Bayes Theorem is an important theorem relating conditional probabilities, it allows us to calculate PROB(A|B) from PROB(B|A). Bayes Theorem is important because it can save us from gathering vast amounts of statistical evidence. The main theory is PROB(A|B) = PROB(B|A) * PROB(A) /PROB(B), it means Using PROB(WIN|RAIN) from earlier, we can find the probability that it rained on a day that Harry won a race.