bayes theorem - community college of …(贝叶斯定理u2014u2014社区学院的u2026).pdf

bayes theorem - community college of …(贝叶斯定理u2014u2014社区学院的u2026).pdf

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bayes theorem - community college of …(贝叶斯定理u2014u2014社区学院的u2026)

1 Bayes Theorem by Mario F. Triola The concept of conditional probability is introduced in Elementary Statistics. We noted that the conditional probability of an event is a probability obtained with the additional information that some other event has already occurred. We used P(B |A) to denoted the conditional probability of event B occurring, given that event A has already occurred. The following formula was provided for finding P(B |A): P (A and B ) P (B| A) P ( A) In addition to the above formal rule, the textbook also included this intuitive approach for finding a conditional probability: The conditional probability of B given A can be found by assuming that event A has occurred and, working under that assumption, calculating the probability that event B will occur. In this section we extend the discussion of conditional probability to include applications of Bayes theorem (or Bayes rule), which we use for revising a probability value based on additional information that is later obtained. One key to understanding the essence of Bayes theorem is to recognize that we are dealing with sequential events, whereby new additional information is obtained for a subsequent event, and that new information is used to revise the probability of the initial event. In this context, the terms prior probability and posterior probability are commonly used. Definitions A prior probability is an initial probability value originally obtained before any additional information is obtained. A posterior probability is a probability value that

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