*Conditional*

*probability*is the

*probability*of some event A, given the occurrence of some other event B.

*Conditional*

*probability*is written P(A \mid B), and is read "the

*probability*of A, given B". It is defined by : If P(B)=0 then P(A \mid B) is formally undefined by this expression. However, it is possible to define a

*conditional*

*probability*for some zero-

*probability*events using a σ-algebra of such events (such as those arising from a continuous

*random*

*variable*).