Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) | $E, F, G \in \mathcal{F}$ are each an D1716: Event in $P$ |
(ii) | $F, G$ is a D5143: Set partition of $\Omega$ |
(iii) | \begin{equation} \mathbb{P}(F), \mathbb{P}(G) > 0 \end{equation} |
Then
\begin{equation}
\mathbb{P}(E)
= \mathbb{P}(E \mid F) \mathbb{P}(F) + \mathbb{P}(E \mid G) \mathbb{P}(G)
\end{equation}