Conditional probability

:Marginal probability and Joint probability redirect to this page.

Related Topics:
Marginal probability - Joint probability

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This article defines some terms which characterize probability distributions of two or more variables.

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Conditional probability is the probability of some event A, assuming event B.

Related Topics:
Probability - Event

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Conditional probability is written P(A|B), and is read "the probability of A, given B".

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Joint probability is the probability of two events in conjunction. That is, it is the probability of both events together.

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The joint probability of A and B is written P(A cap B) or P(A, B).

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Marginal probability is the probability of one event,

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ignoring any information about the other event.

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Marginal probability is obtained by summing (or integrating, more generally) the joint probability over the ignored event.

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The marginal probability of A is written P(A),

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and the marginal probability of B is written P(B).

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In these definitions,

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note that there need not be a causal or temporal relation between A and B.

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A may precede B, or vice versa, or they may happen at the same time.

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A may cause B, or vice versa, or they may have no causal relation at all.

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