[Probability] Probability


Discrete random variable X
Domain of possible value {x_1, x_2, …, x_n}
Unconditional (prior) probability P(X=x_i)
Basic axioms

  • P(X=x_i) >= 0
  • sum P(X=x_i) = 1
  • P(X=x_i or X=x_j) = P(X=x_i) + P(X=x_j) if x_i ~= x_j

Conditional Probabilities

P(X=x_i|Y=y_j) : probability that X=x_i given Y=y_j
In general, P(X=x_i|Y=y_j) ~= P(X=x_i)
Axioms also apply

  • P(X=x_i|Y=y_j) >= 0
  • sum_i P(X=x_i | Y=y_j) = 1

Joint Probabilities

P(X=x_i, Y=y_j) : probability that X=x_i and Y=y_j

* Easier for experts to assess conditional probabilities over single events than joint probabilities over compound events.

Shorthand notation

Implied universality : P(X,Y) = P(X|Y)P(Y) = P(Y|X)P(X) implies that equality is true for all assignments
Implied assignment : P(x,y,z) = P(X=x, Y=x, Z=z)



Product Rule: P(A,B,C,…) = P(A)P(B|A)P(C|A,B)…
Bayes Rule: P(X|Y) = P(Y|X)P(X) / P(Y)
Marginalization: P(X) = sum_y P(X,Y=y)


Product Rule: P(A,B,C,… | E) = P(A | E)P(B|A, E)P(C|A,B, E)…
Bayes Rule: P(X|Y, E) = P(Y|X, E)P(X | E) / P(Y | E)
Marginalization: P(X | E) = sum_y P(X,Y=y | E)



P(X|Y) = P(X)
P(Y|X) = P(Y)
P(X,Y) = P(X)P(Y)


P(X|Y,E) = P(X|E)
P(Y|X,E) = P(Y|E)
P(X,Y|E) = P(X|E)P(Y|E)

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