Probability

Basic reference for probability that I find myself looking up.

Probability of \(X\):

\[ P(X) \]

When \(X\) and \(Y\) are independent:

\[ P(X \cap Y) = P(X) P(Y) \]

Conditional probability of \(X\) given \(C\):

\[ P(X \mid C) = \frac{P(X \cap C)}{P(C)} \]

Bayes’ theorem:

\[ P(X \mid Y) = \frac{P(Y \mid X) P(X)}{P(Y)} \]