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There Are Frequently Situations Where You Have Information on the Conditional

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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 = y X\mid X = x)= Pr(X=x,Y=y)Pr(X=x)\frac { \operatorname { Pr } ( X = x , Y = y ) } { \operatorname { Pr } ( X = x ) } , derive a relationship between Pr(X = x Y\mid Y = y)and Pr(Y = y X\mid X = x). This is called Bayes' theorem.


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