Definition of Conditional Probability
For any event, define the indicator function:
which is a random variable with respect to the Borel σ-algebra on (0,1). Note that the expectation of this random variable is equal to the probability of A itself:
Then the conditional probability given is a function such that is the conditional expectation of the indicator function for A:
In other words, is a -measurable function satisfying
A conditional probability is regular if is also a probability measure for all ω ∈ Ω. An expectation of a random variable with respect to a regular conditional probability is equal to its conditional expectation.
- For the trivial sigma algebra the conditional probability is a constant function,
- For, as outlined above, .
Read more about this topic: Conditional Expectation
Famous quotes containing the words definition of, definition, conditional and/or probability:
“Beauty, like all other qualities presented to human experience, is relative; and the definition of it becomes unmeaning and useless in proportion to its abstractness. To define beauty not in the most abstract, but in the most concrete terms possible, not to find a universal formula for it, but the formula which expresses most adequately this or that special manifestation of it, is the aim of the true student of aesthetics.”
—Walter Pater (1839–1894)
“Although there is no universal agreement as to a definition of life, its biological manifestations are generally considered to be organization, metabolism, growth, irritability, adaptation, and reproduction.”
—The Columbia Encyclopedia, Fifth Edition, the first sentence of the article on “life” (based on wording in the First Edition, 1935)
“Computer mediation seems to bathe action in a more conditional light: perhaps it happened; perhaps it didn’t. Without the layered richness of direct sensory engagement, the symbolic medium seems thin, flat, and fragile.”
—Shoshana Zuboff (b. 1951)
“The probability of learning something unusual from a newspaper is far greater than that of experiencing it; in other words, it is in the realm of the abstract that the more important things happen in these times, and it is the unimportant that happens in real life.”
—Robert Musil (1880–1942)