The semiliterate on the next bar stool will tell you with absolute, arrogant assurance just how to solve the world's problems; while the scholar who has spent a lifetime studying their causes is not at all sure how to do this.

Edwin Thompson Jaynes

Bayes' Theorem

Bayes’ Theorem

Bayes’ Theorem has many, many introductions online already. Those show the intuition behind using the theorem. This is going to be a step-by-step mathematical derivation of the theorem, as Jaynes explained it in his book Probability Theory: The Logic of Science. However, he himself has skipped a bunch of steps, and not always made his reasoning as clear as possible, so what I’m going to do here…

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