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Bayes Theorem

The basic foundation of probability theory follows from the following intuitive definition of conditional probability.

In this definition events A and B are simultaneous an have no (explicit) temporal order we can write

This leads us to a common form of Bayes Theory, the equation:

which allows us to compute the probability of one event in terms of observations of another and knowledge of joint distributions.



Bob Fisher
Fri Mar 28 14:12:50 GMT 1997