I'm struggling with an exercise.
I have to proof that $$P(C|A) = P(B)P(C|(A \cap B) + P(B^c)P(C|A \cap B^c)$$
But I don't know where to start.This $(C|(A \cap B)$ and this $P(B^c)P(C|A \cap B^c)$ are confusing me a lot.
Thank you very much for your attention.
2026-04-24 08:52:06.1777020726
Conditional probability: Proof $P(C|A) = P(B)P(C|(A \cap B) + P(B^c)P(C|A \cap B^c)$
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\begin{multline} P(C|A)=P(A|C)\times\frac{P(C)}{P(A)}=(P(A\cap B|C)+P(A\cap B^c|C))\times\frac{P(C)}{P(A)}\\=P(C|A\cap B)\times\frac{P(A\cap B)}{P(A)}+P(C|A\cap B^c)\times\frac{P(A\cap B^c)}{P(A)}\\ =P(C|A\cap B)\times P(B|A)+P(C|A\cap B)\times P(B^c|A) \end{multline} So what you were trying to prove is only correct when $B$ is independent of $A$, because then $P(B|A)=P(B)$ and $P(B^c|A)=P(B^c)$.