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## page was renamed from Statistics/JointProbabilities |
Joint Probability
A joint probability is the likelihood of multiple events occurring, either simultaneously or sequentially. The joint probability of two events is notated as P(A ∩ B), or sometimes more informally as P(AB).
Contents
Decomposition
The intersection of two events A and B is the same as event A times the conditional probability of B given A.
This can be expanded out to any number of events.
P(A1 ∩ A2 ∩ ... ∩ An-1 ∩ An) = P(A1|A2 ∩ ... ∩ An) ... P(An-1|An) P(An)