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Bay's Law
Bay's Law
Subject: Statistics
(a) Three mutually exclusive and exhaustive events; (b) an event B and three mutually
exclusive and exhaustive events
The Law of Total Probability
• Suppose a sample space can be partitioned into a set of
disjoint events Bi such that B
B1 4
B3
A
B2
The Rule of Total Probability
Definition
Suppose that events 𝐴1 , 𝐴2 , … , 𝐴𝑘 are mutually exclusive and exhaustive; that is,
exactly one of the events must occur. Then for any event B,
𝑃 𝐵 = 𝑃 𝐴1 𝑃 𝐵 𝐴1 + 𝑃 𝐴2 𝑃 𝐵 𝐴2 + 𝑃 𝐴3 𝑃(𝐵|𝐴3 )+…+ 𝑃 𝐴𝑘 𝑃(𝐵|𝐴𝑘 )
Example
The U.S. Census Bureau presents data on age of
residents and region of residence in Current
Population Reports. The first two columns of
Table give a percentage distribution for region of
residence; the third column shows the percentage
of seniors (age 65 years or over) in each region.
Determine the percentage of U.S. residents that
are seniors.
Solution
• So:
Bayes’ Theorem
Bayes’s Rule
Definition
Suppose that events 𝐴1 , 𝐴2 , … , 𝐴𝑘 are mutually exclusive and exhaustive; that is,
exactly one of the events must occur. Then for any event B,
𝑃 𝐴𝑖 |𝐵
𝑃 𝐴𝑖 𝑃 𝐵 𝐴𝑖
= ,
𝑃 𝐴1 𝑃 𝐵 𝐴1 + 𝑃 𝐴2 𝑃 𝐵 𝐴2 + 𝑃 𝐴3 𝑃(𝐵|𝐴3 )+…+ 𝑃 𝐴𝑘 𝑃(𝐵|𝐴𝑘 )
where 𝐴𝑖 can be any one of events 𝐴1 , 𝐴2 , … , 𝐴𝑘 .
Example 1
In the example from the previous lecture,
what percentage of seniors are Northeast
residents?
Solution
𝐴1 =“Resident lives in Northwest”
𝐴2 =“Resident lives in Midwest”
𝐴3 =“Resident lives in South”
𝐴4 =“Resident lives in West”
𝐵 = “Resident is a senior citizen”
𝑃 𝐴1 = 0.183, 𝑃 𝐴2 = 0.222, 𝑃 𝐴3 = 0.363, 𝑃 𝐴4 = 0.232.
𝑃 𝐵|𝐴1 = 0.136, 𝑃 𝐵|𝐴2 = 0.128, 𝑃 𝐵|𝐴3 = 0.125, 𝑃 𝐵|𝐴4 = 0.112.
To find
𝑃 𝐴1 𝐵 = "a senior who lives Northeast province“.
𝑃 𝐴1 𝑃 𝐵 𝐴1
𝑃 𝐴1 |𝐵 = ,
𝑃 𝐴1 𝑃 𝐵 𝐴1 + 𝑃 𝐴2 𝑃 𝐵 𝐴2 + 𝑃 𝐴3 𝑃(𝐵|𝐴3 ) + 𝑃 𝐴4 𝑃(𝐵|𝐴4 )
0.183×0.136
𝑃 𝐴1 |𝐵 = = 0.199.
0.183⋅0.136+0.222⋅0.128+0.363⋅0.125+0.232⋅0.112
Examples
Examples
Solution
Examples
Solution
Solution
Examples
Solution
Dependent Events - Examples
Dependent Events - Examples
Solution
Dependent Events - Examples
Solution
Marital Status and Gender From Current Population Reports, a
publication of the U.S. Census Bureau, we obtained a joint probability
distribution for the marital status of U.S. adults by gender, as shown in
Table. We used “Single” to mean “Never married.
a.
P(A) = .106 + .141 + .200 = .447,
P(C) =.215 + .200 + .065 + .020 = .500
P(A C) = .200
Dependent Events - Examples
Solution
Suppose that an individual is randomly selected from the
population, and define events by
A ={type A selected}
B ={type B selected}
C={ethnic group 3 selected} .
b. Calculate both 𝑃(𝐴|𝐶)and 𝑃 𝐶 𝐴 , and explain in context
what each of these probabilities represents.
𝑃 𝐶𝐴 =