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Conditional Probability: Bayes Theorem

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Bayes theorem describes the probability (http://byjus.com/maths/conditional-probability-and-conditional-probability-examples/) of occurrence

of an event related to any condition. For example: if we have to calculate the probability of taking a blue ball out of second bag out of three
different bags of balls, each bag containing three different color balls viz. red, blue, black. Such case where probability of occurrence of an
event is calculated depending on other conditions is known as conditional probability.

Derivation of Bayes Theorem:

Statement: Let {E1 , E2 , , En } be a set of events associated with a sample space S , where all the events E1 , E2 , , En have nonzero
probability of occurrence and they form a partition of S . Let A be any event associated with S , then according to Bayes theorem,

P (Ei )P (Ei A)
P (Ei A) = n

P (Ek )P (A|Ek )
k=0

Proof:According to conditional probability formula,

P (Ei A)
P (Ei A) = (1)
P (A)

Using multiplication rule of probability,P (Ei A) = P (Ei )P (Ei A) (2)

Using total probability theorem,P (A) = P (Ek )P (A|Ek ) (3)

k=0

Putting the values from equations 2 and 3 in equation 1, we get

P (Ei )P (Ei A)
P (Ei A) = n
P (Ek )P (A|Ek )
k=0
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4/6/2017 BayesTheorem|ConditionalProbability|SolvedExamples

Some illustrations will improve the understanding of the concept.

Illustration 1: Bag I contains 4 white and 6 black balls while another Bag II contains 4 white and 3 black balls. One ball is drawn at random from
one of the bags and it is found to be black. Find the probability that it was drawn from Bag I.

Solution: Let E1 be the event of choosing the bag I, E2 the event of choosing the bag II and A be the event of drawing a black ball.

Then, P (E1 ) = P (E2 ) =

1

Also, P (A|E1 ) = P (drawing a black ball from Bag I) = 6

10
=
3

P (A|E2 ) = P (drawing a black ball from Bag II) = 3

By using Bayes theorem, the probability of drawing a black ball from bag I out of two bags,

P (E1 )P (A|E1 )
P (E1 |A) =

P (E1 )P (A E1 )+P (E2 )P (A|E2 )

1 3

= =
2 5 7
1 3 1 3
12
+
2 7 2 5

Illustration 2: A man is known to speak truth 2 out of 3 times. He throws a die andreports that number obtained is a four. Find the probability
that the number obtained is actually a four.

Solution:Let A be the event that the man reports that number four is obtained.

Let E1 be the event that four is obtained and E2 be its complementary event.

Then, P (E1 ) = Probability that four occurs =

1

P (E2 ) = Probability that four does not occurs = 1 P (E1 ) = 1

1

6
=
5

Also, P (A|E1 ) = Probability that man reports four and it is actually a four = 2

= Probability that man reports four and it is not a four =

1
P (A|E2 )
3

By using Bayes theorem, probability that number obtained is actually a four,

1 2
P (E1 )P (A|E1 )

=
6 3 2
P (E1 |A) = =

P (E1 )P (A E1 )+P (E2 )P (A|E2 )
1

2
+
5

1 7
6 3 6 3

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