Name: Probability Part 2: Updating Your Beliefs with Bayes: Crash Course Statistics #14
Uploaded: 2020-03-30T06:42:09.000Z
Duration: 12 min 6 s
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Hi, I'm Adriene Hill, and Welcome back to Crash Course Statistics. We ended the last

episode by talking about Conditional Probabilities which helped us find the probability of one

Past perfect

event, given that a second event had already happened.

But now I want to give you a better idea of why this is true and how this formula--with

a few small tweaks--has revolutionized the field of statistics.

In general terms, Conditional Probability says that the probability of an event, B,

given that event A has already happened, is the probability of A and B happening together,

Divided by the probability of A happening - that's the general formula, but let's

give you a concrete example so we can visualize it.

Here's a Venn Diagram of two events, An Email containing the words “Nigerian Prince”

So I get an email that has the words “Nigerian Prince” in it, and I want to know what the

probability is that this email is Spam, given that I already know the email contains the

words “Nigerian Prince.” This is the equation.

Alright, let's take this part a little. On the Venn Diagram, I can represent the fact

that I know the words “Nigerian Prince” already happened by only looking at the events

where Nigerian Prince occurs, so just this circle.

Now inside this circle I have two areas, areas where the email is spam, and areas

where it's not. According to our formula, the probability of spam given Nigerian Prince

is the probability of spam AND Nigerian Prince which is this region... where they overlap…divided

by Probability of Nigerian Prince which is the whole circle that we're looking at.

Now...if we want to know the proportion of times when an email is Spam given that we

already know it has the words “Nigerian Prince”, we need to look at how much of

the whole Nigerian Prince circle that the region with both Spam and Nigerian Prince

And actually, some email servers use a slightly more complex version of this example to filter

spam. These filters are called Naive Bayes filters, and thanks to them, you don't have

to worry about seeing the desperate pleas of a surprisingly large number of Nigerian

The Bayes in Naive Bayes comes from the Reverend Thomas Bayes, a Presbyterian minister who

broke up his days of prayer, with math. His largest contribution to the field of math

and statistics is a slightly expanded version of our conditional probability formula.

The probability of B given A, is equal to the Probability of A given B times the Probability

You can see that this is just one step away from our conditional probability formula.

The only change is in the numerator where P(A and B) is replaced with P(A|B)P(B). While

the math of this equality is more than we'll go into here, you can see with some venn-diagram-algebra

In this form, the equation is known as Bayes' Theorem, and it has inspired a strong movement

in both the statistics and science worlds.

Just like with your emails, Bayes Theorem allows us to figure out the probability that

you have a piece of spam on your hands using information that we already have, the presence

We can also compare that probability to the probability that you just got a perfectly

valid email about Nigerian Princes. If you just tried to guess your odds of an email

being spam based on the rate of spam to non-spam email, you'd be missing some pretty useful

information--the actual words in the email!

Bayesian statistics is all about UPDATING your beliefs based on new information. When

you receive an email, you don't necessarily think it's spam, but once you see the word

Nigerian you're suspicious. It may just be your Aunt Judy telling you what she saw

on the news, but as soon as you see “Nigerian” and “Prince” together, you're pretty

Remember our Lady Tasting Tea example... where a woman claimed to have superior taste buds

...that allowed her to know--with one sip--whether tea or milk was poured into a cup first? When

you're watching this lady predict whether the tea or milk was poured first, each correct

guess makes you believe her just a little bit more.

A few correct guesses may not convince you, but each correct prediction is a little more

evidence she has some weird super-tasting tea powers.

Reverend Bayes described this idea of “updating” in a thought experiment.

Say that you're standing next to a pool table but you're faced away from it, so

you can't see anything on it. You then have your friend randomly drop a ball onto the

table, and this is a special, very even table, so the ball has an equal chance of landing

anywhere on it. Your mission--is to guess how far to the right or left this ball is.

You have your friend drop another ball onto the table and report whether it's to the

left or to the right of the original ball. The new ball is to the right of the original,

so, we can update our belief about where the ball is.

If the original is more towards the left, than most of the new balls will fall to the

right of our original, just because there's more area there. And the further to the left

it is, the higher the ratio of new rights to lefts

Since this new ball is to the right, that means there's a better chance that our original

is more toward the left side of the table than the right, since there would be more

Each ball that lands to the right of the original is more evidence that our original is towards

the left of the table. But, if we get a ball landing on the left of our original, then

we know the original is not at the very left edge. Again, Each new piece of information

allows us to change our beliefs about the location of the ball, and changing beliefs

is what Bayesian statistics is all about.

Outside thought experiments, Bayesian Statistics is being used in many different ways, from

comparing treatments in medical trials, to helping robots learn language. It's being

used by cancer researchers, ecologists, and physicists.

And this method of thinking about statistics...updating existing information with what's come before...may

be different from the logic of some of the statistical tests that you've heard of--like

the t-test. Those Frequentist statistics can sometimes be more like probability done in

a vacuum. Less reliant on prior knowledge.

When the math of probability gets hard to wrap your head around, we can use simulations

to help see these rules in action. Simulations take rules and create a pretend universe that

Let's say you're the boss of a company, and you receive news that one of your employees,

Joe, has failed a drug test. It's hard to believe. You remember seeing this thing on

YouTube that told you how to figure out the probability that Joe really is on drugs given

You can't remember exactly what the formula is...but you could always run a simulation.

Simulations are nice, because we can just tell our computer some rules, and it will

randomly generate data based on those rules.

For example, we can tell it the base rate of people in our state that are on drugs,

the sensitivity (how many true positives we get) of the drug test... and specificity (how

many true negatives we get). Then we ask our computer to generate 10,000 simulated people

and tell us what percent of the time people with positive drug tests were actually on

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Probability Part 2: Updating Your Beliefs with Bayes: Crash Course Statistics #14

slightly

demonstrate

evidence

positive