Probability calculator (events & Bayes' theorem)

Calculate P(A or B), P(A and B) and P(A | B) for two events, or apply Bayes' theorem to a test result, with a probability tree and Venn diagram.

Cập nhật Ví dụ đã kiểm tra: 6

How likely A is before seeing the evidence, e.g. how common a condition is.
Chance of seeing the evidence when A is true, e.g. a test's sensitivity.
Chance of seeing the evidence when A is false, e.g. the false-positive rate (1 − specificity).
Thử
P(A | B)
P(A | B): 0.091743
Số chữ số thập phân tối đa: 6; Gần nhất; nếu cách đều thì ra xa số không
P(A and B)
0.009
P(A or B)
0.0991
P(B)
0.0981
P(A | not B)
0.001109
P(not A)
0.99
P(not B)
0.9019
P(neither A nor B)
0.9009
P(exactly one of A, B)
0.0901
Independent?
No

After seeing B, the probability of A moves from 1% to 9.17%. In natural frequencies: of 10,000 cases, about 90 have A and show B, while 891 show B without A — so only 90 of the 981 who show B actually have A.

Probability tree

0.010.99Anot A0.90.10.090.91A and B: 0.009A and not B: 0.001not A and B: 0.0891not A, not B: 0.9009
Cách tính S
  1. Total probability of the evidence

    P(B)=P(B∣A)P(A)+P(B∣Aˉ)P(Aˉ)=0.9×0.01+0.09×0.99=0.0981P(B) = P(B \mid A)P(A) + P(B \mid \bar A)P(\bar A) = 0.9 \times 0.01 + 0.09 \times 0.99 = 0.0981
  2. Bayes' theorem

    P(A∣B)=P(B∣A)P(A)P(B)=0.0090.0981=0.091743P(A \mid B) = \frac{P(B \mid A)P(A)}{P(B)} = \frac{0.009}{0.0981} = 0.091743
  3. Addition rule

    P(A∪B)=P(A)+P(B)−P(A∩B)=0.01+0.0981−0.009=0.0991P(A \cup B) = P(A) + P(B) - P(A \cap B) = 0.01 + 0.0981 - 0.009 = 0.0991
  4. Complements

    P(Aˉ)=0.99,P(Bˉ)=0.9019,P(A∪B‾)=0.9009P(\bar A) = 0.99,\quad P(\bar B) = 0.9019,\quad P(\overline{A \cup B}) = 0.9009
  5. Independence check

    P(A)P(B)=0.000981≠P(A∩B)=0.009P(A)P(B) = 0.000981 \ne P(A \cap B) = 0.009

Giới thiệu Probability calculator (events & Bayes' theorem)

For two events A and B, the addition rule gives P(A or B) = P(A) + P(B) − P(A and B), the multiplication rule gives P(A and B) = P(A) × P(B | A), and conditional probability is P(A | B) = P(A and B) / P(B). Bayes' theorem mode runs the conditional the other way: from a prior P(A) and the two evidence rates P(B | A) and P(B | not A), it returns the updated probability P(A | B).

The Bayes default is a screening test for a condition with 1% prevalence, 90% sensitivity and a 9% false-positive rate. A positive result raises the probability from 1% to 9.17%, because in 10,000 people the 90 true positives are outnumbered by 891 false positives.

Enter probabilities from 0 to 1; fractions such as 1/6 are accepted. Two-events mode rejects combinations that cannot exist, such as a P(A and B) larger than P(A) or P(B).

Ví dụ có lời giải

Screening test: 1% prevalence, 90% sensitivity, 9% false positives

Calculate
Bayes' theorem
Prior probability P(A)
0.01
P(B | A)
0.9
P(B | not A)
0.09
P(A | B)
0.091743
P(B)
0.0981

Nguồn đối chiếu: Gigerenzer et al. (2007) mammography example (about 1 in 10 positives has the disease); exact 0.009/0.0981 = 10/109 with Python fractions

Independent events 0.5 and 0.4

Calculate
Two events
P(A)
0.5
P(B)
0.4
How A and B relate
Independent
P(A and B)
0.2
P(A or B)
0.7
P(A | B)
0.5
P(neither A nor B)
0.3
Independent?
Yes

