As shown in the image below, how does A turn into B? What is the intuitive logic behind the disappearance of sigma y? Thanks!!
summation sign of y in a conditional probability proof
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$\begingroup$
probability
probability-theory
summation
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0This is e$x$actly correct. Formally this is called the Law of Total Probability. – 2012-12-02
1 Answers
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The event $\{X=x\}$ is the union of the mutually exclusive events $\{X=x,\ Y=y\}$ for all $y$.