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Bayes' theorem
(redirected from Bayes rule)

   Also found in: Medical, Encyclopedia, Wikipedia 0.01 sec.
Bayes' theorem [beɪz]
n
(Mathematics & Measurements / Statistics) Statistics the fundamental result which expresses the conditional probability P(E/A) of an event E given an event A as P(A/E).P(E)/P(A); more generally, where En is one of a set of values Ei which partition the sample space, P(En/A) = P(A/En)P(En)/Σ P(A/Ei)P(Ei). This enables prior estimates of probability to be continually revised in the light of observations
[named after Thomas Bayes (1702-61), English mathematician and Presbyterian minister]
ThesaurusLegend:  Synonyms Related Words Antonyms
Noun1.Bayes' theorem - (statistics) a theorem describing how the conditional probability of a set of possible causes for a given observed event can be computed from knowledge of the probability of each cause and the conditional probability of the outcome of each cause
theorem - an idea accepted as a demonstrable truth
statistics - a branch of applied mathematics concerned with the collection and interpretation of quantitative data and the use of probability theory to estimate population parameters


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The Bayes rule is the mathematical basis of the "noisy channel model", which has been applied to problems like speech recognition, optical character recognition, MT and spelling correction (Fry, 2007:11).
] is estimated, the posterior distribution of [theta] can be obtained by using the Bayes rule, p([theta]|y, [?
See Appendix B for Bayes' seven definitions that determine the inevitability of the calculation below) Recalling that E is a statement of some evidentiary support Bayes rule proposes: (28) Pr(H/E) = [Pr(H) Pr(E/H)/Pr(H) Pr(E/H) + Pr(~H) Pr(E/~H) In this way, Bayes is able to exploit a mathematical law that utilizes the inversion of a probability.
 
 
 
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