Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) | $X : \Omega \to \Xi$ and $Y : \Omega \to \Theta$ are each a D202: Random variable on $P$ |
(ii) | $\{ X \in A \}, \{ Y \in B \} \in \mathcal{F}$ are each an D1716: Event in $P$ |
(iii) | \begin{equation} \mathbb{P}(X \in A), \mathbb{P}(Y \in B) > 0 \end{equation} |
Then
\begin{equation}
\mathbb{P}(X \in A \mid Y \in B) \mathbb{P}(Y \in B) = \mathbb{P}(Y \in B \mid X \in A) \mathbb{P}(X \in A)
\end{equation}