Bayesian Notation

A set is a collection of elements, which hold certain values. Additionally, every event has a set of outcomes
that satisfy it.
The null-set (or empty set), denoted ∅, is an set which contain no values.

𝑥∈𝐴
Element (lower-case) Set (upper-case)

Notation: Interpretation: Example:

𝑥∈𝐴 “Element x is a part of set A.” 2 ∈ 𝐴𝑙𝑙 𝑒𝑣𝑒𝑛 𝑛𝑢𝑚𝑏𝑒𝑟𝑠
A∋ 𝑥 “Set A contains element x.” 𝐴𝑙𝑙 𝑒𝑣𝑒𝑛 𝑛𝑢𝑚𝑏𝑒𝑟𝑠 ∋ 2
𝑥∉𝐴 “Element x is NOT a part of set A.” 1 ∉ 𝐴𝑙𝑙 𝑒𝑣𝑒𝑛 𝑛𝑢𝑚𝑏𝑒𝑟𝑠
∀𝑥: “For all/any x such that…” ∀𝑥: 𝑥 ∈ 𝐴𝑙𝑙 𝑒𝑣𝑒𝑛 𝑛𝑢𝑚𝑏𝑒𝑟𝑠
𝐴⊆𝐵 “A is a subset of B” 𝐸𝑣𝑒𝑛 𝑛𝑢𝑚𝑏𝑒𝑟𝑠 ⊆ 𝐼𝑛𝑡𝑒𝑔𝑒𝑟𝑠

Remember! Every set has at least 2 subsets.

• 𝐴⊆𝐴
• ∅⊆𝐴
 Multiple Events
The sets of outcomes that satisfy two events A and B can interact in one of the following 3 ways.

One completely
Not touch at all. Intersect (Partially Overlap)
overlaps the other.

Examples:
A -> Diamonds Diamonds Red Cards
B -> Hearts Queens Diamond
 Intersection
The intersection of two or more events expresses the set of outcomes that satisfy all the events
simultaneously. Graphically, this is the area where the sets intersect.

We denote the
intersection of two sets
with the “intersect”
sign, which resembles
an upside-down capital
letter U:

𝑨∩𝑩
 Union
The union of two or more events expresses the set of outcomes that satisfy at least one of the events.
Graphically, this is the area that includes both sets.

𝑨∪𝑩

𝑨∪𝑩= 𝑨+𝑩 −𝑨∩𝑩

 Mutually Exclusive Sets
Sets with no overlapping elements are called mutually exclusive. Graphically, their circles never touch.

If 𝑨 ∩ 𝑩 = ∅, then the
two sets are mutually
exclusive.

Remember:
All complements are mutually exclusive, but not all mutually exclusive sets are complements.

Example:
Dogs and Cats are mutually exclusive sets, since no species is simultaneously a feline and a canine, but the two are not
complements, since there exist other types of animals as well.
 Independent and Dependent Events

If the likelihood of event A occurring (P(A)) is affected event B occurring, then we say that A and B are dependent events.
Alternatively, if it isn’t – the two events are independent.

We express the probability of event A occurring, given event B has occurred the following way 𝑷 𝑨 𝑩 .
We call this the conditional probability.

Independent: Dependent
• All the probabilities we have examined so far. • New concept.
• The outcome of A does not depend on the outcome • The outcome of A depends on the outcome of B.
of B.
• 𝑃 𝐴 𝐵 ≠ 𝑃(𝐴)
• 𝑃 𝐴 𝐵 = 𝑃(𝐴)

Example
Example
• A -> Hearts
• A -> Hearts
• B -> Jacks
• B -> Red
 Conditional Probability

For any two events A and B, such that the likelihood of B occurring is greater than 0 (𝑃 𝐵 > 0), the conditional probability
formula states the following.

Probability of
𝑃 𝐴∩𝐵 the intersection.
Probability of A,
given B has
𝑃 𝐴𝐵 =
𝑃(𝐵)
occurred
Probability of
event B
Intuition behind the formula: Remember:
• Only interested in the outcomes where B is satisfied. • Unlike the union or the intersection, changing the
order of A and B in the conditional probability alters
• Only the elements in the intersection would satisfy A as well. its meaning.
• Parallel to the “favoured over all” formula: • 𝑃 𝐴 𝐵 is not the same as 𝑃 𝐵 𝐴 , even if 𝑃 𝐴 𝐵 =
• Intersection = “preferred outcomes” 𝑃(𝐵|𝐴) numerically.

