Topic 17: Conditional Probability and Bayes Rule (PETARS, Chapter 3)
From James Hopgood on September 5th, 2020
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.