Bayes' Theorem

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The Rule

\[ \Pr(x \vert y) = \Pr(y \vert x) \frac{\Pr(x)}{\Pr(y)} \]

Conditional Probability

\[ \Pr(x \vert y) = \frac{\Pr(x \land y)}{\Pr(y)} \]

Proof

\[ \Pr(x \vert y) = \frac{\Pr(x \land y)}{\Pr(y)} \] \[ \Rightarrow \Pr(x \land y) = \Pr(x \vert y) \Pr(y) \] \[ \Pr(y \vert x) = \frac{\Pr(x \land y)}{\Pr(x)} \] \[ \Rightarrow \Pr(x \land y) = \Pr(y \vert x) \Pr(x) \] \[ \Rightarrow \Pr(x \vert y) \Pr(y) = \Pr(y \vert x) \Pr(x) \] \[ \Rightarrow \Pr(x \vert y) = \Pr(y \vert x) \frac{\Pr(x)}{\Pr(y)} \]