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Bayes Theorem

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Darshan Suresh
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38 views20 pages

Bayes Theorem

Uploaded by

Darshan Suresh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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pe * ‘ e Pr Dee atta on Boys Therm — UGB. (Sut Pad An eweuk “Mca Oceur only If one of the mufu exclusive and exhaustive — ack sf wets By, Br, --, Ba OCeers - Suppose that, the uneondelenal probabiltiex P(B), P(BD,-, PB) Jord the condittenal prebabitihes P(Ale), (mad, -» PLE ave kwon . Thea, the conditfenal probability P(81/é) f ified wut By 1 whun A 7s stated +o howe a cecuved, Is given , PB = PCH). faGi) / & Pow). P (Aes) pe ~ oh Too boxe contain rerpectiv 4 white and 2 black, and A witte and 8 black balls . Ove batt to Kame We We box re Te tet”, Aras frem the latter. Tb tums outdo be black . tromrfered — ball 4a stil 7 eved and then one ball is What fs the prob abt Itty That tae is) oa) (ga: Three ideutioal boxes , F/T, Tr and 3 wd bolle , 3 Wuite O 2 wrtte and B wed balla - wroniom and abah & aroun w% found to be wlSte , What Xs sone wae nelected 2 (2784) t iv. ef outcomes favousal Probabillh = & an even & scanned with OKEN Scanner 1 r as. Cuntowrs ave uaed +o evaluate preliminary product auciguy. Tn the pant, 4576 Hf highly pucecsfulle producl’s reeeived Gord veviee8, 6o"/+ of mod evotely pucsenpul produchsd veeeived gerd weyiews , and 10 of poor produc weecived good reviews «Tn addttow, 4st of producdas | 20% have Been moderately have been ba ghty pocenful , and 257 f have beer poor products . @ what fs the probebilihy that a product adtaiua a geod vevier > Tp a wep derign attniw & geod veyie® , Whol a7) dhe probabil, anot tr wth Seo a big lily Aegesenfed product 2 f Capa when , paat the OQ oa product owt ottoman a probability that it will be a high! puceeefulk produc 7 ww 0 QA. Tithe 2012 preoident dlecttell® exit pile from the ex‘fedl tate of Olde provided the filavivg Cbawa Row 62 T]< AT I+ Noe @ allege degree (ev) College grodusate (40175) AT’ le Bole Tha vrondomly Aeletted srenbond ene Neted for Cbame, What is the probabil shat the person wos & College degree 2 ies Zn a foctory , there ave Hes) giving the output” as]e , 25°F 1 Tt War observed that those mach Stam that Te, A/- and 2) @ “tow ito iw picked up vrandew! what & the probabed lity tha 4 @® Bhan “tem Wo Feleed vp crandewlyy wnat to the probabil hy Anak ib is © Th an “kum io Picked up randomly what & probabiliby that St is from = machine 3B maclives Mi, M2 , Me gorle of tne total Outpl. furs produce defective & scanned with OKEN Scanner en a bat draw " = iy whieh (2 black. 26 3B Box 4 Box 2 shee ae two olertae> * Bs The ye | att fe was dwt - Boe The fromnfered ball OMe black. » Thess A= The balk avon from ae el The event ‘AY, whiely Atoted above 7 actuolly happened after the eceucrauce of By or Bo a probability Shak tre. trowafered ball so wah, 1G, P(BYK). Now, || acy 4 : 1 €c, eo a . 