Difference between revisions of "Bayes' theorem"
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| + | {{arbitallink|https://arbital.com/p/bayes_rule_proof/|Proof of Bayes' Rule}} | ||
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| − | + | A law of probability that describes the proper way to incorporate new [[evidence]] into [[prior probabilities]] to form an [[belief update|updated]] probability estimate. [[Bayesian]] rationality takes its name from this theorem, as it is regarded as the foundation of consistent rational reasoning under uncertainty. A.k.a. "Bayes's Theorem" or "Bayes's Rule". | |
| − | A law of probability that describes the proper way to incorporate new [[evidence]] into [[ | ||
The theorem commonly takes the form: | The theorem commonly takes the form: | ||
| Line 9: | Line 9: | ||
With the posterior odds, the prior odds and the [[likelihood ratio]] written explicitly, the theorem reads: | With the posterior odds, the prior odds and the [[likelihood ratio]] written explicitly, the theorem reads: | ||
:<math>\frac{P(A|B)}{P(\neg A|B)} = \frac{P(A)}{P(\neg A)} \cdot \frac{P(B | A)}{P(B|\neg A)}</math> | :<math>\frac{P(A|B)}{P(\neg A|B)} = \frac{P(A)}{P(\neg A)} \cdot \frac{P(B | A)}{P(B|\neg A)}</math> | ||
| + | |||
| + | or in words, <math>Posterior ~ odds = Prior ~ odds \times Likelihood ~ ratio</math>. | ||
==Visualization== | ==Visualization== | ||
[[Image:Bayes.png]] | [[Image:Bayes.png]] | ||
| + | |||
| + | ==Blog posts== | ||
| + | |||
| + | *[http://lesswrong.com/lw/2b0/bayes_theorem_illustrated_my_way/ Bayes' Theorem Illustrated (My Way)] by [[User:Komponisto|komponisto]]. | ||
| + | *[http://blog.oscarbonilla.com/2009/05/visualizing-bayes-theorem/ Visualizing Bayes' theorem] by Oscar Bonilla | ||
| + | *[http://oracleaide.wordpress.com/2012/12/26/a-venn-pie/ Using Venn pies to illustrate Bayes' theorem] by [[User:oracleaide|oracleaide]] | ||
| + | |||
| + | ==External links== | ||
| + | |||
| + | *[http://yudkowsky.net/rational/bayes An Intuitive Explanation of Bayes' Theorem] | ||
| + | *[https://arbital.com/p/bayes_rule_guide/ Arbital Guide to Bayes' Rule] | ||
| + | *[http://kruel.co/2010/02/27/a-guide-to-bayes-theorem-a-few-links/ A Guide to Bayes’ Theorem – A few links] by Alexander Kruel | ||
==See also== | ==See also== | ||
*[[Bayesian probability]] | *[[Bayesian probability]] | ||
| + | *[[Priors]] | ||
| + | *[[Prior probability]] | ||
*[[Likelihood ratio]] | *[[Likelihood ratio]] | ||
| − | + | *[[Posterior probability]] | |
| − | + | *[[Belief update]] | |
| − | |||
| − | *[ | ||
| − | * | ||
[[Category:Theorems]] | [[Category:Theorems]] | ||
| + | [[Category:Bayesian]] | ||
Latest revision as of 19:48, 7 February 2020
A law of probability that describes the proper way to incorporate new evidence into prior probabilities to form an updated probability estimate. Bayesian rationality takes its name from this theorem, as it is regarded as the foundation of consistent rational reasoning under uncertainty. A.k.a. "Bayes's Theorem" or "Bayes's Rule".
The theorem commonly takes the form:
where A is the proposition of interest, B is the observed evidence, P(A) and P(B) are prior probabilities, and P(A|B) is the posterior probability of A.
With the posterior odds, the prior odds and the likelihood ratio written explicitly, the theorem reads:
or in words, .
Visualization
Blog posts
- Bayes' Theorem Illustrated (My Way) by komponisto.
- Visualizing Bayes' theorem by Oscar Bonilla
- Using Venn pies to illustrate Bayes' theorem by oracleaide
External links
- An Intuitive Explanation of Bayes' Theorem
- Arbital Guide to Bayes' Rule
- A Guide to Bayes’ Theorem – A few links by Alexander Kruel
