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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?
( ) ( ) ( )BPBAPBAP |=∩
Computing Probabilities
 Similar calculations show:
( ) ( ) ( )
8
1
3
1
8
3
| 111 =⋅==∩ JPJRPRJP
( ) ( ) ( )
( ) ( ) ( )
27
4
3
1
9
4
|
18
1
3
1
6
1
|
333
222
=⋅==∩
=⋅==∩
JPJRPRJP
JPJRPRJP
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
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:
( ) ( )
( )RP
RJP
RJP
∩
= 2
2 |
Finding our Probability
( ) ( )
( )
( )
( ) ( ) ( )RJPRJPRJP
RJP
RP
RJP
RJP
∩+∩+∩
∩
=
∩
=
321
2
2
2 |
 We already know what the numerator
portion is from our Venn Diagram
 What is the denominator portion?
Arithmetic!
 Plugging in the appropriate values:
( ) ( )
( ) ( ) ( )
17.0
71
12
27
4
18
1
8
1
18
1
|
321
2
2
≈=






+





+











=
∩+∩+∩
∩
=
RJPRJPRJP
RJP
RJP
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:
( )
( )
( )
( )
( )
( ) 08.0|
11.0|
06.0|
31.0
21.0
48.0
=
=
=
=
=
=
BDP
WDP
RDP
BP
WP
RP
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:
( )DP
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:
( )
( )
( )DBP
DWP
DRP
∩
∩
∩
Computing Probabilities
 To find each of these probabilities we
simply need to multiply the probabilities
along each branch
 Doing this we find
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )BPBDPDBP
WPWDPDWP
RPRDPDRP
|
|
|
=∩
=∩
=∩
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:
( ) ( ) ( ) ( ) ( ) ( ) ( )BPBDPWPWDPRPRDPDP ||| ++=
Bonus Question:
 What is the probability that a tractor came
from the red company given that it was
defective?
( ) ( )
( )DP
DRP
DRP
∩
=|
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:
∑=
⋅
⋅
= n
i
ii
kk
k
BPBAP
BPBAP
ABP
1
)()|(
)()|(
)|(
In English Please?
 What does Bayes’ Formula helps to find?
Helps us to find:
By having already known:
( )ABP |
( )BAP |

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Bayes theorm

  • 2. 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
  • 3. 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
  • 4. 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
  • 5. Venn Diagram  Let’s look at the Venn Diagram
  • 6. Finding Probabilities  What are the probabilities for each of the events in our sample space?  How do we find them? ( ) ( ) ( )BPBAPBAP |=∩
  • 7. Computing Probabilities  Similar calculations show: ( ) ( ) ( ) 8 1 3 1 8 3 | 111 =⋅==∩ JPJRPRJP ( ) ( ) ( ) ( ) ( ) ( ) 27 4 3 1 9 4 | 18 1 3 1 6 1 | 333 222 =⋅==∩ =⋅==∩ JPJRPRJP JPJRPRJP 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
  • 8. 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: ( ) ( ) ( )RP RJP RJP ∩ = 2 2 |
  • 9. Finding our Probability ( ) ( ) ( ) ( ) ( ) ( ) ( )RJPRJPRJP RJP RP RJP RJP ∩+∩+∩ ∩ = ∩ = 321 2 2 2 |  We already know what the numerator portion is from our Venn Diagram  What is the denominator portion?
  • 10. Arithmetic!  Plugging in the appropriate values: ( ) ( ) ( ) ( ) ( ) 17.0 71 12 27 4 18 1 8 1 18 1 | 321 2 2 ≈=       +      +            = ∩+∩+∩ ∩ = RJPRJPRJP RJP RJP
  • 11. 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?
  • 12. 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?
  • 13. 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
  • 14. Extracting the Information  In terms of probabilities for the events we’ve defined, this what we know: ( ) ( ) ( ) ( ) ( ) ( ) 08.0| 11.0| 06.0| 31.0 21.0 48.0 = = = = = = BDP WDP RDP BP WP RP
  • 15. 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: ( )DP
  • 16. 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
  • 18. 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?
  • 19. The Path Less Traveled?  In terms of probabilities, we want: ( ) ( ) ( )DBP DWP DRP ∩ ∩ ∩
  • 20. Computing Probabilities  To find each of these probabilities we simply need to multiply the probabilities along each branch  Doing this we find ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )BPBDPDBP WPWDPDWP RPRDPDRP | | | =∩ =∩ =∩
  • 21. 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: ( ) ( ) ( ) ( ) ( ) ( ) ( )BPBDPWPWDPRPRDPDP ||| ++=
  • 22. Bonus Question:  What is the probability that a tractor came from the red company given that it was defective? ( ) ( ) ( )DP DRP DRP ∩ =|
  • 23. 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: ∑= ⋅ ⋅ = n i ii kk k BPBAP BPBAP ABP 1 )()|( )()|( )|(
  • 24. In English Please?  What does Bayes’ Formula helps to find? Helps us to find: By having already known: ( )ABP | ( )BAP |