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Typically, the conditional probability of the event is the probability that
the event will occur, provided the information that an event A has
already occurred. This probability can be written as P(B|A), notation
signifies the probability of B given A.
Where:
P(A|B) – the conditional probability; the probability of event A occurring given that event B
has already occurred
P(A ∩ B) – the joint probability of events A and B; the probability that both events A and B
occur
P(B) – the probability of event B
Two events are independent if the probability of the outcome of one event does not
influence the probability of the outcome of another event. Due to this reason, the
conditional probability of two independent events A and B is:
P(A|B) = P(A)
P(B|A) = P(B)
In probability theory, mutually exclusive events are events that cannot occur
simultaneously. In other words, if one event has already occurred, another can event
cannot occur. Thus, the conditional probability of mutually exclusive events is always
zero.
P(A|B) = 0
P(B|A) = 0