Intro to Bayes’s Theorem | Probability Theory
What is Bayes’s theorem for conditional probability? We'll be proving it briefly in today's lesson, as it is a direct result of the definition of conditional probabilities. We'll also see how Baye's theorem works with a sample space partitioned into separate events, and an example of applying Baye's theorem! Baye's theorem gives us a way to calculate the conditional probability P(A|B) using P(B|A).
We know that the probability of A given B, P(A|B), is equal to P(A and B)/P(B) and P(B|A) = P(B and A)/P(A) = P(A and B)/P(A). Then, multiplying both sides of the second equation by P(A) we have that P(B|A)*P(A) = P(A and B) and we can substitute this into our expression for P(A|B). Thus, we have P(A|B) = P(B|A)P(A)/P(B), and this is Baye's theorem (sometimes called Baye's rule). Often times, we will have to calculate P(B) in the denominator using the Law of Total Probability.
I meant to put this in the video as a caption: the example problem is from "Probability" by Jim Pitman.
Intro to Conditional Probability: https://www.youtube.com/watch?v=FtFR80FcJjU
Law of Total Probability: https://www.youtube.com/watch?v=U3_783xznQI
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I hope you find this video helpful, and be sure to ask any questions down in the comments!
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The outro music is by a favorite musician of mine named Vallow, who, upon my request, kindly gave me permission to use his music in my outros. I usually put my own music in the outros, but I love Vallow's music, and wanted to share it with those of you watching. Please check out all of his wonderful work.
Vallow Bandcamp: https://vallow.bandcamp.com/
Vallow Spotify: https://open.spotify.com/artist/0fRtulS8R2Sr0nkRLJJ6eW
Vallow SoundCloud: https://soundcloud.com/benwatts-3
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Видео Intro to Bayes’s Theorem | Probability Theory канала Wrath of Math
We know that the probability of A given B, P(A|B), is equal to P(A and B)/P(B) and P(B|A) = P(B and A)/P(A) = P(A and B)/P(A). Then, multiplying both sides of the second equation by P(A) we have that P(B|A)*P(A) = P(A and B) and we can substitute this into our expression for P(A|B). Thus, we have P(A|B) = P(B|A)P(A)/P(B), and this is Baye's theorem (sometimes called Baye's rule). Often times, we will have to calculate P(B) in the denominator using the Law of Total Probability.
I meant to put this in the video as a caption: the example problem is from "Probability" by Jim Pitman.
Intro to Conditional Probability: https://www.youtube.com/watch?v=FtFR80FcJjU
Law of Total Probability: https://www.youtube.com/watch?v=U3_783xznQI
◆ Donate on PayPal: https://www.paypal.me/wrathofmath
◆ Support Wrath of Math on Patreon: https://www.patreon.com/join/wrathofmathlessons
I hope you find this video helpful, and be sure to ask any questions down in the comments!
********************************************************************
The outro music is by a favorite musician of mine named Vallow, who, upon my request, kindly gave me permission to use his music in my outros. I usually put my own music in the outros, but I love Vallow's music, and wanted to share it with those of you watching. Please check out all of his wonderful work.
Vallow Bandcamp: https://vallow.bandcamp.com/
Vallow Spotify: https://open.spotify.com/artist/0fRtulS8R2Sr0nkRLJJ6eW
Vallow SoundCloud: https://soundcloud.com/benwatts-3
********************************************************************
+WRATH OF MATH+
Follow Wrath of Math on...
● Instagram: https://www.instagram.com/wrathofmathedu
● Facebook: https://www.facebook.com/WrathofMath
● Twitter: https://twitter.com/wrathofmathedu
My Music Channel: http://www.youtube.com/seanemusic
Видео Intro to Bayes’s Theorem | Probability Theory канала Wrath of Math
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