Conditional probability table: Difference between revisions

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In [[statistics]], the '''conditional probability table (CPT)''' is defined for a set of discrete and mutually [[independence (probability)|dependent]] [[random variable]]s to demonstrate [[conditional probability]] of a single variable with respect to the others. For example, assume there are three random variables <math>x_1,x_2, x_3</math> where each has <math>K</math> states. Then, the conditional probability table of <math>x_1</math> provides the conditional probability values for <math>P(x_1=a_k\mid x_2,x_3)</math>for each of the ''K'' possible values <math>a_k</math> of the variable <math>x_1</math> and for each possible combination of values of <math>x_2,\, x_3.</math> This table has <math>K^3</math> cells. In general, for <math>M</math> variables <math>x_1,x_2,\ldots,x_M</math> with <math>K</math> states, the CPT for any one of them has size&nbsp;<math>K^M.</math><ref name=murphybook>{{cite book|last=Murphy|first=KP|title=Machine learning: a probabilistic perspective|year=2012|publisher=The MIT Press}}</ref>

With only two variables and two states, a CPT can be put into [[matrix (mathematics)|matrix]] form. For example, the values of <math>P(x_jx_1=a_{k,j}a_k\mid x_ix_2=b_j)=T_{ijkj},</math> with only''k'' twoand possible''j'' valuesranging forover each''K'' variablevalues, create a 2×2''K''×''K'' matrix. This matrix is a [[stochastic matrix]] since the rowscolumns sum to 1; i.e. <math>\sum_jsum_k T_{ijkj} = 1</math> for all ''ij''.

==References==