Bayes’ theorem

E139495

Bayes’ theorem is a fundamental result in probability theory that describes how to update the probability of a hypothesis based on new evidence.

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Predicate Object
instanceOf probability theorem
result in probability theory
alsoCalled Bayes’ theorem
surface form: Bayes’ law

Bayes’ theorem
surface form: Bayes’ rule
appliesTo continuous random variables
discrete random variables
assumes P(B) > 0 for conditioning event B
well-defined probability space
component evidence probability
likelihood
posterior probability
prior probability
contrastsWith frequentist interpretation of probability
coreFormula P(A|B) = P(B|A) P(A) / P(B)
P(H|E) = P(E|H) P(H) / P(E)
derivedFrom definition of conditional probability
product rule of probability
describes updating probabilities of hypotheses given evidence
field Bayesian inference
probability theory
statistics
foundationOf Bayesian inference
generalForm P(A_i|B) = P(B|A_i) P(A_i) / Σ_j P(B|A_j) P(A_j)
generalizedBy Bayes’ theorem self-linksurface differs
surface form: Bayes’ theorem for continuous distributions
hasNotation P(H|E) ∝ P(E|H) P(H)
historicalAttribution first published posthumously by Richard Price
implies posterior is proportional to likelihood times prior
mathematicalDomain measure-theoretic probability
namedAfter Thomas Bayes
relates posterior probability to prior probability and likelihood
timePeriod 18th century
usedFor computing diagnostic test accuracy
inverting conditional probabilities
learning from data
sequential updating of beliefs
usedIn A/B testing
Bayesian networks
Bayesian statistics
Bayesian updating
Naive Bayes classifier
decision theory
machine learning
medical diagnosis
pattern recognition
signal processing
spam filtering
usesConcept conditional probability
joint probability
marginal probability

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Referenced by (12)

Full triples — surface form annotated when it differs from this entity's canonical label.

Pierre-Simon Laplace contributedTo Bayes’ theorem
Bayesian inference basedOn Bayes’ theorem
this entity surface form: Bayes' theorem
Bayes’ theorem alsoCalled Bayes’ theorem
this entity surface form: Bayes’ rule
Bayes’ theorem alsoCalled Bayes’ theorem
this entity surface form: Bayes’ law
Bayes’ theorem generalizedBy Bayes’ theorem self-linksurface differs
this entity surface form: Bayes’ theorem for continuous distributions
Kalman filter basedOn Bayes’ theorem
this entity surface form: Bayes theorem
Probability Theory usesConcept Bayes’ theorem
subject surface form: Probability theory
this entity surface form: Bayes' theorem
Bayesian networks basedOn Bayes’ theorem
this entity surface form: Bayes theorem
Bayesian linear regression basedOn Bayes’ theorem
this entity surface form: Bayes' theorem
Thomas Bayes knownFor Bayes’ theorem
this entity surface form: Bayes' theorem
Thomas Bayes hasTheoremNamedAfter Bayes’ theorem
this entity surface form: Bayes' theorem
1926 paper "Truth and Probability" relatedTo Bayes’ theorem
subject surface form: Truth and Probability
this entity surface form: Bayes' theorem