Partition of the sample space, and total probability

The set of events {A1, A2, ···, An} is a Partition of the Sample Space Ω iff:

  1. AiAj = , ij; all the events in the partition are mutually exclusive.
  2. i=1n Ai = Ω
  3. P(Ai) > 0, i

Given a partition {A1, A2, ···, An}, it is possible to calculate the probability of any event B defined in the sample space Ω, applying the Total Probability theorem, defined with the following expression:

P(B)  =  i=1nP(B/Ai)P(Ai)

And applying the Bayes theorem: P(AB) = P(BA)P(A)i=1n P(BAi)P(Ai)

Example: A transmission system can send one of the following letters in binary code: A=100, B=110, C=111. The prior probability of transmitting each letter is: P(A)=0.4; P(B)=0.4; P(C)=0.2.

  1. Randomly select one symbol of the transmitted signal. Calculate the probability of this symbol to be 1.

    Answer: P(1) = P(1A)P(A) + P(1B)P(B) + P(1C)P(C) = 0.6

  2. Suppose the selected symbol is 1. Calculate the most likely transmitted letter.

Answer:

P(A1) = P(1A)P(A)P(1A)P(A)+P(1B)P(B)+P(1C)P(C) = 29
P(B1) = P(1B)P(B)P(1A)P(A)+P(1B)P(B)+P(1C)P(C) = 49
P(C1) = P(1C)P(C)P(1A)P(A)+P(1B)P(B)+P(1C)P(C) = 13

Therefore, the most likely transmitted letter is B.

3 6 Partition of Sample Space, Bayes Formula with Example

For further explanations about these concepts: 3 6 Partition of Sample Space, Bayes Formula with Example

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