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Bayesian basics I - the way of reasoning

One day after lunch, one of my colleagues spotted a man running outside of our windows where there is a fire escape balcony along the outside of our building. We immediately realized that he was probably a thief since we occasionally had heard of people from other labs losing expensive computers after seeing a man on the fire escape balcony. We then felt alarmed, called the police and alerted everybody to back up their data.

Why did we decide to call police immediately? What was going on in our brains? First let us assume