Skip to main content

Conditional Probability

In Probability,

In the real world, probabilities are not straightforward, like Pโ†’QP \rightarrow Q. Therefore we translate into P(BโˆฃA)โ‰ˆ1P(B|A) \approx 1. If AA happens, then B is most likely to happen. This defines as

P(BโˆฃA)=P(AโˆฉB)P(A)P(B|A) = {P(A \cap B) \over P(A)}

This means

P(AโˆฉB)=P(BโˆฃA)P(A){P(A \cap B)} = P(B|A) P(A)

P(BโˆฃA)P(B|A) is the likelihood and P(A)P(A) is the prior.