Bayes' Theorem

Update a prior belief after evidence by comparing true-positive evidence with all evidence, including false positives.

P(H|E) = P(E|H)P(H) / P(E)

Visualization

Among all positive evidence cases, how many are real H?

Posterior
33.3%
33.3%
of all positive evidence
True Positives
H and E
90.0
66.7%
of all positive evidence
False Positives
卢H and E
180.0

Probability Tree

Hypothesis
P(H) = 10.0%
Evidence if H
P(E|H) = 90.0%
Not Hypothesis
P(not H) = 90.0%
Evidence if 卢H
P(E|not H) = 20.0%
Total evidence probability
P(E) = 27.0%

Key Insight

The posterior is not the same as the likelihood. It is the share of true positives among all positive evidence cases.

Formula: P(E) = P(E|H)P(H) + P(E|卢H)P(卢H). Therefore P(H|E) = P(E|H)P(H) / [P(E|H)P(H) + P(E|卢H)P(卢H)].