- 2019-05-03 20:50
*views 6*- machine learning

Easy to understand Bayes formula

To understand Bayes formula , First, we need to know the conditional probability formula , The concept of total probability formula , Because the Bayes formula is derived from both of them .

One , Conditional probability formula

P(B|A)= P(AB)/(P(A)

meaning ： condition B Lower generation A The probability of A and B The joint probability divided by B The probability of .

Total probability formula , Bayes formula is derived from it .

P(AB)

It's an event A happen , And events B Probability of occurrence , Event scope or entire sample space ;A,B There is no order , Among them AB mean AB The part where two spaces intersect , This part can also be regarded as in the B In space ,A And there it is , In fact, this formula P(AB) So Ω Of the sample space , however P(A|B) So B Of the sample space ,

P(B | A) It's an event A First ,B Probability of occurrence , in other words P(B | A) Greater than or equal to P(AB). Be aware that it's an event A First , Because of events A The sample space is narrowed by the occurrence of .

P(AB)：

P(B | A)：

Two , Multiplication theorem

P(AB) = P( B | A)P(A), P(AB) = P( A | B)P(B)

It's easy to understand with the above pictures , event A And events B The probability of simultaneous occurrence is equal to the event B In the event A The probability of occurrence times the event in the sample space A The probability of occurrence in the entire sample space .

therefore , The rudiment of Bayes formula

From the above two formulas ：P(B|A)= (P(A|B)P(B))/(P(A))

Three , Total probability formula

set up E For the experiment A Sample space of ,B1,B2…Bn by A A set of events for , Namely B The series of events is divided up A And each B No overlap （ Incompatible ）, Then the total probability formula can be deduced as ：

When B1+B2+B3=A Time ：

P(A)

= P(AA)

=P[A(B1+B2+B3)]

=P(AB1+AB2+AB3)

=P(AB1)+P(AB2)+P(AB3),（ because P(AB)=P(A|B)P(B)）

=P(A|B1)P(B1)+ P(A|B2)P(B2) + P(A|B3)P(B3)

Namely ：P(A) = P(B1) P(A|B1) + P(B2)P(A|B2) + …

Four , Bayes formula ：

It can be obtained from the formula of conditional probability and total probability ：

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