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Bayes Theorem is a theorem that is used to describe the occurrence of an event based on the condition that has already happened. It is a mathematical formula which is used to calculate the conditional probability of an event.
- Bayes theorem is also known as Bayes law or Bayes rule.
- The theorem is named after mathematician Thomas Bayes.
- The probability defines the likelihood of an event.
- It can represented as finding P(A | B) when P(B | A) is given.
- The concept of Bayes Theorem is based on Bayesian Inference.
- The most common application of Bayes theorem is in the healthcare industry.
- With the help of the theorem, patient symptoms can be computed easily.
- The observation is based on patient condition.
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Key Terms: Bayes Theorem, Probability, Event, Conditional Probability, Set, Hypothesis, Statistics, Variable
What is Bayes Theorem?
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Bayes Theorem is a part of conditional probability that helps in finding the probability of an event, based on prior knowledge of conditions that might be related to that event. Bayes Theorem is mathematically stated as:-
P(A|B) = P(B|A).P(A)/P(B)
- where Events A and B are mutually exhaustive events.
- P(A) and P(B) are the probabilities of the events A and B, respectively.
- P(A|B) is the conditional probability of the occurrence of event A, given that event B has occurred.
- P(B|A) is the conditional probability of the occurrence of event B, given that event A has already occurred.
Bayes Theorem
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Bayes Theorem Statement
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Conisder E1, E2,…, En be a set of events of a sample S, where all the events E1, E2,…, En have nonzero probability of occurrence. Let A be any event or a condition associated with sample S, then according to Bayes theorem,
P(Ei|A) = P(Ei)P(A|Ei) / ∑P(Ek)P(A|Ek)
- where, P(Ei) is the probability of event Ei.
- P(Ei|A) is the probability of event Ei given that event A has already occurred.
- P(A|Ei) is the probability of event A given that event Ei has already occurred.
- The summation in the denominator is to be done from i=1 to k=number of events.
This formula holds good for more events. The formula works as Bayes’ Theorem is not restricted to two events.
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The video below explains this:
Bayes Theoram Detailed Video Explanation:
The pre-requisite for the Bayes' Theorem is that all the events must be mutually exhaustive. The formula will become clearer as we move forward to the examples.
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Bayes Theorem Proof
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Bayes Theorem can be proved by using total probability and conditional probability formulas.
A = A ∩ S
A ∩ (E1,E2,E3,...,En)
A = (A ∩ E1) ∪ (A ∩ E2) ∪ (A ∩ E3)...∪ (A ∩ En)
P(A) = P[(A ∩ E1)) ∪ (A ∩ E2) ∪ (A ∩ E3))....∪ (A ∩ En)]
Since A and B are disjoint sets, then P(A∪B) = P(A) + P(B)
According to multiplication theorem,
P(A) = P(E). P(A|E1) + P(E). P(A|E2) + P(E). P(A|E3)......+ P(A|En)
Thus total probability of P(A) = ∑ni=1P(Ei)P(A|Ei),i=1,2,3,...,n --- (1)
Recalling the conditional probability, we get
P(Ei|A)=P(Ei ∩ A) / P(A),i=1,2,3,...,n ---(2)
Using the formula for conditional probability,
P(Ei ∩ A)=P(A|Ei) P(Ei) --- (3)
Substituting equations (1) and (3) in equation (2)
P(Ei|A) = P(Ei)P(A|Ei) / ∑P(Ek)P(A|Ek)
Hence, Bayes rule is proved.
Bayes Theorem
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Solved Examples of Bayes Theorem
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Given below are some example of calculating the value of sample by using Bayes Theorem.
Example 1. A doctor is to visit a patient. From past experience, it is known that the probabilities that he will come by train, bus, scooter or by other means of transport are respectively 3/10 , 1/5 ,1/10 ,and 2/5. The probabilities that he will be late are 1/4, 1/3, and 1/12, if he comes by train, bus and scooter respectively, but if he comes by other means of transport, then he will not be late. When he arrives, he is late. What is the probability that he comes by train?
