5
$\begingroup$

Is the order of random variables important in the chain rule? I mean, is this true: $P(A,B,C) = P(A)\times P(B|A)\times P(C|A,B) = P(C)\times P(B|C)\times P(A|B,C) = P(C,B,A)$? If it is, what is the meaning of such order? Thank you.

1 Answers 1

5

$P[A \cap B \cap C] = P[(A \cap B) \cap C] = P[(A \cap B)|C]P(C) = P[C|A \cap B]P[A \cap B]$. Then you can rewrite $P(A \cap B) = P(A|B)P(B) = P(B|A)P(A)$.

These are all useful. Suppose you want to find $P(A \cap B)$. Well $P(A \cap B) = P(A|B)P(B) = P(B|A)P(A)$. But suppose you only know $P(B|A)$. Then $P(B|A)P(A)$ is more useful.

  • 1
    @Martino8: Yes it is unimportant.2011-01-26