Bayes
theorem
By
Souravkrishna KA
720823208095
MBA B
Introduction
Bayes’ theorem is also known as Bayes’ rule,
Bayes’ law, or Bayesian reasoning, which
determines the probability of an event with
uncertain knowledge.In probability theory, it
relates the conditional probability and
marginal probabilities of two random events.
Bayes’ theorem was named after the British
mathematician ThomasBayes. The Bayesian
inference is an application of
Bayes’theorem,which is fundamental to
Bayesian statistics
What is Bayes Theorem?
Bayes Theorem is a method of calculating the joint probability
calculating conditional of event one and event two
probability.The traditional occurring at the same time, and
method of calculating conditional then dividing it by the probability
probability (thevprobability that of event two occurring.However,
one event occurs given the conditional probability can also
occurrence of a diferent event) is be calculated in a slightly
to use the conditional probability different fashion by using Bayes
formula, Theorem.
When calculating conditional probability with
Bayes theorem, you use thefollowing
steps:Determine the probability of condition B
being true, assuming that conditionA is
true.Determine the probability of event A being
true.Multiply the two probabilities together.Divide
by the probability of event B occurring.This means
that the formula for Bayes Theorem could be
expressed like this:P(A|B)=
P(B|A)*P(A)/P(B)Calculating the conditional
probability like this is especially useful when
thereverse conditional probability can be easily
calculated, or when calculating.
Bayes’ theorem can be derived using
product rule and conditional probability
ofevent A with known event B:As from
product rule we can write:P(A/ B)= P(A|
B)P(B)orimilarly,the probability of event B
with known event A:P(A ^ B)= P(B|A)
P(A)Equating right hand side of both the
equations, we will get:
a • The above eauation lal is called as
Bayes rule or Bayes theorem
Example #1Question: what is the probability that a patient
has diseases meningitis with a stiff neck Given Data:A
doctor is aware that disease meningitis causes a patient to
have a stiff neck,and it occurs 80% of the time.He is also
aware of some more facts, which are given as follows:The
Known probability that a patient has meningitis disease is
1/30,000.The Known probability that a patient has a stiff
neck is 2%.Let a be the proposition that patient has stiff
neck and b be the proposition thatpatient has meningitis.
SO we can calculate the following as:
P(a|b)= 0.8P(b)= 1/30000P(a)= .02P(bla)=P(a)(b)P(b)÷P(a)
0.8+1÷30000÷0.2
=0.001333
Applying Bayes
rules
Bayes’ rule allows us to compute the
single term P(B|A) in terms ofP(A|B), P(B),
and P(A).This is very useful in cases where
we have a good probability of thesethree
terms and want to determine the fourth
oneSuppose we want to perceive the
effect of some unknown cause, andwant
to compute that cause, then the Bayes’
rule becomes:P(cause|effect)=P(effect|
cause) P(cause) ÷P(effect)
