2 A Bayesian Method
We wish to write down the posterior probability of TMRCA, which we willcall T, given the mutation rates. We will start with one allele at a time.Since we will assume that mutations in diﬀerent alleles are independent, theprobabilities for all alleles are just products of the individual probabilities.
2.1 Mutation Rates
Let the multiple branch, pergeneration mutation rates for a single allele begiven by a vector
µ
for example,
µ
= [0.0030,0.0010,0.0005]. This means thatthe probability of mutating by
±
1 is 0.0030; the probability of mutating by
±
2 is 0.0010 and the probability of mutating by
±
3 is 0.0005. We will assumesymmetric mutation rates so that the probability of +1 is 0.0030/2=0.0015and the same for
−
1 etc. The probability of mutating to any branch is thesum of all mutation rates, which we will call
µ
and so the probability of remaining the same is 1
−
µ
.Chandler (2006) has studied mutation rates using YDNA haplotype data.The mutation rates vary from allele to allele. It is also known that mutationsrates for multiple jumps (or branches) are nonzero but smaller. Furthermore,there is at least anecdotal evidence that mutation rates vary between diﬀerentpaternal lines. We will sidestep this issue for the purpose of these notes andassume the symmetric, multiplebranch mutation rates are known.
2.2 The Likelihood
Assume we start with some marker,
M
0
, for the ancestor. The child of this ancestor will have a marker,
M
1
=
M
0
+
D
1
given by the probability
P
(
D
1

1
, µ
). The
D
1
denotes the diﬀerence between them and has a Bernoullidistribution or rather a multipleBernoulli distribution with the mutationrates as parameters. The 1 just denotes that this is the ﬁrst generation. Forthe Tth generation, we can write
M
T
=
M
0
+
i
D
i
. This sequence of random outcomes has the structure of a Markov chain (a speciﬁc kind of randomwalk) since the probability of jumping to the next value is independent of which value you are at. That is, the distribution of the
D
i
are identical.The probability distribution of a sum of random variables from the samedistribution
P
is just the convolution of the probability distribution of each.
P
(
Z
≡
X
+
Y
) =
i
P
(
X
i
)
P
(
Z
−
X
i
).2