Intrusion detection systems (IDSs) have become a critical part of security systems. The goal of an intrusion detection system is to identify intrusion effectively and accurately. However, the performance of misuse intrusion detection system (MIDS) or anomaly intrusion detection system (AIDS) is not satisfying. In this paper, we study the issue of building a compound intrusion detection model, which has the merits of MIDS and AIDS. To build this compound model, we propose an improved Bayesian decision theorem. The improved Bayesian decision theorem brings some profits to this model: to eliminate the flaws of a narrow definition for intrusion patterns, to extend the known intrusions patterns to novel intrusions patterns, to reduce risks that detecting intrusion brings to system and to offer a method to build a compound intrusion detection model that integrates MIDS with AIDS.