Law of Total Probability

In this section we’re going to discover the Law of Total Probability.

Watch the video and then answer the questions below.

Ten-minute video

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Key Points

Partition

A partition is a way of subdividing a set into partitions \( B_1 \), \( B_2 \), …, \( B_n \) that are:

  1. disjoint (i.e. there is no overal between \( B_i \) and \( B_j \), or in other words \( B_i \cap Bj = \emptyset \))
  2. collectively exhaustive (i.e. together they contain everything in the set)

We can often partition our sample space. For example, if we have an experiment \( S \) where we pick a ball from a random bag out of three bags, we can draw from either \( B_1 \), \( B_2 \), or \( B_3 \). As there are no other outcomes in our experiment, these would be partitions of our sample space.

Any other event in the sample space \( A \) (e.g. the ball being red) would overlap one or more of these partitions. Then we can work out \( P(A) \) as follows:

Law of Total Probability

If \( B_1 \), \( B_2 \), \( B_3 \), \( \cdots \) is a partition of the sample space \( S \), then for any event \( A \) we have

\[ P(A) = \sum_{i}P(A \cap B_i) = \sum_{i} P(A | B_i) \times P (B_i) \]


Questions

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Summary

In this section we saw the law of total probability.

In the next section we get on to Bayes’ rule.