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Part of ALG-04 — Probability & Distributions

Total Probability Theorem Process

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graph TD
    A[Identify the event A whose probability is needed] --> B[Find a partition B_1 B_2 ... B_n of sample space]
    B --> C[Determine prior probabilities P of B_i]
    C --> D[Determine likelihoods P of A given B_i]
    D --> E[Compute P of A = sum of P of A given B_i times P of B_i]
    E --> F{Need reverse conditional?}
    F -->|Yes| G[Apply Bayes theorem: P of B_i given A]
    F -->|No| H[Answer is P of A]

The total probability theorem is used when the event A can occur through multiple mutually exclusive "paths" (the partition). It is always the first step before applying Bayes' theorem.

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