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Conditional probability table

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In statistics, the conditional probability table (CPT) is defined for a set of discrete (not independent) random variables to demonstrate marginal probability of a single variable with respect to the others. For example, assume there are three random variables where each have states. Then, the conditional probability table of provides the marginal probability values for . Clearly, this table has K3 cells. In general, for number of variables with states, the CPT has size KM.[1]

CPT table can be put into a matrix form. For example, the values of create a matrix. This matrix is a stochastic matrix since sum of all its elements is equals to 1; i.e. .

References

  1. ^ Murphy, KP (2012). Machine learning: a probabilistic perspective. The MIT Press.