MODULE: STATISTICS

Probability (Course 2): Conditioning and Baye’s rule

Prof./Dr. El Moçayd Nabil

Conditional Probability

Starting with an initial probability that reflect our belief/ what we know about the world, one can
acquire some additional information, some new evidence. This information will necessarily cause the
original belief to change. Which will lead to change the original probability by a new one that
considers the new information. Conditional probabilities correspond this new revised probabilities.
Three ingredients are needed for this topic :
1. Multiplication rule.
2. Total probability theory.
3. Bayes rule (Inference)
Conditional Probability

Starting with an initial probability that reflect our belief/ what we know about the world, one can
acquire some additional information, some new evidence. This information will necessarily cause the
original belief to change. Which will lead to change the original probability by a new one that
considers the new information. Conditional probabilities correspond this new revised probabilities.
Three ingredients are needed for this topic :
1. Multiplication rule.
2. Total probability theory.
3. Bayes rule (Inference)
Conditional Probability (Axioms ?)
Multiplication rule
Total probability theorem

Let’s suppose the following statements:

1. The sample space could be split into a disjoints finite (or infinite) sequences forming a
partition.
2. Having a probability of each element of the sequence.
3. Knowing the conditional probability of an event assuming the sequence has happened.
Bayes rule

Let’s suppose the following statements:

1. The sample space could be split into a disjoints finite (or infinite) sequences forming a
partition.
2. Having a probability of each element of the sequence.
3. Knowing the conditional probability of an event assuming the sequence has happened.