[Math] Relationship between Correlation and Bayes Theorem

bayes-theorembayesiancorrelation

Is there some relationship between the correlation of two random variables, and Bayes Theorem?

A bit of background intuition,

if W = random variable denoting number of women in a room, and L = random variable denoting number of long-haired people in the same room, we can infer about one variable given the other either using the correlation value or the conditional expectation value as given by Bayes Theorem (though Bayes deals with events, probability densities are tied to expectations anyway)

Thanks

Best Answer

There is no essential difference between Bayes' Theorem and the formula $P(A|B)\cdot P(B)=P(AB)$. Each can easily be used to prove the other.