Probability

Lesson 3 of 14

Conditional Probability

Updating probabilities on new information, independence, and the two-children puzzle.

The definition

Conditioning restricts the sample space to what you know happened:

P(A∣B)=P(A∩B)P(B)P(A \mid B) = \frac{P(A \cap B)}{P(B)}

Read: among the worlds where BB occurred, what fraction also have AA? Rearranged, the multiplication rule P(A∩B)=P(A∣B) P(B)P(A \cap B) = P(A \mid B)\,P(B) builds joint probabilities from chains of conditionals, which is the natural way to handle sequential experiments (draws without replacement, multi-stage games).