The law of total probability with extra conditioning

In summary, the conversation discusses the proof of the law of total probability with extra conditioning in the context of studying probability. It is mentioned that the proof requires careful consideration of the exact statement and that the ##A_i## need to be a partitioning. It is also clarified that when all probabilities are conditional on ##E##, it is essentially just another probability with ##E## as the universe and does not need to be included in the notation.
  • #1
red65
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TL;DR Summary
the proof of a theorem
Hello, I am studying probability and came across this theorem, it's the law of total probability with extra conditioning, I tried to work out a proof but couldn't ,does anyone know the proof for this :
1672964293581.png

thanks!
 
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  • #2
1) If you are looking for a proof, you should be very careful about the exact statement. There is more to that statement, right? Don't the ##A_i## need to be a partitioning?
2) If all probabilities are conditional on ##E##, isn't that just another probability where ##E## is the universe and does not need to be included in the notation?
 
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  • #3
red65 said:
TL;DR Summary: the proof of a theorem

Hello, I am studying probability and came across this theorem, it's the law of total probability with extra conditioning, I tried to work out a proof but couldn't ,does anyone know the proof for this :
View attachment 319864
thanks!
That's just the usual equation with a restriction to ##E## as the universal set or sample space. Given the proviso, as above, that the ##A_i## (when restricted to ##E##) partition ##E##.
 
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1. What is the law of total probability with extra conditioning?

The law of total probability with extra conditioning is a mathematical concept used in probability theory. It states that the probability of an event is equal to the sum of the probabilities of that event occurring under different conditions or scenarios.

2. How is the law of total probability with extra conditioning different from the regular law of total probability?

The regular law of total probability only considers one conditioning event, while the law of total probability with extra conditioning takes into account multiple conditioning events. This allows for a more comprehensive understanding of the probabilities involved.

3. Can you give an example of the law of total probability with extra conditioning in action?

For example, if we want to calculate the probability of getting a red card in a deck of cards, we can condition this probability on the suit of the card. The law of total probability with extra conditioning would then take into account the probabilities of getting a red card in each suit (hearts, diamonds, clubs, and spades).

4. How is the law of total probability with extra conditioning used in real life?

The law of total probability with extra conditioning is used in various fields such as statistics, economics, and engineering. It can help in decision making by providing a more accurate understanding of the probabilities involved in a given scenario.

5. What are the limitations of the law of total probability with extra conditioning?

One limitation is that it assumes that the conditioning events are independent of each other, which may not always be the case in real life. It also requires accurate and complete data to be effective in its application.

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