Statistics · Ch 5 — Probability
Conditional Probability and the Multiplication Theorem
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Conditional Probability and the Multiplication Theorem
Conditional probability asks: given that event has already occurred, what is the probability that also occurs? It is written ('probability of given ') and defined as:
Symmetrically,
Rearranging either definition gives the Multiplication Theorem of Probability, which is how is actually computed whenever the relevant conditional probability is easier to state than the joint probability directly:
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Definition 1Conditional Probability and Multiplication Theorem
; Multiplication Theorem: $P(A\cap B)=P(A)\times P(B|A)=P( …