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Review of Probability and Random Variables  3.5

                      event B is observed is
                                                 P [B|A j ]P [A j ]  P [B|A j ]P [A j ]
                                       P [A j |B] =           =   N
                                                     P [B]           P [B ∩ A i ]
                                                                  i=1
                      Proof: The definition of conditional probability gives

                                      P [A j ∩ B] = P [A j |B]P [B] = P [B|A j ]P [A j ]


                      Rearrangement and total probability complete the proof.



                      EXAMPLE 3.7
                      (Binary symmetric channel) A facsimile machine divides a document up into small
                      regions (i.e., pixels) and decides whether each pixel is black or white. Reasonable a
                      priori statistics for facsimile transmission is

                             P [A pixel is white] = P [W] = 0.8  P [A pixel is black] = P [B] = 0.2

                      This pixel value is transmitted across a telephone line and the receiving fax machine
                      makes a decision about whether a black or white pixel was sent. Figure 3.1 is a sim-
                      plified representation of this operation in an extremely noisy situation. If a black pixel
                      is decoded (BD) what is the probability a white pixel was sent, P (W|BD)? Bayes rule
                      gives a straightforward solution to this problem, i.e.,

                                                  P [BD|W]P [W]
                                      P (W|BD) =                                         (3.12)
                                                      P [BD]
                                                         P [BD|W]P [W]
                                                =
                                                  P [BD|W]P [W] + P [BD|B]P [B]
                                                       (0.1)0.8
                                                =                   = 0.3077             (3.13)
                                                  (0.1)(0.8) + (0.9)(0.2)




                                 [
                                         .
                      White     PWDW] = 09       White
                      Pixel                      Pixel
                      Sent                       Decoded
                        [                  [
                                                   .
                                .
                       PBDW] = 01         PWDB] = 01
                      Black                      Black
                      Pixel                      Pixel
                                 [
                      Sent      PBDB] = 09       Decoded
                                        .
                                                          Figure 3.1 The binary symmetric channel.
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