Bayes theorem

From HandWiki

A theorem concerning conditional probabilities of the form P(A|B) (read: "the probability of A, given B"):

[math]\displaystyle{ P(A|B) * P(B) = P(B|A) * P(A) }[/math]

where P(B) and P(A) are the unconditional (or a priori) probabilities of 'B' and 'A', respectively. This is a fundamental theorem of probability theory, but its use in statistics is a subject of some controversy (Bayesian Statistics). For further discussion, see Eadie71, Sivia96.