A theorem in probability theory giving the probability of an intersection of two or more sets as a product of the individual probabilities for each. It is used to calculate the probability that a particular event Bi has occurred when it is known that at least one of the set {B1, B2,…, Bn} has occurred and that another event A has also occurred. This conditional probability is written as P(Bi|A). If the probabilities of B1, B2,…, Bn and all of the conditional probabilities P(A|Bj) are known, then P(Bi|A) is given by
The theorem is named after the English mathematician Thomas Bayes (1702–61) and was published posthumously in 1763.