10.3: Appendix

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Proof (Derivation of Bayes’ rule). First, remember the rule for computing a conditional probability:

$P(A|B) = \frac{P(A \cap B)}{P(B)}$

We can rearrange this to get the formula to compute the joint probability using the conditional:

$P(A \cap B) = P(A|B) * P(B)$

Using this we can compute the inverse probability:

$P(B|A) = \frac{P(A \cap B)}{P(A)} = \frac{P(A|B)*P(B)}{P(A)}$