diff --git a/probability/bayes_theorem.cpp b/probability/bayes_theorem.cpp
new file mode 100644
index 000000000..44bac77ba
--- /dev/null
+++ b/probability/bayes_theorem.cpp
@@ -0,0 +1,34 @@
+#include <iostream>
+
+// bayes' theorem > https://en.wikipedia.org/wiki/Bayes%27_theorem
+
+// bayes' theorem allows one to find P(A|B) given P(B|A)
+// or P(B|A) given P(A|B) and P(A) and P(B)
+
+// note P(A|B) is read 'The probability of A given that the event B has occured'
+
+// 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;
+}
+
+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;
+}