Skip to main content

Basic Statistics Lecture #5: Baye's Theorem

As promised last time, I am going to cover Baye's Theorem.

If Tree diagram is the common name for Bayes Theorem.  Recall that conditional probability is given by $P(A \mid B) = \frac{P(A \wedge B)}{P(B)}$.  For tree diagrams, let's say that we have events A, B1, B2, B3, … (the reason we have multiple B's is because they all are within the same family of events) such that the events in the family of B are mutually exclusive and the sum of the probabilities of the events in the family of B are equal to 1. Then we have $$P(B_i \mid A)= \frac{P(B_i)*P(A \mid B_i)}{\sum_{m=1}^{n}[P(B_m)*P(A \mid B_m)]}$$  What this means is reliant on the tree diagram.


If we are only looking at the sub-items of A,
this is what the tree diagram would look like.

If J has a probability of 100%, and P(C) and P(D) are not 0, then when we are trying to find the probability of any of the B's being true given that A is true, we have to set the probability of A to be the entirety of the probability.  Basically, excluding the probabilities of C and D, because those would be guaranteed as not happening if we have B given A.  To put it another way, saying "B given A" sets the probability of A occurring equal to 100%.


Fully Realized Bayes Theorem Tree Diagrams.

Here, the sum of all probabilities on Level 1 is equal to unity (is equal to 1).  The sum of all level 2 events is also equal to 1.  The same applies to level 3.  This can be stated as "For any given level, $\sum_{m=1}^{n}P_{L}(M_{m})=1$ always applies. Notice that this is just individual probabilities, not probabilities of the level given it's corresponding entry in the previous level.  This means that all of the probabilities in the level have to add up to 1, independent of which entry in the previous level was given.  If we have the statement of "Probability of one thing given another thing", than each branch adds up to one.  This comes from what I've mentioned before about the fact that $P(A \mid B)=\frac{P(A \wedge B)}{P(A)}$.  This sets the probability of the parent group B equal to one, and the probability of all other objects in the same level equal to zero.

That's the concept of Baye's Theorem.  If you have any questions, please leave it in the comments.  Next time, I'll cover some common plots of physical data.  Until then, stay curious.

K. "Alan" Eister has his bacholers of Science in Chemistry. He is also a tutor for Varsity Tutors.  If you feel you need any further help on any of the topics covered, you can sign up for tutoring sessions here.

Comments

Popular posts from this blog

Basic Statistics Lecture #3: Normal, Binomial, and Poisson Distributions

As I have mentioned last time , the uniform continuous distribution is not the only form of continuous distribution in statistics.  As promised, here are the three most common continuous distribution types.  As a side note, all sampling distributions are relative to the algebraic mean. Normal Distribution: I think most people are familiar with the concept of a normal distribution.  If you've ever seen a bell curve, you've seen the normal distribution.  If you've begun from the first lecture of this lecture series, you've also seen the normal distribution. This type of distribution is where the data points follow a continuous curve, is non-uniform, has a mean (algebraic average) equal to the median (the exact middle value), falls from highest probability at the mean to (for all practical purposes) zero as the x-values approach $\pm \infty$, and therefor has equal number of data points to the left and to the right of the mean, and has the domain of $(\pm \i

Confidence Interval: Basic Statistics Lecture Series Lecture #11

You'll remember last time , I covered hypothesis testing of proportions and the time before that , hypothesis testing of a sample with a mean and standard deviation.  This time, I'll cover the concept of confidence intervals. Confidence intervals are of the form μ 1-α ∈ (a, b) 1-α , where a and b are two numbers such that a<b, α is the significance level as covered in hypothesis testing, and μ is the actual population mean (not the sample mean). This is a the statement of there being a [(1-α)*100]% probability that the true population mean will be somewhere between a and b.  The obvious question is "How do we find a and b?".  Here, I will describe the process. Step 1. Find the Fundamental Statistics The first thing we need to find the fundamental statistics , the mean, standard deviation, and the sample size.  The sample mean is typically referred to as the point estimate by most statistics text books.  This is because the point estimate of the populati