MATERIAL04
MATERIAL04
MATERIAL04
Bayes Theorem
Undergraduate of Telecommunication Engineering
MUH1F3 - PROBABILITY AND STATISTICS
Telkom University
Center of eLearning & Open Education Telkom University
Jl. Telekomunikasi No.1, Bandung - Indonesia
http://www.telkomuniversity.ac.id
1. Conditional Probability
2. Multiplication and Total Probability Rules
3. Bayes Theorem
LEARNING OBJECTIVES:
After careful study of this chapter, student should be able to do the following:
1. Use Bayes theorem to calculate conditional probabilities
2. Interpret and calculate conditional probabilities of events
2/14 May 10, 2020 LECTURER CODE: NKC/
CONDITIONAL PROBABILITY
If event A and B are Dependent, the probability of an event B under the knowledge that the outcome will be in
event A is denoted as:
P(A ∩ B)
P(B|A) = , with P(A) >0 (1)
P(A)
and this is called the Conditional Probability of B given A. Otherwise, the probability of an event A under the
knowledge that the outcome will be in event B is denoted as:
P(A ∩ B)
P(A|B) = , with P(B) >0 (2)
P(B)
Figure 1: Partitioning an event into two mutually exclusive Figure 2: Partitioning an event into several mutually
0
subsets, where A and A are partition of U exclusive subsets, where E1 ,E2 , · · · Ek are partition of U
4/14 May 10, 2020 LECTURER CODE: NKC/
MULTIPLICATION AND TOTAL PROBABILITY
RULES
0
From Figure 1, shown A and A are partition of U and both are mutually exclusive events:
0 0
P(A ∪ A ) = P(A) + P(A ) (4)
0 0
B = B ∩ U = B ∩ (A ∪ A ) = (B ∩ A) ∪ (B ∩ A )
Therefor:
0 0 0
P(B) = P(B ∩ A) + P(B ∩ A ) = P(B|A) · P(A) + P(B|A ) · P(A ) (5)
B = B ∩ U = B ∩ (E1 ∪ E2 ∪ · · · ∪ Ek ) = (B ∩ E1 ) ∪ (B ∩ E2 ) ∪ · · · ∪ (B ∩ Ek )
Therefor:
P(B) = P(B ∩ E1 ) + P(B ∩ E2 ) + · · · + P(B ∩ Ek )
P(B) = P(B|E1 ) · P(E1 ) + P(B|E2 ) · P(E2 ) + · · · + P(B|Ek ) · P(Ek ) (7)
The Equation (5) and (8) called the Total Probability Rule
A photocopying company using 3 machines with a percentage of each use 55 %, 30 % and 15 %. Each machine
produces its own defects 8 %, 5 %, and 4 %. From the overall results of photocopying from all machines, one
sheet is chosen randomly.
d. If the selected result is defect, calculate the probability of those results coming from the second machine!
e. If the selected result is good,calculate the probability that the result will come from the first machine!
d. If the selected results are defect, the probability of those results coming from the second machine is →
Conditional Probability
e. If the selected result is good, the probability that the result will come from the first machine is