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Blog, Examples

Understanding Bayes’ Theorem

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An Image of Bayes' Theorem Script
An Image of Bayes’ Theorem Script

I’ve finished a script that helps understand Bayes’ Theorem.

If we have a set of mutually exclusive (aka non-overlapping) sets Bi for i {0, 1, 2, …, n} for some integer n, then the union of these sets forms a sample space. Lets call the sample space S. Suppose that we also have some set (also known as an event) A which is also a subset of S. Bayes’ Theorem considers the probability that one of these mutually exclusive events (one of the Bi‘s) caused the observed event (A).

This probability can be calculated by the formula

Pr(Bj | A) =
Pr(Bj) Pr(A | Bj)
Pr(Bi) Pr(A | Bi)

The theorem helps us determine the the probability of the event Bj given A, or in more plain English, the probability that the event Bj is the cause that gives rise to the observed event A. The numerator is given by the product of of the probability of the causal event (Pr(Bj) times the conditional probability of the observed event given the causal event (Pr(A | Bj)). This numerator could be replaced by its equivalent statement of the set A Bj. Likewise, the denominator the sum (over all the causal events) of the probaility of each causal event times the conditional probability of the observed event given that particular causal event. Each term in this denominator could be replaced b its equivalent staetment A Bi, which when summed give the total probability of A because each pair of the Bj‘s is mutually exclusive. So we are able to replace the probability of A with Pr(Bi) Pr(A | Bi) because of the fundamental law of probability.

An example that would use Bayes’ Theorem is analyzing the results of an election. The set of mutually exclusive events could be membership in a political party (Democrat, Republican, or Independent). The observed event could be the election of an individual. And the conditional distributions could be the percentage of each party that voted for this individual. If we want to calculate how significant each party was to the individual’s election, we’d use Bayes’ Theorem.

The script I’ve written to help understand Bayes’ Theorem works as follows:
– A set of mutually exclusive sets is randomly generated (the number of sets also varies). These sets are called Bi for i (0, …, n}.
– A set A is randomly generated from the union of the Bi‘s.
– A table is displayed showing:
Pr(Bi) for each i on line 1.
Pr(A | Bi) for each i on line 2.

– The user is given the option to select which of the mutually exclusive sets they would like to use to calculate the probability that this set caused the event A.
– Once a set is chosen, the user clicks the “Calculate Conditional” button and Bayes’ Theorem gives the result.
– If the “show work” checkbox was checked, then the steps used in this calculation are also shown.
– All work is done using fractions to give an idea of where the numbers come from.

Other Blogs that have covered this topic:
Better Explained
Bayes’ Theorem-qed

Blog, Examples

Gaussian Elimination

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I have just written a script which executes the Gaussian Elimination Algorithm.

When we have a collection of lines we wish to know if they all intersect at some point. Many times we are interested in determining what that point is. In order to calculate this information, we first need an understanding of the lines themselves. The way the Gaussian Elimination Algorithm works is that the collection of lines are input using a notation of Ax = b, where the matrix A is called the coefficient matrix, as the nth row of it corresponds to the coefficients for the nth line being considered. The vector b represents the right hand side vector (in two dimensions, we would call these constants the y-intercepts of the lines. In higher dimensions they hold a similar property). The vector x represents the point where the lines intersect. It is this quantity which Gaussian Elimination seeks to determine.

The basic procedure of Gaussian Elimination is to use \”elementary row operations\” on the matrix (A|b), which is called the augmented matrix, to transform A into upper triangular form. Once this is done, a procedure called back-substitution can find the solution (x) to this problem.

The elementary row operations that we are allowed to perform are:

  • Interchange two rows.
  • Multiply a row by a nonzero number.
  • Add a row to another one multiplied by a number.

    • For the last property listed above, we will determine this number by dividing the coefficient of the term we which to eliminate by the negative of the coefficient of the element on the main diagonal of the same column of the matrix. This will have the property of cancelling out, or producing a desired zero in the resulting row.

    If this algorithm produces an upper triangular matrix from which we can solve for x using back-substitution. This procedure of back-substitution is simply solving for the vector x from the bottom of the matrix to the top. If the algorithm does not produce an upper triangular matrix (because somewhere along the line, we are unable to obtain a ratio because we have zero’s on the diagonal and all zeros below the diagonal), then we say the matrix is singular. This means that there is no unique point where the lines all intersect.

    To learn more and see more examples, check out My Script on Gaussian Elimination.