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The Bayes Rule

Bayes’ rule: Let B1, B2, ... , Bk be a set of


mutually exclusive events that together form the
sample space S. Let A be any event from the same
sample space, such that P(A) > 0. Then,

𝑃 ( 𝐵𝑖 )⋅ 𝑃 ( 𝐴∨𝐵𝑖 )
𝑃 ( 𝐵𝑖 ∨ 𝐴)=
𝑃 ( 𝐵1 ∩ 𝐴)+ 𝑃 ( 𝐵2 ∩ 𝐴)+ ⋯ + 𝑃 (𝐵𝑛 ∩ 𝐴)

𝑃 (𝐵𝑘 )⋅ 𝑃 ( 𝐴∨𝐵𝑘 )
¿
𝑃 (𝐵1)⋅ 𝑃 ( 𝐴∨𝐵1)+𝑃 ( 𝐵2)⋅ 𝑃 ( 𝐴∨𝐵 2)+ ⋯ +𝑃 ( 𝐵𝑛)⋅ 𝑃 ( 𝐴∨ 𝐵𝑛 )

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Example 4
Roy has enrolled as a freshman at a certain university. The probability
that he will get a scholarship is 0.3. If he gets the scholarship the
probability that he will graduate is 0.85, and if he does not get the
scholarship, the probability that he will graduate is only 0.45.
(a) What is the probability that Roy will get the scholarship and
graduate?
(b) What is the probability that Roy will not get the scholarship and will
graduate?
(c) What is the probability that Roy will graduate?
(d) Suppose that we heard years later that Roy graduated from the given
university, what is the probability that he did get the scholarship?
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Important Proofs (not required)
1. Prove that :

2. Prove that : P(

3. Prove the total probability, Law; If are disjoint sets such that

Then .

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Example 5
Suppose we have 100 boxes with 10 electric equipment in each
box. 20 of these boxes are produced by company A, 30 of them are
produced by company B and 50 by company C. From among the
electrical equipment produced by A 5% are defective, from among
those produced by B 4 % are defective and from those produced by
C 2% are defective. If a box was chosen randomly and an electrical
equipment was found to be defective, what is the probability that it
is produced by company B?

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Practice Problems 3 (cont’d)

Pages 73 & 74
Problems 2.124, 2.129 and 2.130

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