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2020 5 30 ( )
:
https://www.amazon.co.jp/gp/product/B07QYZ3CXH/
2500
:
https://www.springernature.com/gp/librarians/news-
events/all-news-articles/industry-news-initiatives/free-
access-to-textbooks-for-institutions-affected-by-
coronaviru/17855960
:http://www.chugaiigaku.jp/upfile/browse/browse2906.pdf
https://en.wikipedia.org/wiki/Pre-_and_post-
test_probability Mikael Häggström
Prob( hᵢ | e ) ∝ Prob( hᵢ ) Prob( e | hᵢ ) (∝ )
Prob( hᵢ | e ) = Prob( hᵢ ) Prob( e | hᵢ ) / Prob ( e )
P( e ∩ hᵢ ) / P ( e )
{ P ( hᵢ ) P ( e ∩ hᵢ ) } / { P ( hᵢ ) P ( e ) }
P ( hᵢ )
(1702-1761)
Prob( hᵢ | e ) ∝ Prob( hᵢ ) Prob( e | hᵢ )
•
• ( 0 )
•
• 100%
100%
•
•
•
Wikipedia
1. (hypothesis) :
h₀ h₁
2. (evidence) Prob ( e | h₀ ) : Prob ( e | h₁ )
• : (100% - )
• (100% - ) :
3. : 99% 70%
• ( ) 99% : 30% = 3.3 : 1 ( ) 1% : 70% = 1 : 70
• :
3.3 70
• 100% ( )
a : b 3.3 a : b a : 70 b
•
•
• 3
• :
• :
• , ROC
• R
ROCR
1.
1/5000 5000
2. 1, 2, 5 10
3. 1, 2, 5, 10, 20,
50, 100, 20, 500, 1000,
2000, 5000
(1, 1/2, 1/5, 1/10, ..)
4.
5. 70
( ) 1/3.33 ( )
6. 70
5%
79%
Y = L X / ( L X + ( 1 – X ) )
Y = L X / ( L X + ( 1 – X ) )
0 ≦ X ≦ 1 , 0 ≦ Y ≦ 1
L=M 10 ⁻ᴱ ; E ∈ { }
(1) :
M=1: -3 ≦ E ≦ 3
(2) :
M=2,5: -4 ≦ E ≦ 3
(3) :
M=3,4,6,7,8,9: -3≦E≦ 2
(4) :
M=1.2, 1.4, 1.6, 1.8,
2.5, 3.5, 4.5 :
-2≦ E ≦ 2
L
X
Y
p log ( p / (1-p) )
[0, 1] ( 0% 100%)
[-∞ , +∞]
e ˣ / ( 1 + e ˣ )
• p (p ) log(p/(1-p))
•
• 1, 2, 5, 10, 20, 50, 100, 200, 500, 1000, 2000,
5000, ..
尤度比ごとのベイズ更新の様子
(黒太線は尤度比が1000のべき乗)
事前確率 (ロジット表示)
事後確率
0%
25%
50%
75%
100%
1/100万 1/10万 0.01% 0.1% 1% 10% 50% 90% 99% 99.9%
• 70 1/3.3
• or
• ( ) :
1. ( ; )
2. ( ; )
3. (DAG )
• 3
• :
• 3
• ( )
•
? (1)
? (3)
1. Prior Probability = ∨ (1 – e ⁻ ᴱˣᵖᵒˢᵘʳᵉ ᴺᵘᵐᵇᵉʳ , “Caused Propagation”)
2. Exposure Number
= Σ { ( ) A}
+ Σ { B}
+ C
•
•
• ( )
• ( )
, , , ; ( ) , ..
3. Caused Propagation = ∨ ( “symptoms”, “infections to others”)
4. Prior Probability 1
( : / / 2 )
1.
: (100% -
)
2.
( )
3. 30%
99% i.e.
3.3
4.
↓
5. 1:
75%
5:1(
80% )
0.5 (75%→37.5%
)
6. 2: 99%
99%
1
99.99%
i.e.
Y = 1 / ( X + ( 1 – X ) / L )
PCR :
1.
