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Law of Total Probability

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Theorem
ProbabilityStochasticProcesses

Definition

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

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