なぜ

私はそう思う

$$P(A|B) = P(A | B,C) * P(C) + P(A|B,\neg C) * P(\neg C)$$

正しいが、

$$P(A|B) = P(A | B,C) + P(A|B,\neg C)$$

間違っている。

しかし、後者については「直観」があります。つまり、2つのケース（CまたはNot C）を分割することで確率P（A | B）を考慮します。なぜこの直感が間違っているのですか？

確率こと、容易カウンタ例として、仮定のAは、である1にかかわらずの値の、C。次に、誤った方程式をとると、次のようになります。$P(A)$$A$$1$$C$

$P(A | B) = P(A | B, C) + P(A | B, \neg C) = 1 + 1 = 2$

それは明らかに正しいことはできません。おそらくより大きくすることはできません。これは、2つのケースのそれぞれに重みを割り当てる必要があるという直感を構築するのに役立ちます。そのケースの可能性に比例して、最初の（正しい）方程式になります。。$1$

---

これにより、最初の方程式に近づきますが、重みは完全には正しくありません。正しい重みについては、A。Rexのコメントをご覧ください。

デニスの答えには、間違った方程式を反証する素晴らしい反例があります。この答えは、次の式が正しい理由を説明しようとしています。

$$P(A|B) = P(A|C,B) P(C|B) + P(A|\neg C,B) P(\neg C|B).$$

すべての用語が上で条件付けされたよう、我々はによって全体の確率空間を置き換えることができますB＆ドロップBの用語を。これにより、次のことができます。$B$$B$$B$

$$P(A) = P(A|C) P(C) + P(A|\neg C) P(\neg C).$$

この式があり、なぜ、あなたは求めているとP （¬ C ）それに用語。$P(C)$$P(\neg C)$

その理由は、あるの一部であるAにおけるC及びP （A | ¬ C ）P （¬ Cが）の一部であるAで¬ Cと二つまで追加A。図を参照してください。一方、P （A | C ）は、AとP （Aを含むCの割合です$P(A|C) P(C)$$A$$C$$P(A|\neg C) P(\neg C)$$A$$\neg C$$A$$P(A|C)$$C$$A$の割合である ¬ Cを含む A -それらを追加することは無意味であるので、それらは共通の分母を持っていないので、これらは、異なる領域の割合です。$P(A|\neg C)$$\neg C$$A$

I know you've already received two great answers to your question, but I just wanted to point out how you can turn the idea behind your intuition into the correct equation.

First, remember that $P(X \mid Y) = \dfrac{P(X \cap Y)}{P(Y)}$ and equivalently $P(X \cap Y) = P(X \mid Y)P(Y)$.

To avoid making mistakes, we will use the first equation in the previous paragraph to eliminate all conditional probabilities, then keep rewriting expressions involving intersections and unions of events, then use the second equation in the previous paragraph to re-introduce the conditionals at the end. Thus, we start with:

$$P(A \mid B) = \dfrac{P(A \cap B)}{P(B)}$$

We will keep rewriting the right-hand side until we get the desired equation.

The casework in your intuition expands the event $A$ into $(A \cap C) \cup (A \cap \neg C)$, resulting in

$$P(A \mid B) = \dfrac{P(((A \cap C) \cup (A \cap \neg C)) \cap B)}{P(B)}$$

As with sets, the intersection distributes over the union:

$$P(A \mid B) = \dfrac{P((A \cap B \cap C) \cup (A \cap B \cap \neg C))}{P(B)}$$

Since the two events being unioned in the numerator are mutually exclusive (since $C$ and $\neg C$ cannot both happen), we can use the sum rule:

$$P(A \mid B) = \dfrac{P(A \cap B \cap C)}{P(B)} + \dfrac{P(A \cap B \cap \neg C)}{P(B)}$$

We now see that $P(A \mid B) = P(A \cap C \mid B) + P(A \cap \neg C \mid B)$; thus, you can use the sum rule on the event on the event of interest (the "left" side of the conditional bar) if you keep the given event (the "right" side) the same. This can be used as a general rule for other equality proofs as well.

