The Theory That Would Not Die: How Bayes' Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of Controversy
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The Theory That Would Not Die: How Bayes' Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of Controversy
Bayes’s rule as a way to update our belief in a particular hypothesis.
Judea Pearl, Dana Mackenzie • The Book of Why
This is perhaps the most important role of Bayes’s rule in statistics: we can estimate the conditional probability directly in one direction, for which our judgment is more reliable, and use mathematics to derive the conditional probability in the other direction, for which our judgment is rather hazy.