math statistics

Bayes' theorem

• Helps you figure out the likelihood of something existing by using evidence to update your guess on the likelihood
• Core tool for machine learning and AI

Formula

$P(A∣B)=\frac{P(B|A) \cdot P(A)}{P(B)​}$ - $|$ means "given that"

• $P(A|B)$
  • Probability of event A occurring given that B is true
  • Posterior probability
• $P(B|A)$
  • Probability of event B occurring given that A is true
• $P(A)$
  • Probability of event A occurring on its own
  • Prior probability -- what you believed before considering new evidence (B)
• $P(B)$
  • Probability of event B occurring on its own