Law of total probability

Probability · Formula · Not yet linked from a lesson

P(A)=∑iP(A∣Bi) P(Bi)P(A) = \sum_{i} P(A \mid B_i)\, P(B_i)

Splits a messy probability into cases you can actually compute, then weights each by how likely that case was. It is the denominator in Bayes' theorem whenever the evidence is not handed to you directly.

Symbols

BiB_i
A set of cases that are exclusive and cover everything.
P(A∣Bi)P(A \mid B_i)
The probability of A within case i.
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