Bayes' theorem is a formula that yields the probability of an event or the truth of a hypothesis conditioned on the observation of evidence, given priors about the likelihood of the hypothesis, the observation, and the observation conditioned on the hypothesis.
definition
bayes_theorem_core Bayes' theorem describes how an observation should be transformed into evidence that updates a prior:
P(A|B) = P(B|A) P(A) / P(B)
Where
A
is a hypothesis,B
is an observed event,P(A|B)
is the posterior probability of the hypothesis conditioned on the observation,P(B|A)
is the probability of the observation if the hypothesis were true,P(A)
is the prior probability of the hypothesis being true, andP(B)
is the prior probability of observing the event.