J
joy9696
Member
Hi,
I am unable to follow the proof on Chapman Kolmogorov equation (Ch3 - Markov Chains). Here they have derive the proof as an analogy from the combination of Markov property and total probability in the conditional form:
Wanted to understand the total probalility in the conditional form, especially the derivation of the equation:
P[B/C] = ∑ P[B/C, Ak] P[Ak/C]
The derivation has not been explained in CT3 while discussing total probability. Or have I missed something. Please help.
I am unable to follow the proof on Chapman Kolmogorov equation (Ch3 - Markov Chains). Here they have derive the proof as an analogy from the combination of Markov property and total probability in the conditional form:
Wanted to understand the total probalility in the conditional form, especially the derivation of the equation:
P[B/C] = ∑ P[B/C, Ak] P[Ak/C]
The derivation has not been explained in CT3 while discussing total probability. Or have I missed something. Please help.