*chevron_left*Probability Theory

# Total probability theorem

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*schedule*Jul 1, 2022

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The total probability theorem is used to calculate the probability of an outcome, which may occur under several different scenarios.

It states that:

In English, it states that the probability of an event $\mathbb{P}(B)$ is the sum of its weighted conditional probabilities.

Remember from the multiplication rule that the probability of two events $A$ and $B$ both occurring is$\mathbb{P}(A\cap B)=\mathbb{P}(A)\cdot \mathbb{P}(B|A)$. With the total probability theorem, all we are stating is that if there are several scenarios $A_i$, then to calculate the probability of $B$ we just have to apply the multiplication rule for each scenario $A_i$ and sum them all together.

# Example

We want to calculate the probability of a person going out given the following probabilities and scenarios:

From the total probability theorem we know that: