广义全概率公式

Generalized Total Probability Formula

经典全概率公式的条件中要求事件列必须是"互不相容"的,本文将去掉这一条件,试图解决由任何事件列(相容或不相容)构成的样本空间,其复杂事件概率如何用全概率公式"直接"计算的问题,给出了广义全概率公式.并以集合运算律为工具,对公式给予了严密的证明.最后举出1个例子以阐明公式的运用.

The sequence of events in the classical total probability formula must be inconsistent. In this paper, we have tried to resolve the problem how to compute the complex event directly by total probability formula in any sequence of events （consistent or inconsistent） in sample space. We have presented a generalized total, probability formula, and proved the theorem by the algorithm of set. Finally we have shown the application of our formula by an example.