Bayes's Theorem

Bayes's theorem, also known as Bayes's rule, is a theorem of probability theory that originated from the works of the Reverend Thomas Bayes (1783). Bayes's theorem connects the conditional and marginal probability of events or probability distributions of random variables. In interpretations of probability, it can be seen as a way of understanding how a probability is updated or revised in light of a new piece of evidence. Bayesian analysis is built on Bayes's theorem and has been used in a wide variety of contexts, ranging from marine biology to the development of ‘Bayesian’ spam blockers for e-mail systems. In the philosophy of science, it has been used to try to clarify the relationship between theory and evidence. The direct use of Bayes's theorem on ...