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PROOF 198

Prove.

Even an accurate test is often wrong before the base rate

On a probability space.

A way to read this proof

First separate what is assumed from what is to be proved. At each step, ask which definition or earlier result permits the move. If it is unclear, return to that premise rather than skipping to the conclusion.

Definition D1

For P(B) > 0, define P(A∣B) = P(A ∩ B) / P(B).

Proof.

(1)This definition and its warrant were established in Proof 164. Here it is taken as given.convention
(2)Write D for the event of having the disease, and + for the event of a positive test.convention

∎

Lemma L1

If P(X) > 0, then P(Y ∩ X) = P(Y∣X) · P(X)

Proof.

(1)P(Y∣X) = P(Y∩X) / P(X)assumption, D1
(2)Multiply both sides by P(X). P(Y∣X)·P(X) = (P(Y∩X)/P(X))·P(X)(1), E
(3)P(X) ≠ 0, so the right side is P(Y∩X).(2), A5
(4)P(Y ∩ X) = P(Y∣X) · P(X)(3), E

∎

Lemma L2

If P(D) > 0 and P(Dᶜ) > 0, then P(+) = P(+∣D)P(D) + P(+∣Dᶜ)P(Dᶜ)

Proof.

(1)+ = (+∩D) ∪ (+∩Dᶜ), and the two events are disjoint.A2
(2)P(+) = P(+∩D) + P(+∩Dᶜ)(1), A1
(3)P(+∩D) = P(+∣D)P(D) and P(+∩Dᶜ) = P(+∣Dᶜ)P(Dᶜ)assumption, L1
(4)P(+) = P(+∣D)P(D) + P(+∣Dᶜ)P(Dᶜ)(2), (3), E

∎

Theorem T1

If P(D) > 0, P(Dᶜ) > 0, P(+) > 0, then P(D∣+) = P(+∣D)P(D) / [ P(+∣D)P(D) + P(+∣Dᶜ)P(Dᶜ) ]

Proof.

(1)P(D∣+) = P(D∩+) / P(+)assumption, D1
(2)P(D∩+) = P(+∩D)A3
(3)P(+∩D) = P(+∣D) · P(D)assumption, L1
(4)P(D∣+) = P(+∣D)P(D) / P(+)(1), (2), (3), E
(5)Expand the denominator by total probability. P(D∣+) = P(+∣D)P(D) / [ P(+∣D)P(D) + P(+∣Dᶜ)P(Dᶜ) ](4), L2, E

∎

Corollary C

P(D∣+) = 11/122, which is about 0.09.

Proof.

(1)P(D) = 1/1000 > 0 and P(Dᶜ) = 1 − 1/1000 = 999/1000 > 0A6, A4, N
(2)Numerator: P(+∣D)P(D) = (99/100)(1/1000) = 99/100000A7, A6, N
(3)Second term of the denominator: P(+∣Dᶜ)P(Dᶜ) = (1/100)(999/1000) = 999/100000A8, (1), N
(4)P(+) = 99/100000 + 999/100000 = 1098/100000 > 0(2), (3), L2, N
(5)P(D∣+) = (99/100000) / (1098/100000) = 99/1098T1, (2), (4), N
(6)99 = 9 × 11 and 1098 = 9 × 122, so 99/1098 = 11/122(5), N
(7)11/122 = 0.0901…, so P(D∣+) is about 0.09. Of a hundred positive results, about nine have the disease.(6), N
(8)Both numerator and denominator carry P(D) as a factor. The performance figures P(+∣D), P(+∣Dᶜ) alone do not determine this value.T1, (5)

∎

Remark

Can A6 be removed from this proof?

The base rate looks like a background figure unrelated to the test. Remove it and see what remains and what is left undetermined.