Next: A.2 Maximum likelihood
Up: A. Statistical tools
Previous: A. Statistical tools
A.1 Bayes' theorem
p(, j) of observing both and j can be written in two ways,
|p(, j) = p(| j)P(j) = P(j|)p() .
p() is the probability of (independent of j), P(j) is the probability of j (independent of ),
p(| j) is the probability of under the condition that j is given, and
P(j|) is the probability of j under the condition that is given. Reorganizing (A.1) about
|P(j|) = .
This is Bayes' theorem.