How is Bayes' theorem derived from conditional probability for events of positive probability?
Conditions
- Events A and B have positive probability ().
- The definition of conditional probability applies.
Reasoning, step by step
- Write the definition of conditional probability for .
- Rearrange to isolate the intersection .
- Write the definition of conditional probability for .
- Rearrange to isolate the same intersection .
- Equate the two expressions for .
- Solve for to obtain Bayes' theorem.
Example
The script states: 'For events of positive probability, Bayes' theorem follows by writing the same intersection in two ways: .','
Common misconceptions
- Thinking that the denominator is a prior-odds term; it is a normalizing constant.
- Confusing the direction of the conditional probability in the numerator.
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Starting from the equality (B|A) = (A|B), you can solve for either conditional probability by dividing by the corresponding marginal probability. Dividing both sides by isolates P(A|B), giving P(A|B) = (B|A)/P(B).
Conditions: Both A and B have positive probability for the ordinary conditionals used here.; The algebraic rearrangement requires the denominators and to be nonzero.
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Conditions: The evidence event B can occur via multiple mutually exclusive paths.; The law of total probability applies.
The positive predictive value, or the probability of having the disease given a positive test result (), is calculated by dividing the probability of a true positive by the total probability of a positive result. The total probability of a positive result includes both true positives and false positives.
Conditions: Prevalence .; Sensitivity .; False positive rate .; The events are mutually exclusive and exhaustive for the disease status.
The probability is . This is calculated using Bayes' theorem where event is 'two girls' and event is 'at least one girl'.
Conditions: Four equally likely ordered outcomes: GG, GB, BG, BB.; Event A: Two girls.; Event B: At least one girl.
The denominator ensures that the posterior probability sums to 1 over all possible mutually exclusive events . It scales the product of the likelihood and prior to a valid probability distribution.
Conditions: Bayes' theorem is written in probability form: .
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