Law of Total Probability

Tuesday, 2 July 2019

1:49 PM

Machine generated alternative text:
Law of Total Probability
From a partition {El, E2, ... , En}, any event A can be written
Law of Total Probability
Given a partition {El, E2, , En} of S such that P(Ei) > 0 for all i, the
probability of any event A can be written
P(A) = EP(AIEi) x P(E/)
i=l

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