conditional-probability

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Parent: probability-theory

Conditional probability

Source: blitzstein-hwang

$$P(A|B) = \dfrac{P(A~\cap~B)}{P(B)}$$

NotationDescription
$P(A)$prior held belief
$B$evidence that is observed
$P(A\lvert B)$posterior (updated belief)

Properties

  1. $0 \leq P(A|B) \leq 1$
  2. $P(\Omega|E) = 1$, $P(\emptyset | E) = 0$
  3. For disjoint events $A_i$, $P(\bigcup_i A_i | E) = \sum_i P(A_i|E)$
  4. Complement: $P(A^c | E) = 1 - P(A|E)$
  5. Union: $P(A\cup B|E) = P(A|E) + P(B|E) - P(A\cap B|E)$