Law of total probability: P(A) = E(P(A|X)) (incomplete)

Dependencies: (incomplete)

  1. Random variable
  2. Expected value of a random variable
  3. Conditioning over random variable

There are many results that are called 'Law of total probability'. The following is one of them.

Let $X$ be a random variable. Let $A$ be an event. Then $\Pr(A) = \E(\Pr(A|X))$.

(Requires proof)

Dependency for: None

Info:

Transitive dependencies:

  1. /analysis/topological-space
  2. /sets-and-relations/countable-set
  3. /sets-and-relations/de-morgan-laws
  4. /measure-theory/lebesgue-integral
  5. σ-algebra
  6. Generated σ-algebra
  7. Borel algebra
  8. Measurable function
  9. Generators of the real Borel algebra (incomplete)
  10. Measure
  11. σ-algebra is closed under countable intersections
  12. Group
  13. Ring
  14. Field
  15. Vector Space
  16. Probability
  17. Conditional probability (incomplete)
  18. Random variable
  19. Expected value of a random variable
  20. Conditioning over random variable