Règle de Bayes

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Bayes' Rule

Bayes' Theorem

Also, Bayes' Rule. An equation for calculating the probability that something is true if something potentially related to it is true. If P(A) means “the probability that A is true” and P(A|B) means “the probability that A is true if B is true,” then Bayes' Theorem tells us that P(A|B) = (P(B|A)P(A)) / P(B). This is useful for working with false positives—for example, if x% of people have a disease, the test for it is correct y% of the time, and you test positive, Bayes' Theorem helps calculate the odds that you actually have the disease. The theorem also makes it easier to update a probability based on new data, which makes it valuable in the many applications where data continues to accumulate. Named for eighteenth-century English statistician and Presbyterian minister Thomas Bayes.

See also Bayesian network, prior distribution

Source : Datascience glossary