AI engineering glossary · Probability
What is evidence?
Evidence (also called Marginal likelihood, Normalising constant): In Bayes' theorem, the overall probability of the observed data averaged over all hypotheses, P(B) in P(A | B) = P(B | A) P(A) / P(B). It acts as a normalising constant that makes the posterior sum to 1.
Evidence: an example
In the medical test example, P(positive) = 0.9 x 0.01 + 0.09 x 0.99, about 0.098, is the evidence term.
Related terms
More Probability terms
- Exhaustive events
- Expected value
- Exponential distribution
- Factorial
- Frequentist probability
- Gambler's fallacy
- Geometric distribution
- Importance sampling
Where you learn it
Evidence is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.