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| ** Conditional Probability **: suppose we want to know "given that $A$ happens, what is the probability $B$ will happen?" | ** Conditional Probability **: suppose we want to know "given that $A$ happens, what is the probability $B$ will happen?" | ||
| - | $$ \P(A | B) := \frac{ \P(A \cap B) } {\P(B) | + | $$ \P(A | B) := \frac{ \P(A \cap B) } {\P(B) } $$ |
| ** The product rule ** | ** The product rule ** | ||
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| First thing first, find out what is $\Omega$ and $\P$. | First thing first, find out what is $\Omega$ and $\P$. | ||
| - | Here is an interesting example: https:// | + | Be aware when someone say: "let me randomly choose ...." |
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| + | Here is an interesting example: | ||
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| + | Another hard example: let $M$ be a random symmetric matrix of size $N \times N$, where each entry is iid Gausian. Question: how does eigenvalues of this matrix distribute? | ||