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Berlin Chen
Department of Computer Science & Information Engineering
National Taiwan Normal University
Reference:
- D. P. Bertsekas, J. N. Tsitsiklis, Introduction to Probability , Sections 1.3-1.4
Conditional Probability (1/2)
P A B
P AB
PB
• If P B has zero probability, P A B is undefined
• We can think of P A B as out of the total probability of the
elements of B, the fraction that is assigned to possible
outcomes that also belong to A
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Conditional Probability (2/2)
P AB
number of elements of A B
number of elements of B
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Conditional Probabilities Satisfy the Three Axioms
• Nonnegative:
P AB 0
• Normalization:
P B PB
P B
PB
PB
1
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Simple Examples using Conditional Probabilities (1/3)
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Simple Examples using Conditional Probabilities (2/3)
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Simple Examples using Conditional Probabilities (3/3)
SS SF
C
FS FF
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Using Conditional Probability for Modeling (1/2)
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Using Conditional Probability for Modeling (2/2)
P A B
P A Bc
P Ac B
P Ac Bc
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Multiplication (Chain) Rule
P in1 Ai P A1 P A2 A1 P A3 A1 A2 P An in11Ai
– The above formula can be verified by writing
P i 1 Ai P A1
P A A P A A A P
n
i 1 Ai
n 1 2 1 2 3
P A1 P A1 A2 P in11Ai
– For the case of just two events, the multiplication rule is simply
the definition of conditional probability
P A1 A2 P A1 P A2 A1
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Multiplication (Chain) Rule: Examples (1/2)
P A1 A2 A3 P A1 P A2 A1 P A3 A1 A2
39 38 37
C339
52 51 50 52
?
C3
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Multiplication (Chain) Rule: Examples (2/2)
P A2 A1 8
14 8
P A3 A1 A2 4
13 4
P A3
12 8 4
15 14 13
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Total Probability Theorem (1/2)
PB P A1 B P An B
P A1 P B A1 P An P B An
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Total Probability Theorem (2/2)
Figure 1.13:
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Some Examples Using Total Probability Theorem (1/3)
Example 1.13.
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Some Examples Using Total Probability Theorem (2/3)
Example 1.14.
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Some Examples Using Total Probability Theorem (3/3)
• Example 1.15. Alice is taking a probability class and at the end of
each week she can be either up-to-date or she may have fallen
behind. If she is up-to-date in a given week, the probability that she
will be up-to-date (or behind) in the next week is 0.8 (or 0.2,
respectively). If she is behind in a given week, the probability that
she will be up-to-date (or behind) in the next week is 0.4 (or 0.6,
respectively). Alice is (by default) up-to-date when she starts the
class. What is the probability that she is up-to-date after three weeks?
U i : up - to - date
P U 3 P U 2 P U 3 U 2 P B2 P U 3 B2 P U 2 0.8 P B2 0.4
P U 2 P U1 P U 2 U1 P B1 P U 2 B1 P U1 0.8 P B1 0.4
Bi : behind
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Bayes’ Rule
P Ai B
P Ai P B Ai
P B Multiplication rule
P Ai P B Ai Total probability theorem
nk 1 P Ak P B Ak
P Ai P B Ai
P A1 P B A1 P An P B An
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Inference Using Bayes’ Rule (1/2)
惡性腫瘤
良性腫瘤
Figure 1.14:
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Inference Using Bayes’ Rule (2/2)
P AB
P AP B A
P B
P
B Ac
1 P
Bc Ac
0.05
P AP B A
P AP B A P Ac P B Ac
0.001 0.95
0.0187
0.001 0.95 0.999 0.05
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Recitation
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Homework -1
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