What is the Kolmogorov formula for conditional probability?
1 Answer
Explanation:
Given two events A and B from the sigma-field of a probability space with P(B) > 0, the conditional probability of A given B is defined as the quotient of the probability of the joint of events A and B, and the probability of B:
#P[A|B]= (P[A nn B])/(P[B])#