• 95% 3 99.9875% ( = 1 - 0.05³) ∵( )
• 70% 20%
3 48.8% ( = 1 - 0. 8³ )
2. :
• 100% ( )
•
( : )
• PCR
3. :
• PCR 1
• RNA (10⁻⁴ / )
:
•
• 1
•
•
•
• ( )
( ) ( log₁₀it)
•
R (1)
library(matlab)
par(family= "HiraKakuProN-W3",mai=c(1,1.2,1.2,1))
plot(NA,NA,yaxt="n",xaxt="n", xaxs="i", yaxs="i", xlab=" ",ylab="
",cex=2,xlim=0:1,ylim=0:1,cex.lab=1.4,main="
¥n( 10 )",cex.main=1.6)
points(meshgrid(0:100/100,0:100/100),pch=3,cex=0.1,col="gray80")
points(meshgrid(0:20/20,0:20/20),pch=3,cex=0.4,col="gray50")
points(meshgrid(0:4/4,0:4/4),pch=3,cex=2.0)
axis(1,0:4/4,c("0%","25%","50%","75%","100%"),las=1,cex=3)
axis(2,0:4/4,c("0%","25%","50%","75%","100%"),las=1,cex=3)
x=0:200/200 ;
for(a in c(2,5) %x%10^(-4:3)) { y = x*a/(x*a+(1-x)) ; points(x,y,type="l") }
for(a in 10^(-3:3)) { y = x*a/(x*a+(1-x)) ; points(x,y,type="l",lwd=2) }
for(a in c(1/3.3, 70) ) {y = x*a/(x*a+(1-x)) ;
points(x,y,type="l",col=rgb(0,0,1,0.4),lwd=3)}
5*70/(5*70+95)*100 # 78.651
R (2)
library(matlab)
par(family= "HiraKakuProN-W3",mai=c(0.2,0.2,0.2,0.2))
plot(NA,NA,yaxt="n",xaxt="n", xaxs="i", yaxs="i",
xlab="",ylab="",cex=2,xlim=0:1,ylim=0:1,,main="")
points(meshgrid(0:100/100,0:100/100),pch=3,cex=0.1,col="gray80")
points(meshgrid(0:20/20,0:20/20),pch=3,cex=0.4,col="gray50")
points(meshgrid(0:4/4,0:4/4),pch=3,cex=2.0)
x=0:400/400 ;
for(a in 10^(-3:3)) { y = x*a/(x*a+(1-x)) ; points(x,y,type="l",lwd=2.5) }
for(a in c(2,5)%x%10^(-4:3)) { y = x*a/(x*a+(1-x)) ; points(x,y,type="l",lwd=1.6) }
for(a in c(3,4,6,7,8,9) %x%10^(-3:2)) { y = x*a/(x*a+(1-x)) ;
points(x,y,type="l",lwd=0.8,col=rgb(0,0,0,0.8)) }
for(a in c(6:9/5,2.5,3.5,4.5) %x%10^(-2:2)) { y = x*a/(x*a+(1-x)) ;
points(x,y,type="l",lwd=0.5,col=rgb(0,0,0,0.6)) }
R (3)
library(matlab)
LG <- function(x) log (x/(1-x))
iLG <- function(x) exp(x)/(1+exp(x))
par(family= "HiraKakuProN-W3",mai=c(1,1.2,1.2,1))
plot(NA,NA,yaxt="n",xaxt="n", xaxs="i", yaxs="i", xlab=" ( )",ylab="
",cex=2,xlim=LG(c(1e-6,1-1e-3)),ylim=0:1,cex.lab=1.4,main=" ¥n(
1000 )",cex.main=1.6)
points(meshgrid(LG(c(10^(-6:-1)%x%c(1:9),1-10^(-3:-2)%x%c(1:9))),0:20/20),pch=3,cex=0.4,col="gray50")
points(meshgrid(LG(c(10^(-6:-1),1/2,1-10^(-3:-1))),0:4/4),pch=3,cex=2.0)
axis(2,0:4/4,c("0%","25%","50%","75%","100%"),las=1,cex=3)
X<-c(10^(-6:-1),0.5,1-10^(-1:-3)); axis(1,LG(X),c('1/100 ','1/10 ’,
