Bayes' Rule

Aug 9, 2023

Bayes’ Rule is a formula used to update the probability of an event given new evidence. It’s a fundamental concept in probability theory. The formula can be expressed as:

P(A|B) = (P(B|A) * P(A)) / P(B)

Where:

  • P(A|B) is the probability of event A given event B.
  • P(B|A) is the probability of event B given event A.
  • P(A) is the prior probability of event A.
  • P(B) is the total probability of event B.

Some examples of Bayes Rule in real life.

Medical Diagnostics:

  • P(A): Probability of a patient having a disease (prior probability).
  • P(B): Probability of getting a positive result in a test.
  • P(B|A): Probability of getting a positive test result given that the patient has the disease (sensitivity).
  • P(A|B): Probability that the patient has the disease given a positive test result (posterior probability).

Spam Email Filtering:

  • P(A): Probability that an email is spam.
  • P(B): Probability that an email contains specific words.
  • P(B|A): Probability that a spam email contains particular words.
  • P(A|B): Probability that an email is spam given that it has specific words.

Quality Control in Manufacturing:

  • P(A): Probability that a product is defective.
  • P(B): Probability that a specific defect-detecting test is positive.
  • P(B|A): Probability that the test is positive given that the product is defective.
  • P(A|B): Probability that the product is defective given a positive test result.

Literary Analysis:

  • P(A): Probability that a specific author wrote a particular text.
  • P(B): Probability that specific linguistic patterns or words are used.
  • P(B|A): Probability of those linguistic patterns appearing given that the specific author wrote it.
  • P(A|B): Probability that the specific author wrote the text given the linguistic patterns observed.

Extraterrestrial Life:

  • P(A): Probability that a celestial signal is from extraterrestrial intelligence.
  • P(B): Probability of receiving a specific type of signal.
  • P(B|A): Probability of receiving this signal if it is from extraterrestrial intelligence.
  • P(A|B): Probability that the signal is from extraterrestrial intelligence given the received signal.