Chapter 2: Problem 9
Prove that if \(H_{i}\) are pairwise disjoint events such that \(\bigcup_{i=1}^{\infty} H_{i}=\Omega\) \(P\left(H_{i}\right) \neq 0\), then $$ P(A)=\sum_{i=1}^{\infty} P\left(A \mid H_{i}\right) P\left(H_{i}\right) $$
Short Answer
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Key Concepts
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