In mathematics, the law of total probability states that if
and
are events, then
(see [1])
In general, if
are mutually exclusive events that partition the sample space, and
is any event, then
(see [2])
References
- ↑ Ghahramani, Saeed. Fundamentals of Probability: With Stochastic Processes. 3rd ed. Upper Saddle River (NJ): Pearson Prentice Hall, 2005. p. 88
- ↑ Ghahramani, p. 93