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Glossary Statistics / Term

Bayes' Rule

Bayes' rule expresses the conditional probability of the event A given the event B in terms of the conditional probability of the event B given the event A and the unconditional probability of A:

P(A|B) = P(B|A) ×P(A)/( P(B|A)×P(A) + P(B|Ac) ×P(Ac) ).

In this expression, the unconditional probability of A is also called the prior probability of A, because it is the probability assigned to A prior to observing any data. Similarly, in this context, P(A|B) is called the posterior probability of A given B, because it is the probability of A updated to reflect (i.e., to condition on) the fact that B was observed to occur.

Permanent link Bayes' Rule - Creation date 2021-08-07


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