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One of the common ways to use conditional probability is through Bayes' Theorem. The definition of conditional probability is used in Bayes' Theorem to render inferences in many situations where events are causally linked.

Generalizations

Bayes theorem for 3 events

A version of Bayes' theorem for 3 events results from the addition of a third event C, with P(C)>0, on which all probabilities are conditioned:

P(A\vert B\cap C)={\frac {P(B\vert A\cap C)\,P(A\vert C)}{P(B\vert C)}}

Derivation

Using the chain rule

P(A\cap B\cap C)=P(A\vert B\cap C)\,P(B\vert C)\,P(C)

And, on the other hand

P(A\cap B\cap C)=P(B\cap A\cap C)=P(B\vert A\cap C)\,P(A\vert C)\,P(C)

The desired result is obtained by identifying both expressions and solving for P(A\vert B\cap C).