Bayes’ theorem



a theorem describing how the conditional probability of each of a set of possible causes, given an observed outcome, can be computed from knowledge of the probability of each cause and of the conditional probability of the outcome, given each cause.
noun
(statistics) the fundamental result which expresses the conditional probability P(E/A) of an event E given an event A as P(A/E).P(E)/P(A); more generally, where En is one of a set of values Ei which partition the sample space, P(En/A) = P(A/En)P(En)/Σ P(A/Ei)P(Ei). This enables prior estimates of probability to be continually revised in the light of observations

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