# Bayes' Theorem

As a data scientist, it will be common for us to need to know the probably of a event (*our hypothesis* or `h`

) given some existing data (`D`

). It will be very common that we will **NOT know** the probability. Mathematically, we would express this probability we want to find as `P(h|D)`

.

**Bayes' Theorem** -- commonly also referred to as **Bayes' Rule** or **Bayes' Law** -- is a mathematical property that allows us to express a conditional probability in terms of of the inverse of the conditional:

### Derivation:

The probability of two events A and B happening is the probability of A times the probability of B given A:`P(A ∩ B) = P(A) × P(B|A)`

The probability of A and B can also be written as the probability of B times the probability of A given B:`P(A ∩ B) = P(B) × P(A|B)`

We can set both sides of these equations equal to each other:`P(B) × P(A|B) = P(A) × P(B|A)`

And solving for the probability of A given B we get:`P(A|B) = P(A) × (P(B|A)/P(B))`

This equation is known as the Bayes' Theorem.

### Example: Clouds at Sunrise and Rain

We want to predict the probability it will rain in a given day based only on if there are clouds at sunrise. In this example, our **hypothesis is that it will rain** and our **data is that there are clouds at sunrise**. Therefore, we're answering the question: `P( rain | clouds at sunrise )`

.

Unfortunately, we only know:

- It rains 25% of all days, or
`P(rain) = 25%`

, - It is cloudy at sunrise only 15% of days, or
`P(clouds at sunrise) = 15%`

, - From our data, we discovered there were clouds at sunrise on 50% of the days it rained, or
`P(clouds at sunrise | rain) = 50%`

This is a classic application of Bayes` Theorem since we have a dataset about the information described by our conditional probability! Applying this problem to Bayes' Rule:

Solving the formula with the data we know:

`P(rain | clouds at sunrise) = ???`

*...using Bayes' Theorem...*`= P(clouds at sunrise | rain) × ( P(rain) / P(clouds at sunrise) )`

*...we know that there is a 50% of chance of clouds at sunrise on days where it rained...*`= 50% × (P(rain) / P( clouds at sunrise) )`

*...we know the probability of rain on any day, with no conditionals, is 25%...*`= 50% × ( 25% / P( clouds at sunrise) )`

*...we know the probability of clouds at sunrise on any day, with no conditionals, is 15%...*`= 50% × ( 25% / 15% )`

*...solving the equation:*`= 83.33%`

*...and finally, stating the complete answer:*`P(rain | clouds at sunrise) = 83.33%`

This is a **really useful result** -- if we had no information at all, we only know there's a 25% chance of rain. However, by spotting clouds at sunrise, we know there's now over an 80% probability it will rain!

# Example Walk-Throughs with Worksheets

### Video 1: Bayes' Rule Examples

# Practice Questions

**Q1**: What is an equivalent way to write the following probability using Bayes Theorem?: P(Slept past 10:00 AM | Saturday)

**Q2**: How would you fix the following Bayes Theorem equation?: P(Went to Jarling's | Eating ice cream) = P(Eating ice cream | Went to Jarling's) / (P(Went to Jarling's) x (P(Eating ice cream))

**Q3**: What would be the hypothesis and data of the following probability question?: P(Went to Jarling's | Eating ice cream)

**Q4**: Which of the following probabilities would not be useful to know when trying to calculate the probability that you like a movie given that it is a comedy?

**Q5**: You want to be able to predict the probability that it is Saturday based on if you slept past 10:00 AM. What would be the correct way to write this probaility in mathematical notation?