Example: Radar Detection

If an aircraft is present in a certain area, a radar detects it and generates an

alarm signal with probability 0.99. If an aircraft is not present, the radar
generates a (false) alarm, with probability 0.10. We assume that an aircraft is
present with probability 0.05.
• What is the probability of no aircraft presence and a false alarm?
• What is the probability of aircraft presence and no detection?

Solution: A sequential representation of the experiment is appropriate here, (see the

figure in the next slide).
Let A, B and their complements be the events,

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 Example: Radar Detection
If an aircraft is present in a certain area, a radar detects it and
generates an alarm signal with probability 0.99. If an aircraft is
not present, the radar generates a (false) alarm, with
probability 0.10. We assume that an aircraft is present with
probability 0.05.
• What is the probability of no aircraft presence and a false
alarm?
• What is the probability of aircraft presence and no
detection?

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 Multiplication Rule
• Extending the preceding example, we have a general rule for calculating
various probabilities in conjunction with a tree-based sequential
description of an experiment.
In particular:
(a) We set up the tree so that an event of interest is associated with a leaf.
We view the occurrence of the event as a sequence of steps, along the path
from the root to the leaf.
(b) We record the conditional probabilities associated with the branches of
the tree.
(c) We obtain the probability of a leaf by multiplying the probabilities
recorded along the corresponding path of the tree.

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Multiplication Rule

4
 Visualization of the Multiplication Rule

An

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Multiplication Rule: Example 1
• Three cards are drawn from an ordinary 52-card deck without
replacement (drawn cards are not placed back in the deck). We wish
to find the probability that none of the three cards is a heart.

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Multiplication Rule: Example 2
• A class consisting of 4 graduate and 12 undergraduate students is
randomly divided into 4 groups of 4. What is the probability that each
group includes a graduate student?
Solution: Let us denote the four graduate students by 1, 2, 3, 4, and
consider the events,

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Total Probability Theorem

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Visualization of the Total Probability Theorem

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Total Probability Theorem: Example I

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Total Probability Theorem: Example I

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Total Probability Theorem: Example II

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 Homework
• Example III

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Bayes’ Rule

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Bayes’ Rule: Example I
Recall the chess tournament example:

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Bayes’ Rule: Example II
• The False-Positive Puzzle. A test for a certain rare disease is assumed
to be correct 95% of the time: if a person has the disease, the test
results are positive with probability 0.95, and if the person does not
have the disease, the test results are negative with probability 0.95.
• A random person drawn from a certain population has probability
0.001 of having the disease. Given that the person just tested
positive, what is the probability of having the disease?

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Bayes’ Rule: Example III

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Inference
• A scenario/state ( ) occurs so that it may/may not cause B
to happen.
• So this is a cause and effect model which makes use of
.
• What we want to do is to infer whether also occured (or
not), when we are told that B occured.
• The appropriate probability to do this is .
• We start with the causal model of our situation from a
given cause how likely is a certain effect will be observed;
• Then, we do inference given that the effect was observed,
how likely is it that the world was in this particular
scenario/state ( ).
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Philosophical Underpinnings
• The name of Bayes’ Rule comes from British theologian
Thomas Bayes who lived in 18th Century.
• Bayes Theorem adresses a basic philosohical problem:
How can one learn from experience/data in some
systematic way?
• Philosophers of the era were occupied with the
question whether there was a basic theory about «how
we can incorporate new knowledge to our previous
knowledge».
• Bayes’ Rule showed that it is possible to do this in a
systematic way.

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Independence

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Independence
• We adopt this latter relation

as the definition of independence instead of

Because it can be used even when P(B) = 0, in which case P(A I B) is

undefined.
• The symmetry of this relation also implies that independence is a
symmetric property;
• That is, if A is independent of B, then B is independent of A, and we can
unambiguously say that A and B are independent events.

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Independence and Disjointness
• Question: Are these two events independent?
Ω

• When A occurs, we are sure that B won’t occure. Similarly, knowing that B
happened gives us us a precise information that A did not happen.
• There is extreme dependence.
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Independence: Exercise I

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Independence: Exercise I

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Independence: Exercise I

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Independence
• Note that, if A and B are independent, the occurrence of B does
not provide any new information on the probability of A
occurring.
• It is then intuitive that the non-occurrence of B ( )should also
provide no information on the probability of A.
• Indeed, it can be verified that if A and B are independent, the
same holds true for A and .

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Conditional Independence
• We noted earlier that the conditional probabilities of events,
conditioned on a particular event form a legitimate probability law.
• We can thus talk about independence of various events with respect to
this conditional law.
• In particular, given an event C, the events A and B are called
conditionally independent if

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Conditional Independence

conditional probability

multiplication rule

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Conditional Independence

Independence of two
events A and B, does
not imply conditional
independence!

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Conditional Independence

Conditional
Independence of two
events A and B, does
not imply
independence!

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Independence: Summary

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Independence of a Collection of Events

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Independence of a Collection of Events

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Reliability: Network Connectivity Example

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Reliability: Network Connectivity Example

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Reliability: Network Connectivity Example

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Independent Trials and the Binomial Probabilities

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Independent Trials and the Binomial Probabilities

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Independent Trials and the Binomial Probabilities

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Independent Trials and the Binomial Probabilities

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Binomial Probabilities: Example

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Binomial Probabilities: Example

1 – [(p(0) + … + p(15)] = 0.0399

1 – [(p(0) + … + p(17)] = 0.0100

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