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P(H∣E)P(G∣E)=P(H)P(G)P(E∣H)P(E∣G)

Suppose that, before new evidence is observed, the hypothesis His three times as likely to be true as is the hypothesis G. If the new evidence is twice as likely when Gis true than it is when His true, which hypothesis is more likely after the evidence has been observed?

Short Answer

Expert verified

To prove the identity use the definition of conditional probability

P(H∣E)>P(G∣E) this follows from the given statements and the proven equation.

Step by step solution

01

Given Information

To prove:P(H∣E)P(G∣E)=P(H)P(G)P(E∣H)P(E∣G).

02

Explanation

For events Aand Bsuch that P(B)≠0(so that the fraction is defined):

P(A∣B):=P(A∩B)P(B)

Start from the left hand side, apply this definition:

P(H∣E)P(G∣E)=P(H∩E)P(E)P(G∩E)P(E)=P(H∩E)P(G∩E)

And by using the same definition on the right hand side:

P(H)P(G)·P(E∣H)P(E∣G)=P(H)P(G)·P(H∩E)P(H)P(G)E)P(G)=P(H∩E)P(G∩E)

As both sides equal to the same expression the properties of equality prove the given statement.

03

Explanation

Given statements are transferred into mathematical equations:P(H)=3P(G)

P(E∣G)=2P(E∣H)

Using the equation from part I):

P(H∣E)P(G∣E)=P(H)P(G)·P(E∣H)P(E∣G)=P(H)P(G)·P(E∣H)P(E∣G)

Substitute the given facts:

P(H∣E)P(G∣E)=3P(G)P(G)·P(E∣H)2P(E∣H)=3·12=1.5

Equating the first and the last expression, and multiplying by P(G∣E) :

P(H∣E)=1.5·P(G∣E)⇒P(H∣E)>P(G∣E)
04

Final Answer

To prove the identity use the definition of conditional probability

P(H∣E)>P(G∣E) this follows from the given statements and the proven equation.

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