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How does the symmetry of 'A and B' lead to Bayes' theorem?

The event 'A and B' is logically identical to 'B and A', so any valid decomposition of its probability must agree. This symmetry forces the equality of the two product formulas: P(A)PP(A)P(B|A) = P(B)PP(B)P(A|B). Rearranging this equality by dividing by the marginal probabilities yields Bayes' theorem.

Conditions

  • The argument uses commutativity of logical conjunction for events.
  • Both A and B have positive probability for the ordinary conditionals used here.

Reasoning, step by step

  1. Observe that the event 'A and B' is the same no matter which event is mentioned first.
  2. Note that the probability of this joint event can be computed as P(A)PP(A)P(B|A) or as P(B)PP(B)P(A|B).
  3. Because both expressions represent the same joint probability, they must be equal: P(A)PP(A)P(B|A) = P(B)PP(B)P(A|B).
  4. Divide both sides by P(B)P(B) to isolate P(A|B), giving P(A|B) = P(A)PP(A)P(B|A)/P(B).
  5. Divide both sides by P(A)P(A) to isolate P(B|A), giving P(B|A) = P(B)PP(B)P(A|B)/P(A).

Example

The video shows the equality chain P(B)PP(B)P(A|B) = P(A and B) = P(A)PP(A)P(B|A), emphasizing that the middle term is the same joint probability computed in two different orders.

Common misconceptions

  • Thinking that P(A)PP(A)P(B|A) and P(B)PP(B)P(A|B) are different quantities because they are written in opposite orders; they are equal because both compute the same event probability P(A and B).

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