## A Note on Conditional Probability

Posted on Sat 25 December 2021 in Mathematics • Tagged with Mathematics

$\newcommand{\cE}[2]{\mathbf{E}(#1\ |\ #2)}$$\newcommand{\cP}[2]{\mathbf{P}(#1\ |\ #2)}$$\renewcommand{\P}[1]{\mathbf{P}(#1)}$$\newcommand{\E}[1]{\mathbf{E}(#1)}$$\newcommand{\F}{\mathcal{F}}$$\newcommand{\G}{\mathcal{G}}$$\newcommand{\ind}[1]{\mathbf{1}_{#1}}$ To motivate this note, I’ll pose the following …

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