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What is Bayes' Rule

Bayes' Rule, also known as Bayes' Theorem, is a fundamental concept in probability theory and
statistics. It describes how to update the probability of a hypothesis based on new evidence. The
theorem is named after Thomas Bayes, an 18th-century statistician and theologian.

Bayes' Rule can be stated mathematically as:

P (E∣H) ⋅ P (H)
P (H∣E) =
P (E)
​

Where:

P (H∣E) is the posterior probability: the probability of the hypothesis H given the evidence E .
P (H) is the prior probability: the initial probability of the hypothesis before considering the
evidence.

P (E∣H) is the likelihood: the probability of the evidence E given that the hypothesis H is true.
P (E) is the marginal likelihood or evidence: the total probability of the evidence under all
possible hypotheses.

Intuitive Explanation
Bayes' Rule essentially tells us how to update our beliefs (the probability of a hypothesis) after
observing new data (evidence). The prior probability P (H) represents what we believed about the
hypothesis before seeing the data, and the posterior probability P (H∣E) represents what we believe
after taking the data into account.

Example
Suppose a medical test is 99% accurate, meaning it correctly identifies a disease 99% of the time,
and the disease is present in 1% of the population. If a person tests positive, Bayes' Rule can be used
to calculate the probability that the person actually has the disease.

In this case:

H : The person has the disease.

E : The person tests positive.

Bayes' Rule would help us combine the accuracy of the test with the prior likelihood of having the
disease to get a more accurate assessment of the person's condition.

solve the example problem

Let's solve the example problem using Bayes' Rule.

Problem Restatement
Test accuracy: 99% accurate, meaning:

The probability that the test correctly identifies a person with the disease (True Positive rate)
is P (Positive∣Disease) = 0.99.
The probability that the test correctly identifies a person without the disease (True Negative
rate) is P (Negative∣No Disease) = 0.99.
Prevalence of the disease: 1% of the population, so P (Disease) = 0.01.
False Positive rate: Since the test is 99% accurate, the False Positive rate (probability of testing
positive without the disease) is P (Positive∣No Disease) = 1 − 0.99 = 0.01.

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8/28/24, 11:26 AM ChatGPT

We want to find the probability that a person actually has the disease given that they tested
positive, P (Disease∣Positive).

Using Bayes' Rule

Bayes' Rule is:

P (Positive∣Disease) ⋅ P (Disease)
P (Disease∣Positive) =
P (Positive)
​

Step 1: Calculate P (Positive)

The total probability of testing positive, P (Positive), can be found by considering both cases
(having the disease or not):

P (Positive) = P (Positive∣Disease) ⋅ P (Disease) + P (Positive∣No Disease) ⋅ P (No Disease)

Where:

P (No Disease) = 1 − P (Disease) = 0.99.

So:

P (Positive) = (0.99 × 0.01) + (0.01 × 0.99) = 0.0099 + 0.0099 = 0.0198

Step 2: Calculate P (Disease∣Positive)

Now plug the values into Bayes' Rule:

0.99 × 0.01 0.0099

P (Disease∣Positive) = = ≈ 0.5
0.0198 0.0198
​ ​

Interpretation
The probability that a person actually has the disease given that they tested positive is approximately
50%.

This result highlights an important concept in medical testing: even if a test is highly accurate, the
actual probability of having the disease after a positive test can be much lower than expected if the
disease is rare.

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