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Probability notation for Bayes' rule

Edited by Eliezer Yudkowsky, So8res, Alonzo Church last updated 11th Jul 2016
Requires: Conditional probability, Math 2, Bayes' rule

Bayes' rule relates prior belief and the likelihood of evidence to posterior belief.

These quantities are often written using conditional probabilities:

  • Prior belief in the hypothesis: P(H).
  • Likelihood of evidence, conditional on the hypothesis: P(e∣H).
  • Posterior belief in hypothesis, after seeing evidence: P(H∣e).

For example, Bayes' rule in the odds form describes the relative belief in a hypothesis H1 vs an alternative H2, given a piece of evidence e, as follows:

P(H1)P(H2)×P(e∣H1)P(e∣H2)=P(H1∣e)P(H2∣e).

Parents:
Bayes' rule
Children:
Probability notation for Bayes' rule: Intro (Math 1)
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