In probability theory, conditional probability is a measure of the probability of an event given that (by assumption, presumption, assertion or evidence) another event has occurred. If the event of interest is A and the event B is known or assumed to have occurred, “the conditional probability of A given B“, or “the probability of A under the condition B“, is usually written as P(A|B), or sometimes PB(A). For example, the probability that any given person has a cough on any given day may be only 5%. But if we know or assume that the person has a cold, then they are much more likely to be coughing. The conditional probability of coughing given that you have a cold might be a much higher 75%.
The concept of conditional probability is one of the most fundamental and one of the most important concepts in probability theory. But conditional probabilities can be quite slippery and require careful interpretation. For example, there need not be a causal or temporal relationship between A and B.
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