General multiplication rule

By Jude Wallis · Updated

The general multiplication rule says P(A and B) equals P(A) times the conditional probability of B given A, and it holds for any two events.

The rule is P(AB)=P(A)P(BA)P(A \cap B) = P(A) \cdot P(B \mid A), where \cap is the intersection sign, read "and", and P(BA)P(B \mid A) is read "the probability of B given A". It holds for any two events with P(A)>0P(A) > 0, independent or not, because the conditional factor already absorbs whatever the first event does to the second. The order is yours to choose: P(B)P(AB)P(B) \cdot P(A \mid B) returns the same product.

Draw two cards from a shuffled 52-card deck without replacing the first. The first is an ace with probability 4/524/52. Given that it was, 3 aces are left among 51 cards, so the second is an ace with probability 3/513/51. The product is 452351=122652=12210.004525\frac{4}{52} \cdot \frac{3}{51} = \frac{12}{2652} = \frac{1}{221} \approx 0.004525. Enumerating all 2,652 ordered pairs of distinct cards finds exactly 12 that run ace then ace, which is the same answer arrived at by counting.

"There are 4 aces in 52 cards, so both cards are aces with probability (4/52)20.005917(4/52)^2 \approx 0.005917." Squaring the unconditional probability answers a different question, the one where the first card goes back and the deck is reshuffled. Drawn without replacement the second card faces a smaller deck holding one fewer ace, so the true value is 0.004525 and the shortcut runs 31 percent high. The conditional factor is the entire content of the rule.

P(BA)P(B \mid A) is undefined when P(A)=0P(A) = 0, which is the one place the rule has nothing to say. Rearranged, it is the definition of conditional probability, P(BA)=P(AB)/P(A)P(B \mid A) = P(A \cap B) / P(A), so the two statements are the same fact written twice. When the events happen to be independent, P(BA)=P(B)P(B \mid A) = P(B) and the general rule collapses into the plain multiplication rule for independent events.

Conditional probability, and this rule with it, is topic 2.6.

Where this comes up

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