Friday, May 30, 2008

Baye's formula with simple quiz (my take

Tree diagram -- useful in Baye's.

Wikipedia has a very simple example -- If someone told you they had a nice conversation in the train, the probability it was a woman they spoke with is 50%. If they told you the person they spoke to was going to visit a quilt exhibition, it is far more likely than 50% it is a woman. This is because women enjoy the comforting feel of a quilt. Call the event "they spoke to a woman" W, and the event "a visitor of the quilt exhibition" Q. Then pr(W) = 50%, but with the knowledge of Q the updated value is pr(W|Q) that may be calculated with Bayes' formula.

Let's be concrete. Let's say out of 100 woman, 10 would mention their visit to quilt exhibition, and out of 100 men, 2 would. We do a large number (10,000) of experiments and record the occurrence of W and Q.

pr(W and not Q) = 50%(1-10%) = 0.45
pr(W and Q) = 50%*10% = 5%
pr(M and Q) = .5*.02 = 1%
pr(M and not Q) = .5(1-0.02) = 49%

These 4 scenarios are Mutex and Exhaustive. Among the Q scenarios (6%), how many percent are W? It's 5/6 = 83.3% = pr(W|Q). This is the Baye's formula in action. In general,

pr(W|Q) = pr(W and Q) / pr(Q) , where

pr(Q) == [ pr(Q|W)pr(W) + pr(Q| !W)pr(!W) ]


Another common (and symmetrical) form of Beye's formula is the "frequenist" interpretation of Baye's formula --

pr(W|Q)pr(Q) =pr(W and Q)= pr(Q|W)pr(W)

I feel in quiz problems, we often have some information about pr(Q| !W), or pr(Q|W) or pr(W|Q) or pr(Q) or pr(W), and need to solve for the other Probabilities. Common problem scenarios:
* We have pr(A|B) and we need pr(B|A)
*

I think you inevitably need to calculate pr(A and B) in this kind of problems. I think you usually need to calculate pr(A) in this case, since the unknow probability = .../pr(A)

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