Another Way to Write Conditional Probability


The \(p(\cdot | B)\) notation is convenient sometimes, but other times it obscures what’s going on, like in the definition of conditional independence and the law of total probability (when you fix the conditioning event).

We can rewrite \(p(A|B)\) as \(p_B(A)\) to make clear that we are deriving a new probability measure (\(p_B\)) induced from the old one (\(p\)) using the knowledge that \(B\) occurred. Or we could shorten it even further, from \(p_B\) to \(p'\).

Conditional Independence

Conditional independence reduces to regular independence under the measure \(p'\). \(p(A, C | B) = p(A | B) p(C | B)\) becomes \(p'(A,C) = p'(A) p'(B)\).

Total probability

\(\sum\limits_A p(A|B) = 1\), which is easier to see if we write it as \(\sum\limits_A p'(A)\).

Related Posts

Just because 2 things are dual, doesn't mean they're just opposites

Boolean Algebra, Arithmetic POV

discontinuous linear functions

Continuous vs Bounded

Minimal Surfaces

November 2, 2023

NTK reparametrization

Kate from Vancouver, please email me

ChatGPT Session: Emotions, Etymology, Hyperfiniteness

Some ChatGPT Sessions