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    Bayes Theorem (Class Notes)

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    Bayes Theorem (Class Notes)

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    Bayes Theorem (Class Notes)

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    saxenaaarav3103

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    Bayes Theorem BDS

    2024
    (Class Notes)
    Bayesian Probability

    “Probability”: often used to refer to frequency


    … but
    Bayesian Probability: a measure of a state of
    knowledge.

    It quantifies uncertainty. Allows us to reason using


    uncertain statements.

    A Bayesian model is continually updated as more data is


    acquired.
    How did this come about?

    Billiard Table:

    A white billiard ball is rolled along a line and we look at where it


    stops.
    We suppose that it has a uniform probability of falling anywhere
    on the line. It stops at a point p.

    A red billiard ball is then rolled n times under the same uniform
    assumption.

    How many times does the red ball roll further than the white ball?
    Bayes' Theorem

    Bayes' Theorem shows the relationship between a


    conditional probability and its inverse.

    i.e. it allows us to make an inference from


    the probability of a hypothesis given the evidence to
    the probability of that evidence given the hypothesis
    and vice versa
    Bayes' Theorem

    P(A|B) = P(B|A) P(A)


    P(B)

    P(A) – the PRIOR PROBABILITY – represents


    your knowledge about A before you have
    gathered data.
    e.g. if 0.01 of a population has schizophrenia then
    the probability that a person drawn at random
    would have schizophrenia is 0.01
    Bayes' Theorem

    P(A|B) = P(B|A) P(A)


    P(B)

    P(B|A) – the CONDITIONAL PROBABILITY – the


    probability of B, given A.
    e.g. you are trying to roll a total of 8 on two dice.
    What is the probability that you achieve this, given
    that the first die rolled a 6?
    Bayes' Theorem

    P(A|B) = P(B|A) P(A)


    P(B)

    So the theorem says:


    The probability of A given B is equal to the
    probability of B given A, times the prior probability
    of A, divided by the prior probability of B.
    A Simple Example

    Mode of transport: Probability he is late:


    Car 50%
    Bus 20%
    Train 1%

    Suppose that Aaryaveer is late one day.


    Jamina mam wishes to estimate the probability that he
    traveled to work that day by car.

    He does not know which mode of transportation Bob usually


    uses, so he gives a prior probability of 1 in 3 to each of the
    three possibilities.
    A Simple Example

    P(A|B) = P(B|A) P(A) / P(B)


    P(car|late) = P(late|car) x P(car) / P(late)

    P(late|car) = 0.5 (he will be late half the time he drives)


    P(car) = 0.33 (this is the boss' assumption)
    P(late) = 0.5 x 0.33 + 0.2 x 0.33 + 0.01 x 0.33
    (all the probabilities that he will be late added together)

    P(car|late) = 0.5 x 0.33 / 0.5 x 0.33 + 0.2 x 0.33 + 0.01 x 0.33


    = 0.165 / 0.71 x 0.33
    = 0.7042
    More complex example
    Disease present in 0.5% population (i.e. 0.005)
    Blood test is 99% accurate (i.e. 0.99)
    False positive 5% (i.e. 0.05)
    - If someone tests positive, what is the probability that they
    have the disease?

    P(A|B) = P(B|A) P(A) / P(B)


    P(disease|pos) = P(pos|disease) x P(disease) / P(pos)
    = 0.99 x 0.005 / (0.99x0.005)+(0.05x0.995)
    = 0.00495 / 0.00495 + 0.04975
    = 0.00495 / 0.0547
    = 0.0905
    What does this mean?

    If someone tests positive for the disease, they


    have a 0.0905 chance of having the disease.

    i.e. there is just a 9% chance that they have it.

    Even though the test is very accurate, because


    the condition is so rare the test may not be useful.

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