Sol. Let A be the eventy for getting late.
Let E1, E2, E3, annd E4 be the events for arriving from train, bus, scooter, and other transportations, respectively.
Therefore, P(E1) = 0.3
P(E2) = 0.2
P(E3) = 0.1
P(E4 ) = 0.4 , and
P(A|E1) = 0.25
P(A|E2) = 0.33
P(A|E3) = 0.083
P(A|E4) = 0
Required probability: P(E1|A) = P(E1)P(A|E1) / ∑P(Ek)P(A|Ek)
P(E1|A) = 0.3*0.25/ [0.3*0.25 + 0.2*0.33 + 0.1*0.083 + 0.4*0]
= 0.5
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Example 2. Given three identical boxes I, II and III, each containing two coins. In box I, both coins are gold coins, in box II, both are silver coins and in the box III, there is one gold and one silver coin. A person chooses a box at random and takes out a coin. If the coin is of gold, what is the probability that the other coin in the box is also of gold?
Sol. Let E1 , E2 and E3 be the events that boxes I, II and III are chosen, respectively.
Then P(E1 ) = P(E2 ) = P(E3 ) = 1/3
Also, let A be the event that ‘the coin drawn is of gold’.
Then, P(A|E1 ) = 1
P(A|E2 ) = 0
P(A|E3 ) = 1/2
Required Probability: P(E1|A) = P(E1)P(A|E1) / ∑P(Ek)P(A|Ek)
=1/3 *1/ [1/3 *1 + 1/3 *0 + 1/3 * ½ ]
= 2/3
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Applications of Bayes Theorem
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The various applications of Bayes theorem are as follows:
- Bayes Theorem can be used in the field of medicine to determine the accuracy of blood tests.
- Meteorologists can use to determine the forecast of weather using Bayes theorem.
- A number of popular puzzles, like the child problem and the third prisoner problem, can be solved using the theorem.
- It can be used to detect the probability of cancer without knowing the age.
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Things to Remember
- Bayes Theorem is used to determine the probability of an event based on a condition.
- The theorem is divided into two categories, namely dependent and independent events.
- Bayes Theorem formula for two variables is given as P(A|B) = P(B|A).P(A)/P(B).
- Conditional probability is a type of probability when one or more events are true.
- The theorem can be used by police and government for drug testing.
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Sample Questions
Ques. Amit has two bags. Bag I has 8 red and 5 blue balls and bag II has 6 red and 10 blue balls. Amit draws a ball at random and it turns out to be red. Determine the probability that the ball was from the bag I. (5 marks)
Ans. Assume A to be the event of drawing a red ball. We know that the probability of choosing a bag for drawing a ball is 1/2, that is,
P(X) = P(Y) = 1/2
Let X and Y be the events that the ball is from the bag I and bag II, respectively.
P(drawing a red ball from the bag I) = P(A|X) = 8/13
Similarly, P(drawing a red ball from bag II) = P(A|Y) = 6/16
We need to determine the value of P(the ball drawn is from the bag I given that it is a red ball), that is, P(X|A). To determine this we will use Bayes Theorem. Using Bayes theorem, we have the following:
P(X|A)=P(A|X)P(X) / P(A|X)P(X)+P(A|Y)P(Y)
[((8/13)(1/2)) / (8/13)(1/2) +( 6/16)(1/2)]
= 0.62
Ques. A man is known to speak the truth 3 out of 4 times. He throws a die and reports that the number obtained is a four. Find the probability that the number obtained is actually a four. (5 marks)
Ans. 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 = 1/6.
P(E2) = Probability that four does not occur = 1- P(E1) = 1 – (1/6) = 5/6.
Also, P(A|E1)= Probability that man reports four and it is actually a four = 3/4
P(A|E2) = Probability that man reports four and it is not a four = 1/4.
