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Bayes Theorm

1) The document discusses Bayes' theorem and how to use it to calculate conditional probabilities. 2) It provides an example involving drawing balls from jars to calculate the probability a red ball came from the second jar given that the ball was red. 3) Bayes' theorem allows calculating the probability of an event given another event occurred by relating it to the probabilities in the opposite direction.

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Saimee Ashraf
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81 views24 pages

Bayes Theorm

1) The document discusses Bayes' theorem and how to use it to calculate conditional probabilities. 2) It provides an example involving drawing balls from jars to calculate the probability a red ball came from the second jar given that the ball was red. 3) Bayes' theorem allows calculating the probability of an event given another event occurred by relating it to the probabilities in the opposite direction.

Uploaded by

Saimee Ashraf
Copyright
© © All Rights Reserved
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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Bayes’ Theorem

Example
 Three jars contain colored balls as described in the table
below.
 One jar is chosen at random and a ball is selected. If the ball is
red, what is the probability that it came from the 2nd jar?

Jar # Red White Blue


1 3 4 1
2 1 2 3
3 4 3 2
Example
 We will define the following events:
 J1 is the event that first jar is chosen
 J2 is the event that second jar is chosen
 J3 is the event that third jar is chosen
 R is the event that a red ball is selected
Example
 The events J1 , J2 , and J3 mutually
exclusive
 Why?
 You can’t chose two different jars at the same time
 Because of this, our sample space has
been divided or partitioned along these
three events
Venn Diagram
 Let’s look at the Venn Diagram
Finding Probabilities
 What are the probabilities for each of the
events in our sample space?
 How do we find them?

P A  B  P A | BPB
Computing Probabilities
Probability of picking up a red ball from J1 = P of a red ball being picked up
from J1 from all balls* P of J1 being picked up from 3 jars

PJ1  R   PR | J1 P J1    


3 1 1
8 3 8
 Similar calculations show:
P J 2  R   P R | J 2 P J 2    
1 1 1
6 3 18
P J 3  R   P R | J 3 P J 3    
4 1 4
9 3 27
Where are we going with this?
 Our original problem was:
 One jar is chosen at random and a ball is
selected. If the ball is red, what is the
probability that it came from the 2nd jar?
 In terms of the events we’ve defined we
want:
P J 2  R 
P J 2 | R  
P R 
Finding our Probability
 We already know what the numerator
portion is from our Venn Diagram
 What is the denominator portion?

P J 2  R 
P J 2 | R  
P R 
P J 2  R 

P J 1  R   P J 2  R   P J 3  R 
Arithmetic!
 Plugging in the appropriate values:
P J 2  R 
P J 2 | R  
P J 1  R   P J 2  R   P J 3  R 
1
 
  18 

12
 0.17
 1   1   4  71
   
 8   18   27 
Try Problem
 Bowl A contains 2 red chips; bowl B
contains two white chips; and bowl C
contains 1 red chip and 1 white chip. A
bowl is selected at random, and one chip
is taken at random from that bowl. What is
the probability of selecting a white chip?
Another Example—Tree Diagrams
Red, White, and Blue are 3 types of tractors made
by a company
The chances that a tractor is defective are
6%,11%, and 8% for lines Red, White, and Blue
respectively.
48% of the company’s tractors
are made on the Red line and 31% are made
on the Blue line. What fraction of the company’s
tractors do not start when they roll off of an
assembly line?
Define Events
 Let R be the event that the tractor was made by
the red company
 Let W be the event that the tractor was made by
the white company
 Let B be the event that the tractor was made by
the blue company
 Let D be the event that the tractor won’t start
Extracting the Information
 In terms of probabilities for the events
we’ve defined, this what we know:
P R   0.48
P W   0.21
P B   0.31
P D | R   0.06
P D | W   0.11
P D | B   0.08
What are we trying to find?
 Our problem asked for us to find:
 The fraction of the company’s tractors that do
not start when rolled off the assembly line?
 In other words:

P D 
Tree Diagram
 Because there are three companies
producing tractors we will divide or
partition our sample space along those
events only this time we’ll be using a tree
diagram
Tree Diagram
Follow the Branch?
 There are three ways for a tractor to be defective:
 It was made by the Red Company
 It was made by the White Company
 It was made by the Blue Company

 To find all the defective ones, we need to know how


many were:
 Defective and made by the Red Company?
 Defective and made by the White Company?
 Defective and made by the Blue Company?
The Path Less Traveled?
 In terms of probabilities, we want:

P R  D 
PW  D 
P B  D 
Computing Probabilities
 To find each of these probabilities we
simply need to multiply the probabilities
along each branch
 Doing this we find

PR  D   PD | R PR 


PW  D   PD | W PW 
PB  D   PD | B PB 
Putting It All Together
 Because each of these events represents
an instance where a tractor is defective to
find the total probability that a tractor is
defective, we simply add up all our
probabilities:
PD  PD | RPR  PD | W PW   PD | BPB
Bonus Question:
 What is the probability that a tractor came
from the red company given that it was
defective?

P R  D 
P R | D  
P D 
I thought this was called Bayes’
Theorem?
 Bayes’ Theorem
 Suppose that B1, B2, B3,. . . , Bn partition the
outcomes of an experiment and that A is
another event. For any number, k, with
1  k  n, we have the formula:
P( A | Bk )  P( Bk )
P( Bk | A)  n

 P( A | B )  P( B )
i 1
i i
In English Please?
 What does Bayes’ Formula helps to find?
 Helps us to find:

PB | A
 By having already known:

P A | B 

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