What is the meaning of | in probability theory?

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SUMMARY

The notation ":|:" in probability theory is an alternative representation of the more common "|" symbol, which denotes conditions in set definitions. Specifically, the expression "set X = { u 'member of' set A :|: u has property P}" indicates that the elements of set X are those members of set A that satisfy the property P. In probability, the "|" symbol is interpreted as "given," indicating that probabilities are computed within a restricted space of possible outcomes. Thus, P(A | B) signifies that the probability of event A is calculated based on the condition that event B has occurred.

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Square1
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What is the meaning of :|: ?

So how would one read the following for example...

set X = { u "member of" set A :|: u has property P}
 
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:|: seems to mean that the expression to the right is a condition. I have not seen that form - usually it is just | alone.
 
Square1 said:
What is the meaning of :|: ?

So how would one read the following for example...

set X = { u "member of" set A :|: u has property P}

Have never seen that notation before. Assuming it has the same meaning as the more usual


set X = { u "member of" set A | u has property P}

I would pronounce that "such that."
 
In probability theory, the "|" has a special meaning, not completely captured by the condition "such that". It's usually spoken as "given".

Probabilities are assigned to subsets of some space of possible outcomes. If A and B are sets in such a space then A \cap B and A | B both refer to the set of elements in A \cap B, but the probability P(A | B) tells us that probability is to be computed as if the elements of the "space of possible outcomes" are only those elements which are in B while P(A \cup B) tells us that the "space of possible outcomes" is the original space of possible outcomes.

Hence the meaning of the notation P(X) is not as simple as "P(X) means the probability of the set (or event) X". When the "|" sign is used, the P(.) notation also tells something about what is to be considered the space of possible outcomes.
 

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