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Bayes' theorem and evidence

Reverse a conditional probability and update it on evidence. Start with Bayes' theorem and its prior, likelihood and posterior, then build its denominator with the law of total probability and see why a rare condition gives mostly false positives. Finish with odds, the odds form of Bayes' rule and the log-odds scale, and combine several pieces of evidence.

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Lesson 01 · Bayes' theorem

Ω
Aces (4)
Red (26)
2
2
24
24

Step 1: The four regions

Each region of Ω is labelled with its number of cards: aces that are not red 2, red aces 2, red cards that are not aces 24, and neither 24. So there are 4 aces and 26 red cards.

Both conditional probabilities use the same overlap, the 2 red aces.

Step 2: Given an ace

We learn that the card is an ace, so every card outside the aces is ruled out, and the 4 aces become the whole. The overlap is half of it:

P(red∣ace)=22+2=24=12

Step 3: Given red

Now we learn instead that the card is red, so every card outside red is ruled out, and the 26 red cards become the whole. The same overlap is only a small part of it:

P(ace∣red)=22+24=226=113

Step 4: Same overlap, different wholes

Both conditional probabilities divide the same overlap, 2 cards, by the number of cards in the event we are given. The overlap is half of the small aces circle but only a small part of the large red circle.

So the conditional probability given the rarer event, ace, is the larger.

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4 lessons you can take today, and 3 more being written. Expand any one to see what it covers. Each unlocks when its own prerequisites are passed.

01

Bayes' theorem

Preview

12 questions

Learn which of two conditional probabilities is larger, how Bayes' rule finds a conditional probability from the reverse one, and what the prior, likelihood and posterior are.

Covers

Which is larger, P(A∣B)P(A \mid B) or P(B∣A)P(B \mid A)?

Bayes' rule

Prior, likelihood and posterior

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02

Bayes with total probability

8 questions

Learn how to apply Bayes' rule when its denominator is not given, finding it with the law of total probability over a partition.

Covers

Two groups

A partition

03

Odds

9 questions

Learn how to turn a probability into odds, read odds written as "a to b", find the odds that an event does not happen, and convert odds back into a probability.

Covers

Odds from a probability

Probability from odds

04

The log-odds scale

12 questions

Learn how to find the log-odds of an event from its odds, what the sign and size of a log-odds value say about how likely the event is, and how to turn log-odds back into a probability.

Covers

Log-odds of an event

Properties of log-odds

Probability from log-odds

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Base rates and test results

In drafting

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The odds form of Bayes' rule

In drafting

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Combining evidence

In drafting

Where this unit sits in the curriculum

This unit is part of our Essential Probability & Statistics for ML learning path, which contains 80 lessons. Every one of them is drawn below.

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Every dot is a lesson and every line a prerequisite. The 4 red dots are the lessons in Bayes' theorem and evidence; the 63 blue dots feeding into them are the lessons Bayes' theorem and evidence depends on; the 13 pale dots are the rest of the learning path, which come after Bayes' theorem and evidence or alongside it.Bayes' theorem and evidenceFirst lessons on the left80 lessons

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4 lessons in this unit

63 prerequisite lessons across the unit, counting every step back to the start

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