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! P1.T2. Quantitative Methods (20%)

Bayes Theorem application -

$ Ramd · % Sep 8, 2012

Sep 8, 2012 " #1

Ramd
R New Member

Hi All,

Below question is getting much popular (its from "Quantitative

Methods for Business" by Dennis J. Sweeney, David R. Anderson)".
Thought to share.

Prior probabilities if diseases are based on the physician’s assessment

of factors such as geographic location, seasonal influences, and
occurrence of epidemics. Assume that a patient is believed to have
one of two diseases, denoted D1 and d2. With P(D1)=0.60 and
P(D2)=0.40, and that medical research shows a probability
associated with each symptom that may accompany the diseases.
Suppose that given diseases D1 and D2, the probabilities a patient
will have symptoms S1, S2, or S3 are as follows

Disease Symptoms
S1 S2 S3
D1 0.15 0.10 0.15 This is p(S3 | D1)
D2 0.80 0.15 0.03

After finding that a certain symptom is present, the medical diagnosis

may be aided by finding the revised probabilities the patient has each
particular disease. Compute the posterior probabilities of each
disease for the following medical findings;

A. The patient has symptom S1

B. the patient has symptom S2
C. The patient has symptom S3
D. For the patient with symptom S1 in part (a), suppose that
symptom S2 is present.
What are the revised probabilities of D1 and D2?

Let's have a discussion on it......

Sep 8, 2012 " #2

ShaktiRathore
S Well-Known Member Subscriber

P(D1/S1)*P(S1)=P(D1&S1)=P(S1/D1)*P(D1)
P(D1/S1)=P(S1/D1)*P(D1)/P(S1)....1
P(S1)=[P(S1/D1)*P(D1)+P(S1/D2)*P(D2)]....2
2=> P(S1)=.15*.6+.8*.4=.09+.32=.41
From 1, P(D1/S1)=.15*.6/ .41=.09/.41=.219
P(D2/S1)= P(S1/D2)*P(D2)/P(S1)=.8*.4/.41=.781

Similarly,
P(S2)=
[P(S2/D1)*P(D1)+P(S2/D2)*P(D2)]=.1*.6+.15*.4=.06+.06=.12
P(S3)=
[P(S3/D1)*P(D1)+P(S3/D2)*P(D2)]=.15*.6+.03*.4=.09+.012=
.102
P(D1/S2)=P(S2/D1)*P(D1)/P(S2)=.1*.6/.12=.5
P(D2/S2)=1-.5=.5
P(D1/S3)=P(S3/D1)*P(D1)/P(S3)=.09/.102=.882
P(D2/S3)=1-.882=.118

P(D1/S1&S2)= P(S1&S2/D1)*P(D1)/P(S1&S2)
P(S1&S2)= P(S2&S1/D1)*P(D1)+P(S2&S1/D2)*P(D2)
P(S1&S2)= .15*.1*.6+.8*.15*.4=.09+.048=.138
P(D1/S1&S2)= .15*.1*.6/.138=.652
P(D1/S1&S2)= 1-.652=.348

thanks
1

Sep 11, 2012 " #3

Ramd
R New Member

Hi Shakti,

Below is what I solved:

Prior Probability S1 S2 S3
0.6 0.15 0.1 0.15
0.4 0.8 0.15 0.03

Joint Probability
0.09 0.06 0.09
0.32 0.06 0.012

i.e.

Joint Probability
=0.6*0.15 =0.6*0.1 =0.6*0.15
=0.4*0.8 =0.4*0.15
=0.4*0.03

Total 0.41 0.12

0.102

Postirior Prob.
=0.09/0.41 =0.06/0.12 =0.09/0.102
=0.32/0.41 =0.06/0.12 =0.012/0.102

Hence, the answer will be -

a) 0.22 & 0.78
b) 0.5 & 0.5
c) 0.88 & 0.12

Please suggest....

Sep 11, 2012 " #4

ShaktiRathore
S Well-Known Member Subscriber

these are the answers what i got!!!!please see my

explanation..
1

Sep 12, 2012 " #5

Ramd
R New Member

Oops... thanks Shakti..

Oct 20, 2012 " #6

sunny n
S Member

Hi Shakti, thanks for the calcs this really helped with a

subject that i haven't been able to get my head
around.

I had a question when calculating P(S1&S2) you had

the following .15*.1*.6=0.09, I'm getting .009. Please
clarify I did miss something out

Oct 20, 2012 " #7

sunny n
S Member

For part D) answer I'm getting is

P(D1|S1&S2) = 0.009/0.057=0.1579
P(D2|S1&S2)=0.048/0.057=0.8421

Oct 21, 2012 " #8

ShaktiRathore
S Well-Known Member Subscriber

Yes sunny there was a bit of calculation mistake from

my side. you are right thanks for pointing out the
mistake will see that from next time i do calculate
rightly
P(S1&S2)= .15*.1*.6+.8*.15*.4=.009+.048=.057
P(D1/S1&S2)= .009/.057=0.1579
P(D2|S1&S2)=0.048/0.057=0.8421

thanks

Oct 21, 2012 " #9

sunny n
S Member

thanks for confirming shakti and thanks for calc

breakdown
1

Oct 4, 2013 " #10

patakamuzk
P New Member

I had a different approach for solving D but I did get

the same solution.

P (D1|S1) | (S2) = .2195 * .1 / (.2195 * .1) + (.7805 * .15)

And I did get the same answers, so I'm guessing my
approach is fine, but please comment and let me
know if it's okay.
Thanks.

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