Nguồn đối chiếu: P(A)P(B) = 0.2; addition rule 0.5 + 0.4 − 0.2

Mutually exclusive 0.3 and 0.45

Calculate
Two events
P(A)
0.3
P(B)
0.45
How A and B relate
Mutually exclusive
P(A and B)
0
P(A or B)
0.75
P(A | B)
0
P(exactly one of A, B)
0.75
Independent?
No

Nguồn đối chiếu: Definition: P(A ∩ B) = 0; union is the plain sum

Known joint probability

Calculate
Two events
P(A)
0.6
P(B)
0.5
How A and B relate
I know P(A and B)
P(A and B)
0.4
P(A or B)
0.7
P(A | B)
0.8
P(B | A)
0.666667
P(neither A nor B)
0.3
P(exactly one of A, B)
0.3
Independent?
No

Nguồn đối chiếu: Hand calculation with Python fractions: 0.4/0.5, 0.4/0.6 = 2/3, 1 − 0.7

Câu hỏi

How do you calculate the probability of A or B?

Add the two probabilities and subtract the overlap: P(A or B) = P(A) + P(B) − P(A and B). For independent events with P(A) = 0.5 and P(B) = 0.4, the overlap is 0.5 × 0.4 = 0.2, so P(A or B) = 0.7. For mutually exclusive events the overlap is 0, so the probabilities simply add: 0.3 + 0.45 = 0.75.

What is the difference between independent and mutually exclusive events?

Independent events don't affect each other's chances, so P(A and B) = P(A) × P(B). Mutually exclusive events can't happen together, so P(A and B) = 0. Two events with non-zero probabilities can't be both: if A rules out B, knowing A happened changes the chance of B to 0. Two coin flips are independent; heads and tails on one flip are mutually exclusive.

Why does a positive result on an accurate test often mean you probably don't have the condition?

Because false positives from the large healthy group can outnumber true positives from the small affected group. With 1% prevalence, 90% sensitivity and 9% false positives, only 9.17% of positives are true. At 10% prevalence the same test gives 0.09 / (0.09 + 0.081) = 52.6%. This probability is the test's positive predictive value, and it depends on prevalence as much as on accuracy.

How do you calculate the probability of at least one event happening?

Subtract the chance that it never happens from 1: P(at least one) = 1 − (1 − p)ⁿ for n independent tries with probability p each. The chance of at least one six in 4 rolls of a die is 1 − (5/6)⁴ = 671/1296, about 0.5177, just above even odds. With p = 0.01 you need 69 tries before the chance passes 50%.

“Probability calculator (events & Bayes' theorem)” chính xác đến mức nào?

Độ chính xác phụ thuộc vào dữ liệu nhập và giả định của phương pháp. Phép tính thập phân dùng 50 chữ số có nghĩa, nhưng ước lượng, phương pháp số và dữ liệu nguồn có thể kém chính xác hơn; làm tròn khi hiển thị không loại bỏ các giới hạn đó. Ví dụ có lời giải đã đối chiếu với nguồn độc lập: 6. Ví dụ, “Screening test: 1% prevalence, 90% sensitivity, 9% false positives” được kiểm tra bằng Gigerenzer et al. (2007) mammography example (about 1 in 10 positives has the disease); exact 0.009/0.0981 = 10/109 with Python fractions.

Phương pháp này lấy từ đâu?

Grinstead & Snell, Introduction to Probability (AMS), §4.1 Discrete conditional probability and Bayes' formula; Gigerenzer et al. (2007). Helping doctors and patients make sense of health statistics. Psychological Science in the Public Interest 8(2), 53–96.

Về công cụ tính này

P(A∣B)=P(B∣A) P(A)P(B∣A)P(A)+P(B∣Aˉ)P(Aˉ),P(A∪B)=P(A)+P(B)−P(A∩B)P(A \mid B) = \frac{P(B \mid A)\,P(A)}{P(B \mid A)P(A) + P(B \mid \bar A)P(\bar A)},\qquad P(A \cup B) = P(A) + P(B) - P(A \cap B)

Nguồn

  1. Grinstead & Snell, Introduction to Probability (AMS), §4.1 Discrete conditional probability and Bayes' formula
  2. Gigerenzer et al. (2007). Helping doctors and patients make sense of health statistics. Psychological Science in the Public Interest 8(2), 53–96

Đã đối chiếu nguồn tham khảo

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