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Bbaldi Ips Chapter04

The document discusses probability rules including general addition rules, conditional probability, general multiplication rules, probability trees, and Bayes' rule. It provides examples of applying these rules such as calculating the probability of drawing an ace or heart from a deck of cards and the probability that a woman has breast cancer given a positive mammography result.

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55 views10 pages

Bbaldi Ips Chapter04

The document discusses probability rules including general addition rules, conditional probability, general multiplication rules, probability trees, and Bayes' rule. It provides examples of applying these rules such as calculating the probability of drawing an ace or heart from a deck of cards and the probability that a woman has breast cancer given a positive mammography result.

Uploaded by

crutili
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Probability and

inference
General probability rules

IPS chapter 4.5

© 2006 W.H. Freeman and Company


Objectives (IPS chapter 4.5)

General probability rules

 General addition rules

 Conditional probability

 General multiplication rules

 Probability trees

 Bayes’s rule
General addition rules
General addition rule for any two events A and B:

The probability that A occurs,


or B occurs, or both events occur is:

P(A or B) = P(A) + P(B) – P(A and B)

What is the probability of randomly drawing either an ace or a heart from a deck of
52 playing cards? There are 4 aces in the pack and 13 hearts. However, 1 card is
both an ace and a heart. Thus:

P(ace or heart) = P(ace) + P(heart) – P(ace and heart)


= 4/52 + 13/52 - 1/52 = 16/52 ≈ .3
Conditional probability
Conditional probabilities reflect how the probability of an event can
change if we know that some other event has occurred/is occurring.

 Example: The probability that a cloudy day will result in rain is different if
you live in Los Angeles than if you live in Seattle.

 Our brains effortlessly calculate conditional probabilities, updating our


“degree of belief” with each new piece of evidence.

The conditional probability


P ( A and B )
of event B given event A is: P ( B | A) =
(provided that P(A) ≠ 0)
P ( A)
General multiplication rules
 The probability that any two events, A and B, both occur is:

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

This is the general multiplication rule.

 If A and B are independent, then P(A and B) = P(A)P(B)


(A and B are independent when they have no influence on each other’s occurrence.)

What is the probability of randomly drawing either an ace of heart from a deck of
52 playing cards? There are 4 aces in the pack and 13 hearts.
P(heart|ace) = 1/4 P(ace) = 4/52
P(ace and heart) = P(ace)* P(heart|ace) = (4/52)*(1/4) = 1/52

Notice that heart and ace are independent events.


Probability trees
Conditional probabilities can get complex, and it is often a good strategy
to build a probability tree that represents all possible outcomes
graphically and assigns conditional probabilities to subsets of events.

Tree diagram for chat room


habits for three adult age
groups

Internet 0.47
user

P(chatting) = 0.136 + 0.099 + 0.017


= 0.252
About 25% of all adult Internet users visit chat rooms.
Breast cancer screening
If a woman in her 20s gets screened for breast cancer and receives a positive
test result, what is the probability that she does have breast cancer?

Diagnosis
Disease sensitivity 0.8
incidence Positive
Cancer
0.0004 Negative False negative
0.2
Mammography
0.1 False positive
0.9996 Positive
No cancer
Negative
Incidence of breast 0.9
cancer among Diagnosis
specificity Mammography
women ages 20–30
performance

She could either have a positive test and have breast cancer or have a positive
test but not have cancer (false positive).
Diagnosis
Disease sensitivity 0.8
incidence Positive
Cancer
0.0004 Negative False negative
0.2
Mammography
0.1 False positive
0.9996 Positive
No cancer
Incidence of breast Negative
cancer among 0.9
Diagnosis
women ages 20–30 specificity Mammography
performance

Possible outcomes given the positive diagnosis: positive test and breast cancer
or positive test but no cancer (false positive).
P(cancer and pos )
P (cancer | pos ) 
P(cancer and pos )  P (nocancer and pos )
0.0004*0.8
  0.3%
0.0004*0.8  0.9996*0.1

This value is called the positive predictive value, or PV+. It is an important piece
of information but, unfortunately, is rarely communicated to patients.
Bayes’s rule
An important application of conditional probabilities is Bayes’s rule. It is
the foundation of many modern statistical applications beyond the
scope of this textbook.

* If a sample space is decomposed in k disjoint events, A1, A2, … , Ak


— none with a null probability but P(A1) + P(A2) + … + P(Ak) = 1,
* And if C is any other event such that P(C) is not 0 or 1, then:

However, it is often intuitively much easier to work out answers with a


probability tree than with these lengthy formulas.
If a woman in her 20s gets screened for breast cancer and receives a positive test
result, what is the Diagnosis
Disease sensitivity 0.8
probability that incidence Positive

she does have Cancer


0.0004 Negative False negative
breast cancer? 0.2
Mammography
0.1 False positive
0.9996 Positive
No cancer
Incidence of breast Negative
cancer among 0.9
Diagnosis
women ages 20–30 specificity Mammography
performance

This time, we use Bayes’s rule:

A1 is cancer, A2 is no cancer, C is a positive test result.

P( pos | cancer ) P(cancer )


P(cancer | pos ) 
P( pos | cancer ) P(cancer )  P( pos | nocancer ) P(nocancer )
0.8*0.0004
  0.3%
0.8*0.0004  0.1*0.9996

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