Bayes’ theorem
\PMlinkescapephrase
states
Let be a sequence of mutually exclusive events whose union (http://planetmath.org/Union) is the sample space and let be any event. All of the events have nonzero probability ( and for all ). Bayes’ Theorem states
for any .
A simpler formulation is:
For two events, and (also with nonzero probability).
References
- 1 Milton, J.S., Arnold, Jesse C., Introduction to Probability and Statistics: Principles and Applications for Engineering and the Computing Sciences, McGraw Hill, 1995.
Title | Bayes’ theorem |
---|---|
Canonical name | BayesTheorem |
Date of creation | 2013-03-22 12:02:13 |
Last modified on | 2013-03-22 12:02:13 |
Owner | akrowne (2) |
Last modified by | akrowne (2) |
Numerical id | 11 |
Author | akrowne (2) |
Entry type | Theorem |
Classification | msc 60-00 |
Classification | msc 62A01 |
Synonym | Bayes’ Rule |
Related topic | ConditionalProbability |