Difference between revisions of "Bayes' theorem"

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*[http://yudkowsky.net/rational/bayes An Intuitive Explanation of Bayes' Theorem]
 
*[http://yudkowsky.net/rational/bayes An Intuitive Explanation of Bayes' Theorem]
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*[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
 
*[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
  

Revision as of 12:34, 1 July 2016

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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:

Visualization

Bayes.png

Blog posts

External links

See also