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Given two events A and B from the sigma-field of a probability space, with the unconditional probability of B being greater than zero (i.e., P(B) > 0), the conditional probability of A given B (()) is the probability of A occurring if B has or is assumed to have happened. [5]
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.
This rule allows one to express a joint probability in terms of only conditional probabilities. [4] The rule is notably used in the context of discrete stochastic processes and in applications, e.g. the study of Bayesian networks, which describe a probability distribution in terms of conditional probabilities.
In the latter two examples the law of total probability is irrelevant, since only a single event (the condition) is given. By contrast, in the example above the law of total probability applies , since the event X = 0.5 is included into a family of events X = x where x runs over (−1,1), and these events are a partition of the probability space.
As already remarked, most sources in the topic of probability, including many introductory probability textbooks, solve the problem by showing the conditional probabilities that the car is behind door 1 and door 2 are 1 / 3 and 2 / 3 (not 1 / 2 and 1 / 2 ) given that the contestant initially picks door 1 and the ...
The term law of total probability is sometimes taken to mean the law of alternatives, which is a special case of the law of total probability applying to discrete random variables. [ citation needed ] One author uses the terminology of the "Rule of Average Conditional Probabilities", [ 4 ] while another refers to it as the "continuous law of ...
In probability theory, regular conditional probability is a concept that formalizes the notion of conditioning on the outcome of a random variable. The resulting conditional probability distribution is a parametrized family of probability measures called a Markov kernel .
For example, a naive way of storing the conditional probabilities of 10 two-valued variables as a table requires storage space for = values. If no variable's local distribution depends on more than three parent variables, the Bayesian network representation stores at most 10 ⋅ 2 3 = 80 {\displaystyle 10\cdot 2^{3}=80} values.