Algorithms Math

Bayes' theorem

How the probability of an event changes with new information? 

Let little dashes represent the probabilities of events A and B

A - - -

B     - - - - 

Only 1 dash is intersecting 

If you know A happened, then the probability of B given A becomes

P(B|A) = P(A & B) / P(B) = 1/4

similarly

P(A|B) = P(A & B) / P(A)

Leading to Bayes’ theorem

P(A|B) = P(B|A) P(B) / P(A)

Links to this page