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Q. If three events of a sample space are $E$, $F$ and $G$, then $P(E\, \cap\, F \cap\, G)$ is equal to

Probability - Part 2

Solution:

If $E$, $F$ and $G$ are the three events of sample space, then we have
$P(E\, \cap\, F \cap\, G) = P(E)\, P(F|E)\, P(G|(E\cap F))$
$= P(E)\, P(F|E)\, P(G|EF)$