機率(關於獨立事件)

2011-03-27 6:20 am
A person tried by a 3-judge panel is declared guilty if at least 2 judges cast votes of guilty. Suppose that when the defendant is, in fact, guilty, each judge will independently vote guilty with probability 0.7, whereas when the defendant is, in fact, innocent, this probability drops to 0.2. If 70 percent of defendants are guilty, compute the conditional probability that judge number 3 votes guilty given that
(a) judges 1 and 2 vote guilty;(b) judges 1 and 2 cast 1 guilty and 1 not guilty vote;(c) judges 1 and 2 both cast not guilty votes. Let Ei, i = 1, 2, 3 denote the event that judge I casts a guilty vote. Are these events independent? Are they conditionally independent? Explain. Answer for the (a) is 97/142Answer for the (b) is 15/26Answer for the (c) is 33/102 請講解思路以及解題方法,謝謝大家!!
更新1:

謝謝老怪物大大解答: 但是看不懂這裡: 其中, 以 P(E1∩E2) 為例, 其計算方法是 P(E1∩E2)=P(A)P(E1∩E2|A)+P(A')P(E1∩E2|A') = P(A)P(E1|A)P(E2|A) + P(A')P(E1|A')P(E2|A') = 0.7*0.7^2 + 0.3 * 0.2^2 P(E1∩E2)=P(A)P(E1∩E2|A)+P(A')P(E1∩E2|A') 這個是乘積法則嗎? 還是貝斯法則? 不太明白這步怎樣出來? 希望能得到解答,謝謝!!

更新2:

還是E1是代表(E1|A)這件事?

回答 (2)

2011-03-27 7:13 am
✔ 最佳答案
Ei, i = 1, 2, 3 denote the event that judge i casts a guilty vote.

Suppose that when the defendant is, in fact, guilty, each judge will independently vote guilty with probability 0.7, ...


由以上敘述可知: E1, E2, E3 是 conditionally independent,
given the defendant is guilty or innocent.

令 A denote the event that the defendant is guilty.
而 A' 是 A 的餘事件, 即 defendant is innocent.
則:
P(Ei|A) = 0.7, P(Ei|A') = 0.2, i=1,2,3.
又: P(A) = 0.7.

(a) P(E3|E1∩E2) = P(E1∩E2∩E3)/P(E1∩E2)
= (0.7*0.7^3+0.3*0.2^3)/(0.7*0.7^2+0.3*0.2^2)
= .2425/.355 = 97/142
其中, 以 P(E1∩E2) 為例, 其計算方法是
P(E1∩E2)=P(A)P(E1∩E2|A)+P(A')P(E1∩E2|A')
= P(A)P(E1|A)P(E2|A) + P(A')P(E1|A')P(E2|A')
= 0.7*0.7^2 + 0.3 * 0.2^2

(b) P(E3|(E1∩E2')∪(E1'∩E2))
= P(E3∩[(E1∩E2')∪(E1'∩E2)])/P((E1∩E2')∪(E1'∩E2))
P(E3∩[(E1∩E2')∪(E1'∩E2)])
= 0.7*0.7*(2*0.7*0.3) + 0.3*0.2*(2*0.2*0.8)
= .2058 + .0192 = .2250
P((E1∩E2')∪(E1'∩E2))
= 0.7*(2*0.7*0.3) + 0.3*(2*0.2*0.8)
= .390
故 P(E3|(E1∩E2')∪(E1'∩E2)) = .2250/.390 = 15/26

(c) P(E3|E1'∩E2') = P(E3∩E1'∩E2')/P(E1'∩E2'),
其中
P(E3∩E1'∩E2')= 0.7*0.7*0.3^2+0.3*0.2*0.8^2
= .0441 + .0384 = .0825
P(E1'∩E2') = 0.7*0.3^2+0.3*0.8^2 = .063+.192 = .255
故 P(E3|E1'∩E2') = .0825/.255 = 33/102.


注意 P(Ei) = 0.7*0.7+0.3*0.2 = 0.55 , i=1,2,3
而 P(E1∩E2) = .355 ≠ P(E1)P(E2), 故 E1 與 E2 不獨立,
對 E2與E3, E1與E3 結果亦同. 因此, E1, E2, E3 兩兩不獨立,
踵然 E1, E2, E3 conditionally independent(given A or A').


2011-03-29 21:08:51 補充:
P(E1∩E2)=P(A)P(E1∩E2|A)+P(A')P(E1∩E2|A')
= P(A)P(E1|A)P(E2|A) + P(A')P(E1|A')P(E2|A')
= 0.7*0.7^2 + 0.3 * 0.2^2

P(juge 1 & 2 都判有罪)
= P(確實有罪, 且被 juge 1 & 2 判有罪) + P(無罪, 卻被 juge 1 &2 判有罪)

2011-03-29 21:09:17 補充:
P(juge 1 & 2 都判有罪)
= P(確實有罪)P(juge 1 & 2 都判有罪|defendant 有罪)
+ P(其實無罪)P(juge 1 & 2 都判有罪| defwndant 無罪)
= P(確實有罪)*0.7^2 + P(其實無罪)*0.2^2
= 0.7*0.7^2 + 0.3*0.2^2

2011-03-29 21:13:23 補充:
令 E 是任一事件 (如 E1, E2, E3, E1∩E2, E1∩E2∩E3),
A 也是一事件. 則可以用 A 把事件 E 做分割, 即
P(E) = P(E∩A) + P(E∩A')
再把 P(E∩A) = P(A)P(E|A) 及 P(E∩A') = P(A')P(E|A') 代入, 得
P(E) = P(A)P(E|A) + P(A')P(E|A').
(上式也稱 "全機率定理". 你既知 Bayes 定理, 也應知這公式.)
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收錄日期: 2021-04-23 23:11:21
原文連結 [永久失效]:
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