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p(y|x,z)=p(x,y,z)/p(x,z)这个式子的本意是在x,z发生的条件下,y发生的概率。
更多的内容参考http://math.stackexchange.com/questions/301207/why-is-px-yz-pyx-zpxz,下面截取的一个回答。
From
P(X,Y|Z)=P(X,Y,Z)P(Z)
P(Y|X,Z)=P(X,Y,Z)P(X,Z)
P(X|Z)=P(X,Z)P(Z)
we have
P(Y|X,Z)P(X|Z)=P(X,Y,Z)P(X,Z)P(X,Z)P(Z)=P(X,Y,Z)P(Z)=P(X,Y|Z).
This is also intuitive: The probability that
X
and
Y
happen if we know that
Z
happens is the same as the probability that
X
happens when we know that
Z
happens and that then
Y
happens when we know that
X
and
Z
happen.
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