At my college, there's a week before Spring Semester each year in which anyone who wants to can teach a class on any subject, and students go to whatever ones they feel like. I'm thinking about teaching a class on Bayes' Theorem. It would be informal, one to two hours long, and focused mostly on non-obvious applications of it (epistemology, the representativeness heuristic, etc.)
At the moment, I'm thinking about how to design the class, so I'd appreciate any suggestions as to what content I should cover, the best format, clear ways to explain it, cool things related to Bayes' Theorem, good links, and so forth.
To make it catchy, you could use the theme of betting. Introduce the concept of acting on beliefs as taking a bet (except you get paid in job offers instead of poker chips and so on) and work from there.