• B = “sample space” • The two conditional probabilities possess different

meanings even if they have equal values.
 Law of total probability

The law of total probability dictates that for any set A, which is a union of many mutually exclusive sets 𝐵1, 𝐵2, … , 𝐵𝑛, its probability equals the
following sum.

𝑃 𝐴 = 𝑃 𝐴 𝐵1 × 𝑃 𝐵1 + 𝑃 𝐴 𝐵2 × 𝑃 𝐵2 + ⋯ + 𝑃 𝐴 𝐵𝑛 × 𝑃 𝐵𝑛

Conditional
Probability of A, Conditional
Probability of 𝐵1 Probability of 𝐵2
given 𝐵1 has Probability of A,
occurring. occurring.
occurred. given 𝐵2 has
occurred.

Intuition behind the formula:

• Since P(A) is the union of mutually exclusive sets, so it equals the sum of the individual sets.
• The intersection of a union and one of its subsets is the entire subset.
𝑷 𝑨∩𝑩
• We can rewrite the conditional probability formula 𝑷 𝑨|𝑩 = to get 𝑷 𝑨 ∩ 𝑩 = 𝑷 𝑨 𝑩 × 𝑷 𝑩 .
𝑷 𝑩

• Another way to express the law of total probability is:

• 𝑃 𝐴 = 𝑃 𝐴 ∩ 𝐵1 + 𝑃 𝐴 ∩ 𝐵2 + ⋯ + 𝑃 𝐴 ∩ 𝐵𝑛
 Additive Law

The additive law calculates the probability of the union based on the probability of the individual sets it accounts for.

𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃(𝐴 ∩ 𝐵)

Probability of the Probability of

union the intersection

Intuition behind the formula

• Recall the formula for finding the size of the Union using the size of the Intersection:
• 𝐴∪𝐵 = 𝐴+𝐵 −𝐴∩𝐵
• The probability of each one is simply its size over the size of the sample space.
• This holds true for any events A and B.
 The Multiplication Rule

The multiplication rule calculates the probability of the intersection based on the conditional probability.

𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝐵 × 𝑃(𝐵)

Probability of the Conditional Probability of

Intersection Probability event B

Intuition behind the formula

• We can multiply both sides of the conditional probability formula 𝑃 𝐴|𝐵 =𝑃 𝐴∩𝐵
by 𝑃 𝐵 to get
𝑃 𝐵
𝑃 𝐴∩𝐵 =𝑃 𝐴 𝐵 ×𝑃 𝐵 .
• If event B occurs in 40% of the time (𝑃 𝐵 = 0.4) and event A occurs in 50% of the time B occurs
(𝑃 𝐴|𝐵 = 0.5), then they would simultaneously occur in 20% of the time (P A 𝐵 × 𝑃 𝐵 = 0.5 × 0.4 =
0.2).
 Bayes’ Law

Bayes’ Law helps us understand the relationship between two events by computing the different conditional probabilities.
We also call it Bayes’ Rule or Bayes’ Theorem.

Conditional probability
of B, given A.

Conditional 𝑃 𝐵|𝐴 × 𝑃 𝐴
probability of 𝑃 𝐴|𝐵 =
A, given B. 𝑃 𝐵

Intuition behind the formula

• According to the multiplication rule 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝐵 × 𝑃 𝐵 , so 𝑃 𝐵 ∩ 𝐴 = 𝑃 𝐵 𝐴 × 𝑃 𝐴 .
𝑃 𝐴∩𝐵
• Since 𝑃 𝐴 ∩ 𝐵 = 𝑃(𝐵 ∩ 𝐴), we plug in 𝑃 𝐵 𝐴 × 𝑃 𝐴 for 𝑃 𝐴 ∩ 𝐵 in the conditional probability formula 𝑃 𝐴 𝐵 = 𝑃(𝐵)

• Bayes’ Law is often used in medical or business analysis to determine which of two symptoms affects the other one more.
 QUIZ #1

1. Which of the following is true about events?

a) There always exists a set of outcomes that satisfy a given event
b) The outcomes of an event always have to be numerical.
c) We denote events with lower-case letters of the Latin alphabet, like “x” or ”y”
d) We denote individual solutions to these events with upper-case letters from the Latin alphabet

2. How do we interpret the following?

a) For any positive value x, within the set X

b) For any non-negative value x, within the set X
c) For any x in X that is greater than 0
d) For any values which are non-negative

