Once you know that something has already happened, the same event can have a different probability. The conditional probability P(A|B) narrows the sample space to B, given that B has happened, and measures again what share of it A takes up; the multiplication rule and Bayes' theorem both grow from this idea. Bayes' theorem reasons backward from a result to the probability of its cause, which is why, for a rare disease, a positive test still leaves a surprisingly low chance of actually having it. In the first figure the sliders for the cells of A, B and A∩B divide a sample space of 10 cells and then pull B out and enlarge it; in the second, moving the prevalence slider changes the share of real patients among those who test positive.
Last updated