An anomaly detector fires on a true anomaly with probability tpr and on
normal traffic with probability fpr. Anomalies make up a prevalence fraction
of events. The detector just fired. Return the probability it is a real anomaly.
This is the base rate problem that makes alerting hard: at 0.1% prevalence, a detector with a 1% false positive rate produces mostly noise no matter how good its true positive rate is.
Input
prevalence = 0.001
tpr = 0.99
fpr = 0.01
Output
0.09016393442622951