Basic Concepts of Probability

  • A conditional probability is the probability that an event has occurred, taking into account additional information about the result of the experiment.
  • A conditional probability can always be computed using the formula in the definition. Sometimes it can be computed by discarding part of the sample space.
  • Two events A and B are independent if the probability P(A \cap B) of their intersection A \cap B is equal to the product P(A) \cdot P(B) of their individual probabilities.