This slightly longer than usual video covers conditional probability and gives some examples that are initially counter-intuitive. Bayes theorem is then developed from conditional probability, and the role of inverse problems in the context of Bayes theorem is discussed. Bayes theorem is then applied to a puzzle-type problem to demonstrate the counter-intuitive nature of probability. An example is then presented for you to consider, which will be answered in the handout.

PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.