the probability of an event A is equal to the sum of the probabilities of A given each mutually exclusive and exhaustive event Bi, multiplied by the probability of Bi. Bayes' rule is then introduced as a way to put the law of total probability and conditional probability together to calculate conditional probabilities. Two examples are provided to illustrate how to apply Bayes' rule to probability problems.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    54 views9 pages

    3B - LTP and Bayes Rule

    Uploaded by

    Qwerty Qwerty
    This document discusses the law of total probability and Bayes' rule. It begins by explaining conditional probability and how the law of total probability can be derived from it. The law of total probability states that the probability of an event A is equal to the sum of the probabilities of A given each mutually exclusive and exhaustive event Bi, multiplied by the probability of Bi. Bayes' rule is then introduced as a way to put the law of total probability and conditional probability together to calculate conditional probabilities. Two examples are provided to illustrate how to apply Bayes' rule to probability problems.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 9

    STA 247

    Probability with Computer Applications

    Professor K. H. Wong

    3B - Law of Total Probability & Bayes Rule

    1/8
    Learning Outcomes

    Explain the difference between conditional probability and


    probabilities involving union and intersection of sets
    Identify given information and compute conditional probabilities (or
    any of P(A ∩ B), P(A), P(B))
    Use conditional probability and disjoint events to find total probability
    of an event (Law of Total Probability)
    Apply conditional probability in conjunction with LTP to define Bayes
    Rule

    2/8
    Law of Total Probability

    Given two events, we’ve learned that their conditional probability defined as
    P(A ∩ B)
    P(A|B) = , where P(B) > 0
    P(B)
    Can be rearranged to:
    P(A ∩ B) = P(A|B) · P(B)
    Suppose now we have a sample space consisting only of events
    A, B1 , B2 , ....Bk
    where the Bi0 s partitions the sample space. That is, the Bi0 s are disjoint
    and ki=1 Bi = Ω. From axiom 3, we can show that:
    S

    P(A) = P(A ∩ B1 ) + P(A ∩ B2 ) + P(A ∩ B3 ) + ... + P(A ∩ Bk )


    Combining this with our knowledge of conditional probability, we get the
    Law of Total Probability.
    3/8
    Law of Total Probability

    Law of Total Probability


    If B1 , B2 , ...Bk is a collection of mutually exclusive (disjoint) and
    exhaustive events, then for any event A,

    P(A) = P(A|B1 ) · P(B1 ) + P(A|B2 ) · P(B2 ) + ... + P(A|Bk ) · P(Bk )


    k
    X
    P(A) = P(A|Bi ) · P(Bi )
    i=1

    4/8
    Bayes’ Rule

    Putting together the Law of Total Probability and definition of conditional


    probability, we get Bayes’ Rule
    Bayes’ Rule
    Let B1 , B2 , ...Bk form a partition of the sample space and let A be an
    event in Ω. Then
    P(A ∩ Bi )
    P(Bi |A) =
    P(A)
    P(A|Bi ) · P(Bi )
    P(Bi |A) = Pk
    i=1 P(A|Bi ) · P(Bi )

    5/8
    Bayes’ Rule Examples

    Example 1 Returning to HIV testing. An HIV test will correctly test


    positive 95% of the time (sensitivity), and incorrectly test positive 1%
    (false positive rate) of the time. Suppose we know that 99.99% of the
    population is HIV-free. Under these conditions, what is the probability
    that a patient who tested positive is actually HIV positive?

    6/8
    Bayes’ Rule Examples

    Example 1 Returning to HIV testing. An HIV test will correctly test


    positive 95% of the time (sensitivity), and incorrectly test positive 1%
    (false positive rate) of the time. Suppose we know that 99.99% of the
    population is HIV-free. Under these conditions, what is the probability
    that a patient who tested positive is actually HIV positive?
    Let’s represent the situation with a tree diagram:

    Healthy(0.9999) HIV(0.0001)

    (+) (–) (+) (–)

    0.01 0.99 0.95 0.05

    6/8
    Bayes’ Rule Examples

    Note conventionally, branch probabilities are conditional probabilities. i.e.


    the first probability of testing positive (0.01) is conditional on the patient
    being from the healthy branch.

    Let H denote the event that the patient is healthy. Let (T) denote the
    event that the patient tests positive.

    7/8
    Bayes’ Rule Examples

    Example 2 A ball is drawn at random from an urn containing one red and
    one white ball. If the white ball is drawn, it is put back into the urn. If the
    red ball is drawn, it is returned to the urn together with two more red
    balls. Then a second draw is made. What is the probability a red ball was
    drawn on both the first and the second draws?

    8/8

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