====== Bayes' Theorem ======
\begin{eqnarray*}
P(A \mid B) & = & \dfrac{P(A \cap B)}{P(B)} \nonumber \\
P(B \mid A) & = & \dfrac{P(B \cap A)}{P(A)} \nonumber \\
\text{heance } \nonumber \\
P(A \cap B) & = & P(A \mid B) * P(B) \;\; \text{ and } \nonumber \\
P(B \cap A) & = & P(B \mid A) * P(A) \qquad\qquad\qquad\qquad\qquad\qquad\qquad (1) \\
\nonumber \\
\nonumber \\
P(B) & = & P(A \cap B) + P(\neg A \cap B) \nonumber \\
& = & P(B \cap A) + P(B \cap \neg A) \nonumber \\
& = & P(B \mid A) * P(A) + P(B \mid \neg A) * P(\neg A) \qquad\qquad (2) \\
\\
\\
P(A \mid B) & = & \dfrac{P(A \cap B)}{P(B)} \nonumber \\
& = & \dfrac{P(B \cap A)}{P(B)} \;\;\; \text{ from (1) and (2) } \nonumber \\
& = & \dfrac {(1)} {(2)} \nonumber \\
& = & \dfrac {P(B \mid A) * P(A)} {P(B \mid A) * P(A) + P(B \mid \neg A) * P(\neg A)} \qquad\qquad (3) \\
\end{eqnarray*}
\begin{eqnarray}
& & P(A \mid B) = \dfrac{P(A \cap B)}{P(B)} \nonumber \\
& & P(B \mid A) = \dfrac{P(B \cap A)}{P(A)} \nonumber \\
& & \text{heance } \nonumber \\
& & P(A \cap B) = P(A \mid B) * P(B) \;\; \text{ and } \nonumber \\
& & P(B \cap A) = P(B \mid A) * P(A) \\
\nonumber \\
\nonumber \\
& & P(B) = P(A \cap B) + P(\neg A \cap B) \nonumber \\
& & = P(B \cap A) + P(B \cap \neg A) \nonumber \\
& & = P(B \mid A) * P(A) + P(B \mid \neg A) * P(\neg A) \\
\nonumber \\
\nonumber \\
& & \text{suppose that we not know } P(B) \nonumber \\
& & P(A \mid B) = \dfrac{P(A \cap B)}{P(B)} \nonumber \\
& & = \dfrac{P(B \cap A)}{P(B)} \;\;\; \text{ from (1) and (2) } \nonumber \\
& & = \dfrac {(1)} {(2)} \nonumber \\
& & = \dfrac {P(B \mid A) * P(A)} {P(B \mid A) * P(A) + P(B \mid \neg A) * P(\neg A)} \\
\end{eqnarray}
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