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Example 1, Page 19 (bolt factory)

Machines A, B and C manufacture 25%, 35% and 40% of
total production respectively.
Of their output 5%, 4% and 2% are defective respectively.
A bolt is drawn at random from the produce and is found
to be defective. What is the probability of that?
What is the probability that the defective bolt was
manufactured by machine A?
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Law of total probability

(Or, Law of Average Conditional Probability)
Let A and B be two events such that 0 < P(A) < 1. Then

P ( B ) P ( B | A ) P ( A ) P ( B | A ) P ( A ).

Note:
1. P(A B) P( B | A)P(A) .
2. P( A B C) P(C | A B) P(B | A)P(A)
Chain rule.
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Bayes' Theorem
Let A and B be two events such that 0<P(A)<1 and P(B)>0.
Then

P ( B | A )P ( A ) P ( B | A)P ( A)
P ( A | B) .
P ( B | A )P ( A ) P ( B | A )P ( A ) P ( B)
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Example: Disease Screening

B: individual has the disease
B : individual does not have the disease

Rare disease: P(B) = p is very small

Test:
A: test result indicates individual has disease,
A: test result indicates individual does not have disease

P(A|B) 1 and P(A| B) = q, q a very small number.

P(B|A) = ?
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Interpretation
Test is not good enough unless p is much higher that q.

Illustration: Example 2, page 20 (HIV+)

P(B) = 0.004
P(A|B) = 0.95
P(A|B) = 1-0.95 =0.05

P(B|A) =?
What if P(B) = 0.05? What about 0.5?
Conclusion: better to look at at risk population only
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Example (Last years Quiz)

A system has two components: A and B. The system functions
as long as at least one component functions.
If both A and B are functional at the start of a day, then each of
them can fail independently during the day with probability of
failure 0.2.
If exactly one of A and B is functional at the start of a day, then
the functional component can fail during the day with
probability 0. 4.

Assume that both A and B were functional at the start of Monday.

a) What is the probability that the system is functional at the
start of the day on Tuesday?
b) What is the probability that the system is functional at the
start of the day on Wednesday?
c) What is the probability that the system is functional at the
start of the day on Thursday given that the system is
functional at the start of day on Tuesday?
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Independence
Two events A and B are called independent, if

P(A B) P(A)P(B)

Idea comes from the fact that A and B are independent means
P(A | B) P(A)
and
P(B | A) P(B)
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Examples
Randomly drawing from a pack of cards, getting a king is
independent of getting a spade.

Note
Mutually exclusive (non-null) events are never independent.
(Non-null) Sub-events are never independent of the
corresponding super-events, and vice-versa