Joint Probability

Creator
Creator
Seonglae Cho
Created
Created
2023 Mar 7 2:16
Editor
Edited
Edited
2024 Oct 27 22:4

Product rule which involves
Bayes Theorem

P(X,Y)=P(X)P(YX)=P(Y)P(XY)=P(XY)P(X, Y) = P(X)P(Y|X) = P(Y)P(X|Y) = P(X \cap Y)
Joint probability of X and Y is simply understood as choosing X first and choose Y given X. Confusing part is that regardless of order, reverse probability is expressed as same form.
After that we can decide
Pairwise Independence
or not
P(X)=P(XY),P(Y)=P(YX)P(X) = P(X|Y), P(Y) = P(Y|X)
P(zx,y)P(x,y)=P(x,y,z)=P(x,yz)P(z)P(z|x,y) P(x, y) = P(x, y, z) = P(x,y|z) P(z)

Bonferroni inequality

P(XY)P(A)+P(B)1P(X \cap Y) \ge P(A) + P(B) - 1
 
 
 
 
 
 

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