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5 Uncertainity Problems

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Ashutosh Pathak
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0% found this document useful (0 votes)
50 views30 pages

5 Uncertainity Problems

Uploaded by

Ashutosh Pathak
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Probability

Bayes Theorem

A box contains 3 blue, 2 red marbles while another box contains 2 blue, 5 red. A marble drawn at random
from one of the boxes terms out to be blue. What is the probability that it come from the first box?
A bowl one contains 6 red chips and 4 blue chips, 5 of these are selected at random and put
in bowl 2 which was originally empty. One chip is drawn at random from bowl 2 relative to
the hypothesis that this chip is blue. Find the conditional probability that 2 red chips and 3
blue chips are transferred from bowl 1 to bowl 2.
1% of a population have a certain disease and the remaining 99% are free from this disease. A test is
used to detect this disease. This test is positive in 95% of the people with the disease and is also
(falsely) positive in 2% of the people free from the disease.
If a person, selected at random from this population, has tested positive, what is the probability that
she/he has the disease?
A radar system is designed such that the probability of detecting the presence of an
aircraft in its range is 98%. However, if no aircraft is present in its range it still report
(falsely) that an aircraft is present with a probability of 5%. At any time, the probability
that an aircraft is present within the range of the radar is 7%.

(a) What is the probability that no aircraft is present in the range of the radar given that
an aircraft is detected?
b) What is the probability that an aircraft is present in the range of the radar given that
an aircraft is detected?
c) What is the probability that an aircraft is present in the range of the radar given that
no aircraft is detected?
d) What is the probability that no aircraft is present in the range of the radar given that
no aircraft is detected?
In a bolt factory, three machines M₁, M₂, and M₃ manufacture 2000, 2500, and 4000 bolts every day. Of
their output 3%, 4%, and 2.5% are defective bolts. One of the bolts is drawn very randomly from a day’s
production and is found to be defective. What is the probability that it was produced by machine M₂?
In a test, an examinee either guesses or copies or knows the answer to a multiple choice question with four
choices. The probability that he makes a guess is 1/3 and the probability that he copies the answer is 1/6.
The probability that his answer is correct given that he copied it is 1/8. Find the probability that he knew
the answer to the question, given that he answered it correctly.
Bayesian Belief Network

It is key computer technology for dealing with probabilistic events and to


solve a problem which has uncertainty.
"It is a probabilistic graphical model which represents a set of
variables and their conditional dependencies using a directed acyclic
graph."
It is also called a Bayes/Belief/Decision/Bayesian model.
Bayesian networks are probabilistic, because these networks are built from
a probability distribution, and also use probability theory for prediction
and anomaly
It can be useddetection.
for building models from data and experts opinions, and it
consists of two parts:
Directed Acyclic Graph
Table of conditional probabilities.
The generalized form of Bayesian network that represents and solve
decision problems under uncertain knowledge is known as an
Influence diagram.

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Bayesian Network Graph I
It is made up of nodes and arcs (Directed Acyclic Graph)[DAG],
where:

Each node corresponds to the random variables, and a variable can be continuous or
discrete.(Random variable: a variable whose value is unknown or a function that
assigns values to each of an experiment’s outcomes. Example – tossing two coins, If
the random variable X is the number of heads we get from tossing two coins, then X could
be 0, 1, or 2. This means that we could have no heads, one head, or both heads on a two-
coin toss)
Arc or directed arrows represent the causal relationship or conditional probabilities
between random variables. These directed links or arrows connect the pair of nodes
in the graph. These links represent that one node directly influence the other node,
and if there is no directed link that means that nodes are independent with each other
In the above diagram, A, B, C, and D are random variables represented by the nodes of
the network graph.
If we are considering node B, which is connected with node A by a directed arrow, then
node A is called the parent of Node B.
Node C is independent of node A.
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Bayesian Network Graph II

The Bayesian network has mainly two


components: Causal Component
Actual numbers
Each node in the Bayesian network has condition
probability distribution
P(Xi |Parent(Xi )), which determines the effect of the parent

on that node.

