Regular Conditional Probability - Motivation

Motivation

Normally we define the conditional probability of an event A given an event B as:

The difficulty with this arises when the event B is too small to have a non-zero probability. For example, suppose we have a random variable X with a uniform distribution on and B is the event that Clearly the probability of B in this case is but nonetheless we would still like to assign meaning to a conditional probability such as To do so rigorously requires the definition of a regular conditional probability.

Read more about this topic:  Regular Conditional Probability

Famous quotes containing the word motivation:

    Self-determination has to mean that the leader is your individual gut, and heart, and mind or we’re talking about power, again, and its rather well-known impurities. Who is really going to care whether you live or die and who is going to know the most intimate motivation for your laughter and your tears is the only person to be trusted to speak for you and to decide what you will or will not do.
    June Jordan (b. 1939)