Let $(A_{n})$ be a sequence of mutually exclusive events whose union is the sample space and let $E$ be any event. All of the events have nonzero probability ($P(E)>0$ and $P(A_{n})>0$ for all $n$). Bayes’ Theorem states

for any $A_{j}\in(A_{n})$.

A simpler formulation is:

For two events, $A$ and $B$ (also with nonzero probability).