Bayes' Rule

Theorem (Bayes Theorem)

Let B1,⋯ ,BnB_1,\cdots,B_n be disjoint events such that ∪i=1nBi=Ω\cup_{i=1}^nB_i=\Omega and let A⊂ΩA\subset\Omega then P(Bk∣A)=P(A∣Bk)P(Bk)∑i=1nP(A∣Bi)P(Bi)P(B_k|A)=\frac{P(A|B_k)P(B_k)}{\sum_{i=1}^nP(A|B_i)P(B_i)}