Extended Bayes' theorem

We can extend Bayes' theorem taking into consideration more probability events. Suppose that the events B1,...,Bn are conditionally independent given A. Let ~A denote the complement of A. Then:

P(A|B1,...,Bn) = P(B1,...,Bn|A) * P(A) / P(B1,...,Bn)

= [P(B1|A) * ... * P(Bn|A) * P(A)] / [P(B1|A) * ... * P(Bn|A) * P(A) + P(B1|~A) * ... * P(Bn|~A) * P(~A)]

Proof:

Since the events B1,...,Bn are conditionally independent given A (and also given ~A), we have the following:

P(B1,...,Bn|A)=P(B1|A) * ... * P(Bn|A)

Applying the simple form of Bayes' theorem and this fact, we thus have the following:

P(A|B1,...,Bn) = P(B1,...,Bn|A) * P(A) / P(B1,...,Bn)

= P(B1|A) * ... * P(Bn|A) * P(A) / [P(B1,...,Bn|A)*P(A)+P(B1,...,Bn|~A)*P(~A)]

= [P(B1|A) * ... * P(Bn|A) * P(A)] / [P(B1|A) * ... * P(Bn|A) * P(A) + P(B1|~A) * ... * P(Bn|~A) * P(~A)]

This completes the proof as required.

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