We re-introduce the desired conditionals using the second equation in the second paragraph:

$$P(A \cap (B \cap C)) = P(A \mid B \cap C)P(B \cap C)$$ and similarly for $\neg C$.

We plug this into our equation for $P(A \mid B)$ as:

$$P(A \mid B) = \dfrac{P(A \mid B \cap C)P(B \cap C)}{P(B)} + \dfrac{P(A \mid B \cap \neg C)P(B \cap \neg C)}{P(B)}$$

Noting that $\dfrac{P(B \cap C)}{P(B)} = P(C \mid B)$ (and similarly for $\neg C$), we finally get

$$P(A \mid B) = P(A \mid B \cap C)P(C \mid B) + P(A \mid B \cap \neg C)P(\neg C \mid B)$$

Which is the correct equation (albeit with slightly different notation), including the fix A. Rex pointed out.

Note that $P(A \cap C \mid B)$ turned into $P(A \mid B \cap C)P(C \mid B)$. This mirrors the equation $P(A \cap C) = P(A \mid C)P(C)$ by adding the $B$ condition to not only $P(A \cap C)$ and $P(A \mid C)$, but also $P(C)$ as well. I think if you are to use familiar rules on conditioned probabilities, you need to add the condition to all probabilities in the rule. And if there's any doubt whether that idea works for a particular situation, you can always expand out the conditionals to check, as I did for this answer.

Probabilities are ratios; the probability of A given B is how often A happens within the space of B. For instance, $P(\text{rain|March})$ is the number of rainy days in March divided by the number of total days in March. When dealing with fractions, it makes sense to split up numerators. For instance,

$$\begin{align} P(\text{rain or snow|March}) &= \frac{(\text{number of rainy or snowy days in March})}{(\text{total number of days in March})} \\[7pt] &= \frac{(\text{number of rainy days in March})}{(\text{total number of days in March)}} + \\[4pt] &\qquad \frac{\text{(number of snowy days in March)}}{(\text{total number of days in March)}} \\[7pt] &= P(\text{rain|March})+P(\text{snow|March}) \end{align}$$

This of course assumes that "snow" and "rain" are mutually exclusive. It does not, however, make sense to split up denominators. So if you have $P(\text{rain|February or March})$, that is equal to

$$\frac{(\text{number of rainy days in February and March})}{(\text{total number of days in February and March})}.$$

But that is not equal to

$$\frac{(\text{number of rainy days in February})}{(\text{total number of days in February})} + \frac{(\text{number of rainy days in March)}}{(\text{total number of days in March)}}.$$

If you're having trouble seeing that, you can try out some numbers. Suppose there are 10 rainy days in February and 8 in March. Then we have

$$\frac{(\text{number of rainy days in February and March})}{(\text{total number of days in February and March)}} = (10+8)/(28+31) = 29.5\%$$

and

$$\begin{align} \frac{(\text{number of rainy days in February})}{(\text{total number of days in February)}} + \frac{(\text{number of rainy days in March)}}{(\text{total number of days in March)}} &= (10/28)+(8/31) \\ &= 35.7\% + 25.8\% \\ &= 61.5\% \end{align}$$

The first number, 29.5%, is the average of 35.7% and 25.8% (with the second number weighted slightly more because there is are more days in March). When you say $P(A|B)=P(A|B,C)+P(A|B,¬C)$ you're saying that $\frac{x_1+x_2}{y_1+y_2} = \frac{x_1}{y_1}+\frac{x_2}{y_2}$, which is false.

If I go to Spain, I can get sunburnt.

$$P(sunburnt | Spain)=0.2$$ This tells me nothing about getting sunburnt if not going to Spain, let's say $$P(sunburnt|\neg Spain)=0.1$$ This year I'm going to Spain, so $$P(sunburnt)=0.2$$ Letting $B=\Omega$, this is, $P(B)=1$, your intuition would imply $$P(A)=P(A|C)+P(A|\neg C)$$ which by the previous argument, isn't neccesarily true.