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Conditional probability table

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Instatistics, theconditional probability table (CPT) is defined for a set of discrete and mutuallydependentrandom variables to displayconditional probabilities of a single variable with respect to the others (i.e., the probability of each possible value of one variable if we know the values taken on by the other variables). For example, assume there are three random variablesx1,x2,x3{\displaystyle x_{1},x_{2},x_{3}} where each hasK{\displaystyle K} states. Then, the conditional probability table ofx1{\displaystyle x_{1}} provides the conditional probability valuesP(x1=akx2,x3){\displaystyle P(x_{1}=a_{k}\mid x_{2},x_{3})} – where the vertical bar|{\displaystyle |} means “given the values of” – for each of theK possible valuesak{\displaystyle a_{k}} of the variablex1{\displaystyle x_{1}} and for each possible combination of values ofx2,x3.{\displaystyle x_{2},\,x_{3}.} This table hasK3{\displaystyle K^{3}} cells. In general, forM{\displaystyle M} variablesx1,x2,,xM{\displaystyle x_{1},x_{2},\ldots ,x_{M}} withKi{\displaystyle K_{i}} states for each variablexi,{\displaystyle x_{i},} the CPT for any one of them has the number of cells equal to the productK1K2KM.{\displaystyle K_{1}K_{2}\cdots K_{M}.}[1]

A conditional probability table can be put intomatrix form. As an example with only two variables, the values ofP(x1=akx2=bj)=Tkj,{\displaystyle P(x_{1}=a_{k}\mid x_{2}=b_{j})=T_{kj},} withk andj ranging overK values, create aK×K matrix. This matrix is astochastic matrix since the columns sum to 1; i.e.kTkj=1{\displaystyle \sum _{k}T_{kj}=1} for allj. For example, suppose that twobinary variablesx andy have thejoint probability distribution given in this table:

x=0x=1P(y)
y=04/91/95/9
y=12/92/94/9
P(x)6/93/91

Each of the four central cells shows the probability of a particular combination ofx andy values. The first column sum is the probability thatx =0 andy equals any of the values it can have – that is, the column sum 6/9 is themarginal probability thatx=0. If we want to find the probability thaty=0given thatx=0, we compute the fraction of the probabilities in thex=0 column that have the valuey=0, which is 4/9 ÷ 6/9 = 4/6. Likewise, in the same column we find that the probability thaty=1 given thatx=0 is 2/9 ÷ 6/9 = 2/6. In the same way, we can also find the conditional probabilities fory equalling 0 or 1 given thatx=1. Combining these pieces of information gives us this table of conditional probabilities fory:

x=0x=1
P(y=0 given x)4/61/3
P(y=1 given x)2/62/3
Sum11

With more than one conditioning variable, the table would still have one row for each potential value of the variable whose conditional probabilities are to be given, and there would be one column for each possible combination of values of the conditioning variables.

Moreover, the number of columns in the table could be substantially expanded to display the probabilities of the variable of interest conditional on specific values of only some, rather than all, of the other variables.

References

[edit]
  1. ^Murphy, KP (2012).Machine learning: a probabilistic perspective. The MIT Press.
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