Bayes Theorem
Bayes Theorem
_,.-- then
•
..._Ot\ • l
p (Bi) p (A/Bi)
--
p (Bil A) == n
L p (Bi) p (A/Bi)
i= 1
~o f : P (A n Bi) = P (Bi) P (A/Bi) by conditional probability
(1.e.,) P (Bi n A) = P (A) P (B/A) ::: P (Bi) P (A!BD
P (B·1 n A) ,
P (B·/A) = -p-
t (A)
-
p (Bi) p (A/B i)
- n by theorem 1.1.8
\
L p (Bi) p (A/Bi)
i= 1
,
p (B/A) = p (Bi) p (A/B i)
n
.
21P (Bi) P (A/B·). 1
1=
xa111ple 1.3.1
Balls
Urns White Black Red
I 1 2
II •
I
3
m 2
1
5
1
3
I
One _urn is chosen at random and tw
to be white and red What . th . , 0 ball~ are drawn, I
e prob ab·r They happe ll
I, Hyn d 11,I ?
• IS
11tYthat ,
they come frolll u
ros
11 [A.U. A/M 20081 •
PROBABILITY AND RANDOM VARIABLE 1.45
Solution : (f
O
.
Let B1, ~ 2, B3 denote the events .that the urns I, 11, III are chosen I
1
respectively and let A be the event that the two b~s taken fr<?m the 1
.._)
I •
(4C1) X (3C1)
P(A/83) - - -2
12C2 11? '
\
Baye's theorem
P(B2) P(i1/B2)
3 .
L P(Bi) P(A/Bi)
i=l
1 1
3 3 55
- -,-:;,111.!'.:\",-+----i~l~!::..L+----.-1--2-r- = 118
3 5 3 3 3 X 11
~ _ _ _ _ _ _ _ _.,..P::.,:R;:0:.::.B~AB;....IL_I
1.46
TY_·_ A_N_D_._RA_N_D_o.:.::.M v~
!: ~ '1 1
p(B3) P(A/B3)
== -3
i P(Bi) P(A!Bi)
i=l
1
-3 -112 ~{\
~ -- -, -- r- -t :~ ~ /1 '~ T
-
_1 _1 + ! !+! 2
-118
'J\j
=
. 5 3 3 3 11 •
3
P(B1) P(A/B1) =
3
L P(Bi) P(A/Bi)
i=l
.55 30 33
= 1- ll8 - ll8 = • 118
•
i
An um is chosen at random and
from it two balls are draWII at \
random. The two balls are one
red d h. What is the J
probability that they come trom the se an one w 1te. 1
. con d urn.
Solution.· Let B1, B2, B3 denote the
events that h
• are chosen respectively. t e urns I JI Ill , ,
PROBABILITY AND RANDOM VARIABLE 1.47
Let ©be the event that the two balls taken from the selected
urn are white and red.
1
Then P(B1) = P(B2) = P(B3) = 3
1C1 X 2C1
P(AIB1) - - -2
6C2 15
•
2C1 X 3C1 2x3 2
P(A/B2) - 6C2
- 15 - 5
3C1 x lC1
P(A/B3) = -
3Xl
- -3 - -1
6C2 15 15 5
' ,
Hence By Baye's theore~
p (Bi/A) = P (iji) P(A/Bi )
n
L P(Bi) P(A/Bi)
i=l
n
1" . L P(Bi) P(A/Bi)
i=l ,
/ I / I
-1 2
-
,3 5
-1 -2 + -1 -2 + -1 -1
3J .15 3 5 3 5
\
.. \ I \ J \ I
'
--15
2
45
6
6
= (!~) = !~ = 11
!!Example 1.3.311
SC1 5
-
- 9C1-- -
9
1 • 5. 5 25
2 9 18 90 _2 5
- -1----,,-l..,3 . . . .,. ,._._1---r-5"T-" -- -52 -- -52
,-J---; .+
52
2 S 2 9 90 90 (~
(l~xample 1.3.4\I
. }J ~~ \0
In a bolt factory, machines A, B and C
manufacture respectively l5'#,
I
35% and 40% of total output. Also out
of these output of A, B, c. S,
4, 2 percent respectively are defecttve. A
l)olt is drawn at random frOOl
the total output aQd it is found to be def
ective. What is the probabilitY
th~t it was manufact~fj by tht; machi ;
ne B ?
