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The theorem

Let $(Ω,\mathscr{C},P)$ be a probability space. If the events $A_1,A_2,...,A_n∈\mathscr{C}$ are incompatible two to two, with $P(A_i)> 0, ∀i=1,2,...,n$ and such that $\bigcup_{i=1}^{i=n}A_{i}=Ω$ , then, for any event $B∈C$, such that $P(B)>0$, it follows that:

$$P(A_k|B)=\frac{P(B|A_k)\cdot P(A_k)}{\sum_{i=1}^{i=n}P(B|A_i)\cdot P(A_i)}\quad\text{for all }k=1,2,...,n.$$

My demonstration

By definition of Conditional Probability:

  1. $\displaystyle P(A_k|B)=\frac{P(A_k∩B)}{P(B)}$
  2. $\displaystyle P(B|A_k)=\frac{P(A_k∩B)}{P(A_k)}$
  3. $\displaystyle P(A_k∩B)=P(B|A_k)\cdot P(A_k)$
  4. $\displaystyle P(A_k|B)=\frac{P(B|A_k)\cdot P(A_k)}{P(B)}$

By the Total Probability Theorem, concludes that:

  1. $\displaystyle P(B) = \sum_i P(B\cap A_i) = \sum_i P(B|A_i)\cdot P(A_i)$
  2. $\displaystyle P(A_k|B)=\frac{P(B|A_k)\cdot P(A_k)}{\sum_{i=1}^{i=n}P(B|A_i)\cdot P(A_i)}$

Is it well demonstrated that way?

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    Certainly the right track. Maybe include explicit statement that $P(B) = \sum_i P(BA_i) = \sum_i P(B|A_i)P(A_i).$ (Law of Total Probability.) And fix typo in the numerator in the Question.2017-01-28
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    Quibble: Replaced `/` for 'given' by `|` throughout. Might check to see if I got them all. Also, fixed numerator.2017-01-28
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    I want to enlarge the size of the formulas in points 1, 2, 4 and 6 without using '$$'. You know how to do it?2017-01-28
  • 0
    @CarlosFrostte try `\displaystyle`2017-01-29

0 Answers 0