Hi
My question is
State and prove the theorem of total probability ?
I tried looking for this proof in my textbook but i can't seem to find it anywhere
any help is appreichated
thanks
Are you looking for the proof of this theorem? i wasnt sure
I am not sure if i can post external links on this website...
Check out
Baye's Theorem explained with proof | TutorVista
it has a proof of this theorem
Hello,
Law of total probability :
For a partition of , the probability space, for any event B (and for higher levels, considering the measured space , for any ...), we have :
and the proof.... :
So
But the last union is a disjoint union : (very easy to prove)
Thus the probability of the union is just the sum of the probabilities :
Then just use the formula