ThmDex – An index of mathematical definitions, results, and conjectures.
▼ Set of symbols
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▼ Zermelo-Fraenkel set theory
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▼ Binary cartesian set product
▼ Binary relation
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▼ Measurable simple complex function
▼ Simple integral
▼ Unsigned basic integral
▼ Unsigned basic expectation
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▼ Expectation
▼ Conditional expectation representative
▼ Conditional expectation
Definition D2012
Conditional probability
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $\mathcal{G} \subseteq \mathcal{F}$ is a D470: Subsigma-algebra of $\mathcal{F}$ on $\Omega$
(ii) $E \in \mathcal{F}$ is an D1716: Event in $P$
The conditional probability of $E$ in $P$ given $\mathcal{G}$ is the D3161: Random real number \begin{equation} \mathbb{P}(E \mid \mathcal{G}) := \mathbb{E}(I_E \mid \mathcal{G}) \end{equation}
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $\mathcal{G} \subseteq \mathcal{F}$ is a D470: Subsigma-algebra of $\mathcal{F}$ on $\Omega$
(ii) $E \in \mathcal{F}$ is an D1716: Event in $P$
The conditional probability of $E$ in $P$ given $\mathcal{G}$ is the D3161: Random real number \begin{equation} \Omega \to [0, 1], \quad \omega \mapsto \mathbb{E}(I_E \mid \mathcal{G})(\omega) \end{equation}
Children
▶ D2795: Conditionally independent event collection
Results
▶ R4932
▶ R4931
▶ R4930
▶ R4341: Bayes' theorem in the case of two pullback events
▶ R4340: Bayes' theorem in the case of event and complement
▶ R3404: Bayes' theorem in the case of two events
▶ R3641: Conditional probability given independent random variable
▶ R3640: Conditional probability given independent sigma-algebra
▶ R4338: Conditional probability of almost surely true event
▶ R4720: Conditional probability of complement event
▶ R4823: Conditional probability of the empty event
▶ R4822: Conditional probability of the sample space
▶ R3649: Expectation of conditional probability
▶ R2677: Law of total probability for a countable partition of events of positive probability
▶ R4802: Law of total probability for complement partition in terms of random variables
▶ R3783: Law of total probability for complex expectation in terms of pullback events
▶ R3784: Law of total probability for complex expectation in terms of pullback events of a discrete random variable
▶ R2556: Probability calculus expression for probability conditioned on event of nonzero probability