By using Bayes’ theorem, probability that number obtained is actually a four, P(E1|A)
= P(X|A)=P(A|X)P(X) / P(A|X)P(X)+P(A|Y)P(Y)
= (1/6 x 3/4) / (1/6 x 3/4) + (5/6 x 1/4)
= 0.375
Ques.It is estimated that 40% of emails are spam emails. Some software has been applied to filter these spam emails before they reach your inbox. A certain brand of software claims that it can detect 99% of spam emails, and the probability for a false positive (a non-spam email detected as spam) is 5%.(4 marks)
Ans.A = event that an email is detected as spam
- B = event that an email is spam
- Bc = event that an email is not spam
- We know P(B) = P(Bc ) = 0.40,
- P(A | B) = 0.99, P(A | Bc ) = 0.05.
- Hence by the Bayes theorem we have P(Bc | A) = P(A | Bc )P(Bc ) P(A | B) P(B) + P(A|Bc )P(Bc )
- 0.05 × 0.4 / (0.05 × 0.4 + 0.99 × 0.6) = 0.0325
Ques.Three persons A, B and C have applied for a job in a private company. The chance of their selections is in the ratio 1 : 2 : 4. The probabilities that A, B and C can introduce changes to improve the profits of the company are 0.2, 0.3 and 0.4, respectively. If the change does not take place, find the probability that it is due to the appointment of C.(5marks)
Ans.Let E1: person A get selected
E2: person B get selected
E3: person C get selected
A: Changes introduced but profit not happened
Now, P(E1) = 1/(1+2+4) = 1/7
P(E2) = 2/7 and P(E3) = 4/7
P(A|E1) = P(Profit not happened by the changes introduces by A) = 1 – P(Profit happened by the changes introduces by A) = 1 – 0.2 = 0.8
P(A|E2) = P(Profit not happened by the changes introduces by B) = 1 – P(Profit happened by the changes introduces by B) = 1 – 0.3 = 0.7
P(A|E3) = P(Profit not happened by the changes introduces by C) = 1 – P(Profit happened by the changes introduces by C) = 1 – 0.4 = 0.6
We have to find the probability of not happening profit due to selection of C
P(E3|A) = 0.6 x 4/7 / [ 0.6 x 4/7 + 0.8 x 1/7 + 0.7 x 2/7]
= 0.394
Ques. Riya has two bags. Bag I has 2 red and 5 blue balls and bag II has 3 red and 4 blue balls. Riya draws a ball at random and it turns out to be red. Determine the probability that the ball was from the bag I. (5 marks)
Ans. Assume A to be the event of drawing a red ball. We know that the probability of choosing a bag for drawing a ball is 1/2, that is,
P(X) = P(Y) = 1/2
Let X and Y be the events that the ball is from the bag I and bag II, respectively.
P(drawing a red ball from the bag I) = P(A|X) = 2/7
Similarly, P(drawing a red ball from bag II) = P(A|Y) = 3/7
We need to determine the value of P(the ball drawn is from the bag I given that it is a red ball), that is, P(X|A). To determine this we will use Bayes Theorem. Using Bayes theorem, we have the following:
P(X|A)=P(A|X)P(X) / P(A|X)P(X)+P(A|Y)P(Y)
[((2/7)(1/2)) / (2/7)(1/2) +( 3/7)(1/2)]
= 0.4
Ques. A doctor is to visit a patient. From past experience, it is known that the probabilities that he will come by train, bus, scooter or by other means of transport are respectively 3/5 , 1/5 ,1/5 ,and 2/5. The probabilities that he will be late are 1/4, 1/3, and 1/12, if he comes by train, bus and scooter respectively, but if he comes by other means of transport, then he will not be late. When he arrives, he is late. What is the probability that he comes by train.(4 marks)
Ans. Let A be the eventy for getting late.
Let E1, E2, E3, annd E4 be the events for arriving from train, bus, scooter, and other transportations, respectively.
