Is Marginalization Always Valid for Joint Probabilities?

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SUMMARY

The discussion confirms that the equation $$P(B \land C) = P(B \land C | A) P(A) + P(B \land C | \lnot A) P( \lnot A)$$ holds true regardless of the value of $$P(A)$$. This conclusion is derived from set theory and the sum rule, demonstrating that the probabilities of mutually exclusive events can be combined. The proof utilizes the general product rule to establish the relationship between joint and conditional probabilities.

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  • Understanding of joint probabilities and conditional probabilities
  • Familiarity with set theory concepts
  • Knowledge of the sum rule in probability
  • Comprehension of the general product rule in probability
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tmt1
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Given $$P(B \land C)$$ will it always be true that $$P(B \land C | A) P(A) + P(B \land C | \lnot A) P( \lnot A)$$ (regardless what $P(A)$ would be)?

How can I prove this?
 
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tmt said:
Given $$P(B \land C)$$ will it always be true that $$P(B \land C | A) P(A) + P(B \land C | \lnot A) P( \lnot A)$$ (regardless what $P(A)$ would be)?

How can I prove this?

Hi tmt, (Smile)

We have from set theory:
$$P(B \land C) = P(B \land C \land (A \lor \lnot A))
= P((B \land C \land A) \lor (B \land C \land \lnot A))
$$
Since $A$ and $\lnot A$ are mutually exclusive, as are subsets of them, it follows from the sum rule that:
$$P((B \land C \land A) \lor (B \land C \land \lnot A)) = P(B \land C \land A) + P(B \land C \land \lnot A)
$$
Then, from the general product rule, it follows that:
$$ P(B \land C \land A) + P(B \land C \land \lnot A) = P(B \land C \mid A)P(A) + P(B \land C \mid \lnot A)P(\lnot A)
$$
So indeed, without knowing anything about $P(A)$, we can state that:
$$P(B \land C) = P(B \land C \mid A)P(A) + P(B \land C \mid \lnot A)P(\lnot A)$$
 

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