Difference between revisions of "Law of total probability"

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==References==
 
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Revision as of 17:48, May 7, 2012

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

  1. ↑ Ghahramani, Saeed. Fundamentals of Probability: With Stochastic Processes. 3rd ed. Upper Saddle River (NJ): Pearson Prentice Hall, 2005. p. 88
  2. ↑ Ghahramani, p. 93