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Conditional Probability of Events

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Definition
ProbabilityStochasticProcesses

#Probability #StochasticProcesses >[!def] Conditional probability >Let AA and BB be two events. If P(B)>0P(B)>0 P(AB)=P(AB)P(B)P(A|B)=\frac{P(A\cap B)}{P(B)}

Let AA and BB be two events. If P(B)>0P(B)>0, then AA and BB are independent if and only if P(AB)=P(A)P(A|B)=P(A)