conditional-probability
Parent: probability-theory
Conditional probability
Source: blitzstein-hwang
$$P(A|B) = \dfrac{P(A~\cap~B)}{P(B)}$$
Notation | Description |
---|---|
$P(A)$ | prior held belief |
$B$ | evidence that is observed |
$P(A\lvert B)$ | posterior (updated belief) |
Properties
- $0 \leq P(A|B) \leq 1$
- $P(\Omega|E) = 1$, $P(\emptyset | E) = 0$
- For disjoint events $A_i$, $P(\bigcup_i A_i | E) = \sum_i P(A_i|E)$
- Complement: $P(A^c | E) = 1 - P(A|E)$
- Union: $P(A\cup B|E) = P(A|E) + P(B|E) - P(A\cap B|E)$