Question

When an experiment is conducted, one and only one of three mutually exclusive events \(S_{1}, S_{2}\) and \(S_{3}\), can occur, with \(P\left(S_{1}\right)=.2, P\left(S_{2}\right)=.5,\) and \(P\left(S_{3}\right)=.3 .\) The probabilities that an event A occurs, given that event \(S_{1}, S_{2}\), or \(S_{3}\) has occurred are $$ P\left(A \mid S_{1}\right)=.2 \quad P\left(A \mid S_{2}\right)=.1 \quad P\left(A \mid S_{3}\right)=.3 $$ If event A is observed, use this information to find the probabilities in Exercises 4 -6. \(P\left(S_{3} \mid A\right)\)

Short answer

Answer: The probability is 0.5 or 50%.

Step-by-step solution

Write down the Bayes' theorem

Bayes' theorem relates the conditional probabilities of two events, say A and B. It is given by the formula: $$P(B | A) = \frac{P(A | B) * P(B)}{P(A)}$$ In our case, we want to find \(P(S_3 | A)\), so we will use the above formula with B = \(S_3\) and A = A.

Find the probability of event A

We are given the individual probabilities of events \(S_1\), \(S_2\), and \(S_3\) and the conditional probabilities \(P(A | S_1)\), \(P(A | S_2)\), and \(P(A | S_3)\). We need to find the overall probability of event A occurring. This can be done using the law of total probability. Since events \(S_1\), \(S_2\), and \(S_3\) are mutually exclusive and exhaustive, we can write: $$P(A) = P(A | S_1) * P(S_1) + P(A | S_2) * P(S_2) + P(A | S_3) * P(S_3)$$ Substituting the given values in the formula: $$P(A) = 0.2 * 0.2 + 0.1 * 0.5 + 0.3 * 0.3 = 0.04 + 0.05 + 0.09 = 0.18$$

Calculate the probability using the Bayes' theorem

Now we apply the Bayes' theorem to find \(P(S_3 | A)\). Plug in the numbers from step 1 and step 2 into the formula: $$P(S_3 | A) = \frac{P(A | S_3) * P(S_3)}{P(A)}$$ $$P(S_3 | A) = \frac{0.3 * 0.3}{0.18} = \frac{0.09}{0.18} = 0.5$$

Interpret the result

The probability of event \(S_3\) occurring, given that event A has occurred, is 0.5. This means, if we observe event A, there is a 50% chance that event \(S_3\) has occurred.

Key concepts

Bayes' theorem

Bayes' theorem is a way of finding a probability when we know certain other probabilities. The classic equation looks like this:
\[P(B | A) = \frac{P(A | B) \times P(B)}{P(A)}\]
What the theorem does is relate the conditional probability of event \(A\) happening given that \(B\) has occurred with the conditional probability of \(B\) happening given that \(A\) has occurred. This is incredibly useful in various fields, from medicine to machine learning, because it allows us to update our beliefs based on new evidence or data.
In the textbook exercise, we used Bayes' theorem to determine the probability of one of the mutually exclusive events \(S_3\) given that event \(A\) has occurred. The solution clearly lays out the process: first writing down Bayes' theorem, then finding the probability of event \(A\) using other provided probabilities, and finally using these to calculate \(P(S_3 | A)\). Remember, \(P(B)\) is the prior probability of \(B\), while \(P(B | A)\) is the likelihood and \(P(A)\) is evidence that needs to be calculated, often using the law of total probability.

Law of total probability

The law of total probability is crucial when dealing with scenarios involving multiple events that cover all possible outcomes, known as a partition of the sample space. When events are mutually exclusive (meaning they cannot happen at the same time) and exhaustive (they cover all possible outcomes), we can use this law to find the overall probability of a different event. The general formula looks like this:
\[P(A) = \sum P(A | B_i) \times P(B_i)\]
Here \(B_i\) represents each possible event. In the exercise, we knew the probability of event \(A\) given each mutually exclusive event \(S_1\), \(S_2\), and \(S_3\), and we also knew the probabilities of each of these events. By multiplying the probability of \(A\) happening given each separate event by the probability of the event itself, and then adding them up, we obtained the total probability of event \(A\), which was used later on in Bayes' theorem.

Mutually exclusive events

When we talk about mutually exclusive events, we're discussing scenarios where the occurrence of one event means that none of the other events can happen at the same time. For example, flipping a coin can only result in either heads or tails—these are mutually exclusive outcomes. In probability theory, this means that the intersection of these events (where both happen at once) has a probability of zero. Mathematically, this is written as:
\[P(A \cap B) = 0\]
In our textbook problem, \(S_1\), \(S_2\), and \(S_3\) are mutually exclusive events, and the sum of their probabilities adds up to 1, which is a characteristic of such events forming a complete set. Understanding this concept is important for correctly applying the law of total probability, as it assures us that we are accounting for every possible outcome once, and only once, making sure our computed probability for event \(A\) is accurate and meaningful.