In probability theory, the
Law of Total Probability is a fundamental rule that relates marginal probabilities to conditional probabilities. This law helps us find the overall probability of an event, known as the
unconditional probability, by considering all possible scenarios that could lead to that event.
Imagine you have a bag of red and blue marbles, but also, within this bag, there are smaller bags dividing the marbles by their size — large and small. If you want to know the probability of randomly picking a red marble, regardless of its size, you would apply the Law of Total Probability. You calculate the chances of picking a red marble from each size category (conditional probabilities) and then combine these probabilities, weighted by the likelihood of selecting a marble from each size category (their marginal probabilities).
Here’s the equation for this law:
\[ P(A) = \sum P(A \mid B_i)P(B_i) \]
where:
- \(P(A)\) is the unconditional probability of event A,
- \(P(A \mid B_i)\) is the conditional probability of A given \(B_i\),
- \(P(B_i)\) is the probability of the sub-event \(B_i\),
- The \(B_i's\) are the disjoint events that cover the entire sample space.
In the example of the athletes, we considered two scenarios: those who have never been disqualified before and those who have. We multiplied the probability of disqualification for each group by the probability of being in that group, and added the results together to find the total probability of disqualification.