3 P(e =! ‘ ee Oe reneskuctl P (Ba) = ee eG pote om exhaust ée, é S Apo, P ple1) = Probavitihy that the batt draan fom the and box “f black avs usr Mat he tromaberec\ ball 4 sate 6 - 4 2B: . srowrsfer Mae. ey : tet To an, 2 all) P(hlss) = Probalsithy that the bal Av she 2nd box Te block ; aurea frawntered bab ta black. - Oe ee Se, Using Bayed theereme, ole 2 | ele ee ” Plaleiy PD) FP (Alba) P(E) oe Bis xa + 4s * 3 7 q & scanned with OKEN Scanner r ®.» Qe aw 3w 2w BR 7k BR Box | Box 2 Box 3 | on B=) Suppose) By = So is eee P(e = 3 Boe Box2 Ww chorsen oP (BD 23 ee le A= drawn ball & plate « wehave to find, the probalsilihg of ‘he Wypethinis Ba, given that ‘nN hos happened « ie. P(Bo]A)= ? P(AIB) = ProbabTlily ef getting a wlili: bait “oneurniing, that Box 4 ts Selected . ( = feed Tey a P (M183) = Prsbabildly ong awuile ball omumning tna a A BP Yack a” = Be). Toe, PAB) = Probaleilelg 4 ating 2° 4% So 7 tot Bo’ ® 2, 2 &. Bey vaing Boyes Hreerew, P(@1A) = P(ALea)~ PLB Ge") te. & scanned with OKEN Scanner iectle yee On enetee ea $0Q_— GaR > Gived Review wsp —y Watly Suceers{ul MSP —» Modewaley Pe => product . " " Poor Produc « Given , Pe (SY nse) 2 DOSS P (@*/ mse) 2 OG PCAR/ pr) = O-1 Pp (usv) = ous P(msp = o3 P (pr = OAS: ® Ps) n p (a8 fee) P (HSA) > PCS mse). P (mse) +P (eles), P (PP) (ora x os) + (0:6 % 03) + (on a) ” © e(MHlae) = 7 CR ws1) - POD ; F (Fis) POs) + » (88/mse) P (mse) + P(S*er) Pld) 0:95 KAS (o-95x OS) E (0-6x 03) + (OX oas) uy @ —¥ (cr) = |-045 = 0057 a P (AR fase) = \-oe = 0°4 . PC 47ep) = lo0:\ = 0:9 < P "feet - P(A ~nsP) * P (SP) © (ethan) rOosty + & (Maye) POSED +P( = bos X O14 (v:05 x 04S) + (ouxo-3) + (0-4x 0-25) & scanned with OKEN Scanner Fe WG = Without college Logue , CG > College -clegeu st'@:- P (ween) 2 OL ZS (ca) 204 i = O4F (ei), e( ee 20+ Romy) 2 Os p ( sbet)=0 ve, { Bom ) ° pia ye p (hase (eg re Obamy 0 e rege OE) (tae) ree) + © wes ; 5 186. 9 086 . O47 X OY . ee (o-wrx 0-4) + (B52%0'6) BO pm) = 028, Plmr) 20.35, Plms) 20-4 P (dim) > 0-05, P(D[m) = 0°04, P(DIms)= 0:02. P (mrp) = P(DImz) . P(ma) ® ¢ a = P(pimy POM) B® Ploy) + P (MI) = © p(™/p) + P(mip) = & scanned with OKEN Scanner f eB clement of A is onsigued to Some uni | Random Variables :- Random variable has bean defined as a funclior @hich assumes veal value on the outcouniy of a vandem experiment . La 'S be the sample apace of some given random experiment. Tt has been observed that The outcomes (i.e. Sample points of 8) ave wot always mumbers, We however — onsign a weal mumbes to each Aasmnple point according to some defined vile - Such aw assignment ven ws " function defined onthe ample Apace 6" «Thin tunclion Js called arvandom voriable - Random Varlable 'X' may be defined 0% Suncliow wahiicle assigns aveol mumber X(e) to eoch Aasnple paint ‘2’ ga ayen Aample poco Hon Exornple 2a In tne wondom experiment of teasing 2 caims, lerthe sample Apacer be S= ZH, HT, TH Sr}. TE X's 4he vandewm ~atiable denoting