Apêndice 6.A Seção 2.4 (Exemplos de Modelo Probabilístico em um DAG)

Prova do Lema 2.18.
f⁢(v1,v3|v2)\displaystyle f(v_{1},v_{3}|v_{2}) =f⁢(v1,v2,v3)f⁢(v2)\displaystyle=\frac{f(v_{1},v_{2},v_{3})}{f(v_{2})}
=f⁢(v2)⁢f⁢(v1|v2)⁢f⁢(v3|v2)f⁢(v2)\displaystyle=\frac{f(v_{2})f(v_{1}|v_{2})f(v_{3}|v_{2})}{f(v_{2})}
=f⁢(v1|v2)⁢f⁢(v3|v2)\displaystyle=f(v_{1}|v_{2})f(v_{3}|v_{2})

∎

Prova do Lema 2.19.

Considere que V2∼Bernoulli⁢(0.02)V_{2}\sim\text{Bernoulli}(0.02). Além disso, V1,V3∈{0,1}V_{1},V_{3}\in\{0,1\} são independentes dado V2V_{2}. Também, ℙ⁢(V1=1|V2=1)=ℙ⁢(V3=1|V2=1)=0.9{\mathbb{P}}(V_{1}=1|V_{2}=1)={\mathbb{P}}(V_{3}=1|V_{2}=1)=0.9 e ℙ⁢(V1=1|V2=0)=ℙ⁢(V3=1|V2=0)=0.05{\mathbb{P}}(V_{1}=1|V_{2}=0)={\mathbb{P}}(V_{3}=1|V_{2}=0)=0.05. Note que, por construção, ℙ{\mathbb{P}} é compatível com figur 2. Isto é, P⁢(v1,v2,v3)=ℙ⁢(v2)⁢ℙ⁢(v1|v2)⁢ℙ⁢(v3|v2)P(v_{1},v_{2},v_{3})={\mathbb{P}}(v_{2}){\mathbb{P}}(v_{1}|v_{2}){\mathbb{P}}(% v_{3}|v_{2}). Além disso,

ℙ⁢(V1=1)\displaystyle{\mathbb{P}}(V_{1}=1) =ℙ⁢(V1=1,V2=1)+ℙ⁢(V1=1,V2=0)\displaystyle={\mathbb{P}}(V_{1}=1,V_{2}=1)+{\mathbb{P}}(V_{1}=1,V_{2}=0)
=ℙ⁢(V2=1)⁢ℙ⁢(V1=1|V2=1)+ℙ⁢(V2=0)⁢ℙ⁢(V1=1|V2=0)\displaystyle={\mathbb{P}}(V_{2}=1){\mathbb{P}}(V_{1}=1|V_{2}=1)+{\mathbb{P}}(% V_{2}=0){\mathbb{P}}(V_{1}=1|V_{2}=0)
=0.02⋅0.9+0.98⋅0.05=0.067\displaystyle=0.02\cdot 0.9+0.98\cdot 0.05=0.067

Por simetria, ℙ⁢(V3=1)=0.067{\mathbb{P}}(V_{3}=1)=0.067. Além disso,

ℙ⁢(V1=1,V3=1)\displaystyle{\mathbb{P}}(V_{1}=1,V_{3}=1) =ℙ⁢(V1=1,V3=1,V2=1)+ℙ⁢(V1=1,V3=1,V2=0)\displaystyle={\mathbb{P}}(V_{1}=1,V_{3}=1,V_{2}=1)+{\mathbb{P}}(V_{1}=1,V_{3}% =1,V_{2}=0)
=ℙ⁢(V2=1)⁢ℙ⁢(V1=1|V2=1)⁢ℙ⁢(V3=1|V2=1)+ℙ⁢(V2=0)⁢ℙ⁢(V1=1|V2=0)⁢ℙ⁢(V3=1|V2=0)\displaystyle={\mathbb{P}}(V_{2}=1){\mathbb{P}}(V_{1}=1|V_{2}=1){\mathbb{P}}(V% _{3}=1|V_{2}=1)+{\mathbb{P}}(V_{2}=0){\mathbb{P}}(V_{1}=1|V_{2}=0){\mathbb{P}}% (V_{3}=1|V_{2}=0)
=0.02⋅0.9⋅0.9+0.98⋅0.05⋅0.05=0.01865\displaystyle=0.02\cdot 0.9\cdot 0.9+0.98\cdot 0.05\cdot 0.05=0.01865

Como ℙ⁢(V1=1)⁢ℙ⁢(V3=1)=0.067⋅0.067≈0.0045≠0.01865=ℙ⁢(V1=1,V3=1){\mathbb{P}}(V_{1}=1){\mathbb{P}}(V_{3}=1)=0.067\cdot 0.067\approx 0.0045\neq 0% .01865={\mathbb{P}}(V_{1}=1,V_{3}=1), temos que V1V_{1} e V3V_{3} não são independentes. ∎

Prova do Lema 2.20.
f⁢(v3|v1,v2)\displaystyle f(v_{3}|v_{1},v_{2}) =f⁢(v1,v2,v3)f⁢(v1,v2)\displaystyle=\frac{f(v_{1},v_{2},v_{3})}{f(v_{1},v_{2})}
=f⁢(v1)⁢f⁢(v2|v1)⁢f⁢(v3|v2)f⁢(v1)⁢f⁢(v2|v1)\displaystyle=\frac{f(v_{1})f(v_{2}|v_{1})f(v_{3}|v_{2})}{f(v_{1})f(v_{2}|v_{1% })}
=f⁢(v3|v2)\displaystyle=f(v_{3}|v_{2})

∎

Prova do Lema 2.21.

