bayes formula
let
be a countable set and let
be pairwise disjoint sets with
. then, for any
with
and any
,
[cite:;taken from @klenke_prob_2020 theorem 8.7]
let
be a broken link: blk:def-partition of the sample space, and let
be any set. then, for each
,
[cite:;taken from @berger_inference_2002 theorem 1.3.5]
in simpler terms,
the probability of A occuring, knowing that B has occured is
two events are independent if knowing one event occurred doesn't change the probability of the other event. otherwise they are both dependent on one another

- e. two events, A and B, are independent if: