Baye’s Rule

In Probability theory, we came across some problems in which it is difficult to compute conditional probability directly. To explain this let us consider two events A and B, then their joint probability is given as: \(\begin{eqnarray}P(A,B) = P(A|B)P(B) \label{eqA}\end{eqnarray}\) and we know that: \(\begin{eqnarray}P(B|A) = \frac{P(A,B)}{P(A)} \label{eqB}\end{eqnarray}\) then using \eqref{eqA} and \eqref{eqB} we get: \(\begin{eqnarray}P(B|A) = \frac{P(A|B)P(B)}{P(A)} \label{bayes}\end{eqnarray}\) Equation \eqref{bayes} is called Baye’s Rule and is useful for calculating certain conditional probabilities as in many problems it is difficult to compute P(B|A) directly, hence we use Baye’s Rule to solve such problems. A few examples are given below:...