Basic probability theory

• Conditional probability:

  • P(A | B)

• Independent:

  • P(A | B) = P(A)

• Conditional independence:

  • P(A | B, C) = P(A | C)

• Chain rule:

P(E1, E2, ..., En) = P(En | En-1, ..., E2, E1) ... P(E2 | E1)P(E1)

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