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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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