Name: Febe

B. Mag-ili Date:
September 1, 2010
Course: BSIT -3 Subject: Opersea

Thomas Bayes

Thomas Bayes (pronounced: ˈbeɪz) (c. 1702 – 17 April 1761) was

an English mathematician and Presbyterian minister, known for having formulated a specific
case of the theorem that bears his name: Bayes' theorem, which was published posthumously.
English Nonconformist theologian and mathematician who was the first to
use probability inductively and who established a mathematical basis for probability inference
(a means of calculating, from the frequency with which an event has occurred in prior trials,
the probability that it will occur in future trials
He expounded on the chance of events occurring on the basis of preexisting
circumstances and after the occurrence of particular events, which he termed "prior odds" (or
probability) and "posterior odds."

Bayes' theorem

In probability theory and applications, Bayes' theorem shows the relation between a conditional
probability and its reverse form. For example, the probability of a hypothesis given some observed
pieces of evidence and the probability of that evidence given the hypothesis. This theorem is named
for Thomas Bayes (pronounced /ˈbeɪz/ or "bays") and often called Bayes' law or Bayes' rule. Bayes'
theorem relates the conditional and marginal probabilities of events A and B, where B has a non-
vanishing probability:

Each term in Bayes' theorem has a conventional name:

 P(A) is the prior probability or marginal probability of A. It is "prior" in the sense that it
does not take into account any information about B.
 P(A|B) is the conditional probability of A, given B. It is also called the posterior
probability because it is derived from or depends upon the specified value of B.
 P(B|A) is the conditional probability of B given A. It is also called the likelihood.
 P(B) is the prior or marginal probability of B, and acts as a normalizing constant.

Bayes' theorem in this form gives a mathematical representation of how the conditional probability
of event A given B is related to the converse conditional probability of B given A.
Bayes' theorem derived via conditional probabilities

To derive Bayes' theorem, start from the definition of conditional probability. The probability of the event
A given the event B is

Equivalently, the probability of the event B given the event A is

Rearranging and combining these two equations, we find

This lemma is sometimes called the product rule for probabilities. Discarding the middle
term and dividing both sides by P(B), provided that neither P(B) nor P(A) is 0, we obtain
Bayes' theorem:

Of course, this lemma is symmetric in A and B, since A and B are arbitrarily-chosen symbols,
and dividing by P(A), provided that it is non-zero, gives a statement of Bayes' theorem in which the two
symbols have changed places.

Consider now the defining relation for the conditional probability P(An|B), where the Ai are mutually

exclusive and their union is the entire sample space. Substitution of P(An)P(B|An) in the numerator of equation (4)

and substitution of the right-hand side of the law of total probability in the denominator yields a result known as

Bayes’s theorem (after the 18th-century English clergyman Thomas Bayes) or the law of inverse probability.
Bayes' theorem describes the relationships that exist within an array of simple and conditional
probabilities. For example: Suppose there is a certain disease randomly found in one-half of one
percent (.005) of the general population. A certain clinical blood test is 99 percent (.99) effective in
detecting the presence of this disease; that is, it will yield an accurate positive result in 99 percent of the
cases where the disease is actually present. But it also yields false-positive results in 5 percent (.05) of
the cases where the disease is not present. The following table shows (in red) the probabilities that are
stipulated in the example and (in blue) the probabilities that can be inferred from the stipulated
information:
the probability that the disease will be present in any particular
P(A) = .005
person
the probability that the disease will not be present in any particular
P(~A) = 1—.005 = .995
person
P(B|A) = .99 the probability that the test will yield a positive result [B] if the
 disease is present [A]
the probability that the test will yield a negative result [~B] if the
P(~B|A) = 1—.99 = .01
disease is present [A]
the probability that the test will yield a positive result [B] if the
P(B|~A) = .05
disease is not present [~A]
the probability that the test will yield a negative result [~B] if the
P(~B|~A) = 1—.05 = .95
disease is not present [~A]

Given this information, Bayes' theorem allows for the derivation of the two
simple probabilities

the probability of a positive test result

P(B) = [P(B|A) x P(A)] + [P(B|~A) x P(~A)]
[B], irrespective of whether the disease
= [.99 x .005]+[.05 x .995] = .0547
is present [A] or not present [~A]
the probability of a negative test result
P(~B) = [P(~B|A) x P(A)] + [P(~B|~A) x P(~A)] [~B], irrespective of whether the
= [.01 x .005]+[.95 x .995] = .9453 disease is present [A] or not present
[~A]

which in turn allows for the calculation of the four remaining conditional
probabilities

the probability that the disease is present [A] if the

P(A|B) = [P(B|A) x P(A)] / P(B)
test result is positive [B] (i.e., the probability that a
= [.99 x .005] / .0547 = .0905
positive test result will be a true positive)
the probability that the disease is not present
P(~A|B) = [P(B|~A) x P(~A)] / P(B) [~A]if the test result is positive [B] (i.e., the
= [.05 x .995] / .0547 = .9095 probability that a positive test result will be a false
positive)
the probability that the disease is absent [~A] ifthe
P(~A|~B) = [P(~B|~A) x P(~A)] / P(~B)
test result is negative [~B] (i.e., the probability that
= [.95 x .995] / .9453 = .99995
a negative test result will be a true negative)
the probability that the disease is present [A] if the
P(A|~B) = [P(~B|A) x P(A)] / P(~B)
test result is negative [~B] (i.e., the probability that
= [.01 x .005] / .9453 = .00005
a negative test result will be a false negative)

To perform calculations using Bayes' theorem, enter the probability for one or the other of
the items in each of the following pairs (the remaining item in each pair will be calculated
automatically). A probability value can be entered as either a decimal fraction such as .25
or a common fraction such as 1/4. Whenever possible, it is better to enter the common
fraction rather than a rounded decimal fraction: 1/3 rather than .3333; 1/6 rather
than .1667; and so forth.
P(A) or P(~A) After the three probability values (one from
P(B|~A) or P(~B|~A) each pair) have been entered, click the cursor
P(B|A) or P(~B|A) anywhere in the gray field of the table to
complete the intermediate calculations, then
click the "Calculate" button. ~~Note that no
probability value can be less than 0.0 or greater
than 1.0.