Conditional probability. Independence of events

Conditional probability. Independent and dependent events.

The probability of occurrence of an event  A at the condition, that an event B takes place, is called  the conditional probability and calculated by the formula:

where  А , В  Е ,  Р ( В ) 0.

The events  А , В Е  are independent events, if   Р ( А В ) = Р ( А ) · Р ( В ).

Otherwise, the events  А and В are called  dependent events.

Back