I have this equivalence:
, but I don't understand how these are the same thing. Is there anybody who knows? It may be an application of the chain rule.
I assume these are probability distributions. In that case, no, this has nothing to do with the chain rule (unless you are given a specific form for P that you did not tell us). It has to do with the definition of "conditional probability".
Thanks a lot! This was most helpful!
Scopur: I did the "derivation" myself before verifying it with Soroban's.
Previously, I've got a little confused by the '|' character, but it's not a mathematical symbol so I shouldn't be. This little exercise helped my understanding such wise.
Have a great day!