Law of Total Probability

Theorem (Law of Total Probability)

Let B1,⋯ ,BnB_1,\cdots,B_n be disjoint events such that ∪i=1nBi=Ω\cup_{i=1}^nB_i=\Omega and let A⊂ΩA\subset\Omega then P(A)=∑i=1nP(A∣Bi)P(Bi)P(A)=\sum^n_{i=1}P(A|B_i)P(B_i)