19 — Core Math

Bayes' Theorem#

Probability✓ Mathematical
◆ The PatternUpdating beliefs with evidence — the foundation of probabilistic ML

Bayes' Theorem tells us how to update a prior belief when we observe new evidence.

P(A|B) = P(B|A) · P(A) / P(B)
P(A|B) = posterior  |  P(B|A) = likelihood  |  P(A) = prior  |  P(B) = evidence
// Medical test — posterior probability after positive result
Prior P(disease) %1.0%
Sensitivity %95%
Posterior
Base rate fallacy: 1% disease prevalence + 95% accurate test = only ~16% chance you're actually sick after a positive. Low priors dominate!
Pattern bridge: Updating beliefs with evidence is the core of Bayesian statistics. Traders do it intuitively: new data shifts the prior belief — or doesn’t, when confirmation bias blocks the update.
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