Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
Let $n \in 1, \ldots, N$ be a D996: Natural number such that
(i) | $H, E_1, \ldots, E_N \in \mathcal{F}$ are each an D1716: Event in $P$ |
(ii) | $E_1, \ldots, E_N$ is a D5143: Set partition] of $\Omega$ |
(iii) | $\mathcal{G} = \sigma \langle E_1, \ldots, E_N \rangle$ is a D318: Generated sigma-algebra on $\Omega$ with generators $E_1, \ldots, E_N$ |
(i) | \begin{equation} \mathbb{P}(E_n) > 0 \end{equation} |
Then
\begin{equation}
\forall \, \omega \in \Omega
\left( \omega \in E_n \quad \implies \quad \mathbb{P}(H \mid \mathcal{G})(\omega) = \frac{\mathbb{P}(H \cap E_n)}{\mathbb{P}(E_n)} \right)
\end{equation}