Given two events, A & B:
the probability of A, given that B has occurred is denoted by P (A|B) and is calculated as:
Intuitively, we understand this as follows:
Look at the Venn diagram in the previous post. Once we know that B has occurred (since that's a given), B is our new sample space. And the only way for A to occur now is
Therefore, the probability of A occurring now is the probability of a successful outcome, i.e. divided by the probability of the entire sample space, i.e.
Sunday, January 13, 2008
Lecture 2 - Ch 4 - Conditional Probability
Posted by Eliezer at Sunday, January 13, 2008
Tags: Lecture Notes
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