If A and B are events (see sample space), and P(B)>0, the conditional probability of A given B is defined by
or equivalently![conditional probability](Images/oree/doc/10.1093/acref/9780199679188.001.0001/acref-9780199679188-math-0137-full.gif)
If P(A)>0 also, then P(A ∩ B)=P(A)×P(B|A), so![conditional probability](Images/oree/doc/10.1093/acref/9780199679188.001.0001/acref-9780199679188-math-0696-full.gif)
The ‘A|B’ notation was introduced by Jeffreys and popularized by Feller. See also bayes's theorem; independent events.