Probability

Conditional Probability

The probability of an event given that another event is known to have occurred.

P(A | B) = P(A and B) / P(B), defined when P(B) > 0.

Conditioning is the most reliable attack on a probability question you cannot see through: split on the first event, solve each branch, recombine with the law of total probability.

The trap. P(A | B) and P(B | A) are different quantities, and conflating them is the single most common error in applied probability. A test that is 99% accurate tells you P(positive | disease), not P(disease | positive) - and when the disease is rare those numbers differ by an order of magnitude. See Bayes' theorem.

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Conditioning: The Law of Total Probability in Interviews

Split on the first step, solve the pieces, recombine. The single most reliable attack on a probability question you cannot see through.

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