Total probability theorem
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: