Couple things to remember for this proof:

$ P(A|B)= P(A \bigcap B)/P(B) $

so

$ P(A \bigcap B)= P(A|B)*P(B) $

Make sure you use the theorem of total probability, which states:

$ P(A)=P(A|C)P(C)+P(A|C^c)P(C^c) \! $

Try and rearrange what we want to proof so it looks like what we know is true.

Alumni Liaison

BSEE 2004, current Ph.D. student researching signal and image processing.

Landis Huffman