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Let be a sequence of mutually exclusive events which completely cover 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).
- 1
- Milton, J.S., Arnold, Jesse C., Introduction to Probability and Statistics: Principles and Applications for Engineering and the Computing Sciences, McGraw Hill, 1995.
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"Bayes' theorem" is owned by akrowne.
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Cross-references: cover, events, sequence
There are 2 references to this entry.
This is version 5 of Bayes' theorem, born on 2001-12-03, modified 2005-12-18.
Object id is 1051, canonical name is BayesTheorem.
Accessed 17545 times total.
Classification:
| AMS MSC: | 60-00 (Probability theory and stochastic processes :: General reference works ) | | | 62A01 (Statistics :: Foundational and philosophical topics) |
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Pending Errata and Addenda
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