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There Are Frequently Situations Where You Have Information on the Conditional

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Essay

There are frequently situations where you have information on the conditional distribution of Y given X , but are interested in the conditional distribution of X given Y .
Recalling Pr(Y=yX=x)=Pr(X=x,Y=y)Pr(X=x)\operatorname { Pr } ( Y = y \mid X = x ) = \frac { \operatorname { Pr } ( X = x , Y = y ) } { \operatorname { Pr } ( X = x ) }
, derive a relationship between
Pr(X=xY=y) and Pr(Y=yX=x)\operatorname { Pr } ( X = x \mid Y = y ) \text { and } \operatorname { Pr } ( Y = y \mid X = x )
This is called Bayes' theorem.


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