Bayes' Theorem

If we combine the conditional probability with the marginal probability and the standard product rule, we have

$$ p(X\vert Y)= \frac{p(X,Y)}{p(Y)}, $$

which we can rewrite as

$$ p(X\vert Y)= \frac{p(X,Y)}{\sum_{i=0}^{n-1}p(Y\vert X=x_i)p(x_i)}=\frac{p(Y\vert X)p(X)}{\sum_{i=0}^{n-1}p(Y\vert X=x_i)p(x_i)}, $$

which is Bayes' theorem. It allows us to evaluate the uncertainty in in \( X \) after we have observed \( Y \). We can easily interchange \( X \) with \( Y \).