Probability & statistics form the base for data science . Hence one should be well verse with the concepts of conditional probability & Bayes theorem. Application of probability is quite evident in machine learning especially in the classification part where we are using naive Bayes. The naive Bayes tells us about the concept of posterior probability and prior probability.Let me give you an example.Suppose we have to classify whether a given data point is belonging to one category or the other we can employ naive Bayes.We can select a particular section & think about it as a part of a particular category. After applying Bayes theorem we can arrive at a conclusion whether it is from category 1 or category 2.