he ‘number sf beads’. then we have assigned Oo qumbes to each sample pent on Apellews: x(HK) =2, % (wy = 4, x(*)° 4 xO = Example oo In the random expeviment of twoutng a die , 1 Apace be 82 41,2,3,4, 5, Gf. We ‘Tubo Vorfable “x onthe Sample space, X = (no. of Then, xO) = (1-32 4, x)= (2-3%2 1, KO)2 G3) X@= @-3D%2 1, x)= (]-3)"= 4, x(6= (6-3) Fune™:- Lek A and B ave hon -emply, ada . Than a rule tno nis wile defines a function from Ato fra ce & scanned with OKEN Scanner r Discrete random Variable s- A random variable which ossumes a Discrete random Variable finite vember or oO countably ‘nfivite wambes of values fs called a Discrete random variable - Couffuuows random Variable s- If the random variable assume Qn uncourlably infidle number of volusa , his called eonlinuons vindom variable - The vandem variable “x” in example 4 takes only 3 volucs 0,1,2 . Tn example 2, ‘x’ 4akes 4 valur 0,1,4,9- The ae alt dboerele random variably with a finite uumber of valum. 4 Probability disbibulfon +- (Probab Abtibulion of a vandem vowable IS a abatement apedifying the Ach of Ths pessible values together usitin tans werpective probaly When a-vondem expeimunt fs theovetf ossumed 4d newe as amodl , the probabilities cam be gvew os 0 fuuclion = rOndem varicddle . Diserete Probability, DishShucinia: *- Let, “x be a discrete vandem variable wliich cow oweme the volues %, Kr,--+) Xn ost pre 4 Pu Po, --y Pa venpectively CGyet- The of the net of voluwr “9 togelhur ost “BE (iet2,-yW) defines the Probebsitihy Aid ot the Bhoarcte vondem variable *X or probability Astilbulien oe The Probealaitihy Mat Me random variable O specified volue ‘x can be nersed 17 a qensra\ smathematicol enpravio Fed. fo = Proboatsility that °X" ansunw the = Vex & scanned with OKEN Scanner en t— The furelion {@) ts cold the probabilihy mon function of the aiscsele vandem variable “x', if Ib Aakislies tron Sh fezc , W Eeey-4+. weve tre' Avwciin 1 5 taken over all possible valu of “x. Continuous Probability Dishitbulion + — Let , X be a continuous vandom variable , whidn can opsume amy wale in the interval (ab) 16. Ae eb . Since ; the mumber of possible values of “a” is uncountable ‘ofinili. Wwe ean not ansigu a probabilthy +o end value of the vortable » a8 Ws done in discrete probabilihg Abvibulion . Therefore, ‘in a continuous probability Aishiloubion we have +o onstgn probolitities +o tntervals , and not to Individual value - Probobilty demsity funcbinw : — The function f&x) to called the probatailtg dewsity Auuclion (pag) cf the covtfnuous vandem vatiable'x’ , If Tt Aatisfies tus Conditfews :- Or 2 eC uguse @) #70 4 Wy [feodeate [eae -» 2 4 . The probability that ‘X Wer below to ppueiffed valuss'c nad % defined 0%, A P@ wk +rak-l =O. > Cer QoK-) =e» “Real, KeVio - By virtue of (Z) , Ke -\ Is nol posable - feWene, JK= 00 & scanned with OKEN Scanner P(x<é) = P&=O)+P(RaD4-- “+P (x=8) Ml P(X 6) = I-PGK¢eH >? = \|-o0°'sl 0.1 D., OK + 2K42K +3K 4K" = SKik = Sxlop + (ot = 0:3) Since the events Ore