Suppose that events B₁, B2, ..., Bk partition the sample space , and that event A is some other event. Bayes' Theorem states that Pr(A|B₂) Pr(B;) Pr(A) Derive Bayes' Theorem, clearly stating any necessary probability definitions and clearly stating the conditions which make the events B₁, B2, ..., Bk partition the Pr(B₂A) = = i = 1,2..., k.

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C2. (a) (i) Suppose that events B₁, B2, ..., Bk partition the sample space , and that event
A is some other event.
Bayes' Theorem states that
Pr(B; A)
Derive Bayes' Theorem, clearly stating any necessary probability definitions and
clearly stating the conditions which make the events B₁, B2, ..., Bk partition the
sample space.
Pr(A|B₂)Pr(B₂)
Pr(A)
2
i = 1, 2..., k.
(ii) Chronic heart disease (CHD) effects about 5% of the adult population. An
electrocardiogram (ECG) stress test is 60% effective at detecting CHD when it
is present but also suggests CHD in 10% of cases where it is not present.
Find the probability that a randomly selected adult from the population has a
positive test result?
Suppose now that a particular patient does have a positive test, then what is the
probability that the individual actually has chronic heart disease?
(b) A particular manufacturer of mobile phone battery claims a life of 20 hours before
needing recharging. To investigate this claim, randomly selected fully-charged bat-
teries are used until they go flat. A random variable X is used to indicate success
or failure. If the recorded time is at least 20 hours then X = 1, otherwise X = 0,
and let Pr(X = 1) = p. Suppose that five batteries are tested giving the observed
sequence x₁=1, x2 = 0, x3 = 1, x4 = 1, x5 = 1.
(i) Explain why a Bernoulli distribution would be a suitable model for this situation.
(ii) As part of a Bayesian model, explain why a beta distribution would be a suitable
prior model for p, that is p Beta (a, b).
(iii) Write down the appropriate form of Bayes' Theorem which defines the posterior
distribution, f(px), in terms of the data likelihood, 1(xp), the prior distribution,
f(p), and the data evidence f(x).
Using the result that after the first battery is tested, the posterior distribution of
px is Beta(a + x₁, ß + 1 - x₁) and that expert opinion suggests using a = 10
and 3 = 1, then what is the posterior mean?
(iv) Explain how the posterior distribution and posterior mean in (b)(iii) would change
as the test results from the other batteries are included sequentially.
Hint: You may use, without proof, that for a beta distribution, Z Beta (a, b) the
mean is E[Z] = a/(a + b) and the variance is Var[Z] = ab/{(a + b)²(a+b+1)}.
Transcribed Image Text:C2. (a) (i) Suppose that events B₁, B2, ..., Bk partition the sample space , and that event A is some other event. Bayes' Theorem states that Pr(B; A) Derive Bayes' Theorem, clearly stating any necessary probability definitions and clearly stating the conditions which make the events B₁, B2, ..., Bk partition the sample space. Pr(A|B₂)Pr(B₂) Pr(A) 2 i = 1, 2..., k. (ii) Chronic heart disease (CHD) effects about 5% of the adult population. An electrocardiogram (ECG) stress test is 60% effective at detecting CHD when it is present but also suggests CHD in 10% of cases where it is not present. Find the probability that a randomly selected adult from the population has a positive test result? Suppose now that a particular patient does have a positive test, then what is the probability that the individual actually has chronic heart disease? (b) A particular manufacturer of mobile phone battery claims a life of 20 hours before needing recharging. To investigate this claim, randomly selected fully-charged bat- teries are used until they go flat. A random variable X is used to indicate success or failure. If the recorded time is at least 20 hours then X = 1, otherwise X = 0, and let Pr(X = 1) = p. Suppose that five batteries are tested giving the observed sequence x₁=1, x2 = 0, x3 = 1, x4 = 1, x5 = 1. (i) Explain why a Bernoulli distribution would be a suitable model for this situation. (ii) As part of a Bayesian model, explain why a beta distribution would be a suitable prior model for p, that is p Beta (a, b). (iii) Write down the appropriate form of Bayes' Theorem which defines the posterior distribution, f(px), in terms of the data likelihood, 1(xp), the prior distribution, f(p), and the data evidence f(x). Using the result that after the first battery is tested, the posterior distribution of px is Beta(a + x₁, ß + 1 - x₁) and that expert opinion suggests using a = 10 and 3 = 1, then what is the posterior mean? (iv) Explain how the posterior distribution and posterior mean in (b)(iii) would change as the test results from the other batteries are included sequentially. Hint: You may use, without proof, that for a beta distribution, Z Beta (a, b) the mean is E[Z] = a/(a + b) and the variance is Var[Z] = ab/{(a + b)²(a+b+1)}.
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