Bayes’ Theorem is a fundamental concept in probability theory and statistics that plays a crucial role in decision-making under uncertainty. It allows us to update the probability of an event based on new evidence, helping in fields ranging from medical diagnosis to finance and artificial intelligence.
Bayes' Theorem describes how to compute the probability of a hypothesis given some evidence. It helps in understanding the relationship between prior beliefs (initial assumptions) and new evidence to compute a more accurate probability (posterior probability).
The formula for Bayes' Theorem is:
Where:
Statement
Bayes’ Theorem relates the conditional probability of two events and is stated as follows:
Proof:
From the definition of conditional probability:
Rearranging the second equation gives:
Substituting this into the first equation, we get:
This is the Bayes’ Theorem formula.
Example 1: There are three identical boxes, labeled I, II, and III, each containing two coins. Box I holds two gold coins, Box II holds two silver coins, and Box III contains one gold and one silver coin. A person randomly selects a box and draws a coin, which turns out to be gold. What is the probability that the other coin in the selected box is also gold?
Solution:
Let E1, E2 and E3 be the events that boxes I, II and III are chosen, respectively.
Then
Also, Let A represent the event that "a gold coin is drawn."
Then
P(A|E1) = P (drawing a gold coin from box I) = = 1
P(A|E2) = P (drawing a gold coin from box II) = 0
P(A|E3) = P (drawing a gold coin from box III) =
Now, the probability of the other coin in the box is also gold
= the probability of drawing a gold coin from box I.
= P(E1 |A)
By Bayes theorem, we know that
Hence, the required probability is .
Example 2: In a factory that produces bolts, three machines—A, B, and C—are responsible for manufacturing 25%, 35%, and 40% of the total bolts, respectively. The defect rates of these machines differ: machine A produces 5% defective bolts, machine B produces 4% defective bolts, and machine C produces 2% defective bolts. A bolt is randomly selected from the overall production, and it is found to be defective. What is the probability/likelihood that this defective bolt was produced by machine B?
Solution:
Let events B1, B2, and B3 represent the following:
B1: the bolt is produced by machine A
B2: the bolt is produced by machine B
B3: the bolt is produced by machine C
Clearly, the events B1, B2, and B3 are mutually exclusive and collectively exhaustive, meaning they form a complete partition of the sample space.
Let event E represent 'the bolt is defective'.
The event E occurs along with B1, B2 or B3.
Given:
P(B1) = 25% = 0.25,
P(B2) = 0.35 and
P(B3) = 0.40
Again P(E|B1) represents the probability that the bolt is defective, given that it was manufactured by machine A = 5% = 0.05.
In the same way, P(E|B2) = 0.04,
P(E|B3) = 0.02.
Hence, by Bayes Theorem, we have
Hence, the required probability is
Example 3 : In a test an examinee either guesses, copies or knows the answer to a multiple-choice question with four choices. The probability that he makes a guess is and the probability that he copies the answer is . Given that the probability of his answer being correct when he copied it is , what is the probability that he actually knew the answer to the question, considering the probability that his answer is correct if he copied it?
Solution:
Let A1 be the event that the examinee guesses that answer; A2 the event that he copies the answer and A3 the event that he knows the answer. Also let A be the event that he answers correctly. Then as given, we have
,
,
[We have assumed here that the events A1, A2 and A3 are mutually exclusive and totally exhaustive.]
Now P(A/A1) =
gain it is reasonable to take the probability of answering correctly given that he knows the answer as 1, that is,
P(A/A3) = 1
We have to find P(A3/A).
By Bayes theorem, we have
Hence, the required probability is .
Example 4: A newly constructed bridge may fall down either due to wrong designing or by inferior material used in construction. The chance that the design is faulty is 10% and the probability of its collapse if the design is faulty is 95% and that due to bad material it is 45%. If the bridge collapses. Find the chance that it was due to wrong designing.
Solution :
Let E1 be the event due to wrong designing and E2 be the event due to interior material used.
,
Let E be the event that it collapses
,
Required probability =
= Probability that the bridge collapses and the chance that it was due to wrong design.
Hence the required probability is 0.19
Example 5: A man is known to speak the truth 3 out of 4 times. He throws a die and reports that it is a six. Find the probability that it is actually a six.
Solution:
In a roll of a die, let
E1 = event of rolling a six,
E2 = event of not rolling a six, and
E = event that the man reports the result as a six.
Then, , and
P(E|E1) is the probability that the man reports a six occurs, when six has actually occurred.
= probability that the man speaks the truth
P(E|E2) = probability that the man report that six occurs, when six has not actually occurred
= probability that the man does not speak the truth
Probability of getting a six given that the man reports it to be six
[By Bayes’ theorem]
Hence, the required probability is
Example 6: A card is lost from a standard deck of 52 cards. From the remaining 51 cards remaining in the deck, two cards are drawn, and both are found to be spades. What is the probability that the lost card was a spade?
Solution:
Let E1, E2, E3 and E4 represent the events of losing a card of spades, clubs, hearts and diamonds respectively.
Then,
Let E be the event of drawing 2 spades from the remaining 51 cards. Then,
P(E|E1) = Probability of drawing 2 spades, given that a card from the clubs suit is missing.
P(E|E2) = Probability of drawing 2 spades, given that a card of clubs is missing.
P(E|E3) = Probability of drawing 2 spades from the remaining cards, given that a card of hearts is missing.
P(E|E4) = Probability of drawing 2 spades, given that a card of diamonds is missing.
P(E1|E) = Probability of the lost card being a spade, given that 2 spades are drawn from the remaining 51 cards.
Hence, the required probability is 0.22
Ans: To solve Bayes' Theorem probability questions, follow these steps:
Ans: To calculate posterior probability, you need the prior probability (P(A)), the likelihood (P(B|A)), and the marginal likelihood (P(B)). Use Bayes' Theorem:
This gives the updated probability of A after considering evidence B.
(Session 2025 - 26)