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linkhyrule5 comments on Open thread, August 26 - September 1, 2013 - Less Wrong
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So, question - has anyone written a proof that Bayes' Theorem works on log-odds? It's a pretty simple proof, but I couldn't actually find it anyone on LW, which seems odd.
If it hasn't already been written I might toss it up as a back-to-basics post.
I think it's in chapter 3 of Jaynes' *Probability theory". Also (google is your friend), check here or here.
Oh, I see. Thanks!