Lesson 6: Bayes' Theorem

Overview Section

In this lesson, we'll learn about a classical theorem known as Bayes' Theorem. In short, we'll want to use Bayes' Theorem to find the conditional probability of an event \(P(A|B)\), say, when the "reverse" conditional probability \(P(B|A)\) is the probability that is known.

Objectives

Upon completion of this lesson, you should be able to:

  • Learn how to find the probability of an event by using a partition of the sample space \(\mathbf{S}\).
  • Learn how to apply Bayes' Theorem to find the conditional probability of an event when the "reverse" conditional probability is the probability that is known.