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).
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Student-friendly explanation
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.
How to write this in exams
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Start with the exact idea
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).
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Then show how to use it
Identify the observed event A. List all possible causes or cases E1 to En. Check that the cases form a partition. Compute each path probability P(Ei)P(A|Ei). Add all path probabilities to get P(A). Put the required path probability in the numerator and divide by P(A).
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Add one concrete 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.
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Avoid this incomplete 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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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.
P(Box1|Red)=((1/4)(1/2))/((1/4)(1/2)+(3/4)(1/3))=(1/8)/(1/8+1/4)=(1/8)/(3/8)=1/3.
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