'0.01%','0.1%','1%','10%','50%','90%','99%','99.9%'),las=1,cex=3)
x= iLG(-300:200/20) ;
for(a in c(2,5)%x%10^(-5:8)) { y = x*a/(x*a+(1-x)) ; points(LG(x),y,type="l") }
for(a in 10^(-5:8)) { y = x*a/(x*a+(1-x)) ; points(LG(x),y,type="l",lwd=3.2) }
for(a in 10^c(-9,-6,-3,0,3,6) ) {y = x*a/(x*a+(1-x)) ; points(LG(x),y,type="l",col=rgb(0,0,0,0.4),lwd=7)}
for(a in c(1/(3.3^(1:8) )) ) {y = x*a/(x*a+(1-x)) ; points(LG(x),y,type="l",col=rgb(0,0,1,0.5),lwd=3)}
for(a in c(70^(1:4)) ) {y = x*a/(x*a+(1-x)) ; points(LG(x),y,type="l",col=rgb(1,.5,0,1),lwd=3)}
R (4)
par(family= "HiraKakuProN-W3",mai=c(1,1.2,1.2,1))
plot(NA,NA,yaxt="n",xaxt="n", xaxs="i", yaxs="i", xlab=" ",ylab="
",cex=2,xlim=0:1,ylim=c(0,3),cex.lab=1.4,main="
?¥n( 70% 99% )",cex.main=1.6)
points(meshgrid(0:20/20,0:30/10),pch=3,cex=0.4,col="gray50")
points(meshgrid(0:4/4,0:6/2),pch=3,cex=2.0)
axis(1,0:4/4,c("0%","25%","50%","75%","100%"),las=1,cex=3)
axis(2,0:3,c('0 ','1 ','2 ','3 '),las=1,cex=3)
x=0:200/200 ;
for(a in c(2,5)%x%10^(-4:3)) { y = a/(x*a+(1-x)) ; points(x,y,type="l") }
for(a in 10^(-3:3)) { y = a/(x*a+(1-x)) ; points(x,y,type="l",lwd=2.5, col="gray30") }
for(a in c(1/3.3) ) {y = a/(x*a+(1-x)) ; points(x,y,type="l",col=c(rgb(0,0,1,0.8)),lwd=3)}
for(a in c(70) ) {y = a/(x*a+(1-x)) ; points(x,y,type="l",col=c(rgb(1,.5,0,1)),lwd=3)}

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Theory to consider an inaccurate testing and how to determine the prior probability

  • 1. 2020 5 30 ( )
  • 5. Prob( hᵢ | e ) ∝ Prob( hᵢ ) Prob( e | hᵢ ) (∝ ) Prob( hᵢ | e ) = Prob( hᵢ ) Prob( e | hᵢ ) / Prob ( e ) P( e ∩ hᵢ ) / P ( e ) { P ( hᵢ ) P ( e ∩ hᵢ ) } / { P ( hᵢ ) P ( e ) } P ( hᵢ )
  • 6. (1702-1761) Prob( hᵢ | e ) ∝ Prob( hᵢ ) Prob( e | hᵢ ) • • ( 0 ) • • 100% 100% • • • Wikipedia
  • 7. 1. (hypothesis) : h₀ h₁ 2. (evidence) Prob ( e | h₀ ) : Prob ( e | h₁ ) • : (100% - ) • (100% - ) : 3. : 99% 70% • ( ) 99% : 30% = 3.3 : 1 ( ) 1% : 70% = 1 : 70 • : 3.3 70 • 100% ( ) a : b 3.3 a : b a : 70 b
  • 8. • • • 3 • : • : • , ROC • R ROCR
  • 9. 1. 1/5000 5000 2. 1, 2, 5 10 3. 1, 2, 5, 10, 20, 50, 100, 20, 500, 1000, 2000, 5000 (1, 1/2, 1/5, 1/10, ..) 4. 5. 70 ( ) 1/3.33 ( ) 6. 70 5% 79% Y = L X / ( L X + ( 1 – X ) )
