--- title: 機率TP3 --- # Theory of Probability:<br> Conditional Probability, Total Probability Theorem, Bayes Rule NTNU 機率論 ##### [Back to Note Overview](https://reurl.cc/XXeYaE) ##### [Back to Theory of Probability](https://hackmd.io/@NTNUCSIE112/H1OPnkA4v) ###### tags: `NTNU` `CSIE` `必修` `Theory of Probability` ## Conditional Probability - Conditional probability provides us with a way to reason about the outcome of an experiment, based on partial information - Suppose that the outcome is within some given event $B$, we wish to quantify the ==likelihood== that that the outcome also belongs some other given event $A$ - Using a new probability law, we have the **conditional problbility of $A$ given $B$**, denoted by $P(A|B)$, which is defined as $$P(A|B) = \frac{P(A \cap B)}{P(B)}$$ - If $P(B)$ has zero probability, $P(A|B)$ is undefined. - We can think of $P(A|B)$ as out of the total problbility of the elements of $B$ , the fraction that is assigned to possible outcomes that also belong to $A$. ### Conditional Probability Example $$ P(A_1 \cap A_2 \cap A_3) =P(A_1)P(A_2|A_1)P(A_3|A_1\cap A_2) $$ <!-- 打兩個$$的記得要單行 不然後面會爛掉 --> ## Conditional Probabilities Satisfy the Three Axioms ## Conditional Probabilities Satisfy General Probability Laws ### Simple Examples using Conditional Probabilities ### Using Conditional Probability for Modeling ## Multiplication (Chain) Rule ### Multiplication (Chain) Rule: Examples ## Total Probability Theorem ### Some Examples Using Total Probability Theorem ## Bayes’ Rule ## Bayes’ Rule and Inference ### Inference Using Bayes’ Rule