ThmDex – An index of mathematical definitions, results, and conjectures.
F11473
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $E, F_0, F_1, F_2, \dots \in \mathcal{F}$ are each an D1716: Event in $P$
(ii) $F_0, F_1, F_2, \ldots$ is a D5143: Set partition of $\Omega$
(iii) \begin{equation} \forall \, n \in \mathbb{N} : \mathbb{P}(F_n) > 0 \end{equation}
Then \begin{equation} \mathbb{P}(E) = \sum_{n \in \mathbb{N}} \mathbb{P}(E \mid F_n) \mathbb{P}(F_n) \end{equation}