Course:COGS300/Probability and Causality

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This is a page for creating resources for COGS 300 students about probability and causality. Please use an appropriate heading for any material you add.

Section 1: Visualizing conditional probability with trees

Sometimes it can be pretty difficult to understand the probabilistic relationships between variables in Bayes Theorem. Using trees is a handy tool to make conditional probability a bit easier to grasp.

To start off, I'm going to draw a tree diagram for a dependent event, like p(A∩B). Please note that dependent events are a component of Bayesian probability. This is figuring out how to represent the "numerator part" of Bayes Theorem.

Hopefully by the end of this you will understand how p(A∩B) = p(A)*p(B|A)

Dependent probability problem

>You have 2 tickets to a Rad All-Night College Party on campus.

>You have 5 possible friends to invite.

>Unknown to you, 2 of your friends are actually vampires. (The other 3 are just normal humans.)

>If you invite a vampire out to the Rad All-Night College Party, they will feast on your blood. If that's not bad enough, you'll die from blood loss, and be enslaved for all eternity as their un-dead servant.

>You select one of your friends to come with you. Then, you select a second.

>What is the probability that you survive the night? (I.e. you pick two humans to come with you.)

written differently: p(A∩B), where A= a human, and B= a human.

DependentTreeSet.gif

To figure this out, all you need to know is the probability of initially picking a human companion (P(A)), and the probability of picking another human, given that your last selection was a human (P(B|A)).


Let's start:

Step 1:

You have two options: pick a vampire, or pick a human.

DependentTree1a.gif

There is a 2/5 chance to pick a vampire, and a 3/5 chance to pick a human. This can be written as P(A). The probability of A.

DependentTree1b.gif

Step 2:

Assuming that your last selection was a human, there are now two new possible choices you can make.

DependentTree2a.gif

This time, the probability of these choices has been changed. There is now a 2/4 chance to pick a vampire, and a 2/4 chance to pick a human. This is because there is one less human to choose from.

DependentTree2b.gif

This can be written as P(B|A). The probability of B, given A.


Step 3:

Now we must find the probability of both events happening. To do so, we simply multiply our results from step 1 and 2 as so:

TreeMethodStep3a.gif

P(A)*P(B|A)=P(A∩B)

3/5 * 2/4 = 3/10

Or, if you prefer, in English: [The probability of A] times [the probability of B given A has occurred] is equal to [the probability of B and A]


There is a 30% chance you will survive the Rad All-Night College Party.

Section 2: Applying the tree method to Bayes' theorem

Now that we have a method for visualizing conditional probability, we can start to integrate it into Bayes theorem.

Remember that in section 1 we figured out how to demonstrate the probabilistic relationship between two events (recall that it's written as: P(A)*P(B|A)). This plugs into the numerator of Bayes theorem.

Bayes Theorem.jpg

Bayes theorem will help us inductively figure out the probability of event A happening given that event B has occurred.

This is best illustrated with an example:

An application of Bayes theorem

Suppose there was some all-star-varsity-sports league that engaged in some sort of strenuous activity that involved scoring game-points by throwing balls into nets and the like.

Unfortunately, to stay competitive, 10% of players illegally get super jacked on steroids.

As substance abuse has started to become a problem, the Big Sports Federation has decided to administer drug tests to players. They boast that their steroid tests are 95% effective--if an athlete takes their test on steroids, there is a 95% chance the test will detect it.

However, their tests have a 15% chance of giving a false positive.

How accurate is the Big Sports Federation's steroid test? Specifically, what is the probability that an examined athlete has taken steroids given a positive test result?

Written differently, what is P(Player has taken steroids|Positive test result)?

Step 1:

Given the information above, we know the following:

BayesA2 set.jpg

  • 90% of players have not taken steroids.
  • 10% of players have taken steroids.
  • The test is 95% accurate given the subject has taken steroids.
  • There is a 15% chance that the test will give a false positive.


This can be formalized as follows:

R = Players who take steroids

T = Test result positive


P(~R)= .9

P(R)= .1

P(T|R)= .95

P(T|~R)= .15

Remember that we want to know P(R|T).


Step 2:

This information can be represented as a tree:

First, there is a 90% chance you will select a player who is clean

BayesA2 NotRoidSubset.gif

...and a 10% chance you will select a player on steroids

BayesA2 RoidSubset.gif

This is represented as follows:

BayesA2 Tree1.gif

Then, there will be a 95% chance that the player on steroids will test positive, and a 15% chance that a player not on steroids will test positive.

BayesA2 Tree2.gif

Using principles from section 1, you can immediately see the conditional dependence.

BayesA2 Tree3.gif


Step 3:

We know the probability of someone taking steroids and testing positive. That is the leftmost branch of our tree. This becomes the numerator.

BayesA2 Bayes1.gif

Next we add the probability of getting a true positive and false positive together, and use the sum in our denominator. In other words, we are adding our two circled branches from step 2 together.

BayesA2 Bayes2.gif

Finally, this evaluates to our answer.

BayesA2 Bayes3.gif