Monday, January 17, 2011

Conditional Probability

Conditional probability is the probability of some event A, given the occurrence of some other event B. Conditional probability is written as P(A|B), and read as 'the probability of A, given B'. It is defined by

P(A|B) = P(A ∩B)/P(B)

If P(B) = 0 then P(A|B) is undefined.

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