I came across this expression in the Intro to Probability book I am studying:
$P(A,B|C)=\frac{P(C)P(B|C)P(A|B,C)}{P(C)}$
Could anyone please explain how is this obtained. From a simple application of Bayes Rule, shouldn't it be:
$P(A,B|C)=\frac{P(C|A,B)P(A,B)}{P(C)}$ where $P(A,B) = P(A|B)P(B)$ ?
By the definition of conditional probability: $P(Y \mid X)=P(X,Y)/P(X) \implies P(X,Y)=P(Y\mid X) P(X)$. Hence (think of $A,B$ as a single multivariate variable):
$$P(A,B\mid C)=\frac{P(A,B,C)}{P(C)}$$
Then, by the chain rule of probability, $P(A,B,C)=P(A\mid B,C)P(B,C)$ and $P(B,C)=P(B\mid C)P(C)$