3.

a) a > b
b) b = a
c) b is an element of A
d) a is an element of B
 QUIZ #2

1. Which of the following does not describe two events with overlapping sets of outcomes?
a) Being African and being male
b) Being white and being French
c) Eating meat and being vegan
d) Living in SouthAfrica and liking Amapiano

2. If two events can occur at the same time, then their respective circles would…
a) Completely overlap
b) Partially overlap. (intersect)
c) Not touch at all
d) Be tangent to one another
 QUIZ #3

1. Mark the False statement. If we know that

a) A contains a
b) b is part of the intersection of B and A
c) B contains b
d) a is part of B

2. Mark the pair of sets, whose intersection is NOT the null set
a) Odd numbers and even numbers
b) Non-positive and non-negative numbers
c) Negative and positive numbers
d) Numbers divisible by 2 and odd numbers
 QUIZ #4

1. If the intersection of sets A and B (where A is larger than B), is then their union is …?
a) The larger set (A)
b) The same as their intersection (A n B)
c) The sum of the two sets (A + B)
d) None of the above

2. There are 8 blond and 10 brown-eyed people in the office. If only Jason and Eve had both features, how many people
would represent the union of blond and brown-eyed people?
a) 18
b) 16
c) 14
d) 20

3.
 QUIZ #5

1. How do we graphically express two mutually exclusive sets?

a) Their circles are tangent to one another
b) Their circles do not match
c) Their circles intersect
d) The circle of one completely overlaps the circle of the other one

2. Which statement is correct?

a) All mutually exclusive sets are complements
b) No mutually exclusive sets are complements
c) All complements are mutually exclusive
d) No complements are mutually exclusive

3. Which pair of sets are mutually exclusive, but not complements?

a) Even and Prime numbers
b) Winning a game and Drawing a game
c) Heads and Tails

4. What are the intersection and union of two mutually exclusive sets?
a) The intersection is their sum and the union is the empty set
b) The intersection is the smaller set and the union is the larger set
c) The union is the empty set and their sum is the intersection
d) The union is their sum and the intersection is the empty set
 QUIZ #6

1. What do we call the probability we use to distinguish dependent from independent events?
a) The dependent probability
b) The independent probability
c) The conditional probability
d) The distinguishing probability

2. If the probability of an event remains unaaffected by another event, the two are?
a) Dependent
b) Independent
c) Mutually Exclusive
d) None of the Above
 QUIZ #7

1. What can you conclude about events A and B, given that P(A) = P(A | B)?
a) The two are independent
b) The two are dependent
c) Event “A” is more likely to occur
d) Event “B” is more likely to occur

2. Applying the conditional probability formula, what is the probability of event A occurring, given event B has occurred if
the likelihood of getting their intersection is 0.15 and the likelihood of event B is 0.6
a) 0.45
b) 0.25
c) 4
d) 0.75

3. What is the difference between P(A | B) and P(B | A)?

a) The former suggests the two events are dependent, while the latter suggests they are independent
b) The former suggests event a is more likely than event B, while the latter suggests B is the likelier of the two
c) One indicates the probability of getting A given B has occurred, while the other indicates the likelihood of
getting B, given A has occurred.
d) All of the above
 QUIZ #8

1.
a) 0.8
b) 0.7
c) 0.4
d) 0.(81)

a) 0.19
b) 0.69
c) 0.99
d) 0.41.
 QUIZ #9

1. How do we interpret the multiplication rule formula for the event A and B?
a) The probability of both events happening equals the product of the likelihood of A occurring and the
conditional probability that B occurs, given A has already occurred
b) The probability of both events happening equals the product of the likelihood of A occurring and the
conditional probability that A occurs, given B has already occurred.
c) The probability of both events happening equals the product of the likelihood of B occurring and the
conditional probability that B occurs, given A has already occurred.
d) None of the above

2. Imagine you are watching your favorite British soccer team and want to know how likely it is that they will win, and
your favorite player Mohamed Salah will score. You know that this season, the team has won in 80% of the games he has
scored in. Furthermore, you know that he has scored in 70% of all the games the team has played this season.
a) 0.50
b) 0.56
c) 0.10
d) 0.73
 QUIZ #10

1. What is the value of P(A | B) knowing P(B | A) = 0.6, P(A) = 0.4 and P(B) = 0.3?
a) 0.24
b) 0.2
c) 0.8
d) 0.(6)