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Thursday, May 24, 2012

Bayesian Probability

Question

Dave flips a coin with a 60% (40%) probability of landing heads (tails). If the coin lands heads, Kevin chooses a random variable X from a uniform probability distribution u(x) in the range -1 \leq X \leq 1. If the coin lands tails, Kevin chooses X from the same range but from a probability density of p(x)=\frac{1}{2}+\frac{x}{5}. Kevin tells you X=\frac{1}{2}


What probability can you assign to Dave's coin having landed heads?

Answer

P(Heads|X=\frac{1}{2})=\frac{P(X=1/2|Heads)*P(Heads)}{P(X=1/2)}
P(Heads|X=\frac{1}{2})=\frac{3/5*u(1/2)}{3/5*u(1/2)+2/5*p(1/2)}
P(Heads|X=\frac{1}{2})=\frac{3/5*1/2}{3/5*1/2+2/5*3/5}
P(Heads|X=\frac{1}{2})=\frac{5}{9}

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