chore: import upstream snapshot with attribution

probability/bayes_theorem.cpp

@@ -0,0 +1,34 @@
+/**
+ * @file
+ * @brief [Bayes' theorem](https://en.wikipedia.org/wiki/Bayes%27_theorem)
+ *
+ * Bayes' theorem allows one to find \f$P(A|B)\f$ given \f$P(B|A)\f$ or
+ * \f$P(B|A)\f$ given \f$P(A|B)\f$ and \f$P(A)\f$ and \f$P(B)\f$.\n
+ * Note that \f$P(A|B)\f$ is read 'The probability of A given that the event B
+ * has occured'.
+ */
+#include <iostream>
+
+/** returns P(A|B)
+ */
+double bayes_AgivenB(double BgivenA, double A, double B) {
+    return (BgivenA * A) / B;
+}
+
+/** returns P(B|A)
+ */
+double bayes_BgivenA(double AgivenB, double A, double B) {
+    return (AgivenB * B) / A;
+}
+
+/** Main function
+ */
+int main() {
+    double A = 0.01;
+    double B = 0.1;
+    double BgivenA = 0.9;
+    double AgivenB = bayes_AgivenB(BgivenA, A, B);
+    std::cout << "A given B = " << AgivenB << std::endl;
+    std::cout << "B given A = " << bayes_BgivenA(AgivenB, A, B) << std::endl;
+    return 0;
+}