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Bayesian’s Theory 
and Inference 
Slides edited by Valerio Di Fonzo for www.globalpolis.org 
Based on the work of Mine Çetinkaya-Rundel of OpenIntro 
The slides may be copied, edited, and/or shared via the CC BY-SA license 
Some images may be included under fair use guidelines (educational purposes)
Bayes' Theorem 
The conditional probability formula we have seen so far is a 
special case of the Bayes' Theorem, which is applicable even 
when events have more than just two outcomes. 
Bayes’ Theorem
Bayesian Inference
In which hand is the “good die”? 
Before you make a final decision, you will be able to collect data by asking to roll the die in one hand and 
know whether the outcome of the roll is greater than or equal to 4. Think about what it means to roll a 
number greater than or equal to 4 with the two types of dice we have. We're going to ask two questions. 
What is the probability of rolling a value greater than or equal to 4 with a six-sided die? And what is that 
probability with a 12-sided die? With a six-sided die, the sample space is made up of numbers between 1 
and 6. We're interested in an outcome greater than or equal to 4, the probability of getting such an 
outcome is then 3 out of 6, or 1 out of 2 or, 50%. With a 12-sided die, the sample space is bigger, number 
is between 1 and 12. And once again, we're interested in outcomes 4 or greater. The probability of getting 
such an outcome is 9 out of 12, or 3 4ths, or 75%.
After rolling the die in the right hand you know that the result is greater or 
equal to 4. Therefore, now, how do the probabilities you assign to the same set 
of hypothesis change? In other words, what are now the probabilities to get 
the good die in the right hand after this first roll?
Example of Bayesian Inference 
Breast cancer screening 
● American Cancer Society estimates that about 1.7% of women 
have breast 
cancer.http://www.cancer.org/cancer/cancerbasics/cancer-prevalence 
● Susan G. Komen For The Cure Foundation states that 
mammography correctly identifies about 78% of women who truly 
have breast 
cancer.http://ww5.komen.org/BreastCancer/AccuracyofMammogra 
ms.html 
● An article published in 2003 suggests that up to 10% of all 
mammograms result in false positives for patients who do not have 
cancer.http://www.ncbi.nlm.nih.gov/pmc/articles/PMC1360940 
Note: These percentages are approximate, and very difficult to estimate.
When a patient goes through breast cancer screening there are two 
competing claims: patient had cancer and patient doesn't have 
cancer. If a mammogram yields a positive result, what is the 
probability that patient actually has cancer? 
Note: Tree diagrams are useful for inverting probabilities: 
we are given P(+|C) and asked for P(C|+).
Suppose a woman who gets tested once and obtains a positive result wants to 
get tested again. In the second test, what should we assume to be the probability 
of this specific woman having cancer? 
What is the probability that this woman has cancer if this second 
mammogram also yielded a positive result? 
(a) 0.0936 
(b) 0.088 
(c) 0.48 
(d) 0.52 
posterior 
(a) 0.017; 
(b) 0.12 (posterior); 
(c) 0.0133; 
(d) 0.88;

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Bayeasian inference

  • 1. + Bayesian’s Theory and Inference Slides edited by Valerio Di Fonzo for www.globalpolis.org Based on the work of Mine Çetinkaya-Rundel of OpenIntro The slides may be copied, edited, and/or shared via the CC BY-SA license Some images may be included under fair use guidelines (educational purposes)
  • 2. Bayes' Theorem The conditional probability formula we have seen so far is a special case of the Bayes' Theorem, which is applicable even when events have more than just two outcomes. Bayes’ Theorem
  • 4.
  • 5. In which hand is the “good die”? Before you make a final decision, you will be able to collect data by asking to roll the die in one hand and know whether the outcome of the roll is greater than or equal to 4. Think about what it means to roll a number greater than or equal to 4 with the two types of dice we have. We're going to ask two questions. What is the probability of rolling a value greater than or equal to 4 with a six-sided die? And what is that probability with a 12-sided die? With a six-sided die, the sample space is made up of numbers between 1 and 6. We're interested in an outcome greater than or equal to 4, the probability of getting such an outcome is then 3 out of 6, or 1 out of 2 or, 50%. With a 12-sided die, the sample space is bigger, number is between 1 and 12. And once again, we're interested in outcomes 4 or greater. The probability of getting such an outcome is 9 out of 12, or 3 4ths, or 75%.
  • 6.
  • 7.
  • 8. After rolling the die in the right hand you know that the result is greater or equal to 4. Therefore, now, how do the probabilities you assign to the same set of hypothesis change? In other words, what are now the probabilities to get the good die in the right hand after this first roll?
  • 9.
  • 10.
  • 11.
  • 12.
  • 13.
  • 14. Example of Bayesian Inference Breast cancer screening ● American Cancer Society estimates that about 1.7% of women have breast cancer.http://www.cancer.org/cancer/cancerbasics/cancer-prevalence ● Susan G. Komen For The Cure Foundation states that mammography correctly identifies about 78% of women who truly have breast cancer.http://ww5.komen.org/BreastCancer/AccuracyofMammogra ms.html ● An article published in 2003 suggests that up to 10% of all mammograms result in false positives for patients who do not have cancer.http://www.ncbi.nlm.nih.gov/pmc/articles/PMC1360940 Note: These percentages are approximate, and very difficult to estimate.
  • 15. When a patient goes through breast cancer screening there are two competing claims: patient had cancer and patient doesn't have cancer. If a mammogram yields a positive result, what is the probability that patient actually has cancer? Note: Tree diagrams are useful for inverting probabilities: we are given P(+|C) and asked for P(C|+).
  • 16. Suppose a woman who gets tested once and obtains a positive result wants to get tested again. In the second test, what should we assume to be the probability of this specific woman having cancer? What is the probability that this woman has cancer if this second mammogram also yielded a positive result? (a) 0.0936 (b) 0.088 (c) 0.48 (d) 0.52 posterior (a) 0.017; (b) 0.12 (posterior); (c) 0.0133; (d) 0.88;