Chapter 2: Probability
• Sample spaces, events
• Rules for computing probabilities:
1. Complement rule
2. Addition rule
• Conditional probability:
1. Multiplication rule
2. Total Probability rule
3. Bayes Theorem
• Complement rule: P( A) 1 P( A' )
• Addition rule: P( A B) P( A) P( B) P( A B)
• Conditional probability: P( A B)
P( A | B)
P( B)
• Multiplication rule:
P( A B) P( A) P( B | A)
• Total Probability rule:
P( X ) P( A) P( X | A) P( B) P( X | B)
• Bayes Theorem: P( A | B) P( B)
P( B | A)
P( A)