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STAT 203 Tree Diagrams and Bayes’ Rule

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1 STAT 203 Tree Diagrams and Bayes’ Rule
Dr. Bruce Dunham Department of Statistics UBC Lecture 24

2 Introduction We have defined rules for probability, including generalized additive and multiplicative rules. The latter gives probabilities for compound (or joint) events: P(A and B) = P(A) P(B|A) = P(B) P(A|B). We see how to apply this rule and also discuss “reversing” a conditional probability.

3 Tree Diagrams Some situations require repeated applications of the generalized multiplicative rule. Given “past” events, the probability of “future” events must sum to one. In visualizing what is happening, a tree diagram may help.

4 Example 1% of a population have condition X. A test exists, but is fallible: 98% with condition X give a positive result, while 5% without it test positive. You choose someone at random from the population. What is the chance they have X and test positive?

5 For instance, 0.98 is the probability of testing +ve given that you have condition X. By the generalised rule, the probability of having condition X and testing +ve is

6 Reversing Conditioning
In the given example, we know that P(Test +ve | Have X) is 0.98. But that is not of direct interest to a patient who has a +ve test result. They want to know P(Have X | Test +ve). In general P(A|B) ≠ P(B|A).

7 Using the tree … We could find the probability in question using the tree diagram and the conditional probability rule: P(Have X | Test +ve) = P(Have X and Test +ve)/ P(Test +ve). From the tree, we see the above is /( ) =

8

9 Bayes’ Rule More formally, a rule exists for reversing conditional probabilities. When we consider the case with just two alternatives (B or Bc ) the rule states P(B | A) = P(A | B)P(B) /(P(A|B)P(B) + P(A| Bc )P(Bc)) The rule allows us to “flip” conditional probabilities.

10 Remarks on Bayes’ Theorem
The result is attributed to Rev Thomas Bayes (1702? – 1761), published posthumously. A more general form exists for when we consider multiple alternative “causes” of event A. (Say B1, B2, … , Bk ). For cases here, you may find using tree diagrams easier.

11 1. For the scenario in Q1, what is the probability a chip chosen at random is defective and came from factory F1? 0.21 0.31 0.35 0.50 0.71 Ans: A From tree diagram or otherwise, P(D and F1) = P(D|F1)P(F1) = 0.35 × 0.10 = 0.21. 11

12 2. For the scenario in Q1, what is the probability a chip chosen at random is defective?
0.25 0.31 0.35 0.50 0.60 Ans: B The event {D} can be split into two mutually exclusive events: {D and F1} and {D and F2}. We can use the multiplicative rule to find the probabilities of these events. E.g., P(D and F1) = P(D|F1)P(F1). 12

13 Note that {D} is the union of two mutually exclusive events.

14 P(D and F1) = P(D|F1)P(F1) and P(D and F2) = P(D|F2)P(F2).
The event {D} can be split into two mutually exclusive events: {D and F1} and {D and F2}. We can use the multiplicative rule to find the probabilities of these events. Specifically, P(D and F1) = P(D|F1)P(F1) and P(D and F2) = P(D|F2)P(F2). Drawing a Venn diagram helps!

15 3. For the scenario in Q1, what is the probability a chip came from factory F1 given that it is defective? 0.21 0.31 0.35 0.39 0.68 Ans: E Use tree diagram or Bayes’ rule. 15

16 Before the next class: Visit www.slate.stat.ubc.ca
Review today’s activity. Read chapter 15 of text on sampling distributions. Don’t forget on-line homework!


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