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Bayes' Rule

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Theorem
ProbabilityStochasticProcesses

Let B1,,BnB_1,\cdots,B_n be disjoint events such that i=1nBi=Ω\cup_{i=1}^nB_i=\Omega and let AΩA\subset\Omega then P(BkA)=P(ABk)P(Bk)i=1nP(ABi)P(Bi)P(B_k|A)=\frac{P(A|B_k)P(B_k)}{\sum_{i=1}^nP(A|B_i)P(B_i)}