Question: 11. Prove that the set function defined by PAjB PA B PB for PB 6 0 is a valid probability set function in

11. Prove that the set function defined by PðAjBÞ ¼ PðA \ BÞ

PðBÞ for PðBÞ 6¼ 0 is a valid probability set function in the probability space

{B,UB,P(|B)}, where UB is the event space for the sample space B.

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