For a compound event $E_1E_2$,
Pr($E_1E_2$) = Pr($E_1$)Pr($E_2$|$E_1$)
such that if $E_1$ and $E_2$ are independent events, we can say that:
Pr($E_1E_2$) = Pr($E_1$)Pr($E_2$)
Is there an analogous formula that can be derived for the conditional probability: Pr($E_1E_2$|$E_3$)?
I would like to be able to reduce Pr($E_1E_2$|$E_3$) to terms that do not involve all three of the events $E_1$, $E_2$, $E_3$, given the assumption that only $E_1$ and $E_3$ are independent.
If this cannot be done, then what assumptions would be necessary in order to be able to do it?
Here is one way to write it given the assumption: $$ P(E_1\cap E_2\mid E_3)=P(E_2\mid E_1\cap E_3)P(E_1\mid E_3)=P(E_2\mid E_1\cap E_3)P(E_1). $$