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anyewumian · 2020年12月06日

问一道题:NO.PZ2019040801000074 [ FRM I ]

问题如下:

Company A is a crude oil supplier. As an analyst, you should judge whether Company A will have new development by estimating Company A's largest customer B company will whether increase the order volume or not. You estimate that the probability that Company B will increase the order volume is 30%. If Company B does increase the order volume, Company A will have a new development probability of 80%. If Company B does not increase the order volume, then Company A will have a new development probability of only 10%. After that, you discovered that crude oil supplier company A has started a new development. Under this condition, what is the probability that you estimate the company B to increase the order volume?

选项:

A.

18.59%.

B.

22.58%.

C.

77.42%.

D.

22.58%.

解释:

C is correct.

考点:Bayes' Formula

解析:涉及到贝叶斯公式的题目,首先要定义事件。

定义事件:B1——Company B will increase the order volume,B2——Company B will not increase the order volume

A1——Company A will start a new development

A2——Company A will not start a new development

根据已知条件:P(B1)=30%,P(A1|B1)=80%,P(A1|B2)=10%。求的是P(B1|A1)

根据贝叶斯公式,P(B1|A1)=P(A1B1)/P(A1),所以接下来分别求P(A1B1)和P(A1)

由P(B1)=30%,得到P(B2)=70%。

P(A1B1)=P(A1|B1)*P(B1)=80%*30%=0.24

P(A1B2)=P(A1|B2)*P(B2)=10%*70%=0.07

所以P(A1)=P(A1B1)+P(A1B2)=0.31

所以P(B1|A1)=P(A1B1)/P(A1)=0.24/0.31=77.42%

老师这道题能否详细讲解一下

1 个答案

品职答疑小助手雍 · 2020年12月07日

嗨,努力学习的PZer你好:


这题可以通过画概率分布的情况来算结果,B增量和不增量的概率是30%和70%

那么增量的30%中,A建设的概率是80%(占总概率的24%)不建设的概率20%(占总概率的6%)

不增量的70%中,A建设的概率是10%(占总概率的7%)不建设的概率90%(占总概率的63%)

现在已知的是A建设了,那就是在24%+7%=31%的情况中进行判断,这里面第二行写的那24%是在B增量时才发生的,所以这31%发生时,由B增量带来的概率24%,所占的比重就是24/31=77.42%


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