What Is The Total Probability Rule

What is the Total Probability Rule?
The total probability rule (also called the Law of Total Probability) breaks up probability
calculations into distinct parts. It’s used to find the probability of an event, A, when you don’t
know enough about A’s probabilities to calculate it directly. Instead, you take a related event, B,
and use that to calculate the probability for A.
The probability for a can be written as sums of event B. The total probability rule is:
P(A) = P(A∩B) + P(A∩Bc).
Note: ∩ means “intersection” and Bc is the complement of B.
Sometimes the probabilities needed for the calculation of total probability isn’t specified in the
exact way you need to solve the equation. An alternate version of the total probability rule
(found with the multiplication rule) is:
P(A ∩ B) = P(A | B) * P(B) + P(A ∩ Bc) = P(A | Bc)P(Bc).
In practical situations, it can be difficult to work with these equations. It’s much easier to work
with a tree or table.
Using a Probability Tree to Find Total Probability

Sample question:80% of people attend their primary care physician regularly; 35% of those
people have no health problems crop up during the following year. Out of the 20% of people
who don’t see their doctor regularly, only 5% have no health issues during the following year.
What is the probability a random person will have no health problems in the following year?
Step 1: Sketch out a tree. The following tree uses the information given in the question with the
addition of two probabilities (in blue) obtained by the complement. For example, if 5% of people
do not have health problems, that means 95% of people do have health problems.
Step 2: Multiply the probabilities for each branch. For example, the top branch has 0.8 on the
first segment and 0.35 on the second. These calculations are shown in red on the graph below:
Step 3: Find the probabilities that answer the question. For this example, we want the probability
a random person will have no health problems. If you look at the graph, the branches leading to
“no health problems” are the top branch and the third branch down. The probabilities listed in
red are 0.28 and 0.01, so the solution is:
0.28 + 0.01 = 0.29.
That’s it!
Using a Table to Solve for Total Probability

The idea is the same as the tree, only you put the data into a table format. This is less intuitive
than the tree, even though it holds the same information. This first table holds the information
given in the question:
Note that I only included in the table the information about “no health issues”, as that was what
was being asked about in the question. You could include all of the information (including the
people who had health issues), but that leads to complications in the next step (hence, it being
less intuitive than the tree).
Next, the rows are multiplied to give joint probabilities:
The total probability rule is the basis for Bayes Theorem.
Law of Total Probability

Let us start this section by asking a very simple question: In a certain country there are three
provinces, call them B1
, B2, and B3 (i.e., the country is partitioned into three disjoint sets B1, B2, and B3). We are
interested in the total forest area in the country. Suppose that we know that the forest area in B1, B2,
and B3 are 100km2, 50km2, and 150km2, respectively. What is the total forest area in the
country? If your answer is
100km2+50km2+150km2=300km2,
you are right. That is, you can simply add forest areas in each province (partition) to obtain the forest
area in the whole country. This is the idea behind the law of total probability, in which the area of forest
is replaced by probability of an event A. In particular, if you want to find P(A), you can look at a
partition of S, and add the amount of probability of A that falls in each partition. We have already seen
the special case where the partition is B and Bc: we saw that for any two events A and B,
P(A)=P(A∩B)+P(A∩Bc)
and using the definition of conditional probability, P(A∩B)=P(A|B)P(B), we can write
P(A)=P(A|B)P(B)+P(A|Bc)P(Bc).
We can state a more general version of this formula which applies to a general partition of the sample
space S
Law of Total Probability:

If B1,B2,B3,⋯
is a partition of the sample space S, then for any event A we have
P(A)=∑iP(A∩Bi)=∑iP(A|Bi)P(Bi).
Using a Venn diagram, we can pictorially see the idea behind the law of total probability. In
Figure 1.24, we have
A1=A∩B1,
A2=A∩B2,
A3=A∩B3.
As it can be seen from the figure, A1, A2, and A3 form a partition of the set A, and thus by the third
axiom of probability
P(A)=P(A1)+P(A2)+P(A3).
Fig.1.24 - Law of total probability.
Here is a proof of the law of total probability using probability axioms:
Proof
Since B1,B2,B3,⋯
is a partition of the sample space S
, we can write
S
=⋃i
Bi
A
=A∩
S
=A∩(⋃iB
i)
=⋃i(A∩B
i)
by the distributive law (Theorem 1.2).
Now note that the sets A∩Bi are disjoint (since the Bi's are disjoint). Thus, by the third probability
axiom,
P(A)=P(⋃i(A∩Bi))=∑iP(A∩Bi)=∑iP(A|Bi)P(Bi).
Here is a typical scenario in which we use the law of total probability. We are interested in
finding the probability of an event A
, but we don't know how to find P(A) directly. Instead, we know the conditional probability of A
given some events Bi, where the Bi's form a partition of the sample space. Thus, we will be able to
find P(A) using the law of total probability, P(A)=∑iP(A|Bi)P(Bi).

What Is The Total Probability Rule

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What is the Total Probability Rule?

P(A) = P(A∩B) + P(A∩Bc).

Note: ∩ means “intersection” and Bc is the complement of B.

P(A ∩ B) = P(A | B) * P(B) + P(A ∩ Bc) = P(A | Bc)P(Bc).

Using a Probability Tree to Find Total Probability

Using a Table to Solve for Total Probability

Next, the rows are multiplied to give joint probabilities:

The total probability rule is the basis for Bayes Theorem.

Law of Total Probability

Law of Total Probability:

is a partition of the sample space S, then for any event A we have

Here is a proof of the law of total probability using probability axioms:

is a partition of the sample space S

by the distributive law (Theorem 1.2).

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