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    Bayes amity

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    Bayes amity

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    1 views6 pages

    Bayes amity

    Uploaded by

    sahasranuggu97

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    of 6

    Bayes Theorem:

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


    probabilities.

    To understand bayes theorem we have to familiarize with certain terms , such as

    1. Marginal probability: when we deal with only one event. Given by


    Number of favorable outcomes /
    P(A) =
    Total number of possible outcome

    2. Joint probalility: when two or more events are associated. Given by


    P(AB)=P(A) * P(B) (events are statistically independent)

    3. Conditional probability
    Denoted by P(B/A) or, in other words, probability of B given that A has
    occurred.
    If two events A and B are dependent, then the conditional probability of B
    given A is
    P(B / A) = P(A∩B) / P(A) or P(AB) /P(A)

    Similarly the conditional probability of A given B is given as


    P(A/ B) = P(A∩B) / P(B) or P(AB) / P(B)

    Where P(A),P(B) Marginal probabilities

    And P(AB) joint probability

    Definitions

    4. A prior probability is an initial probability value originally obtained before


    any additional information is obtained.
    5. A posterior probability is a probability value that has been revised by using
    additional information that is later obtained.

    In simple sense bayes theorem is process of obtaining Posterior probabilities from


    priori probabilities.

    i,e bayes theorem is useful in revising the original probability estimates of known
    outcomes as we gain additional information about these outcomes .
    i,e the prior probabilities (original probability) when changed in the light of new
    information are called revised or posterior probabilities.

    Suppose A1,A2, . . . . . . An represent ‘n’ mutually exclusive and collectively


    exhaustive events with prior marginal probabilities ( P(A1), P(A2) . . . . . P(An)). Let
    E be an arbitrary event with P(E)≠ 0. For which conditional probabilities ( P(E/A1),
    P(E/A2) . . . . P(E/An)) are also known .given the information that outcome E has
    occurred, the revised or posterior probabilities P(Ai/E) are determined with the
    help of bayes theorem.

    The formula is:

    P(Ai/E) = P(Ai∩E) / P(E)

    {Where P(Ai∩E) =P(E/Ai) *P(Ai), and


    P(E)= P(A1) * P(E/A1) + P(A2) * P(E/A2) + . . . . + P(An)* P(E/An)}

    i,e P(Ai/E)= P(Ai∩E) / { P(A1)* P(E/A1)+ P(A2)* P(E/A2)+ . . . . + P(An)*


    P(E/An)}

    Bayes' Theorem Explained: 4 Ways

    Here are a few ways Bayes' Theorem can be explained:

    1. Bayes' Theorem helps us update a belief based on new evidence by creating

    a new belief.

    2. Bayes' Theorem helps us revise a probability when given new evidence.

    3. Bayes' Theorem helps us change our beliefs about a probability based on

    new evidence.

    4. Bayes' Theorem helps us update a hypothesis based on new evidence.


    Example 1:

    In a bolt factory machines A, B, & C manufactures 25%,35% & 40% of the total
    output respectively. Of the total of their outputs 5%,4%, & 2% are defective bolts.
    A bolt is drawn at random and is found to be defective. What is the probability that
    it was manufactured by a) A, b) B, c) C.

    Solution:

    First we have to find prior probabilities (marginal prob)

    Lets assume A1= machine A so P(A1)=25%=0.25

    A2=machine B so P(A2)=35%=0.35

    A3=machine C so P(A3)=40%=0.40

    {note: 0.25+0.35+0.40=1 i,e total of marginal prob is 1)

    Second we have to add new information

    So new information is there are defectives produced by these machines.

    So lets Assume E as the defectives .


    Now adding new info to we get conditional probabilities as

    1. P(E/A1) i,e defectives in A = 5% = 0.05


    2. P(E/A2) i,e defectives in B = 4% = 0.04
    3. P(E/A3) i,e defectives in C = 2% = 0.02

    Now the formula

    P(Ai/E) = P(Ai∩E) / P(E)

    = P(E/Ai)*P(Ai) / P(A1)* P(E/A1)+ P(A2)* P(E/A2)+ . . . . + P(An)* P(E/An)

    a) Now according to our requirement we have to find probability that a bolt is


    drawn at random and is found to be defective and manufactured by machine
    A.

    So we have find P(A1/E)


    Put the formula
    P(A1/E) = P(A1∩E) / P(E)

    = P(E/A1)*P(A1) /{ P(A1)* P(E/A1)+ P(A2)* P(E/A2) + P(A3)* P(E/A3)}

    Now putting the above values

    =( 0.05)*(0.25) / {( 0.25)*(0.05) + (0.35)*(0.04) + (0.40)*(0.02) }

    = 0.0125 / { 0.0125+ 0.014+0.008 }

    = 0.0125 / {0.0345 }

    = 0.362

    So that a bolt is drawn at random and is found to be defective and manufactured by


    machine A. is 0.362

    b) Now according to our requirement we have to find probability that a bolt is


    drawn at random and is found to be defective and manufactured by machine
    B.

    So we have find P(A2/E)


    Put the formula
    P(A2/E) = P(A2∩E) / P(E)

    = P(E/A2)*P(A2) /{ P(A1)* P(E/A1)+ P(A2)* P(E/A2) + P(A3)* P(E/A3)}

    Now putting the above values

    =( 0.04)*(0.35) / {( 0.25)*(0.05) + (0.35)*(0.04) + (0.40)*(0.02) }

    = 0.014 / { 0.0125+ 0.014+0.008 }

    = 0.014 / {0.0345 }

    = 0.406

    So that a bolt is drawn at random and is found to be defective and manufactured by


    machine B. is 0.406

    c) Now according to our requirement we have to find probability that a bolt is


    drawn at random and is found to be defective and manufactured by machine
    C.

    So we have find P(A3/E)


    Put the formula
    P(A3/E) = P(A3∩E) / P(E)

    = P(E/A3)*P(A3) /{ P(A1)* P(E/A1)+ P(A2)* P(E/A2) + P(A3)* P(E/A3)}

    Now putting the above values

    =( 0.02)*(0.40) / {( 0.25)*(0.05) + (0.35)*(0.04) + (0.40)*(0.02) }

    = 0.008 / { 0.0125+ 0.014+0.008 }

    = 0.008 / {0.0345 }

    = 0.232

    So that a bolt is drawn at random and is found to be defective and manufactured by


    machine C. is 0.232
    Example 2:

    In a certain town males and females each account for 50% of population. It is
    known that 20% of the males and 5% of the females are unemployed. A researcher
    student studying the employment situation selects an unemployed person at
    random, what is the probability that the person selected is a

    a) a male b) a female.

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