1 Bayes’ theorem
somewhat harder to derive, since probability densities, strictly speaking, are not probabilities, so Bayes’ theorem has to be established by a limit process; see Papoulis (citation below), Section 7.3 for an elementary derivation. Bayes’s theorem for probability densities is formally similar to the theorem for proba-bilities: f(x|y) = f(x,y ...
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