What Is Bayes' Theorem?

What is Bayes’ Theorem?
Bayes’ theorem is a way to figure out conditional probability.

Conditional probability is the probability of an event happening, given
that it has some relationship to one or more other events. For example,
your probability of getting a parking space is connected to the time of
day you park, where you park, and what conventions are going on at any
time. Bayes’ theorem is slightly more nuanced. In a nutshell, it gives you
the actual probability of an event given information about tests.
“Events” Are different from “tests.” For example, there is a test for liver
disease, but that’s separate from the event of actually having liver
disease.
Tests are flawed: just because you have a positive test does not mean
you actually have the disease. Many tests have a high false positive
rate. Rare events tend to have higher false positive rates than more
common events. We’re not just talking about medical tests here. For
example, spam filtering can have high false positive rates. Bayes’
theorem takes the test results and calculates your real probability that the
test has identified the event.
The Formula
Watch the video for a quick example of working a Bayes’ Theorem

problem, or read the examples below:
Bayes’ Theorem (also known as Bayes’ rule) is a deceptively simple

formula used to calculate conditional probability. The Theorem was
named after English mathematician Thomas Bayes (1701-1761). The
formal definition for the rule is:
In most cases, you can’t just plug numbers into an equation; You have to
figure out what your “tests” and “events” are first. For two events, A and
B, Bayes’ theorem allows you to figure out p(A|B) (the probability that
event A happened, given that test B was positive) from p(B|A) (the
probability that test B happened, given that event A happened). It can be
a little tricky to wrap your head around as technically you’re working
backwards; you may have to switch your tests and events around, which
can get confusing. An example should clarify what I mean by
Bayes’ Theorem Example #1
You might be interested in finding out a patient’s probability of having

liver disease if they are an alcoholic. “Being an alcoholic” is
the test (kind of like a litmus test) for liver disease.
A could mean the event “Patient has liver disease.” Past data tells you
that 10% of patients entering your clinic have liver disease. P(A) = 0.10.
B could mean the litmus test that “Patient is an alcoholic.” Five percent
of the clinic’s patients are alcoholics. P(B) = 0.05.
You might also know that among those patients diagnosed with liver
disease, 7% are alcoholics. This is your B|A: the probability that a
patient is alcoholic, given that they have liver disease, is 7%.
Bayes’ theorem tells you:

P(A|B) = (0.07 * 0.1)/0.05 = 0.14
In other words, if the patient is an alcoholic, their chances of having
liver disease is 0.14 (14%). This is a large increase from the 10%
suggested by past data. But it’s still unlikely that any particular patient
has liver disease.
Bayes’ Theorem Problems Example #2
Another way to look at the theorem is to say that one event follows
another. Above I said “tests” and “events”, but it’s also legitimate to
think of it as the “first event” that leads to the “second event.” There’s
no one right way to do this: use the terminology that makes most sense
to you.
In a particular pain clinic, 10% of patients are prescribed narcotic pain

killers. Overall, five percent of the clinic’s patients are addicted to
narcotics (including pain killers and illegal substances). Out of all the
people prescribed pain pills, 8% are addicts. If a patient is an addict,
what is the probability that they will be prescribed pain pills?
Step 1: Figure out what your event “A” is from the question. That
information is in the italicized part of this particular question. The event
that happens first (A) is being prescribed pain pills. That’s given as 10%.
Step 2: Figure out what your event “B” is from the question. That
information is also in the italicized part of this particular question. Event
B is being an addict. That’s given as 5%.
Step 3: Figure out what the probability of event B (Step 2) given event A
(Step 1). In other words, find what (B|A) is. We want to know “Given
that people are prescribed pain pills, what’s the probability they are an
addict?” That is given in the question as 8%, or .8.
Step 4: Insert your answers from Steps 1, 2 and 3 into the formula and
solve.
P(A|B) = P(B|A) * P(A) / P(B) = (0.08 * 0.1)/0.05 = 0.16
The probability of an addict being prescribed pain pills is 0.16 (16%).
Example #3: the Medical Test
A slightly more complicated example involves a medical test (in this

case, a genetic test):
There are several forms of Bayes’ Theorem out there, and they are all
equivalent (they are just written in slightly different ways). In this next
equation, “X” is used in place of “B.” In addition, you’ll see some
changes in the denominator. The proof of why we can rearrange the
equation like this is beyond the scope of this article (otherwise it would
be 5,000 words instead of 2,000!). However, if you come across a
question involving medical tests, you’ll likely be using this alternative
formula to find the answer:
Watch the video for a quick solution or read two solved Bayes’ Theorem
examples below:
1% of people have a certain genetic defect.

90% of tests for the gene detect the defect (true positives).
9.6% of the tests are false positives.
If a person gets a positive test result, what are the odds they actually
have the genetic defect?
The first step into solving Bayes’ theorem problems is to assign letters to
events:
A = chance of having the faulty gene. That was given in the question as
1%. That also means the probability of not having the gene (~A) is 99%.
X = A positive test result.
So:
P(A|X) = Probability of having the gene given a positive test result.
P(X|A) = Chance of a positive test result given that the person actually
has the gene. That was given in the question as 90%.
p(X|~A) = Chance of a positive test if the person doesn’t have the gene.
That was given in the question as 9.6%
Now we have all of the information we need to put into the equation:
P(A|X) = (.9 * .01) / (.9 * .01 + .096 * .99) = 0.0865 (8.65%).
The probability of having the faulty gene on the test is 8.65%.
Bayes’ Theorem Problems #4: A Test for Cancer
I wrote about how challenging physicians find probability and

