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Conditional Distribution

Conditional Distribution

Nov 22, 20241 min read

Definition:

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

$P (A \cap B) = P (B) . P (A ∣ B) = P (A) . P (B ∣ A)$ :
- Probability of the intersection of 2 events
$P (A_{1}, A_{2}, A_{3}, ..., A_{n}) = P (A_{1}) . P (A_{2} ∣ A_{1}) . P (A_{3} ∣ A_{1}, A_{2}) ... P (A_{n}, A_{1}, A_{2}, ..., A_{n})$ :
- Probability of the intersection of n events - chain rule

Conditional Independence

Graph View

Definition:
P(A|B)=\frac{P(A\cap B)}{P(B)}
Math/Statistic/conditional/Conditional Independence

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Inference from Distributions
Probability
Conditional joint distribution

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