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How is Bayes' theorem derived from conditional probability for events of positive probability?

Bayes' theorem is derived by expressing the same intersection P(A∩B)P(A \cap B) in two different ways using the definition of conditional probability. First, P(A∣B)=P(A∩B)/P(B)P(A \mid B) = P(A \cap B) / P(B) implies P(A∩B)=P(A∣B)P(B)P(A \cap B) = P(A \mid B)P(B). Second, reversing the roles gives P(B∣A)=P(A∩B)/P(A)P(B \mid A) = P(A \cap B) / P(A), which implies P(A∩B)=P(B∣A)P(A)P(A \cap B) = P(B \mid A)P(A). Equating these two expressions yields P(A∣B)P(B)=P(B∣A)P(A)P(A \mid B)P(B) = P(B \mid A)P(A). Solving for P(A∣B)P(A \mid B) gives the formula P(A∣B)=P(B∣A)P(A)P(B)P(A \mid B) = \frac{P(B \mid A)P(A)}{P(B)}.

Conditions

  • Events A and B have positive probability (P(A)>0,P(B)>0P(A) > 0, P(B) > 0).
  • The definition of conditional probability applies.

Reasoning, step by step

  1. Write the definition of conditional probability for P(A∣B)P(A \mid B).
  2. Rearrange to isolate the intersection P(A∩B)P(A \cap B).
  3. Write the definition of conditional probability for P(B∣A)P(B \mid A).
  4. Rearrange to isolate the same intersection P(A∩B)P(A \cap B).
  5. Equate the two expressions for P(A∩B)P(A \cap B).
  6. Solve for P(A∣B)P(A \mid B) to obtain Bayes' theorem.

Example

The script states: 'For events of positive probability, Bayes' theorem follows by writing the same intersection in two ways: P(A∣B)=P(B∣A)P(A)/P(B)P(A\mid B)=P(B\mid A)P(A)/P(B).','

Common misconceptions

  • Thinking that the denominator P(B)P(B) is a prior-odds term; it is a normalizing constant.
  • Confusing the direction of the conditional probability in the numerator.

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