11/15/2016 Bayes'Theorem

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Statistics Tutorial Bayes Theorem aka, Bayes Rule

Descriptive Statistics Bayes' theorem also known as Bayes' rule is a useful tool for calculating conditional probabilities.
Bayes' theorem can be stated as follows:
Intuitive
Quantitative measures
Charts and graphs guide to
Bayes' theorem. Let A1, A2, ... , An be a set of mutually exclusive events that
Tabular displays
together form the sample space S. Let B be any event from the same sample Bayes'
Probability space, such that PB > 0. Then,
Probability basics Rule
Probability laws P Ak B
What is probability
P Ak | B = Arbital is the
P A1 B + P A2 B + . . . + P An B place for
Probability problems
Rules of probability crowdsourced,
Note: Invoking the fact that P Ak B = P Ak P B | Ak , Baye's theorem can
Bayes' rule
also be expressed as
intuitive math
Random variables explanations.
Sampling theory P Ak P B | Ak
arbital.com
P Ak | B =
Distributions
P A1 P B | A1 + P A2 P B | A2 + . . . + P An P B | An
Distribution basics
Discrete
Unless you are a worldclass statiscian, Bayes' theorem as expressed above can be intimidating.
Continuous
However, it really is easy to use. The remainder of this lesson covers material that can help you
Estimation understand when and how to apply Bayes' theorem effectively.
Estimation theory
When to Apply Bayes' Theorem
Proportions
Mean scores Part of the challenge in applying Bayes' theorem involves recognizing the types of problems that
warrant its use. You should consider Bayes' theorem when the following conditions exist.
Hypothesis Testing
Foundations of testing The sample space is partitioned into a set of mutually exclusive events { A1, A2, . . . , An }.

Mean scores Within the sample space, there exists an event B, for which PB > 0. Texas Instruments TI84 Plus
Proportions Silver Edition Graphing
The analytical goal is to compute a conditional probability of the form: P Ak | B .
Power Calculator, Silver

Chisquare tests You know at least one of the two sets of probabilities described below.
P Ak B for each Ak
Survey Sampling
P Ak and P B | Ak for each Ak
Sampling methods
Simple random samples
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Stratified samples Buy Used: $54.50
Bayes Rule Calculator
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Cluster samples
Use the Bayes Rule Calculator to compute conditional probability, when Bayes' theorem can be
Sample planning Approved for AP Statistics and
applied. The calculator is free, and it is easy to use. It can be found under the Stat Tools tab,
More Applied Statistics which appears in the header of every Stat Trek web page. Calculus

Linear regression
Bayes Rule Calculator
Regression tests
Statistics for People Who Think
Experiments They Hate Statistics, 4th
Neil J. Salkind
Appendices
Notation
Statistics Formulas Sample Problem

Bayes' theorem can be best understood through an example. This section presents an example that
demonstrates how Bayes' theorem can be applied effectively to solve statistical problems.
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Example 1 Buy Used: $10.37
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Marie is getting married tomorrow, at an outdoor ceremony in the desert. In recent years, it has
rained only 5 days each year. Unfortunately, the weatherman has predicted rain for tomorrow. When it

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11/15/2016 Bayes'Theorem
actually rains, the weatherman correctly forecasts rain 90% of the time. When it doesn't rain, he
incorrectly forecasts rain 10% of the time. What is the probability that it will rain on the day of Marie's
wedding?

Solution: The sample space is defined by two mutuallyexclusive events it rains or it does not rain.
Additionally, a third event occurs when the weatherman predicts rain. Notation for these events
appears below.

Event A1. It rains on Marie's wedding.

Event A2. It does not rain on Marie's wedding.

Event B. The weatherman predicts rain.

In terms of probabilities, we know the following:

P A1 = 5/365 =0.0136985 [It rains 5 days out of the year.]

P A2 = 360/365 = 0.9863014 [It does not rain 360 days out of the year.]

P B | A1 = 0.9 [When it rains, the weatherman predicts rain 90% of the time.]

P B | A2 = 0.1 [When it does not rain, the weatherman predicts rain 10% of the time.]

We want to know P A1 | B , the probability it will rain on the day of Marie's wedding, given a forecast
for rain by the weatherman. The answer can be determined from Bayes' theorem, as shown below.

P A1 P B | A1
P A1 | B =
P A1 P B | A1 + P A2 P B | A2
P A1 | B = 0.0140.9 / [ 0.0140.9 + 0.9860.1 ]
P A1 | B = 0.111

Note the somewhat unintuitive result. Even when the weatherman predicts rain, it only rains only
about 11% of the time. Despite the weatherman's gloomy prediction, there is a good chance that
Marie will not get rained on at her wedding.

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