Solution : Let E1 , E2 , E3 he the events
that the bolts are
manufactured by A, B, C respectively.
PROBABILl'N AND RANDOM VARIABLE 1.49
35
P (E2] = 35% =I
100
= 0.35 (j( hn
2
p (X/E3] = 100 = 0.02
)J '
To fmd the probability that the defective bolt selected at random
is manufactured from the machine B.,
p [E / - p [E2] p [XI}½]
2 X] - P [E ] P (X/E ] + P [E2] P (X/E2] + P [E3] P [X/E3]
1 1
(0.35) (0.04)
---------: .-~-~----
(0.25) (0.05) + (0.35) (0.04) + (0.4) (0.02)
_ ------- _
0.014 0.014
- - =. 0.406
0.0125 + 0.014 + 0.008 0.0345
1
AAN[joM
PROBABILITY AND
1.50
/Example 1.3.5/
nts o f w hich 15% are defectite• t\
po ne .
A. box contains .2000 c:om ar e defec tite. l'1 to 8teoii
1
ntains 5000 com ponents of Winch 25% 6 '
box co
with 10% defective
CO IJI
co m pone nt s ea ch
boxes contain 1000 item select ed Was fiou JJPo 11fll~
to
random an d an d
A box is chos•en at • from th e
e pr obab ility th at this has come
defective. Find th secoo~
•
~]
and A 4 be the events o f select'
,
1, A2, A3
Solution : Let A x respec tively. lllg Ute
d fourth bo
first, second, third an
== 15% 15
Given : P (Bl.Ai) == == 0.1s WO
p (B lA2) == 25%
== fct == 0.25
•.
"'\
P (B lA3) lO()f _ 10
- == 0•1 0
===
,o - -
, 100
I
,,
°" _ 10 ·
P (Bl,¾) ::: 1070
- 100° :::: 0.10 .
box is chosen t
Given : A .
a random and an item selected was
t
ound to be defective. •
the probabili· ,
To find ty that this has nd l,o.t
, ._ come from the seco
)
i.e., To find p (,AilB
.
B s theorem .
Y Bay e'
PROBABILITY AND RAN&>OM VARIABLE
1.51
_ (0.25) (0.25)
- (0.25) (0.15) + (0.25) (0.25) + (0.25) (0.10) + (0.25) (0.10)
I 0.25 0.25
) == 0.15 + 0.25 + 0.10 + 0.10 - 0.6 = 0.4167
1
~xample 1.3.61'
=1
D Event of tester says it is good.
-
.D
Event •of tester says it is def~ctive.
Given : Lot of IC chips, containts 2% defective chij
,s.
. - 2
i.e., P [E] = 2% = 100 == 0.02
By Baye's theorem
p [EID] = _ _
• _P___..(_DI_E..,L_)_P(.l...-E~)- -
- - -
P (0/E) P (E) + P (PIE). P (E)
-
(0.94) (0.02)
- --------~-~--
(0.94) (0.02) + (0.05) (0.98)
0.0188 0.0188
- 0.2773
0.0188 + 0.049 0.0678
IIExample 1.3.8 i
• The members of a consulting 'firm rent cars from rental agencies. A,
B and C as 60%, 30% and 10% respectively. If 9, 20 and 6% of cars
----- •
-
from A, B and C agencies need tune up (a) if a rental car delivered
to the firJJI does not need tune up, what is the probability that it
'i
came fro11,1 B agency. (b) if a rental car deliverd to the firm need
tune up what is the probability that came from B agency.
[A.U. AIM 2004, 2008]
Solution : Let E 1 be the event. that the members of a consulting
firm rent cars from rental agency ;\.
Let E2 be the event that the members of, a consulting
firm rent cars from rental agency B.
Let E 3 be the event that the members of a consulting
firm rent cars from rental agency C.