带条件贝叶斯定理(三事件贝叶斯公式)证明

带条件贝叶斯定理(三事件贝叶斯公式)

$$P(A|B,C)=\frac{P(B|A,C)P(A|C)}{P(B|C)}$$

证明方式一

$$P(A,B,C)=P(A)P(B|A)P(C|A,B)$$

$$P(A,B,C)=P(A)P(C|A)P(B|A,C)$$

联立式(2)和式(3)，可得式(1)。

证明方式二

$$\begin{array}{rl}P(A|B,C)& =\frac{P(A,B,C)}{P(B,C)}\\ & =\frac{P(B|A,C)P(A,C)}{P(B|C)P(C)}\\ & =\frac{P(B|A,C)P(A|C)P(C)}{P(B|C)P(C)}\\ & =\frac{P(B|A,C)P(A|C)}{P(B|C)}\end{array}$$

参考文献

[1] https://en.wikipedia.org/wiki/Bayes%27_theorem
[2] https://math.stackexchange.com/questions/1281454/bayes-rule-with-3-variables