Vocab: Bayes Law

Contents

Wikipeda

Kahn

Hofstra

SEP

patrickJMT

Better Explained

Napoletano's videos
Yudkowsky
PDFs
Glossary
Other resources

Wikipedia

$P(A|B) = \frac{P(B | A)\, P(A)}{P(B)}\cdot$

Introductory example

Events
$P(A|B) = \frac{P(B | A)\, P(A)}{P(B)}\cdot \,$

$P(A|B) \propto P(A) \cdot P(B|A) \$

Random variables

If X is continuous and Y is discrete,

$f_X(x|Y=y) = \frac{P(Y=y|X=x)\,f_X(x)}{P(Y=y)}.$

If X is discrete and Y is continuous,

$P(X=x|Y=y) = \frac{f_Y(y|X=x)\,P(X=x)}{f_Y(y)}.$

If both X and Y are continuous,

$f_X(x|Y=y) = \frac{f_Y(y|X=x)\,f_X(x)}{f_Y(y)}.$

Khan

Hofstra

SEP

http://plato.stanford.edu/entries/bayes-theorem/

patrickJMT

http://www.youtube.com/user/patrickJMT/search?query=Bayes

Better Explained

Napoletano

Yudkowsky

http://yudkowsky.net/rational/bayes

PDFs

Glossary

Conditional probabilities

Other resources

Vocab