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Bayes' Theorem

Bayes' Theorem

Feb 09, 20251 min read

  • Math

P(B∣A)=P(A)P(A∣B)P(B)​=P(B)P(A∩B)​

  • P(A) may be substituted using Law of Total Probability

P(D+∣T+)=P(T+∣D+)P(D+)+P(T+∣D−)P(D−)P(T+∣D+)P(D+)​

  • Positive predictive value of a diagnostic test given test sensitivity, test specificity, and proportion of sick/healthy people in a population

P(θ∣x)=P(x)P(x∣θ)P(θ)​

  • P(θ∣x) is the posterior
  • P(x∣θ) is the likelihood
  • P(θ) is the prior
  • P(x) is the marginal

Graph View

  • P(B∣A)=P(A∣B)P(B)P(A)=P(A∩B)P(B)\displaystyle P(B|A)=\frac{P(A|B)P(B)}{P(A)}=\frac{P(A\cap B)}{P(B)}P(B∣A)=P(A)P(A∣B)P(B)​=P(B)P(A∩B)​
  • P(D+∣T+)=P(T+∣D+)P(D+)P(T+∣D+)P(D+)+P(T+∣D−)P(D−)\displaystyle P(D+|T+)=\frac{P(T+|D+)P(D+)}{P(T+|D+)P(D+)+P(T+|D-)P(D-)}P(D+∣T+)=P(T+∣D+)P(D+)+P(T+∣D−)P(D−)P(T+∣D+)P(D+)​
  • P(θ∣x)=P(x∣θ)P(θ)P(x)\displaystyle P(\theta|x)= \frac{P(x|\theta)P(\theta)}{P(x)}P(θ∣x)=P(x)P(x∣θ)P(θ)​

Backlinks

  • Bayesian Statistics
  • Gaussian Mixture Models
  • Probability

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