  • 10. Y = L X / ( L X + ( 1 – X ) ) 0 ≦ X ≦ 1 , 0 ≦ Y ≦ 1 L=M 10 ⁻ᴱ ; E ∈ { } (1) : M=1: -3 ≦ E ≦ 3 (2) : M=2,5: -4 ≦ E ≦ 3 (3) : M=3,4,6,7,8,9: -3≦E≦ 2 (4) : M=1.2, 1.4, 1.6, 1.8, 2.5, 3.5, 4.5 : -2≦ E ≦ 2 L X Y
  • 11. p log ( p / (1-p) ) [0, 1] ( 0% 100%) [-∞ , +∞] e ˣ / ( 1 + e ˣ )
  • 12. • p (p ) log(p/(1-p)) • • 1, 2, 5, 10, 20, 50, 100, 200, 500, 1000, 2000, 5000, .. 尤度比ごとのベイズ更新の様子 (黒太線は尤度比が1000のべき乗) 事前確率 (ロジット表示) 事後確率 0% 25% 50% 75% 100% 1/100万 1/10万 0.01% 0.1% 1% 10% 50% 90% 99% 99.9%
  • 14. • ( ) : 1. ( ; ) 2. ( ; ) 3. (DAG ) • 3 • : • 3 • ( ) • ? (1)
  • 15. ? (3) 1. Prior Probability = ∨ (1 – e ⁻ ᴱˣᵖᵒˢᵘʳᵉ ᴺᵘᵐᵇᵉʳ , “Caused Propagation”) 2. Exposure Number = Σ { ( ) A} + Σ { B} + C • • • ( ) • ( ) , , , ; ( ) , .. 3. Caused Propagation = ∨ ( “symptoms”, “infections to others”) 4. Prior Probability 1 ( : / / 2 )
  • 16. 1. : (100% - ) 2. ( ) 3. 30% 99% i.e. 3.3 4. ↓ 5. 1: 75% 5:1( 80% ) 0.5 (75%→37.5% ) 6. 2: 99% 99% 1 99.99% i.e. Y = 1 / ( X + ( 1 – X ) / L )
  • 17. PCR : 1. • 95% 3 99.9875% ( = 1 - 0.05³) ∵( ) • 70% 20% 3 48.8% ( = 1 - 0. 8³ ) 2. : • 100% ( ) • ( : ) • PCR 3. : • PCR 1 • RNA (10⁻⁴ / )
  • 18. : • • 1 • • • • ( ) ( ) ( log₁₀it) •
  • 19. R (1) library(matlab) par(family= "HiraKakuProN-W3",mai=c(1,1.2,1.2,1)) plot(NA,NA,yaxt="n",xaxt="n", xaxs="i", yaxs="i", xlab=" ",ylab=" ",cex=2,xlim=0:1,ylim=0:1,cex.lab=1.4,main=" ¥n( 10 )",cex.main=1.6) points(meshgrid(0:100/100,0:100/100),pch=3,cex=0.1,col="gray80") points(meshgrid(0:20/20,0:20/20),pch=3,cex=0.4,col="gray50") points(meshgrid(0:4/4,0:4/4),pch=3,cex=2.0) axis(1,0:4/4,c("0%","25%","50%","75%","100%"),las=1,cex=3) axis(2,0:4/4,c("0%","25%","50%","75%","100%"),las=1,cex=3) x=0:200/200 ; for(a in c(2,5) %x%10^(-4:3)) { y = x*a/(x*a+(1-x)) ; points(x,y,type="l") } for(a in 10^(-3:3)) { y = x*a/(x*a+(1-x)) ; points(x,y,type="l",lwd=2) } for(a in c(1/3.3, 70) ) {y = x*a/(x*a+(1-x)) ; points(x,y,type="l",col=rgb(0,0,1,0.4),lwd=3)} 5*70/(5*70+95)*100 # 78.651
  • 20. R (2) library(matlab) par(family= "HiraKakuProN-W3",mai=c(0.2,0.2,0.2,0.2)) plot(NA,NA,yaxt="n",xaxt="n", xaxs="i", yaxs="i", xlab="",ylab="",cex=2,xlim=0:1,ylim=0:1,,main="") points(meshgrid(0:100/100,0:100/100),pch=3,cex=0.1,col="gray80") points(meshgrid(0:20/20,0:20/20),pch=3,cex=0.4,col="gray50") points(meshgrid(0:4/4,0:4/4),pch=3,cex=2.0) x=0:400/400 ; for(a in 10^(-3:3)) { y = x*a/(x*a+(1-x)) ; points(x,y,type="l",lwd=2.5) } for(a in c(2,5)%x%10^(-4:3)) { y = x*a/(x*a+(1-x)) ; points(x,y,type="l",lwd=1.6) } for(a in c(3,4,6,7,8,9) %x%10^(-3:2)) { y = x*a/(x*a+(1-x)) ; points(x,y,type="l",lwd=0.8,col=rgb(0,0,0,0.8)) } for(a in c(6:9/5,2.5,3.5,4.5) %x%10^(-2:2)) { y = x*a/(x*a+(1-x)) ; points(x,y,type="l",lwd=0.5,col=rgb(0,0,0,0.6)) }
  • 21. R (3) library(matlab) LG <- function(x) log (x/(1-x)) iLG <- function(x) exp(x)/(1+exp(x)) par(family= "HiraKakuProN-W3",mai=c(1,1.2,1.2,1)) plot(NA,NA,yaxt="n",xaxt="n", xaxs="i", yaxs="i", xlab=" ( )",ylab=" ",cex=2,xlim=LG(c(1e-6,1-1e-3)),ylim=0:1,cex.lab=1.4,main=" ¥n( 1000 )",cex.main=1.6) points(meshgrid(LG(c(10^(-6:-1)%x%c(1:9),1-10^(-3:-2)%x%c(1:9))),0:20/20),pch=3,cex=0.4,col="gray50") points(meshgrid(LG(c(10^(-6:-1),1/2,1-10^(-3:-1))),0:4/4),pch=3,cex=2.0) axis(2,0:4/4,c("0%","25%","50%","75%","100%"),las=1,cex=3) X<-c(10^(-6:-1),0.5,1-10^(-1:-3)); axis(1,LG(X),c('1/100 ','1/10 ’, '0.01%','0.1%','1%','10%','50%','90%','99%','99.9%'),las=1,cex=3) x= iLG(-300:200/20) ; for(a in c(2,5)%x%10^(-5:8)) { y = x*a/(x*a+(1-x)) ; points(LG(x),y,type="l") } for(a in 10^(-5:8)) { y = x*a/(x*a+(1-x)) ; points(LG(x),y,type="l",lwd=3.2) } for(a in 10^c(-9,-6,-3,0,3,6) ) {y = x*a/(x*a+(1-x)) ; points(LG(x),y,type="l",col=rgb(0,0,0,0.4),lwd=7)} for(a in c(1/(3.3^(1:8) )) ) {y = x*a/(x*a+(1-x)) ; points(LG(x),y,type="l",col=rgb(0,0,1,0.5),lwd=3)} for(a in c(70^(1:4)) ) {y = x*a/(x*a+(1-x)) ; points(LG(x),y,type="l",col=rgb(1,.5,0,1),lwd=3)}
  • 22. R (4) par(family= "HiraKakuProN-W3",mai=c(1,1.2,1.2,1)) plot(NA,NA,yaxt="n",xaxt="n", xaxs="i", yaxs="i", xlab=" ",ylab=" ",cex=2,xlim=0:1,ylim=c(0,3),cex.lab=1.4,main=" ?¥n( 70% 99% )",cex.main=1.6) points(meshgrid(0:20/20,0:30/10),pch=3,cex=0.4,col="gray50") points(meshgrid(0:4/4,0:6/2),pch=3,cex=2.0) axis(1,0:4/4,c("0%","25%","50%","75%","100%"),las=1,cex=3) axis(2,0:3,c('0 ','1 ','2 ','3 '),las=1,cex=3) x=0:200/200 ; for(a in c(2,5)%x%10^(-4:3)) { y = a/(x*a+(1-x)) ; points(x,y,type="l") } for(a in 10^(-3:3)) { y = a/(x*a+(1-x)) ; points(x,y,type="l",lwd=2.5, col="gray30") } for(a in c(1/3.3) ) {y = a/(x*a+(1-x)) ; points(x,y,type="l",col=c(rgb(0,0,1,0.8)),lwd=3)} for(a in c(70) ) {y = a/(x*a+(1-x)) ; points(x,y,type="l",col=c(rgb(1,.5,0,1)),lwd=3)}