complem @ scanned with OKEN Scanner (Cumulative. Dishibution Fuuction — The prebebitty Anata vandom variable yh tales avalue Ws than os pal too aputified volue gx isa function of ‘we, and warty aeusled by FG. Th fuuction is called —ewmulitive Abolition Guuclion Cea) 6 tm yandom Variable *X', Fx) = P(xEX —O Since, FO vepreumnls probability + wv, of£FG) £4 - Roy the discrete probability dishibution of 'x', wlads arvsumer a faite wo. oF values 94, %, tn Biber Pu ee vey i on P (x=x): the edb is given as Fellas (gor Aiscrcte probability Risbiloution) with pro aloes ie. FO) =P xem [Ono See el Flos) =Porboe £% = wh > wan, %r SL %% : ALK Plage Paths: SI pyt Po y Dun, %SeS%S. = papers when, % oe <%4 = Raebee Ph) BUM The probaboili Anat *x' Mea fw an onterval , and ft, , 3S ave oy, # (%54 x £41) = p(xexy- PO lteexens) = F(ay- FOs) a) & scanned with OKEN Scanner forthe continuous pacbelélty—Aistadion ef", wth a probit density g im 4x) in tnterv al EXE, rele a © « the pat fe ean be obtained from the ot terres cag fs is. Of EG = [ fe at a Br fellows that . caf FO) by aifferewh ation [eke] -© TE tne edt kwon + the probaloilitivs ofriwtervals com be cbitned from the relation, P(e He + Lox <3- | => lou XB & scanned with OKEN Scanner sb The Pdf of a Contimuows vandem vartable f Ye K(x-D (2-%) wi, » KWKE2,. Determine CG) the value unt. “kK. | (4) tne cumulative dishibution -fune” . Gi) the pwbabilily nat X isn thaw sig, P(* S54) (iy) " n " x Is grealur than 3). . wv) " u 4 X lin blo Sl4q amd 3/2. AN. ys KNX) = K (3% -%- 2) (wring the and tend” of pat - YK Geta ed. > KL -% we |T aa, ; > cl. ~The paf is 1 ye 6(82-%-2) Ga) The Gwmulahve dbibution func ae Fla) = |r ok, wim, ALx) -%) _ a) (2+) . wm PQ) = jt ak. a fat ' e(t-ya- ar a = c | (ei) 0-4) ae \ c ‘ (24-8 244) 2 ef (3* fe 2) at - get a] i 141 2H : at’ ea ]* = e| 7s vy Fl) = §-1e 44x 2x3 & scanned with OKEN Scanner eee @ Caleal ation of integretion far Fading out the value of ‘kK! 2 ey J Goo) 4 ee N wert 7 Remerer = + (am - 8-2 49) de at —— tn \ no AK = ij (-2+3x-2) dx a a oe pepe | GSS b \ et - ier 3 ne 1 MH ual _(-fetfe) |. alee. ~ > al 16-24 1 - y 2» . ~e wy -2d = = 6 Thernfore 2 Kj B (*-)2-%) dx aa ki 4% 24 2D & scanned with OKEN Scanner ie A eovtimomw vv. X fllews unitorm distribulien wah pdf. #0) =e, 14%46. Page-4ay (we sate An @>) Fmd the probabilities G) plac X€5) 1) Oe Gay P(XK3-2) , OY) P(E 34K E 4:5), P CX >58) w& Find the c-d-f and detewmive the value ak’ puch that, PCxX/2:8), P(\x-21 <0'8) ee L © scanned with OKEN Scanner @ A tviiviw Vv. ® n oo Solution: Foye max , 08 KE4. XQ vpn “Foy is pdt - a . “| Foy ax =. , 7 | > Vidcat. i oT U-a ae! . sa o jade 21 fea i A + Ko ° “o a ae 4s cara wee > ete LEE (re 22 > afed- 40h 7 ae aad) — 4% (4-8) = 1 2 & ) :. 5 Ae ane al 3 2- 8a =! ? 2 1-2 ° yeast » fev & scanned with OKEN Scanner = Hen Caleulak P(X so, p(xet) = F(4) Wel, (= FOr) = F(x) =P — m Z 1b p(Ix-2| p(-o-s PC isd (Xx) 2 < @ scanned with OKEN Scanner

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