It is based on Joint probability distribution and


conditional probability.

Joint Probability Distribution: The probabilities of a different combination of the


variables x1,x2,x3......xn are known as the "joint probability distribution" if we have those
variables.

P[x1,x2,x3......xn ], can be written in terms of JPD as

= P[x1|x2,x3......xn ]*P[x2,x3......xn ]

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Explanation of Bayesian network I

Let’s understand the Bayesian network through an example by creating


a directed acyclic graph:

Example
Harry installed a new burglar alarm at his home to detect burglary. The alarm reliably
responds at detecting a burglary but also responds for minor earthquakes. Harry has
two neighbors David and Sophia, who have taken a responsibility to inform Harry at
work when they hear the alarm. David always calls Harry when he hears the alarm, but
sometimes he got confused with the phone ringing and calls at that time too. On the
other hand, Sophia likes to listen to high music, so sometimes she misses to hear the
alarm. Here we would like to compute the probability of Burglary Alarm.

Problem: Calculate the probability that alarm has sounded, but there is neither a
burglary, nor an earthquake occurred, and David and Sophia both called the Harry.

Solution:
The network structure is showing that burglary and earthquake is the
parent node of the alarm and directly affecting the probability of alarm’s
going off, but David and Sophia’s calls depend on alarm probability.

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Explanation of Bayesian network II

The network is representing that our assumptions do not directly


perceive the burglary and also do not notice the minor earthquake, and
they also not confer before calling.
The conditional distributions for each node are given as
conditional probabilities table or CPT.
Each row in the CPT must be sum to 1 because all the entries in the
table represent an exhaustive set of cases for the variable.
In CPT, a boolean variable with k boolean parents contains 2K
probabilities. Hence, if there are two parents, then CPT will contain 4
probability values

List of Events Occurred :

Burglary (B)
Earthquake(E)
Alarm(A)
David Calls(D)
Sophia calls(S)

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Explanation of Bayesian network III

Events in terms of Probability : P[D, S, A, B, E] can rewrite the above probability


statement using joint probability distribution:
P[D, S, A, B, E] = P[D | S, A, B, E]. P[S, A, B, E]
= P[D | S, A, B, E]. P[S | A, B, E]. P[A, B, E]
= P[D| A]. P [ S| A, B, E]. P[ A, B, E]
= P[D | A]. P[ S | A]. P[A| B, E]. P[B, E]
= P[D | A]. P[S | A]. P[A| B, E]. P[B |E]. P[E]

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Explanation of Bayesian network IV

Let’s take the observed probability for the Burglary and earthquake component:

P(B=True) = 0.002, which is the probability of burglary.


P(B=False) = 0.998, which is the probability of no burglary.
P(E=True) = 0.001, which is the probability of a minor earthquake.
P(E=False) = 0.999, Which is the probability that an earthquake
not occurred.

Table: CPT for Alarm A Depends on ’B’ & ’E’


B E P(A=True) P(A=False)
True True 0.94 0.06
True False 0.95 0.04
False True 0.31 0.69
False False 0.001 0.999

Table: CPT for David Calls Depends on ’A’ Table: CPT for Sophia Calls Depends on ’A’
A P(D=True) P(D=False) A P(S=True) P(S=False)
True 0.91 0.09 True 0.75 0.25
False 0.05 0.95 False 0.02 0.98

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Explanation of Bayesian network V

From the formula of joint distribution, we can write the problem statement in
the form of probability distribution:

P(S, D, A, ¬B, ¬E) = P (S|A) * P(D|A) * P(A|¬B ∧ ¬E) * P(¬B) *


P(¬E). P(S, D, A, ¬B, ¬E) = 0.75 ∗ 0.91 ∗ 0.001 ∗ 0.998 ∗ 0.999
P(S, D, A, ¬B, ¬E) = 0.00068045

Hence, a Bayesian network can answer any query about the domain by
using Joint distribution.

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Bayesian Network

Consider the following Bayesian network. A, B, C, and D are Boolean random variables. If we know that A
is true, what is the probability of D being true?

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