Let be a sample space, A an event of that space and B1, B2,, Bn be

Let Ω be a sample space, A an event of that space and B1, B2,…, Bn be pairwise disjoint events in Ω with P(Bi) > 0 for all i. Assume further that P(A|Bi) = p for all i = 1, 2,…, n.

If the event B is defined by

show that the conditional probability of A given B is also equal to p, that is P(A|B) = p. (Hint: You may find the result of the previous exercise useful.)

Transcribed Image Text:

n B = UB i=1