Bayes’ Theorem – Statement and Formula Bayes’ Theorem is a way to update our beliefs based on new evidence. Given events A A and B B , where P ( B ) > 0 P(B) > 0 : P ( A ∣ B ) = P ( B ∣ A ) ⋅ P ( A ) P ( B ) \boxed{P(A \mid B) = \frac{P(B \mid A) \cdot P(A)}{P(B)}} More generally , Let E 1 , E 2 , … , E n E_1, E_2, \ldots, E_n be mutually exclusive and exhaustive events (i.e., they partition the sample space), and let A A be any event such that P ( A ) > 0 P(A) > 0 . Then the posterior probability of event E i E_i given A A is: P ( E i ∣ A ) = P ( E i ) ⋅ P ( A ∣ E i ) ∑ j = 1 n P ( E j ) ⋅ P ( A ∣ E j ) \boxed{ P(E_i \mid A) = \frac{P(E_i) \cdot P(A \mid E_i)}{\sum_{j=1}^n P(E_j) \cdot P(A \mid E_j)} } 📌 Terminology Term Meaning P ( E i ) P(E_i) Prior probability – belief before observing A P ( A ∣ E i ) P(A \mid E_i) ...
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