statistics in my post on reading mammogram results wrong. It’s not
surprising that physicians are way off with their interpretation of results,
given that some tricky probabilities are at play. Here’s a second example
of how Bayes’ Theorem works. I’ve used similar numbers, but the
question is worded differently to give you another opportunity to wrap
your mind around how you decide which is event A and which is event
X.
Q. Given the following statistics, what is the probability that a

woman has cancer if she has a positive mammogram result?
One percent of women over 50 have breast cancer.
Ninety percent of women who have breast cancer test positive on

mammograms.
Eight percent of women will have false positives.
Step 1: Assign events to A or X. You want to know what a woman’s

probability of having cancer is, given a positive mammogram. For this
problem, actually having cancer is A and a positive test result is X.
Step 2: List out the parts of the equation (this makes it easier to work the
actual equation):
P(A)=0.01
P(~A)=0.99
P(X|A)=0.9
P(X|~A)=0.08
Step 3: Insert the parts into the equation and solve. Note that as this is a
medical test, we’re using the form of the equation from example #2:
(0.9 * 0.01) / ((0.9 * 0.01) + (0.08 * 0.99) = 0.10.
The probability of a woman having cancer, given a positive test result, is
10%.
Remember when (up there ^^) I said that there are many equivalent
ways to write Bayes Theorem? Here is another equation, that you can
use to figure out the above problem. You’ll get exactly the same result:
The main difference with this form of the equation is that it uses the
probability terms intersection(∩) and compliment (c). Think of it as
shorthand: it’s the same equation, written in a different way.
In order to find the probabilities on the right side of this equation,

use the multiplication rule:
P(B ∩ A) = P(B) * P(A|B)
The two sides of the equation are equivalent, and P(B) * P(A|B) is what
we were using when we solved the numerator in the problem above.
P(B) * P(A|B) = 0.01 * 0.9 = 0.009
For the denominator, we have P(Bc ∩ A) as part of the equation. This

can be (equivalently) rewritten as P(Bc*P(A|Bc). This gives us:
P(Bc*P(A|Bc) = 0.99 * 0.08 = 0.0792.
Inserting those two solutions into the formula, we get:

0.009 / (0.009 + 0.0792) = 10%.
Bayes’ Theorem Problems: Another Way to Look at It.
Bayes’ theorem problems can be figured out without using the equation
(although using the equation is probably simpler). But if you can’t wrap
your head around why the equation works (or what it’s doing), here’s the
non-equation solution for the same problem in #1 (the genetic test
problem) above.
Step 1: Find the probability of a true positive on the test. That equals
people who actually have the defect (1%) * true positive results (90%) =
.009.
Step 2: Find the probability of a false positive on the test. That equals
people who don’t have the defect (99%) * false positive results (9.6%) =
.09504.
Step 3: Figure out the probability of getting a positive result on the test.
That equals the chance of a true positive (Step 1) plus a false positive
(Step 2) = .009 + .09504 = .0.10404.
Step 4: Find the probability of actually having the gene, given a positive
result. Divide the chance of having a real, positive result (Step 1) by the
chance of getting any kind of positive result (Step 3) = .009/.10404 =
0.0865 (8.65%).
Other forms of Bayes’ Theorem
Bayes’ Theorem has several forms. You probably won’t encounter any
of these other forms in an elementary stats class. The different forms can
be used for different purposes. For example, one version uses what
Rudolf Carnap called the “probability ratio“. The probability ratio rule
states that any event (like a patient having liver disease) must be
multiplied by this factor PR(H,E)=PE(H)/P(H). That gives the event’s
probability conditional on E. The Odds Ratio Rule is very similar to the
probability ratio, but the likelihood ratio divides a test’s true positive
rate divided by its false positive rate. The formal definition of the Odds
Ratio rule is OR(H,E)=PH,(E)/P~H(E).
Bayesian Spam Filtering
Although Bayes’ Theorem is used extensively in the medical sciences,

there are other applications. For example, it’s used to filter spam.
The event in this case is that the message is spam. The test for spam is
that the message contains some flagged words (like “viagra” or “you
have won”). Here’s the equation set up (from Wikipedia), read as “The
probability a message is spam given that it contains certain flagged
words”:

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What is Bayes’ Theorem?

Bayes’ theorem is a way to figure out conditional probability.

Watch the video for a quick example of working a Bayes’ Theorem

Bayes’ Theorem (also known as Bayes’ rule) is a deceptively simple

You might be interested in finding out a patient’s probability of having

Bayes’ theorem tells you:

Bayes’ Theorem Problems Example #2

In a particular pain clinic, 10% of patients are prescribed narcotic pain

The probability of an addict being prescribed pain pills is 0.16 (16%).

Example #3: the Medical Test

A slightly more complicated example involves a medical test (in this

1% of people have a certain genetic defect.

X = A positive test result.

P(A|X) = Probability of having the gene given a positive test result.

Bayes’ Theorem Problems #4: A Test for Cancer

I wrote about how challenging physicians find probability and

Q. Given the following statistics, what is the probability that a

One percent of women over 50 have breast cancer.

Ninety percent of women who have breast cancer test positive on

Eight percent of women will have false positives.

Step 1: Assign events to A or X. You want to know what a woman’s

In order to find the probabilities on the right side of this equation,

P(B ∩ A) = P(B) * P(A|B)

For the denominator, we have P(Bc ∩ A) as part of the equation. This

Inserting those two solutions into the formula, we get:

Bayes’ Theorem Problems: Another Way to Look at It.

Other forms of Bayes’ Theorem

Bayesian Spam Filtering

Although Bayes’ Theorem is used extensively in the medical sciences,

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