Question

What is the Kolmogorov formula for conditional probability?

Answer 1

`P[A|B]= (P[A nn B])/(P[B])`

Explanation:

Given two events A and B from the sigma-field of a probability space with P(B) > 0, the conditional probability of A given B is defined as the quotient of the probability of the joint of events A and B, and the probability of B:

`P[A|B]= (P[A nn B])/(P[B])`