ThmDex – An index of mathematical definitions, results, and conjectures.
Bayes' theorem in the case of two pullback events
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $X : \Omega \to \Xi$ and $Y : \Omega \to \Theta$ are each a D202: Random variable on $P$
(ii) $\{ X \in A \}, \{ Y \in B \} \in \mathcal{F}$ are each an D1716: Event in $P$
(iii) \begin{equation} \mathbb{P}(X \in A), \mathbb{P}(Y \in B) > 0 \end{equation}
Then \begin{equation} \mathbb{P}(X \in A \mid Y \in B) \mathbb{P}(Y \in B) = \mathbb{P}(Y \in B \mid X \in A) \mathbb{P}(X \in A) \end{equation}
Proofs
Proof 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $X : \Omega \to \Xi$ and $Y : \Omega \to \Theta$ are each a D202: Random variable on $P$
(ii) $\{ X \in A \}, \{ Y \in B \} \in \mathcal{F}$ are each an D1716: Event in $P$
(iii) \begin{equation} \mathbb{P}(X \in A), \mathbb{P}(Y \in B) > 0 \end{equation}
This result is a particular case of R3404: Bayes' theorem in the case of two events. $\square$