Conditional Probability · Bayes' Formula

Lesson 3

Nikolai Chukhin · Alexander S. Kulikov

Let's give an example. We want to estimate the probability that an email is spam, given that it contains the word “Viagra.” We know the probability is high, but how can a spam filter understand this by simply accumulating statistics? Denote the events “being spam” and “containing the word 'Viagra”' as \(H\) and \(E\), respectively. Then \(\Pr[H]\) is the probability of an email being spam. We can estimate this probability based on all previously received emails: it is simply the proportion of spam emails among all received emails. \(\Pr[E]\) is the probability of an email containing the word “Viagra,” i.e., the proportion of all emails containing this word. Finally, \(\Pr[E \mid H]\) is the proportion of all spam emails that contain the word “Viagra,” among all spam emails.