Bayes Theorem Intro
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jamesnorris8902Bayes Theorem Intro
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jamesnorris8902Introduction to Bayes’ Theorem
What is Bayes’ Theorem?
Bayes’ Theorem is a fundamental concept in probability theory that describes how to
update the probability of a hypothesis based on new evidence. It provides a mathemat-
ical framework for conditional probability, which is the probability of an event given
that another event has occurred.
Formally, Bayes’ Theorem is expressed as:
P (B|A) · P (A)
P (A|B) =
P (B)
where:
• P (A|B): Posterior probability of event A given event B.
• P (B|A): Likelihood of event B given event A.
• P (A): Prior probability of event A.
• P (B): Marginal probability of event B.
Key Components
• Prior Probability (P (A)): The initial probability of the hypothesis before new evi-
dence.
• Likelihood (P (B|A)): The probability of observing the evidence given the hypoth-
esis.
• Posterior Probability (P (A|B)): The updated probability of the hypothesis after
considering the evidence.
• Marginal Probability (P (B)): The total probability of the evidence, often com-
puted using the law of total probability.
Simple Example
Suppose a medical test for a disease is 95% accurate (i.e., P (Positive|Disease) = 0.95),
and the disease affects 1% of the population (i.e., P (Disease) = 0.01). The test has a 5%
false positive rate (i.e., P (Positive|No Disease) = 0.05). If a person tests positive, what is
the probability they have the disease?
Using Bayes’ Theorem:
P (Positive|Disease) · P (Disease)
P (Disease|Positive) =
P (Positive)
1
Calculate P (Positive) using the law of total probability:
P (Positive) = P (Positive|Disease) · P (Disease) + P (Positive|No Disease) · P (No Disease)
= (0.95 · 0.01) + (0.05 · 0.99) = 0.0095 + 0.0495 = 0.059
Then:
0.95 · 0.01
P (Disease|Positive) = ≈ 0.161
0.059
So, there is approximately a 16.1% chance the person has the disease.
Applications
Bayes’ Theorem is widely used in:
• Statistics: Bayesian inference for updating model parameters.
• Machine Learning: Naive Bayes classifiers for text analysis.
• Medical Diagnostics: Interpreting test results.
• Decision Making: Risk assessment and prediction.
Further Reading
Explore topics like Bayesian networks and Monte Carlo methods. Refer to Probability
and Statistics by DeGroot and Schervish for deeper insights.
