In: Statistics and Probability
Let Prob be a probability function on the power set P(Ω) of a sample space Ω. Let B be a set such that Prob(B) > 0. For any set A, define G(A|B) = Prob(A ∩ B) Prob(B) . Prove that for fixed B and as as a function of A, G(·|B) is also a probability function, meaning that G(·|B) satisfies the axioms of probability..