Bayes' theorem

In probability theory and applications, Bayes' theorem shows the relation between a conditional probability and its reverse form. For example, the probability of a hypothesis given some observed pieces of evidence, and the probability of that evidence given the hypothesis. This theorem is named after Thomas Bayes ( or "bays") and is often called Bayes' law or Bayes' rule.
Formula.
The equation used is:
Where:
In many scenarios, P("B") is calculated indirectly using the formula formula_2, which simply states that the probability of "B" is the sum of the conditional probabilities based on whether "A" has occurred or not.
Example.
A simple example is as follows: There is a 40% chance of rain on Sunday. If it rains on Sunday, there is a 10% chance of rain on Monday. If it did not rain on Sunday, then there is an 80% chance that it will rain on Monday.
"Raining on Sunday" is event A, and "Raining on Monday" is event B.
The first thing we would normally calculate is the probability of it raining on Monday:
This would be the sum of the probability of "Rain on Sunday and rain on Monday" and "No rain on Sunday and rain on Monday":
However, we were asked to calculate the probability that it rained on Sunday, given that it rained on Monday, then this is where Bayes' theorem comes in. It allows us to calculate the probability of an earlier event, given the result of a later event.
The equation used is:
In our case, "Rain on Sunday" is event A, and "Rain on Monday" is event B.
So, to calculate the probability it rained on Sunday, given that it rained on Monday, we use the formula:
or:
In other words, if it rained on Monday, then there is a 7.69% chance it rained on Sunday.
Intuitive explanation.
To calculate the probability of it having rained on Sunday, given that it rained on Monday, we can take the following steps:
Therefore,
Another way to see this, which shows where Bayes' theorem comes from, is to consider the probability P(AB) that it rains on both Sunday and Monday. This can be calculated in two different ways, which give the same answer for P(AB):
In this regard, Bayes' theorem is just another way to write that equation.