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  2. Conditional probability - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability

    In this situation, the event A can be analyzed by a conditional probability with respect to B. If the event of interest is A and the event B is known or assumed to have occurred, "the conditional probability of A given B", or "the probability of A under the condition B", is usually written as P(A|B) [2] or occasionally P B (A).

  3. Method of conditional probabilities - Wikipedia

    en.wikipedia.org/wiki/Method_of_conditional...

    In the diagram, each node is labeled with this conditional probability. (For example, if only the first coin has been flipped, and it comes up tails, that corresponds to the second child of the root. Conditioned on that partial state, the probability of failure is 0.25.)

  4. Conditional expectation - Wikipedia

    en.wikipedia.org/wiki/Conditional_expectation

    In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value evaluated with respect to the conditional probability distribution. If the random variable can take on only a finite number of values, the "conditions" are that the variable can only take on a subset of ...

  5. Conditional probability distribution - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability...

    Given , the Radon-Nikodym theorem implies that there is [3] a -measurable random variable ():, called the conditional probability, such that () = for every , and such a random variable is uniquely defined up to sets of probability zero. A conditional probability is called regular if ⁡ () is a probability measure on (,) for all a.e.

  6. Conditioning (probability) - Wikipedia

    en.wikipedia.org/wiki/Conditioning_(probability)

    Conditional probabilities, conditional expectations, and conditional probability distributions are treated on three levels: discrete probabilities, probability density functions, and measure theory. Conditioning leads to a non-random result if the condition is completely specified; otherwise, if the condition is left random, the result of ...

  7. Bayes' theorem - Wikipedia

    en.wikipedia.org/wiki/Bayes'_theorem

    Independently of Bayes, Pierre-Simon Laplace used conditional probability to formulate the relation of an updated posterior probability from a prior probability, given evidence. He reproduced and extended Bayes's results in 1774, apparently unaware of Bayes's work, in 1774, and summarized his results in Théorie analytique des probabilités (1812).

  8. Chain rule (probability) - Wikipedia

    en.wikipedia.org/wiki/Chain_rule_(probability)

    In probability theory, the chain rule [1] (also called the general product rule [2] [3]) describes how to calculate the probability of the intersection of, not necessarily independent, events or the joint distribution of random variables respectively, using conditional probabilities.

  9. Monty Hall problem - Wikipedia

    en.wikipedia.org/wiki/Monty_Hall_problem

    These are the only cases where the host opens door 3, so the conditional probability of winning by switching given the host opens door 3 is ⁠ 1/3 / 1/3 + q/3 ⁠ which simplifies to ⁠ 1 / 1 + q ⁠. Since q can vary between 0 and 1 this conditional probability can vary between ⁠ 1 / 2 ⁠ and 1. This means even without constraining the ...

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