Therefore, P(E1) = 0.6
P(E2) = 0.2
P(E3) = 0.2
P(E4 ) = 0.4 , and
P(A|E1) = 0.25
P(A|E2) = 0.33
P(A|E3) = 0.083
P(A|E4) = 0
Required probability: P(E1|A) = P(E1)P(A|E1) / ∑P(Ek)P(A|Ek)
P(E1|A) = 0.6 * 0.25/ [0.6 * 0.25 + 0.2 * 0.33 + 0.2 * 0.083 + 0.4 * 0]
= 0.644
Ques. What is the difference between conditional probability and bayes theorem. (3 marks)
Ans. The difference between conditional probability and bayes theorem are as follows:
| Conditional Probability | Bayes Theorem |
|---|---|
| Conditional Probability is a probability that determines the probability of event A based on the other event B. | Bayes Theorem is based on conditional probability and occur when certain conditions are met. |
| Its formula is P(A|B) = P(A∩B) / P(B) | Its formula is P(A|B) = P(B|A)P(A) / P(B) |
| The formula will given the value of A when B is already given. | The formula will given the value of A when B is already given and vice versa. |
Ques. Consider that the chances of a person having a skin disease are 50%. Assuming that skin creams and drinking enough water reduces the risk of skin disease by 30% and prescription of a certain drug reduces its chance by 20%. At a time, a patient can choose any one of the two options with equal probabilities. It is given that after picking one of the options, the patient selected at random has the skin disease. Find the probability that the patient picked the option of skin screams and drinking enough water using the Bayes theorem.(5 marks)
Ans. Let E1: The patient uses skin creams and drinks enough water; E2: The patient uses the drug and A: The selected patient has the skin disease
P(E1) = P(E2) = 1/2
Using the probabilities known to us, we have
P(A|E1) = 0.5 × (1-0.3) = 0.35
P(A|E2) = 0.5 × (1-0.2) = 0.4
Using Bayes rule, the probability that the selected patient uses skin creams and drinks enough water is given by,
P(E1|A) = P(A|E1)P(E1) / [(P(A|E1)P(E1))+(P(A|E2)P(E2))]
= (0.35 × 0.5)/(0.35 × 0.5 + 0.40 × 0.5)
= 0.35/(0.35 + 0.40)
= 0.466
The probability that the patient picked the first option is 0.466
Ques. A man is known to speak the truth 2/3 times. He draws a card and reports it is king. Find the probability that it is actually a king. (4 marks)
Ans. Let E be the event that the man reports that king is drawn from the pack of cards
A be the event that the king is drawn
B be the event that the king is not drawn.
Then we have P(A) = probability that king is drawn = 1/4
P(B) = probability that king is not drawn = 3/4
P(E/A) = Probability that the man says the truth that king is drawn when actually king is drawn = P(truth) = 2/3
P(E/B)= Probability that the man lies that king is drawn when actually king is drawn = P(lie) = 1/3
Then according to Bayes formula, the probability that it is actually a king = P(A/E)
=P(A) x P(E|A) / P(A) x P(E|A) + P(B) x P(E|B)
= [1/4 × 2/3] ÷[(1/4 × 2/3) + (1/3 × 3/4)]
= 1/6 ÷5/12
= 1/6 × 12/5
=0.4
Ques. In shop A, 50 tin pure ghee and 60 tin adulterated ghee are kept for sale while in shop B, 30 tin pure ghee and 20 tin adulterated ghee are there. One tin of ghee is purchased from one of the shops randomly and it is found to be adulterated. Find the probability that it is purchased from shop B. (4 marks)
Ans. Suppose E1 = event of choosing shop A
E2 = event of choosing shop B
A = event of purchasing adultrated tin of ghee
P(E1) = ½ and P(E2) = ½
P(A|E1) = P(purchasing adultrated ghee from shop A) = 60/110 = 6/11
P(A|E2) = P(purchasing adultrated ghee from shop B) = 20/50 = 2/5
Therefore,
P(E2|A) = 2/5 x ½ / [ 2/5 x ½ + 6/11 x ½]
= 1/ 5 / [ 1/5 + 3/11]
= 0.2 / 0.4727
= 0.423
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