I know Bayes rule as:
$$P(a \cap b) = P(a \mid b)P(b)$$
But I came across:
$$P( a,z \mid b) = P(a \mid z,b) P(z \mid b)$$
How is the last equation proven?
I know Bayes rule as:
$$P(a \cap b) = P(a \mid b)P(b)$$
But I came across:
$$P( a,z \mid b) = P(a \mid z,b) P(z \mid b)$$
How is the last equation proven?
$$P(a, z \mid b) = \dfrac{P(a, z, b)}{P(b)}$$ $$P(a \mid z, b) = \dfrac{P(a, z, b)}{P(z, b)}$$ $$P(z \mid b) = \dfrac{P(z, b)}{P(b)}$$