BAYES THEOREM and the case of file false positives... FOR A MORE SERIOUS APPLICATION OF CONPITIONAL PROBABILITY, LET'S ENTER AM ARENA OF LIFE AMP PEATH- 5UPP05E A RARE PISEASE INFECTS ONE OUT OF EVERy woo PEOPLE IN A POPULATION- AMP SUPPOSE THAT THERE IS A GOOP, BUT NOT PERFECT, TEST FOR THIS PISEASE'. IF A PERSON HAS THE PISEASE, THE TEST COMES BACK POSITIVE 99% OF THE TIME. ON THE OTHER HANP, THE TEST ALSO PROPUCES SOME FAL$£ PO$mV&. ABOUT 2% OF UNINFECTEP PATIENTS ALSO TEST POSITIVE- ANP WU JUST TESTEP POSITIVE WHAT ARE YOUR CHANCES OF HAVING THE PISEASE? WE HAVE TWO EVENT* TO WORK WITH; A i PATIENT HAS THE PlSEASE & t PATIENT TESTS POSITIVE. THE INFORMATION ABOUT THE TEST'S EFFECTIVENESS CAN g£ WRITTEN P(A) * .001 P&lA) * .99 PftlNOT A) * .02 ANP WE ASK P(A 10) * WHAT? CONE PATIENT IN WOO HAS THE PlSEASE; ^PROBABILITY OF A POSITIVE TEST, &IVEN INFECTION, IS .99) CPROBABIiny OF A PAUSE POSITIVE, 6IVEN no INFECTION, IS -Ol) (probability of having the pisease, 6iven a positive test) SINCE THE TREATMENT FOR THIS PlSEASE HAS SERIOUS SIPE EFFECTS, THE POCTOR, HER LAWYER, ANP HER LAWYER'S LAWYER CAUL- ON JOE BAYES, CP (CONSULTING PROBABILIST), FOR AN ANSWER. TOE PER1VES A THEOREM FIRST PROVEP BV HIS ANCESTOR, THE REV. THOMAS 9ayk (mWBW). JOE BENINS WITH A 2X2 TAKLE, WHICH PMPES THE SAMPLE SPACE INTO FOUR MUTUALLY EXCLUSIVE EVENTS. IT PISPLAyS EVERy POSSIBLE COMBINATION OF PISEASE STATE AN P TEST RESULT A NOT A A ANP g NOT A AMP g NOT g A ANP NOT 6 NOT A ANP NOT B LET'S FINP THE PROBABILITIES OF EACH EVENT IN THE TABLE: a not a SUM 8 ka anp $) knot a anp b) pcb} not 9 ka anp not bp knot a anp not 9) pcnot &> pía? knot a; 1 THE PROBABILITIES IN THE MARGINS ARE FOUNP BY SUMMING ACROSS ROWS ANP POWN COLUMNS. NOW COMPUTE: ?(k AMP B) = ?(B\k)?(k) * (.99X001) * .00099 ?(UOT A AMP B} » P(BlMOT A)P(MOT A) * C0Z)(.999) = .01996 ALLOWING US TO FILL IN SOME ENTRIES-- NOT A SUM 8 NOT B 00099 .01998 PfA ANP NOT g) KNOT A ANP NOT W) .999 M097 KNOT 0Ü 'í WE FINP THE REMAINING PROBABILITIES 9/ SUBTRACTING IN THE COLUMNS, THEN APPIN6- ACROSS THE ROWS- 4E THE FINAL TABLE 1$'- MOT A B JJ0099 .C1998 MQ97 NOT 0 .oooox .97902- .mm .QO\ .999 i P(A) PfNOT A) from wwiiH we pirectly perive .02097 f pespite the mm Mcmtna of the test, than 9% of those who test positive actually have the piscase.' this is <^ll£p the positive pmapox. THIS TABLE SHOWS WHAT HAPPENS IN A 6ROUP OF A THOUSAND PATIENTS. ON AVERAGE, ONLY 21 PEOPLE WILL TEST POSITIVE-AMP ONLY ONE OF THEM HAS THE PfSEASE.' FALSE POSITIVES Com FROM THE yKf/^W LARGER UNINFECTED 6roup. pisease no pisease TESTS POSITIVE 1 2.0 21 TESTS NEGATIVE 0 979 979 1 999 woo 49 WHAT'S THE PHYSICIAN TO PO? JOE BAYES APVISES HER NOT TO START TREATMENT ON THE BASIS OF THIS TEST ALONE THE TEST POES PROVIPE INFORMATION, HOWEVER: WITH A POSITIVE TEST THE PATIENTS OF HAVING THE PISEASE IN£REASEP FROM 1 IN \QOO TO 1 IN 23. THE DOCTOR fOUCWS UP WITH MORE TESTS. JOE SAVES COU&CfS HIS £ONSULTIN& CVSCK BEFORE APMITTIN6- THAT ALL THOSE STEPS HE WENT THROUGH CM BE 60MPRESSEP INTO THE SIN&LE FORMULA £ALL£P BAYES THEOREM-- = P(A)P(BIA)+P(NOT A)P(BINOT A) IT (IMPUTES PtAii) FROM PW ANP THE TWO £ONPfT!ONAL PROBABILITIES pfeiA' an rr A), you cm PERIVE rr BY NOTIN6 THAT THE BI6- FRACTION PfA|PfBiAj p(a and Bl#P|l#©f & tind B| P(A end Bj P(A Ond B} B p#AtK| 50 IN THIS CHAPTER, WE COVEREt? THE BASICS OF PROBABILITY; ITS DEFINITION, SAMPLE SPACES AMP ELEMENTARY OUTCOMES, CONDITIONAL PROBABILITY, AMI? SOME BASIC FORMULAE FOR COMPUTING PROBABILITIES- WE ILLUSTRATED THESE IDEAS USING A 2-P1CE SAMPLE SPACE. FOR THE MODERN 6AM8LER, PROBABILITY 15 THE POWER TOOL OF CHOICE. 1 „; Isl_sI Ljdi^tl 1—1 • • Mi; E8 • • AMP FINALLY, IN THE MEDICAL EXAMPLE, WE SHOWED HOW THESE ABSTRACT IDEAS COVIQ HELP TO MAKE GOOD DECISIONS IN THE FACE OF IMPERFECT INFORMATION AN 17 ff&M. ff/**T£-THE ULTIMATE 6OAL Of STATISTICS. but this is just the beginning. for us, probability 1$ only a TOOl-M essential tool, to be sure-in the study of statistic. in the chapters | that follow, we'll explore the bustle relationship between probability, variation* in statistical data, and our confidence in interpreting the meaning of our observations. 51