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Prior, likelihood and posterior probability

A prior describes an event before the specified evidence. A likelihood describes the evidence under a hypothesis. A posterior conditions the event on the evidence.

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Keep the event and evidence in the notation

Terms for event A and evidence E
TermQuantityQuestion
PriorP(A)How much probability does the model assign to A before E?
LikelihoodP(E|A)How likely is E if A holds?
PosteriorP(A|E)How much probability belongs to A after conditioning on E?

Include the evidence under the complement

In a binary model, the evidence can arise under A or under not A. The total probability P(E) therefore includes both branches. Ignoring the complement branch can falsely imply that every observed E must have come from A.

Normalize the event-and-evidence branch

Bayes’ rule divides P(A∩E) by the total evidence probability, provided P(E) is positive. The likelihood is only one part of that calculation; it is not generally the posterior.

P(A∣E)=P(E∣A)P(A)P(E∣A)P(A)+P(E∣Ac)P(Ac)P(A\mid E)=\frac{P(E\mid A)P(A)}{P(E\mid A)P(A)+P(E\mid A^c)P(A^c)}

Both branches contribute to the denominator in this two-hypothesis model.

Check evidence that does not distinguish the branches

If E has the same positive likelihood under A and not A, the common likelihood cancels and the posterior equals the prior. Evidence only changes this model’s event probability when its relative likelihood differs between the branches.

Further references