Can Mathematica do Bayes Rule conditional probability calculations, without doing the calculation manually? If so how?
I have been searching both the Mathemtaica doco and the web for a hint but cannot find anything. I am not after how to do Bayes Rule manually via Mathematica, I want to know if there is a way to define the conditional probabilities and calculate other ones automagically.
So to use the toy example assuming Bernoulli distributions
P(Cancer+) = 0.01
P(Cancer-) = 0.99
P(Test+|Cancer+) = 0.9
P(Test-|Cancer+) = 0.1
P(Test+|Cancer-) = 0.2
P(Test-|Cancer-) = 0.8
Is it possible to work out
P(Cancer+|Test+) = 0.0434
So using the below.
Print["P(C+) = ", PCancerT=BernoulliDistribution[0.01]];
Print["P(C-) = ", PCancerF=BernoulliDistribution[0.99]];
Print[]
Print["P(T+|C+) = ", PTestTGivenCancerT=BernoulliDistribution[0.9]];
Print["P(T-|C+) = ", PTestFGivenCancerT=BernoulliDistribution[0.1]];
Print["P(T+|C-) = ", PTestTGivenCancerF=BernoulliDistribution[0.2]];
Print["P(T-|C-) = ", PTestFGivenCancerF=BernoulliDistribution[0.8]];
Print[]
Print["P(T+,C+) = ", PTestTAndCancerT = Probability[vCT&&vTTCT,{vCT\[Distributed]PCancerT,vTTCT\[Distributed]PTestTGivenCancerT}]];
Print["P(T-,C+) = ", PTestFAndCancerT = Probability[vCT&&vTFCF,{vCT\[Distributed]PCancerT,vTFCF\[Distributed]PTestFGivenCancerT}]];
Print["P(T+,C-) = ", PTestTAndCancerF = Probability[vCF&&vTTCF,{vCF\[Distributed]PCancerF,vTTCF\[Distributed]PTestTGivenCancerF}]];
Print["P(T-,C-) = ", PTestFAndCancerF = Probability[vCF&&vTTCF,{vCF\[Distributed]PCancerF,vTTCF\[Distributed]PTestFGivenCancerF}]];
Print[]
Print["P(C+|T+) = ?"];
Print["P(C+|T-) = ?"];
Print["P(C-|T+) = ?"];
Print["P(C-|T-) = ?"];
I can work out the joint probabilities by defining all the probability tables manually, but is there a way to get Mathematica to do the heavy lifting?
Is there a way to define and calculate these kind of conditional probabilities?
Many thanks for any assistance, even it its “You can’t… stop trying” 🙂
PS : was this an attempt at doing something along these lines? Symbolic Conditional Expectation in Mathematica
Actually… I worked this out symbolically in the past, and it covers a lot of simple (unchained) probabilities. I guess it wouldn’t be that hard to add chaining(see below). You’re welcome to reply with augmentation. The symbolic approach is far more flexible than working with Bernoulli distributions and creating a proc for Bayes theorem and thinking about the right way to apply it every time.
NOTE: The functions are not bound, like in the post above
((0 < pC < 1) && (0 < pTC < 1) && (0 < pTNC < 1))because sometimes you want “unweighted” results, which produce numbers outside of 0-1 range, then you can bring back into the range by dividing by some normalizing probability or product of probabilities. If you do want to add bounds for error checking, do this:P[A_ /;0<=A<=1] := some_function_of_A;use
Esc+cond+Escto enter\\[Conditioned]symbol in Mathematica.You then use it as such:
Don’t need “not cancer” since
P[!Cancer]yields0.99(Esc+not+Esctypes a very pretty logical not symbol, butNot[A],!Aor\[Not]Awork just fine too)again:
P[!Test \\[Conditioned] Cancer]will be1-P[Test \\[Conditioned] Cancer]by definition, unless you override it.Now let’s query this model:
returns
and
returns
I guess it would be a nice idea to define
P(B|A1,A2,A3,...,An), anyone up for coding the chain rule using NestList or something like it? I didn’t need it for my project, but it wouldn’t be that difficult to add, should someone need it.