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Probability Solution

The document outlines a probability problem related to a security breach detection algorithm, detailing its sensitivity (0.93) and specificity (0.88). Using Bayes' Theorem, it calculates the probability that a flagged network activity is a breach, resulting in an approximate value of 19.33%. The calculations incorporate the prevalence of breaches (3%) and the algorithm's performance metrics.

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13 views2 pages

Probability Solution

The document outlines a probability problem related to a security breach detection algorithm, detailing its sensitivity (0.93) and specificity (0.88). Using Bayes' Theorem, it calculates the probability that a flagged network activity is a breach, resulting in an approximate value of 19.33%. The calculations incorporate the prevalence of breaches (3%) and the algorithm's performance metrics.

Uploaded by

gauravtaneja366
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Solution to the Probability Problem

Problem Statement:

Imagine you are developing an algorithm to detect security breaches in a computer network. The

algorithm's performance is described as follows:

1. Sensitivity: The probability that the algorithm correctly identifies a breach i.e., P(Breach Detected |

Actually Breach) = 0.93.

2. Specificity: The probability that the algorithm correctly identifies a non-breach i.e., P(No Breach

Detected | Actually No Breach) = 0.88.

Only 3% of network activities are actually breaches. Your task is to calculate the probability that a

network activity is a breach given that the algorithm has flagged it as such.

Solution:

To solve this problem, we need to calculate the probability that a network activity is a breach given

that the algorithm has flagged it as such. This is essentially asking for the posterior probability

P(Actually Breach | Breach Detected), which can be calculated using Bayes' Theorem.

Given data:

1. Sensitivity (True Positive Rate): P(Breach Detected | Actually Breach) = 0.93

2. Specificity (True Negative Rate): P(No Breach Detected | Actually No Breach) = 0.88

3. Prevalence: P(Actually Breach) = 0.03

4. P(Actually No Breach) = 1 - P(Actually Breach) = 0.97

Using Bayes' Theorem:


P(Actually Breach | Breach Detected) = [P(Breach Detected | Actually Breach) * P(Actually Breach)]

/ P(Breach Detected)

Where:

P(Breach Detected) = P(Breach Detected | Actually Breach) * P(Actually Breach) + P(Breach

Detected | Actually No Breach) * P(Actually No Breach)

Note:

P(Breach Detected | Actually No Breach) = 1 - P(No Breach Detected | Actually No Breach) = 1 -

0.88 = 0.12

Now, let's calculate P(Breach Detected):

P(Breach Detected) = (0.93 * 0.03) + (0.12 * 0.97)

P(Breach Detected) = 0.0279 + 0.1164 = 0.1443

Finally, calculate P(Actually Breach | Breach Detected):

P(Actually Breach | Breach Detected) = (0.93 * 0.03) / 0.1443 = 0.0279 / 0.1443 is approximately

0.1933

Thus, the probability that a network activity is actually a breach given that the algorithm has flagged

it as such is approximately 0.1933 or 19.33%.

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