2.

8 Bayes' Rule

Ziad Zahreddine 1
 Theorem of total probability, or
The rule of elimination.(1)

If the events B1, B2, …, Bk constitute a partition of the

sample space S such that P (Bi) ≠ 0 for i =1, 2,…, k,
then for any event A of S
k k
P( A) = ∑ P ( Bi ∩ A) =∑ P( Bi ) P( A Bi )
i =1 i =1

Ziad Zahreddine
 Example
In a certain assembly plant, three machines B1, B2,
and B3, make 30%, 45%, and 25%, respectively, of
the products.
It is known from past experience that 2%, 3%, and
2% of the products made by each machine,
respectively, are defective.
Now, suppose that a finished product is randomly
selected. What is the probability that it is defective?

Ziad Zahreddine 3
In a certain assembly plant, three machines B1, B2, and B3,
make 30%, 45%, and 25%, respectively, of the products.
It is known from past experience that 2%, 3%, and 2% of the
products made by each machine, respectively, are defective.
Now, suppose that a finished product is randomly selected.
What is the probability that it is defective?
Solution Consider the following events
A: The product is defective
B 1 : The product is made by machine B 1
B 2 : The product is made by machine B 2
B 3 : The product is made by machine B 3
Applying the rules of elimination, we can write
P( A) = P( B1 ) P( A B1 ) + P( B2 ) P( A B2 ) + P( B3 ) P( A B3 )
It is clear that:
P(B1 )P( A B1 ) = (0.3)(0.02) = 0.006, P(B2 )P( A B2 ) = (0.45)(0.03) = 0.0135
P(B3 )P( A B3 ) = (0.25)(0.02) = 0.005 Hence
P( A) = 0.006+ 0.0135+ 0.005 = 0.0245
Ziad Zahreddine
 Bayes’ Rule

If the events B1, B2, …, Bk constitute a partition of the

sample space S where P (Bi) ≠ 0 for i =1, 2,…, k, then
for any event A in S such that P (A) ≠ 0,

P( Br ∩ A) P( Br ) P( A Br )
P( Br A) = k
= k

∑ P(B ∩ A)
i =1
i ∑ P(B )P( A B )
i =1
i i

for r = 1, 2, …, k.
Ziad Zahreddine
 A: The product is defective
B 1 : The product is made by machine B 1
B 2 : The product is made by machine B 2
Example B 3 : The product is made by machine B 3
With reference to the previous example, if a product were
chosen randomly and found to be defective, what is the
probability that it was made by machine B 3?
Solution Using Bayes’ rule to write
P( B3 ) P( A B3 )
P( B3 A) =
P( B1 ) P( A B1 ) + P( B2 ) P( A B2 ) + P( B3 ) P( A B3 )
0.005 0.005 10
P( B3 A) = = = .
0.006 + 0.0135 + 0.005 0.0245 49
This result suggests that the defective product was not
necessarily made by machine B3. 6
Ziad Zahreddine
 Section 2.8, P. 60

Assignment: 1, 2, 3, 4, 6, 8.

Ziad Zahreddine