Bayes' Theorem: Reverse Conditional Probability
If E1, E2, ..., En form a partition of the sample space and A is an event with P(A)>0, then P(Ei|A)=P(Ei)P(A|Ei)/ΣP(Ej)P(A|Ej).
In one line: Bayes asks: after seeing the result, which source is most likely?
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Bayes' theorem finds the probability of a cause or case after an observed event has occurred. The numerator is the contribution of the required case to event A. The denominator is the total probability of A from all cases.
Example
Formula and rule
Bayes' formula: P(Ei|A) = [P(Ei)P(A|Ei)]/[P(E1)P(A|E1)+P(E2)P(A|E2)+...+P(En)P(A|En)].
Conditions: E1, ..., En must be mutually exclusive and exhaustive, P(Ei)>0, and P(A)>0.
See it worked out
Follow the example line by line, then use the same method on new questions.
Worked example
A factory has machines M1 and M2 producing 70% and 30% of items.
- 1Defective rates are 3% and 8%.
- 2An item is found defective.
- 3Find the probability it was produced by M2.
- 4Let A be defective.
- 5P(M2|A)=P(M2)P(A|M2)/[P(M1)P(A|M1)+P(M2)P(A|M2)].
- 6Substitute: P(M2|A)=(0.30)(0.08)/[(0.70)(0.03)+(0.30)(0.08)] = 0.024/(0.021+0.024)=0.024/0.045=8/15.
- 7Therefore the probability is 8/15.
Method you can reuse
- 1Identify the observed event A.
- 2List all possible causes or cases E1 to En.
- 3Check that the cases form a partition.
- 4Compute each path probability P(Ei)P(A|Ei).
- 5Add all path probabilities to get P(A).
- 6Put the required path probability in the numerator and divide by P(A).
Visual tip
A probability tree is strongly useful. First-level branches show the possible sources E1, E2, ..., En; second-level branches show A and not A under each source. The A-branches combine to form the denominator.
Check yourself
Answer the question in your head before opening the answer.
Try it yourself
Two boxes are chosen with probabilities 1/4 and 3/4. The probability of a red ball from them is 1/2 and 1/3 respectively. If a red ball is drawn, find the probability it came from the first box.
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Common wrong answer
Using P(A|M2)=0.08 as P(M2|A), which ignores the prior production share and the total defective probability.
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Exam tip
Write it in the exam
Each point is worth about one mark. Write point 1 for a 1-mark question and keep adding points as the marks go up.
How CBSE asks it
- 1
Enough for 1 mark
If E1, E2, ..., En form a partition of the sample space and A is an event with P(A)>0, then P(Ei|A)=P(Ei)P(A|Ei)/ΣP(Ej)P(A|Ej).
- 2
Add for 2 marks
Example: If 60% items are from machine M1 and 40% from M2, with defective rates 2% and 5%, then the probability that a defective item came from M2 is (0.4×0.05)/(0.6×0.02+0.4×0.05)=0.02/0.032=5/8.
- 3
Add for 3 marks
Bayes' theorem finds the probability of a cause or case after an observed event has occurred.
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