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Bayes Theorem

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36 views10 pages

Bayes Theorem

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ardra.sivam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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PFIOBABILITY AND RANDOM

1.44 'IA~,A- i'lf


-
1.3 BAYE'S THEOREM ,,I
~{

eaye's theorem or Theorem of probability of cases.


Let B , B , ... Bn be an exhaustive and ,mutuajJy exclusi
1 2
C"" - - -
Y.,e rand I ,i -
experiments and A be an event related to that -

_,.-- 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

The contents of oms I' II' III are a~ ',o


" IIows :

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

selected urn are white and red.. _


l •
1

.._)

I •

Then f(B1) = P (B2) = P (B3) - ½


1C1 x 3C1
p (~Bi) =
' . 6C2,1
.,
lx3 1 I I
- -
15 5
(2C1) X (1~1) .1
P(A!B2) -
4C2 3

(4C1) X (3C1)
P(A/83) - - -2
12C2 11? '
\
Baye's theorem

P(Bi/A) - P(Bi) P(A/Bi)


n .,
L P(Bi) P(A/Bi)
i=l c:.----:
c:;;;.e= ==----- --
Hence,

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

Note : P(A/Bi) = Probability of getting lW and· 1R balls µt


tt,,':1 I
P(NB ) - Pr ob ~t ! of getting lW
2 and lR balls in um Il •
P(NB ) = Probability of getting 1W
3 and lR balls in um III ,
,.
I
(\Example 1.3.2\\

The contents of three u1;ns . . 1, 2,. 3 are


as follows :.
Balls
Urns White Red Black
I 1 --1
2
--\
. 3•
II 2 ,- '
3
III 3 1 ----
1 2 _,, I


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

A bag A contains 2 ~bite and 3 red balls and a bag B contains 4


white and S red balls. One ball is drawn at random from one of the
bags and is found to be red. Find the probability that it was drawn
I

from bag B. • [A.U. N/D 2006)


Solution :
ABILITY AND RANDOM VA~t \
__ PAOB
-1.48 White Red
Bag
· -
2 3
A (B1) __ -,-
5
B (B2)
. drawn from the bag A
h t the ball is
Let B1 the event t a 11 . drawn from the bag B
h
B2 the event t at the ba ts
ball is red.
A be the event thta the dra wn

:. P(B1) = P(B2) = 1/2


P(AIB1) = P(B2) = 1/2
3c·1 3
:. P(A!B1) = = 5

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

Given : In a bolt factory, machine A manufacture 25% of total


output.

1:~~11 • 25% . ;t.: = 0.25

Given : Machine •B manufacture 35% of total output.


fC ;I I JI I

35
P (E2] = 35% =I
100
= 0.35 (j( hn

Given : Machine C manufacture 40% of total output.


' '
P [E3] = 40%
1
:o = 0.40 ' I
(

Let X be the event of drawing defective bolt.


5 I J , I

p (X/E1] - 100 = 0.05 .


,.
4
I
p (X/Ei] - 100
-- 0.04
t

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.,

i.e., to find P (E2/X]


Lu1 J
By B-~ye's theorem r 1

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

2Y == p (A3) == P (A.i) == ¾== 0.25


. :. P(A1) == P(A I

event consisting of all defecti~e com ponents.


Let B be the • I

== 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'

A certain firm ha.s plant ~' a~d C producing IC chips. Plant A


produces twice the output fr~m B and B produces twice the output
from c.1be probability of a non-defec~ive product produced by A, B,
C.are respectively 0.85,. 0.75 and 0.95. A customer receives a defectiv~
product. Find the probability that it came from plant B.
[A.U. May, 1999]
Solution: Given : Plant A produces twice the output of B.
Plant B produces twice the output of C.
/ Let Plant A produces 100 number of IC chips.
Let Plant B produces 50 number of IC chips.
Let Plant C produces 25 number of IC chips.
'
E. The event that the item produced is non-de~ective
-E The event that the item produced is defective.

Hence P(A) = = 0.57
s~N1ve R$
50 *( Acc. No IJ-~
P(B) - = 0.29
175 ·····••7.Z:.7 g
er'--.,,. • ·T,••........

P(C) - 25. = 0.14 •


175 R,4 L L l8RAJf1
Given : The probability of a non-defective product produced by
A, B and C are re~pectively 0.85, 0.75 an~ 0.95
95
i.e., P(E/A) - 0.85, P(E/B) · = 0.75, P(E/C) = o.
i.e., P(E/A) - 1 - p (E/A) = 1 - 0.85 = O.t5
P(E/B) = 1 - p (E/B) = 1 - 0.75 == O.:ZS
PROBABILITY AND RANDOM VA~
1.52
I
l
P(E/C) = ... p (EiC) == 1 - 0.95 = 0.05
To find the probability that the customer receives

a defe%
product fro~ plant B. , p (B) p (~IB) .::--...
i.e., P(B / E) = P (A) p (BlA) + p (B) P (EIB) + P
(C) f (EiC)
(0.29) (0.25) '

= (0.57) (0.15) + (0.29) (0.25) + (0.14) (0.05)'

0.0725 - 0.0725 = 0 4394


• = - .- - -+.::.:.:o.:..:...07~25:--+-=o~.oo=1 - 0.165
0 0855 •
f-
G
l!example t.3.711
A given lot of IC chips contains 2% defective chip
s. Each is tested
before delivery. The tester itself is not totally reli
able. Prob-rbility of
tester says the chip is good when it is really go~
d is 0.95 and the
probability of tester says chip is defective ,when it .
is actually defectift
is 0.94. If a tested device· is indicated to be defe
.
.
ctive, what is the
probability that it is actually defective.
. [A.U. N/D 2004)
.
Solution : E Event of chip is actually good.
- .
, E Event of chip is actually defective
'v v we tcnow• that' P (E) + P (E)
-
~j.l~

=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

P[E) = l - p [EJ = 1 - 0.02 == 0.98


Given : Probability of tester says th hi .
good IS· o.95. e c P ts good when 1t. 1s
. allY
re
i.e., P[Dm] = 0.9~
-
P[D/E] = 1 - P[D/E] == l _ 0
- •95 == 0.05
PROBABILITY AND RANDOM VARIABLE 1.53

Given : Probability of tester says the chip is defective when it is


actually defective is 0.94.
- - =
i.e., P [DIE] 0.94
To find : The probability of actually defective
--
i.e., To find P [EID]
,;....

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.

Given . p (E1) =. 60% 60


= 100 = 0.60 ,

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