Considere que V1∼Bernoulli⁢(0.5)V_{1}\sim\text{Bernoulli}(0.5), ℙ⁢(V2=1|V1=1)=0.9{\mathbb{P}}(V_{2}=1|V_{1}=1)=0.9, ℙ⁢(V2=1|V1=0)=0.05{\mathbb{P}}(V_{2}=1|V_{1}=0)=0.05, ℙ(V3=1|V2=1,V1)=0.9{\mathbb{P}}(V_{3}=1|V_{2}=1,V_{1})=0.9, e ℙ(V3=1|V2=0,V1)=0.05{\mathbb{P}}(V_{3}=1|V_{2}=0,V_{1})=0.05. Note que (V1,V2,V3)(V_{1},V_{2},V_{3}) formam uma Cadeia de Markov. Note que, por construção, ℙ{\mathbb{P}} é compatível com figur 3. Isto é, P⁢(v1,v2,v3)=ℙ⁢(v1)⁢ℙ⁢(v2|v1)⁢ℙ⁢(v3|v2)P(v_{1},v_{2},v_{3})={\mathbb{P}}(v_{1}){\mathbb{P}}(v_{2}|v_{1}){\mathbb{P}}(% v_{3}|v_{2}). Além disso,

ℙ⁢(V3=1)\displaystyle{\mathbb{P}}(V_{3}=1) =ℙ⁢(V1=0,V2=0,V3=1)+ℙ⁢(V1=0,V2=1,V3=1)\displaystyle={\mathbb{P}}(V_{1}=0,V_{2}=0,V_{3}=1)+{\mathbb{P}}(V_{1}=0,V_{2}% =1,V_{3}=1)
+ℙ⁢(V1=1,V2=0,V3=1)+ℙ⁢(V1=1,V2=1,V3=1)\displaystyle+{\mathbb{P}}(V_{1}=1,V_{2}=0,V_{3}=1)+{\mathbb{P}}(V_{1}=1,V_{2}% =1,V_{3}=1)
=0.5⋅0.9⋅0.05+0.5⋅0.05⋅0.9\displaystyle=0.5\cdot 0.9\cdot 0.05+0.5\cdot 0.05\cdot 0.9
+0.5⋅0.05⋅0.05+0.5⋅0.9⋅0.9=0.45125\displaystyle+0.5\cdot 0.05\cdot 0.05+0.5\cdot 0.9\cdot 0.9=0.45125

Além disso,

ℙ⁢(V1=1,V3=1)\displaystyle{\mathbb{P}}(V_{1}=1,V_{3}=1) =ℙ⁢(V1=1,V2=0,V3=1)+ℙ⁢(V1=1,V2=1,V3=1)\displaystyle={\mathbb{P}}(V_{1}=1,V_{2}=0,V_{3}=1)+{\mathbb{P}}(V_{1}=1,V_{2}% =1,V_{3}=1)
=0.5⋅0.05⋅0.9+0.5⋅0.9⋅0.9=0.40625\displaystyle=0.5\cdot 0.05\cdot 0.9+0.5\cdot 0.9\cdot 0.9=0.40625

Como ℙ⁢(V1=1)⁢ℙ⁢(V3=1)=0.5⋅0.45125≈0.226≠0.40625=ℙ⁢(V1=1,V3=1){\mathbb{P}}(V_{1}=1){\mathbb{P}}(V_{3}=1)=0.5\cdot 0.45125\approx 0.226\neq 0% .40625={\mathbb{P}}(V_{1}=1,V_{3}=1), temos que V1V_{1} e V3V_{3} não são independentes. ∎

Prova do Lema 2.22.
f⁢(v1,v3)\displaystyle f(v_{1},v_{3}) =∫f⁢(v1,v2,v3)⁢𝑑v2\displaystyle=\int f(v_{1},v_{2},v_{3})dv_{2}
=∫f⁢(v1)⁢f⁢(v3)⁢f⁢(v2|v1,v3)⁢𝑑v2\displaystyle=\int f(v_{1})f(v_{3})f(v_{2}|v_{1},v_{3})dv_{2}
=f⁢(v1)⁢f⁢(v3)⁢∫f⁢(v2|v1,v3)⁢𝑑v2\displaystyle=f(v_{1})f(v_{3})\int f(v_{2}|v_{1},v_{3})dv_{2}
=f⁢(v1)⁢f⁢(v3)\displaystyle=f(v_{1})f(v_{3})

∎

Prova do Lema 2.23.

Considere que V1V_{1} e V3V_{3} são independentes e tem distribuição Bernoulli⁢(0.5)\text{Bernoulli}(0.5). Além disso, V2≡V1+V3V_{2}\equiv V_{1}+V_{3}. Como ℙ⁢(V3=1)=0.5{\mathbb{P}}(V_{3}=1)=0.5 e ℙ(V3=1|V1=1,V2=2)=1{\mathbb{P}}(V_{3}=1|V_{1}=1,V_{2}=2)=1, conclua que V1⟂̸⟂V3|V2V_{1}\not\perp\!\!\!\!\perp V_{3}|V_{2}. ∎